Related papers: Exact lower tail large deviations of the KPZ equat…

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…

We analyze the high moments of the Stochastic Heat Equation (SHE) via a transformation to the attractive Brownian Particles (BPs), which are Brownian motions interacting via pairwise attractive drift. In those scaling regimes where the…

We prove large deviation principles (LDPs) for full chordal, radial, and multichordal SLE(0+) curves parameterized by capacity. The rate function is given by the appropriate variant of the Loewner energy. There are two key novelties in the…

We combine hydrodynamic and modulated energy techniques to study the large deviations of systems of particles with pairwise singular repulsive interactions and additive noise. Specifically, we examine periodic Riesz interactions indexed by…

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

We consider the relaxation (noise-free) statistics of the one-point height $H=h(x=0,t)$ where $h(x,t)$ is the evolving height of a one-dimensional Kardar-Parisi-Zhang (KPZ) interface, starting from a Brownian (random) initial condition. We…

We consider the one-dimensional Kardar-Parisi-Zhang (KPZ) equation with half Brownian motion initial condition, studied previously through the weakly asymmetric simple exclusion process. We employ the replica Bethe ansatz and show that the…

In this note, we prove a sharp large derivation principle (LDP) for the cubic nonlinear Schr\"odinger equation with Gaussian random initial data in Fourier Lebesgue spaces. As a consequence, we improve the exponential decay condition in…

Study of the KPZ universality class has seen the emergence of universal objects over the past decade which arise as the scaling limit of the member models. One such object is the directed landscape, and it is known that exactly solvable…

Consider the Totally Asymmetric Simple Exclusion Process (TASEP) on the integer lattice $ \mathbb{Z} $. We study the functional Large Deviations of the integrated current $ \mathsf{h}(t,x) $ under the hyperbolic scaling of space and time by…

For first passage percolation on $\mathbb{Z}^2$ with i.i.d. bounded edge weights, we consider the upper tail large deviation event; i.e., the rare situation where the first passage time between two points at distance $n$, is macroscopically…

We consider the half-line stochastic heat equation (SHE) with Robin boundary parameter $A = -\frac{1}{2}$. Under narrow wedge initial condition, we compute every positive (including non-integer) Lyapunov exponents of the half-line SHE. As a…

This paper introduces a methodology to derive explicit power series approximations for the limit cycle periodic solutions of the Hopf bifurcation in autonomous discrete delay differential equations (DDE). The procedure extends the…

We consider the variational problem associated with the Freidlin--Wentzell Large Deviation Principle of the Stochastic Heat Equation (SHE). The logarithm of the minimizer of the variational problem gives the most probable shape of the…

In this paper, we first study the large deviation principle (LDP) for non-degenerate McKean-Vlasov stochastic differential equations (MVSDEs) with H\"{o}lder continuous drifts by using Zvonkin's transformation. When the drift only satisfies…

We determine the exact short-time distribution $-\ln \mathcal{P}_{\text{f}}\left(H,t\right)= S_{\text{f}} \left(H\right)/\sqrt{t}$ of the one-point height $H=h(x=0,t)$ of an evolving 1+1 Kardar-Parisi-Zhang (KPZ) interface for flat initial…

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

Under scenario of high frequency data, consistent estimator of realized Laplace transform of volatility is proposed by \citet{TT2012a} and related central limit theorem has been well established. In this paper, we investigate the asymptotic…

We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the…

Our previous work on the one-dimensional KPZ equation with sharp wedge initial data is extended to the case of the joint height statistics at n spatial points for some common fixed time. Assuming a particular factorization, we compute an…