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Related papers: A central limit theorem for the KPZ equation

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In this paper, we consider the dynamics of integrable stochastic Hamiltonian systems. Utilizing the Nagaev-Guivarc'h method, we obtain several generalized results of the central limit theorem. Making use of this technique and the Birkhoff…

Dynamical Systems · Mathematics 2024-04-04 Chen Wang , Yong Li

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched…

Probability · Mathematics 2022-02-09 Alexander Dunlap , Yu Gu

In this paper, we prove the existence and uniqueness of solutions of the fractional p-Laplace equation with a polynomial drift of arbitrary order driven by superlinear transport noise. By the monotone argument, we first prove the existence…

Probability · Mathematics 2025-08-21 Bixiang Wang

The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…

Analysis of PDEs · Mathematics 2010-05-31 Naoufel Ben Abdallah , Raymond El Hajj

Recently, a variational approach has been introduced for the paradigmatic Kardar--Parisi--Zhang (KPZ) equation. Here we review that approach, together with the functional Taylor expansion that the KPZ nonequilibrium potential (NEP) admits.…

Statistical Mechanics · Physics 2014-01-27 Horacio S. Wio , Roberto R. Deza , Carlos Escudero , Jorge A. Revelli

We study in this series of articles the Kardar-Parisi-Zhang (KPZ) equation $$ \partial_t h(t,x)=\nu\Delta h(t,x)+\lambda V(|\nabla h(t,x)|) +\sqrt{D}\, \eta(t,x), \qquad x\in{\mathbb{R}}^d $$ in $d\ge 1$ dimensions. The forcing term $\eta$…

Analysis of PDEs · Mathematics 2015-10-27 J. Unterberger

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

We study a stochastic complex Ginzburg-Landau equation (SCGL) on compact surfaces with magnetic Laplacian and polynomial nonlinearity, forced by a space-time white noise. After renormalizing the equation in a suitable manner, we show that…

Analysis of PDEs · Mathematics 2025-03-03 Tristan Robert , Younes Zine

We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…

Optimization and Control · Mathematics 2025-09-19 Bruno Bouchard , Xiaolu Tan

We study the clustering of passive, non-interacting particles moving under the influence of a fluctuating field and random noise, in one dimension. The fluctuating field in our case is provided by a surface governed by the…

Statistical Mechanics · Physics 2013-05-29 Apoorva Nagar , Satya N. Majumdar , Mustansir Barma

We consider the Einstein flow on a product manifold with one factor being a compact quotient of 3-dimensional hyperbolic space without boundary and the other factor being a flat torus of fixed arbitrary dimension. We consider initial data…

Mathematical Physics · Physics 2019-03-01 Volker Branding , David Fajman , Klaus Kroencke

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

Numerical Analysis · Mathematics 2021-05-04 Xing Liu

We introduce a model of effective conformal quantum field theory in dimension $d=1+1$ coupled to stochastic noise, where Kardar-Parisi-Zhang (KPZ) class fluctuations can be observed. The analysis of the quantum dynamics of the scaling…

Statistical Mechanics · Physics 2021-02-11 Denis Bernard , Pierre Le Doussal

The Kardar-Parisi-Zhang (KPZ) equation on the real line is well-known to admit Brownian motion with a linear drift as a stationary distribution (modulo additive constants). We show that these solutions are attractive, a result known as a…

Probability · Mathematics 2022-11-15 Christopher Janjigian , Firas Rassoul-Agha , Timo Seppäläinen

In this paper, we discuss possible qualitative approaches to the problem of KPZ universality. Throughout the paper, our point of view is based on the geometrical and dynamical properties of minimisers and shocks forming interlacing…

Mathematical Physics · Physics 2018-03-14 Yuri Bakhtin , Konstantin Khanin

We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime based on one-step generative transport. Building on the Mean Flows, we learn a fully conditional amortized sampler with a neural-operator…

Machine Learning · Statistics 2026-03-17 Zilan Cheng , Li-Lian Wang , Zhongjian Wang

In this article, we investigate the asymptotic behaviour of the spatial integral of the solution to the parabolic Anderson model with time independent noise in dimension $d\geq 1$, as the domain of the integral becomes large. We consider 3…

Probability · Mathematics 2022-05-27 Raluca M. Balan , Wangjun Yuan

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

We consider the KPZ equation in one space dimension with narrow wedge initial condition, $h(x,t=0)=- |x|/\delta$, $\delta\ll 1$. Based on previous results for the weakly asymmetric simple exclusion process with step initial conditions, we…

Statistical Mechanics · Physics 2015-05-18 Tomohiro Sasamoto , Herbert Spohn