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We consider the solution of the stochastic heat equation \partial_T \mathcal{Z} = 1/2 \partial_X^2 \mathcal{Z} - \mathcal{Z} \dot{\mathscr{W}} with delta function initial condition \mathcal{Z} (T=0)= \delta_0 whose logarithm, with…

Probability · Mathematics 2011-03-01 Gideon Amir , Ivan Corwin , Jeremy Quastel

We consider two models for directed polymers in space-time independent random media (the O'Connell-Yor semi-discrete directed polymer and the continuum directed random polymer) at positive temperature and prove their KPZ universality via…

Probability · Mathematics 2013-03-06 Alexei Borodin , Ivan Corwin , Patrik Ferrari

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling…

Disordered Systems and Neural Networks · Physics 2018-05-24 Alexander K. Hartmann , Pierre Le Doussal , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

We consider two directed polymer models in the Kardar-Parisi-Zhang (KPZ) universality class: the O'Connell-Yor semi-discrete directed polymer with boundary sources and the continuum directed random polymer with (m,n)-spiked boundary…

Probability · Mathematics 2020-07-28 Zsófia Talyigás , Bálint Vető

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling…

Statistical Mechanics · Physics 2020-02-05 Alexander K. Hartmann , Alexandre Krajenbrink , Pierre Le Doussal

We compute the joint probability density function (jpdf) P_N(M, \tau_M) of the maximum M and its position \tau_M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N \to \infty, this jpdf is…

Mathematical Physics · Physics 2015-06-04 Gregory Schehr

An analytical derivation of the probability density function (PDF) tail describing the strongly correlated interface growth governed by the nonlinear Kardar-Parisi-Zhang equation is provided. The PDF tail exactly coincides with a…

Plasma Physics · Physics 2016-11-30 Johan Anderson , Jonas Johansson

Although time-dependent random media with short range correlations lead to (possibly biased) normal tracer diffusion, anomalous fluctuations occur away from the most probable direction. This was pointed out recently in 1D lattice random…

Disordered Systems and Neural Networks · Physics 2017-07-19 Pierre Le Doussal , Thimothée Thiery

We consider the early time regime of the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimensions in curved (or droplet) geometry. We show that for short time $t$, the probability distribution $P(H,t)$ of the height $H$ at a given point $x$…

Statistical Mechanics · Physics 2017-04-26 Pierre Le Doussal , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

The probability distribution for the free energy of directed polymers in random media (DPRM) with uncorrelated noise in $d=1+1$ dimensions satisfies the Tracy-Widom distribution. We inquire if and how this universal distribution is modified…

Statistical Mechanics · Physics 2016-07-06 Sherry Chu , Mehran Kardar

We calculate exactly the first cumulants of the free energy of a directed polymer in a random medium for the geometry of a cylinder. By using the fact that the n-th moment <Z^n> of the partition function is given by the ground state energy…

Statistical Mechanics · Physics 2009-10-31 Eric Brunet , Bernard Derrida

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…

Statistical Mechanics · Physics 2011-05-30 Celine Nadal , Satya N. Majumdar

During last two decades it has been discovered that the statistical properties of a number of microscopically rather different random systems at the macroscopic level are described by {\it the same} universal probability distribution…

Statistical Mechanics · Physics 2015-05-20 Victor Dotsenko

Obtaining the exact multi-time correlations for one-dimensional growth models described by the Kardar-Parisi-Zhang (KPZ) universality class is presently an outstanding open problem. Here, we study the joint probability distribution function…

Statistical Mechanics · Physics 2017-07-05 Jacopo de Nardis , Pierre Le Doussal

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

The logarithmic derivative of the marginal distributions of randomly fluctuating interfaces in one dimension on a large scale evolve according to the Kadomtsev-Petviashvili (KP) equation. This is derived algebraically from a Fredholm…

Probability · Mathematics 2023-04-26 Jeremy Quastel , Daniel Remenik

We study the joint probability distribution function (pdf) of the maximum M of the height and its position X_M of a curved growing interface belonging to the universality class described by the Kardar-Parisi-Zhang equation in 1+1…

Statistical Mechanics · Physics 2015-05-18 Joachim Rambeau , Gregory Schehr

We compute analytically the probability density function (pdf) of the largest eigenvalue $\lambda_{\max}$ in rotationally invariant Cauchy ensembles of $N\times N$ matrices. We consider unitary ($\beta = 2$), orthogonal ($\beta =1$) and…

Statistical Mechanics · Physics 2013-01-29 Satya N. Majumdar , Gregory Schehr , Dario Villamaina , Pierpaolo Vivo

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 study height fluctuations of interfaces in the $(1+1)$-dimensional Kardar-Parisi-Zhang (KPZ) class, growing at different speeds in the left half and the right half of space. Carrying out simulations of the discrete polynuclear growth…

Statistical Mechanics · Physics 2018-04-18 Yasufumi Ito , Kazumasa A. Takeuchi
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