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Related papers: A central limit theorem for the KPZ equation

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Consider the Hopf--Cole solution $ h(t,x) $ of the KPZ equation with narrow wedge initial condition. Regarding $ t\to\infty $ as a scaling parameter, we provide the first rigorous proof of the Large Deviation Principle (LDP) for the lower…

Probability · Mathematics 2018-09-11 Li-Cheng Tsai

In this article, we consider the stochastic Cahn--Hilliard equation driven by space-time white noise. We discretize this equation by using a spatial spectral Galerkin method and a temporal accelerated implicit Euler method. The optimal…

Numerical Analysis · Mathematics 2020-06-23 Jianbo Cui , Jialin Hong , Liying Sun

We prove, using coupling arguments, exponential convergence to equilibrium for reaction--diffusion and Burgers equations driven by space-time white noise. We use a coupling by reflection.

Analysis of PDEs · Mathematics 2007-05-23 Giuseppe Da Prato , Arnaud Debussche , Luciano Tubaro

We consider Kaluza-Klein (KK) models where internal spaces are compact Einstein spaces. These spaces are stabilized by background matter (e.g., monopole form-fields). We perturb this background by a compact matter source (e.g., the system…

General Relativity and Quantum Cosmology · Physics 2014-08-08 Alexey Chopovsky , Maxim Eingorn , Alexander Zhuk

We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary…

Probability · Mathematics 2022-03-01 Kevin Yang

In this paper we discuss the well known Kardar Parisi Zhang (KPZ) equation driven by temporally correlated noise. We use a self consistent approach to derive the scaling exponents of this system. We also draw general conclusions about the…

Statistical Mechanics · Physics 2008-04-21 Eytan Katzav , Moshe Schwartz

We present a canonical phase space approach to stochastic systems described by Langevin equations driven by white noise. Mapping the associated Fokker-Planck equation to a Hamilton-Jacobi equation in the nonperturbative weak noise limit we…

Statistical Mechanics · Physics 2014-10-07 Hans C. Fogedby

The $(d+1)$-dimensional KPZ equation is the canonical model for the growth of rough $d$-dimensional random surfaces. A deep mathematical understanding of the KPZ equation for $d=1$ has been achieved in recent years, and the case $d\ge 3$…

Probability · Mathematics 2019-05-30 Sourav Chatterjee , Alexander Dunlap

In this paper, we establish a central limit theorem (CLT) and the moderate deviation principles (MDP) for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results…

Probability · Mathematics 2019-04-02 Rangrang Zhang , Jie Xiong

Burgers-Kardar-Parisi-Zhang (KPZ) scaling has recently (re-) surfaced in a variety of physical contexts, ranging from anharmonic chains to quantum systems such as open superfluids, in which a variety of random forces may be encountered…

Statistical Mechanics · Physics 2015-03-24 Philipp Strack

We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption allowing long-memory singularities and slowly varying…

Probability · Mathematics 2026-04-07 Samir Ben Hariz , Duc-Quang Bui , Youssef Esstafa

We show that the directed landscape is a black noise in the sense of Tsirelson and Vershik. As a corollary, we show that for any microscopic system in which the height profile converges in law to the directed landscape, the driving noise is…

Probability · Mathematics 2025-04-08 Zoe Himwich , Shalin Parekh

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…

Statistical Mechanics · Physics 2021-08-05 Guillaume Barraquand , Pierre Le Doussal

We consider Kerr spacetimes with parameters a and M such that |a|<< M, Kerr-Newman spacetimes with parameters |Q|<< M, |a|<< M, and more generally, stationary axisymmetric black hole exterior spacetimes which are sufficiently close to a…

General Relativity and Quantum Cosmology · Physics 2015-05-13 Mihalis Dafermos , Igor Rodnianski

The celebrated Kardar-Parisi-Zhang (KPZ) equation describes the kinetic roughening of stochastically growing interfaces. In one dimension, the KPZ equation is exactly solvable and its statistical properties are known to an exquisite degree.…

Statistical Mechanics · Physics 2023-12-25 Côme Fontaine , Francesco Vercesi , Marc Brachet , Léonie Canet

We prove that the Kipnis-Marchioro-Presutti (KMP) process converges to the Kardar-Parisi-Zhang (KPZ) equation, as time $t$ goes to infinity, in a properly scaled observation window shifted by $t^{3/4}$. Our proof is based on identifying the…

Probability · Mathematics 2025-08-26 Guillaume Barraquand , Francesco Casini

We study quantitative large-time averages for Hamilton--Jacobi equations in a dynamic random environment that is stationary ergodic and has unit-range dependence in time. Our motivation comes from stochastic growth models related to the…

Analysis of PDEs · Mathematics 2026-05-22 Xiaoqin Guo , Wenjia Jing , Hung Vinh Tran , Yuming Paul Zhang

We consider the narrow wedge solution to the Kardar-Parisi-Zhang stochastic PDE under the characteristic $3:2:1$ scaling of time, space and fluctuations. We study the correlation of fluctuations at two different times. We show that when the…

Probability · Mathematics 2020-07-14 Ivan Corwin , Promit Ghosal , Alan Hammond

For each $\alpha \in \mathbb{R}$, $t \geq 1$, we show that there exists a unique $\mathbb{N}$-indexed line ensemble of random continuous curves $\mathbb{R}_{\le 0} \to \mathbb{R}$ with the following properties: (1) The top curve is…

Probability · Mathematics 2025-06-10 Sayan Das , Christian Serio

We derive stochastic compressible Euler Equation from a Hamiltonian microscopic dynamics. We consider systems of interacting particles with H\"older noise and potential whose range is large in comparison with the typical distance between…

Analysis of PDEs · Mathematics 2025-02-25 Jesus Correa , Juan Londoño , Christian Olivera
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