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Related papers: Lyapunov exponents of the half-line SHE

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We consider the $(1+1)$-dimensional stochastic heat equation (SHE) with multiplicative white noise and the Cole-Hopf solution of the Kardar-Parisi-Zhang (KPZ) equation. We show an exact way of computing the Lyapunov exponents of the SHE for…

Probability · Mathematics 2023-05-26 Promit Ghosal , Yier Lin

We obtain the multi-point positive integer Lyapunov exponents of the Stochastic Heat Equation (SHE) and provide three expressions for them. We prove the result by matching the upper and lower bounds for the Lyapunov exponents. The upper…

Probability · Mathematics 2023-06-16 Yier Lin

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

It was recently proved in [Corwin-Shen, 2016] that under weak asymmetry scaling, the height functions for open ASEP on the half-line and on a bounded interval converge to the Hopf-Cole solution of the KPZ equation with Neumann boundary…

Probability · Mathematics 2018-09-26 Shalin Parekh

We establish the first tight bound on the lower tail probability of the half-space KPZ equation with Neumann boundary parameter $A = -1/2$ and narrow-wedge initial data. When the tail depth is of order $T^{2/3}$, the lower bound…

Probability · Mathematics 2021-09-28 Yujin H. Kim

In this contribution, we provide convergence rates for a finite volume scheme of the stochastic heat equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions (SHE). More precisely, we give an error estimate…

Numerical Analysis · Mathematics 2025-04-07 Niklas Sapountzoglou , Aleksandra Zimmermann

We consider the stochastic heat equation (SHE) on the torus $\mathbb{T}=[0,1]$, driven by space-time white noise $\dot W$, with an initial condition $u_0$ that is nonnegative and not identically zero: \begin{equation*} \frac{\partial…

Probability · Mathematics 2025-08-01 Le Chen , Jingyu Huang , Wenxuan Tao

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

Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…

Probability · Mathematics 2020-08-10 Sayan Das , Li-Cheng Tsai

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\Delta u + \lambda \sigma(u)\dot w$ on the interval $(0, L)$, where $\dot w$ denotes space-time white noise, $\sigma$ is Lipschitz continuous. Under Dirichlet boundary…

Probability · Mathematics 2014-02-04 Mohammud Foondun , Mathew Joseph

There have been recently several works studying the regularized stochastic heat equation (SHE) and Kardar-Parisi-Zhang (KPZ) equation in dimension $d\geq 3$ as the smoothing parameter is switched off, but most of the results did not hold in…

Probability · Mathematics 2020-05-27 Clément Cosco , Shuta Nakajima , Makoto Nakashima

We consider the semilinear heat equation $u_t=\Delta u+u^p$ on ${\mathbb R}^N$. Assuming that $N\ge 3$ and $p$ is greater than the Sobolev critical exponent $(N+2)/(N-2)$, we examine entire solutions (classical solutions defined for all…

Analysis of PDEs · Mathematics 2019-07-19 Peter Poláčik , Pavol Quittner

We consider the variational problem associated with the Freidlin--Wentzell Large Deviation Principle (LDP) for the Stochastic Heat Equation (SHE). For a general class of initial-terminal conditions, we show that a minimizer of this…

Probability · Mathematics 2024-05-17 Li-Cheng Tsai

Let $M$ be a complete connected Riemannian manifold with boundary $\pp M$, $Q$ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. By using the reflecting diffusion process generated by $L$ and its…

Probability · Mathematics 2009-08-21 Feng-Yu Wang

The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation which is ill-posed because the nonlinearity is marginally defined with respect to the roughness of the forcing noise. However, its Cole-Hopf solution,…

Probability · Mathematics 2014-07-29 Tadahisa Funaki , Jeremy Quastel

The main result of this note is the existence of martingale solutions to the stochastic heat equation (SHE) in a Riemannian manifold by using suitable Dirichlet forms on the corresponding path/loop space. Moreover, we present some…

Probability · Mathematics 2017-06-20 Michael Rockner , Bo Wu , Rongchan Zhu , Xiangchan Zhu

We study the martingale formulation of the two-dimensional stochastic heat equation (SHE) at criticality. The main theorem proves an exact recursive-type equation that expresses the covariation measures of the SHE in terms of the solutions…

Probability · Mathematics 2026-03-10 Yu-Ting Chen

For every $R>0$, consider the stochastic heat equation $\partial_{t} u_{R}(t\,,x)=\tfrac12 \Delta_{S_{R}^{2}}u_{R}(t\,,x)+\sigma(u_{R}(t\,,x)) \xi_{R}(t\,,x)$ on $S_{R}^{2}$, where $\xi_{R}=\dot{W_{R}}$ are centered Gaussian noises with the…

Probability · Mathematics 2018-12-03 Weicong Su

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 a blow-up solution for a strongly perturbed semilinear heat equation with Sobolev subcritical power nonlinearity. Working in the framework of similarity variables, we find a Lyapunov functional for the problem. Using this…

Analysis of PDEs · Mathematics 2016-02-24 Van Tien Nguyen , Hatem Zaag
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