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In our contribution we study stochastic models in one space dimension with two conservation laws. One model is the coupled continuum stochastic Burgers equation, for which each current is a sum of quadratic non-linearities, linear…

Statistical Mechanics · Physics 2024-01-15 Dipankar Roy , Abhishek Dhar , Konstantin Khanin , Manas Kulkarni , Herbert Spohn

For a class of non-linear stochastic heat equations driven by $\alpha$-stable white noises for $\alpha\in(1,2)$ with Lipschitz coefficients, we first show the existence and pathwise uniqueness of $L^p$-valued c\`{a}dl\`{a}g solutions to…

Probability · Mathematics 2024-04-02 Yongjin Wang , Chengxin Yan , Xiaowen Zhou

We obtain the first exact solution for the stationary one-dimensional Kardar-Parisi-Zhang equation. A formula for the distribution of the height is given in terms of a Fredholm determinant, which is valid for any finite time $t$. The…

Statistical Mechanics · Physics 2015-03-19 Takashi Imamura , Tomohiro Sasamoto

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

Functional Analysis · Mathematics 2022-05-02 Antonio Agresti , Mark Veraar

We give a substantially simplified proof of near-optimal estimate on the Kuramoto-Sivashinsky equation from [F. Otto, "Optimal bounds on the Kuramoto-Sivashinsky equation", JFA 2009], at the same time slightly improving the result. The…

Analysis of PDEs · Mathematics 2015-03-23 Michael Goldman , Marc Josien , Felix Otto

We consider the KPZ equation in space dimension 2 driven by space-time white noise. We showed in previous work that if the noise is mollified in space on scale $\epsilon$ and its strength is scaled as $\hat\beta / \sqrt{|\log \epsilon|}$,…

Probability · Mathematics 2019-07-03 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

We consider the Burgers equation on $H=L^2(0,1)$ perturbed by white noise and the corresponding transition semigroup $P_t$. We prove a new formula for $P_tD\varphi$ (where $\varphi:H\to\R$ is bounded and Borel) which depends on $\varphi$…

Probability · Mathematics 2014-12-24 Giuseppe Da Prato , Arnaud Debussche

In this work we focus on the two-dimensional anisotropic KPZ (aKPZ) equation, which is formally given by \begin{equation*}\partial_t h =\frac{\nu}{2}\Delta h + \lambda((\partial_1 h)^2 - (\partial_2 h)^2) +…

Probability · Mathematics 2019-07-09 G. Cannizzaro , D. Erhard , P. Schönbauer

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

Probability · Mathematics 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

We present a series of recent results on the well-posedness of very singular parabolic stochastic partial differential equations. These equations are such that the question of what it even means to be a solution is highly non-trivial. This…

Probability · Mathematics 2014-03-26 Martin Hairer

In this paper, we introduce a novel integration method of Kardar-Parisi-Zhang (KPZ) equation. It has always been known that if during the discrete integration of the KPZ equation the nearest-neighbor height-difference exceeds a critical…

Statistical Mechanics · Physics 2018-04-18 M. F. Torres , R. C. Buceta

The present work deals with the global solvability as well as absolute continuity of the law of the solution to stochastic generalized Burgers-Huxley (SGBH) equation driven by multiplicative space-time white noise in a bounded interval of…

Probability · Mathematics 2023-07-06 Ankit Kumar , Manil T. Mohan

In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…

Probability · Mathematics 2024-04-30 Máté Gerencsér

Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the…

Probability · Mathematics 2017-04-25 Hyun-Jung Kim , Sergey V Lototsky

In this work, we investigate the well-posedness of a stochastic heat equation with an arbitrary (but polynomial) nonlinearity in any dimension $d\geq 1$ perturbed by a multiplicative white noise in the Stratonovich form, subject to an…

Probability · Mathematics 2026-04-30 Ashish Bawalia , Zdzisław Brzeźniak , Manil T. Mohan

We study an anisotropic variant of the two-dimensional Kardar-Parisi-Zhang equation, that is relevant to describe growth of vicinal surfaces and has Gaussian, logarithmically rough, stationary states. While the folklore belief (based on…

Statistical Mechanics · Physics 2020-09-29 Giuseppe Cannizzaro , Dirk Erhard , Fabio Toninelli

We consider the Kardar-Parisi-Zhang (KPZ) equation for the stochastic growth of an interface of height $h(x,t)$ on the positive half line with boundary condition $\partial_x h(x,t)|_{x=0}=A$. It is equivalent to a continuum directed polymer…

Statistical Mechanics · Physics 2020-03-04 Alexandre Krajenbrink , Pierre Le Doussal

We study the stochastic Burgers equation driven by a multiplicative Rosenblatt noise with Hurst parameter $H \in (1/2,1)$. Using a fixed-point argument in a Malliavin--Sobolev space that controls the solution and its first two Malliavin…

Probability · Mathematics 2026-02-17 Atef Lechiheb

We consider the one-dimensional Burgers equation perturbed by a stochastic forcing, which is assumed to be white in time and localised and low-dimensional in space. We establish a mixing property for the Markov process associated with the…

Analysis of PDEs · Mathematics 2016-06-27 Armen Shirikyan

We study the two-dimensional Anisotropic KPZ equation (AKPZ) formally given by \begin{equation*} \partial_t H=\frac12\Delta H+\lambda((\partial_1 H)^2-(\partial_2 H)^2)+\xi\,, \end{equation*} where $\xi$ is a space-time white noise and…

Probability · Mathematics 2023-09-11 Giuseppe Cannizzaro , Dirk Erhard , Fabio Toninelli