English
Related papers

Related papers: Stationary measure for the open KPZ equation

200 papers

We consider a discrete one-dimensional random interface on the half-space whose height at any positive point is composed of a function of the heights at its two closest neighbours and an independent random noise background. In [AC24],…

Probability · Mathematics 2025-08-26 Yiming Tang

We study exact stationary properties of the one-dimensional Kardar-Parisi-Zhang (KPZ) equation by using the replica approach. The stationary state for the KPZ equation is realized by setting the initial condition the two-sided Brownian…

Statistical Mechanics · Physics 2013-09-10 Takashi Imamura , Tomohiro Sasamoto

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Probability · Mathematics 2024-11-21 Paweł J. Szabłowski

There has been significant progress recently in our understanding of the stationary measures of the exclusion process on $Z$. The corresponding situation in higher dimensions remains largely a mystery. In this paper we give necessary and…

Probability · Mathematics 2007-05-23 M. Bramson , T. M. Liggett

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette

We consider the construction and classification of some new mathematical objects, called ergodic spatial stationary processes, on locally compact Abelian groups, which provide a natural and very general setting for studying diffraction and…

Mathematical Physics · Physics 2011-11-16 Daniel Lenz , Robert V. Moody

We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a…

Probability · Mathematics 2024-10-29 Alexey Kuznetsov , Yizao Wang

We provide explicit formulaes for the first Kantorovich-Wasserstein distance between stationary measures for iterated function scheme on the unit interval. In particular, we consider two stationary measures with different configurations of…

Dynamical Systems · Mathematics 2018-07-30 Italo Cipriano

It is well known that Cauchy problem for Laplace equations is an ill-posed problem in Hadamard's sense. Small deviations in Cauchy data may lead to large errors in the solutions. It is observed that if a bound is imposed on the solution,…

Numerical Analysis · Mathematics 2023-05-25 Yu Chen , Jin Cheng , Shuai Lu , Masahiro Yamamoto

We consider a non-linear, one-dimensional wave equation system with finite-dimensional stochastic driving terms and with weak dissipation. A stationary process that solves the system is used to model steady-state non-equilibrium heat flow…

Mathematical Physics · Physics 2015-05-18 Yao Wang , Lawrence E. Thomas

We show that the stationary measure for some random systems of two piecewise affine homeomorphisms of the interval is singular, verifying partially a conjecture by Alsed\`a and Misiurewicz and contributing to a question of Navas on the…

Dynamical Systems · Mathematics 2021-02-10 Krzysztof Barański , Adam Śpiewak

We consider stationary measures of the one-dimensional discrete-time quantum walks (QWs) with two chiralities, which is defined by a 2 times 2 unitary matrix U. In our previous paper [15], we proved that any uniform measure becomes the…

Quantum Physics · Physics 2015-07-20 Norio Konno , Masato Takei

We show that Zhang's sandpile model (N,[a,b]) on N sites and with uniform additions on [a,b] has a unique stationary measure for all 0 <= a < b <= 1. This generalizes earlier results where this was shown in some special cases. We define the…

Mathematical Physics · Physics 2009-07-03 Anne Fey , Haiyan Liu , Ronald Meester

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…

Methodology · Statistics 2015-04-03 Michael Vogt , Holger Dette

A variety of physical phenomena involve the nonlinear transfer of energy from weakly damped modes subjected to external forcing to other modes which are more heavily damped. In this work we explore this in (finite-dimensional) stochastic…

Probability · Mathematics 2022-06-07 Jacob Bedrossian , Kyle Liss

An exactly solvable model for a quantum measurement is discussed which is governed by hamiltonian quantum dynamics. The $z$-component $\hat s_z$ of a spin-1/2 is measured with an apparatus, which itself consists of magnet coupled to a bath.…

Statistical Mechanics · Physics 2009-11-10 Armen E. Allahverdyan , Roger Balian , Theo M. Nieuwenhuizen

Stationary states in KPZ type growth have interesting short distance properties. We find that typically they are skewed and lack particle-hole symmetry. E.g., hill-tops are typically flatter than valley bottoms, and all odd moments of the…

Statistical Mechanics · Physics 2009-10-28 John Neergaard , Marcel den Nijs

We consider the Hamiltonian system with Neumann boundary conditions: \[ -\Delta u + \mu u=v^{q }, \quad -\Delta v+ \mu v=u^{p} \quad \text{ in $\Omega$}, \qquad u, v >0 \quad \text{ in $\Omega$,} \qquad \partial_\nu u= \partial_\nu v=0…

Analysis of PDEs · Mathematics 2024-07-02 Angela Pistoia , Delia Schiera

We study nonlinear energy transfer and the existence of stationary measures in a class of degenerately forced SDEs on $\mathbb R^d$ with a quadratic, conservative nonlinearity $B(x,x)$ constrained to possess various properties common to…

Probability · Mathematics 2024-07-24 Jacob Bedrossian , Alex Blumenthal , Keagan Callis , Kyle Liss

We study the nodal sets of Neumann Laplace eigenfunctions in a bounded domain with $\mathcal{C}^{1,1}$ boundary. We show that for $u_\lambda$ such that $\Delta u_\lambda + \lambda u_\lambda = 0 $ with the Neumann boundary condition…

Analysis of PDEs · Mathematics 2024-03-07 Shaghayegh Fazliani