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We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven by a multiplicative L\'evy noise $\xi$ with positive jumps and amplitude $\beta>0$, in arbitrary dimension $d\geq 1$. We prove the existence…

Probability · Mathematics 2023-07-12 Quentin Berger , Carsten Chong , Hubert Lacoin

We consider a generalized model of random walk in dynamical random environment, and we show that the multiplicative-noise stochastic heat equation (SHE) describes the fluctuations of the quenched density at a certain precise location in the…

Probability · Mathematics 2025-12-02 Shalin Parekh

We consider fractional stochastic heat equations with space-time L\'evy white noise of the form $$\frac{\partial X}{\partial t}(t,x)={\cal L}_{\alpha}X(t,x)+\sigma(X(t,x))\dot{\Lambda}(t,x).$$ Here, the principal part ${\cal…

Probability · Mathematics 2025-09-30 Yuichi Shiozawa , Jian Wang

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

We analyze the one-dimensional periodic Kardar-Parisi-Zhang equation in the language of paracontrolled distributions, giving an alternative viewpoint on the seminal results of Hairer. Apart from deriving a basic existence and uniqueness…

Probability · Mathematics 2016-12-21 Massimiliano Gubinelli , Nicolas Perkowski

We carry out the construction of some ill-posed multiplicative stochastic heat equations on unbounded domains. The two main equations our result covers are, on the one hand the parabolic Anderson model on $\mathbf{R}^3$, and on the other…

Analysis of PDEs · Mathematics 2018-03-30 Martin Hairer , Cyril Labbé

In this article we review the ideas in Tsai (2018) toward proving the one-point, lower-tail large deviation principle for the Kardar--Parisi--Zhang equation.

Probability · Mathematics 2022-06-14 Li-Cheng Tsai

We consider the Kardar-Parisi-Zhang equation on the interval $[0,L]$ with Neumann type boundary conditions and boundary parameters $u,v$. We show that the $k$-th order cumulant of the height behaves as $c_k(L,u,v)\, t$ in the large time…

Mathematical Physics · Physics 2025-07-21 Guillaume Barraquand , Pierre Le Doussal

We define linear stochastic heat equations (SHE) on p.c.f.s.s. sets equipped with regular harmonic structures. We show that if the spectral dimension of the set is less than two, then function-valued "random-field" solutions to these SPDEs…

Probability · Mathematics 2018-02-28 Ben Hambly , Weiye Yang

We present a Feynman-Kac formula for the $1$-dimensional stochastic heat equation (SHE) driven by a time-homogeneous Gaussian white noise potential, where the noise is interpreted in the Wick-It\^o-Skorokhod sense. Our approach consists in…

Probability · Mathematics 2021-08-30 Ramiro Scorolli

We study the long-time regime of the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimensions for the Brownian and droplet initial conditions and present a simple derivation of the tail of the large deviations of the height on the negative…

Statistical Mechanics · Physics 2018-11-21 Alexandre Krajenbrink , Pierre Le Doussal

Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint…

Probability · Mathematics 2024-06-27 Benjamin Gess , Zhengyan Wu , Rangrang Zhang

We establish the Freidlin--Wentzell Large Deviation Principle (LDP) for the Stochastic Heat Equation with multiplicative noise in one spatial dimension. That is, we introduce a small parameter $ \sqrt{\varepsilon} $ to the noise, and…

Probability · Mathematics 2021-03-19 Yier Lin , Li-Cheng Tsai

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

We consider the Stochastic Heat Equation (SHE) in $(1+1)$ dimensions with delta Dirac initial data and spacetime white noise. We prove exact large-time asymptotics for multi-point correlations of the SHE for strictly sublinear space…

Probability · Mathematics 2024-03-12 Pierre Yves Gaudreau Lamarre , Yier Lin

We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in…

Probability · Mathematics 2021-09-16 Yvain Bruned , Franck Gabriel , Martin Hairer , Lorenzo Zambotti

In this study, we investigate the relationship between the one-dimensional (1D) Kardar-Parisi-Zhang (KPZ) equation and the stochastic Loewner equation (SLE), which is a one parameter family of the conformal mappings involving stochasticity.…

Statistical Mechanics · Physics 2026-04-07 Yusuke Kosaka Shibasaki

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…

Probability · Mathematics 2022-10-12 Yier Lin , Li-Cheng Tsai

The statistics of the average height fluctuation of the one-dimensional Kardar-Parisi-Zhang(KPZ)-type surface is investigated. Guided by the idea of local stationarity, we derive the scaling form of the characteristic function in the…

Statistical Mechanics · Physics 2009-11-11 Deok-Sun Lee , Doochul Kim

We study the \textit{stochastic heat equation} (SHE) on $\R^d$ subject to a centered Gaussian noise that is white in time and colored in space.The drift term is assumed to satisfy an Osgood-type condition and the diffusion coefficient may…

Probability · Mathematics 2023-10-04 Le Chen , Mohammud Foondun , Jingyu Huang , Michael Salins