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Related papers: A central limit theorem for the KPZ equation

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In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…

Probability · Mathematics 2025-01-09 Masahisa Ebina

In this work we analyze the existence of solution to the fractional quasilinear problem, \begin{equation*} \left\{ \begin{array}{rcll} (-\Delta)^s u &= & |\nabla u|^{p}+ \l f & \text{ in }\Omega , u &=& 0 &\hbox{ in }…

Analysis of PDEs · Mathematics 2020-04-22 Boumediene Abdellaoui , Ireneo Peral

The KPZ fixed point is a 2d random field, conjectured to be the universal limiting fluctuation field for the height function of models in the KPZ universality class. Similarly, the periodic KPZ fixed point is a conjectured universal field…

Probability · Mathematics 2023-05-03 Jinho Baik , Andrei Prokhorov , Guilherme L. F. Silva

In this paper, we consider the KPZ equation under the weak noise scaling. That is, we introduce a small parameter $\sqrt{\varepsilon}$ in front of the noise and let $\varepsilon \to 0$. We prove that the one-point large deviation rate…

Probability · Mathematics 2023-04-05 Pierre Yves Gaudreau Lamarre , Yier Lin , Li-Cheng Tsai

In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…

Probability · Mathematics 2022-02-11 Michael Fleermann , Werner Kirsch

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Numerical Analysis · Mathematics 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

We derive a lower bound, independent of the initial condition, for the solution of the KPZ equation on the torus through its representation as the value function of a (conditional) stochastic control problem. With the same techniques, we…

Probability · Mathematics 2025-08-26 Nicolas Perkowski , Carlos Villanueva Mariz

We introduce a class of Boltzmann equations on the real line, which constitute extensions of the classical Kac caricature. The collisional gain operators are defined by smoothing transformations with quite general properties. By…

Probability · Mathematics 2008-10-16 Federico Bassetti , Lucia Ladelli , Daniel Matthes

We investigate the Kardar--Parisi--Zhang (KPZ) equation in $d$ spatial dimensions with Gaussian spatially long--range correlated noise --- characterized by its second moment $R(\vec{x}-\vec{x}') \propto |\vec{x}-\vec{x}'|^{2\rho-d}$ --- by…

Statistical Mechanics · Physics 2009-10-31 H. K. Janssen , U. C. Taeuber , E. Frey

We characterize the crossover regime to the KPZ equation for a class of one-dimensional weakly asymmetric exclusion processes. The crossover depends on the strength asymmetry $an^{2-\gamma}$ ($a,\gamma>0$) and it occurs at $\gamma=1/2$. We…

Probability · Mathematics 2012-05-02 Patrícia Gonçalves , Milton Jara

A general framework for the field-theoretic thermodynamic uncertainty relation was recently proposed and illustrated with the $(1+1)$ dimensional Kardar-Parisi-Zhang equation. In the present paper, the analytical results obtained there in…

Statistical Mechanics · Physics 2021-03-17 Oliver Niggemann , Udo Seifert

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

Probability · Mathematics 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

For suitably discretized versions of the Kardar-Parisi-Zhang equation in one space dimension exact scaling functions are available, amongst them the stationary two-point function. We explain one central piece from the technology through…

Disordered Systems and Neural Networks · Physics 2009-11-11 Herbert Spohn

The KPZ fixed point is a (1+1)-dimensional space-time random field conjectured to be the universal limit for models within the Kardar-Parisi-Zhang (KPZ) universality class. We consider the KPZ fixed point with the narrow-wedge initial…

Probability · Mathematics 2025-07-01 Zhipeng Liu , Ruixuan Zhang

The central limit theorem is one of the most fundamental results in probability and has been successfully extended to locally dependent data and strongly-mixing random fields. In this paper, we establish its rate of convergence for…

Probability · Mathematics 2023-09-18 Tianle Liu , Morgane Austern

We study the directed polymer (DP) of length $t$ in a random potential in dimension 1+1 in the continuum limit, with one end fixed and one end free. This maps onto the Kardar-Parisi-Zhang growth equation in time $t$, with flat initial…

Disordered Systems and Neural Networks · Physics 2012-06-18 Pierre Le Doussal , Pasquale Calabrese

We consider a 2D stochastic wave equation driven by a Gaussian noise, which is temporally white and spatially colored described by the Riesz kernel. Our first main result is the functional central limit theorem for the spatial average of…

Probability · Mathematics 2021-07-29 Raul Bolaños Guerrero , David Nualart , Guangqu Zheng

We study the front of the solution to the F-KPP equation with randomized non-linearity. Under suitable assumptions on the randomness involving spatial mixing behavior and boundedness, we show that the front of the solution lags at most…

Probability · Mathematics 2022-11-30 Alexander Drewitz , Lars Schmitz

We consider two versions of discrete time totally asymmetric simple exclusion processes (TASEPs) with geometric and Bernoulli random hopping probabilities. For the process mixed with these and continuous time dynamics, we obtain a single…

Mathematical Physics · Physics 2020-08-26 Yuta Arai

We study the limit of a local average of the KPZ equation in dimension $d=2$ with general initial data in the subcritical regime. Our result shows that a proper spatial averaging of the KPZ equation converges in distribution to the sum of…

Probability · Mathematics 2024-01-01 Ran Tao
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