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The celebrated Kardar-Parisi-Zhang (KPZ) equation describes the kinetic roughening of stochastically growing interfaces. In one dimension, the KPZ equation is exactly solvable and its statistical properties are known to an exquisite degree.…

Statistical Mechanics · Physics 2023-12-25 Côme Fontaine , Francesco Vercesi , Marc Brachet , Léonie Canet

We prove strong rate resp. weak rate ${\mathcal O}(\tau)$ for a structure preserving temporal discretization (with $\tau$ the step size) of the stochastic Allen-Cahn equation with additive resp. multiplicative colored noise in $d=1,2,3$…

Numerical Analysis · Mathematics 2023-09-18 Dominic Breit , Andreas Prohl

Consider a discrete one-dimensional random surface whose height at a point grows as a function of the heights at neighboring points plus an independent random noise. Assuming that this function is equivariant under constant shifts,…

Probability · Mathematics 2023-09-06 Arka Adhikari , Sourav Chatterjee

We compute statistical properties of weak gravitational lensing by large-scale structure in three Cold Dark Matter models. We use a P$^3$M $N$-body code to simulate the formation and evolution of large-scale structure in the universe. We…

Astrophysics · Physics 2009-10-31 Takashi Hamana , Hugo Martel , Toshifumi Futamase

In this paper we consider the limiting distribution of KPZ growth models with random but not stationary initial conditions introduced in [Chhita-Ferrari-Spohn 2018]. The one-point distribution of the limit is given in terms of a variational…

Probability · Mathematics 2022-03-18 Patrik L. Ferrari , Bálint Vető

Wave-like dark matter described by a high-occupancy self-gravitating bosonic field provides a microscopic setting in which both amplitude and phase are dynamical. We study a one-dimensional Gross--Pitaevskii--Poisson toy model and ask which…

Statistical Mechanics · Physics 2026-03-31 Rin Takada

We study the short-time behavior of the probability distribution $\mathcal{P}(H,t)$ of the surface height $h(x=0,t)=H$ in the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimension. The process starts from a stationary interface: $h(x,t=0)$…

Statistical Mechanics · Physics 2016-09-29 Michael Janas , Alex Kamenev , Baruch Meerson

In the present work, we study the two-dimensional anisotropic KPZ equation (AKPZ), which is formally given by \begin{equation*} \partial_t h=\tfrac12 \Delta h + \lambda ((\partial_1 h)^2)-(\partial_2 h)^2) +\xi\,, \end{equation*} where…

Probability · Mathematics 2024-01-24 Giuseppe Cannizzaro , Dirk Erhard , Fabio Toninelli

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…

Probability · Mathematics 2023-01-11 Yier Lin

We consider the KPZ equation in space dimension 2 driven by space-time white noise. We showed in previous work that if the noise is mollified in space on scale $\epsilon$ and its strength is scaled as $\hat\beta / \sqrt{|\log \epsilon|}$,…

Probability · Mathematics 2019-07-03 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

We study numerically the Kuramoto-Sivashinsky (KS) equation forced by external white noise in two space dimensions, that is a generic model for e.g. surface kinetic roughening in the presence of morphological instabilities. Large scale…

Statistical Mechanics · Physics 2015-06-04 Matteo Nicoli , Edoardo Vivo , Rodolfo Cuerno

We pursue our study of integrable weak noise theories of directed polymer and interacting particle stochastic models in the 1D KPZ universality class. Here we focus on the $q$-TASEP in either continuous or discrete time. Each particle on…

Statistical Mechanics · Physics 2026-02-27 Alexandre Krajenbrink , Pierre Le Doussal

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

Probability · Mathematics 2025-02-05 Henrik Hult , Adam Lindhe , Pierre Nyquist , Guo-Jhen Wu

This paper concerns the multi-component coupled Kardar-Parisi-Zhang (KPZ) equation and its two types of approximations. One approximation is obtained as a simple replacement of the noise term by a smeared noise with a proper…

Probability · Mathematics 2017-03-30 Tadahisa Funaki , Masato Hoshino

We report on the first exact solution of the KPZ equation in one dimension, with an initial condition which physically corresponds to the motion of a macroscopically curved height profile. The solution provides a determinantal formula for…

Statistical Mechanics · Physics 2015-03-13 Tomohiro Sasamoto , Herbert Spohn

We study large deviation upper bounds and mean-squared error (MSE) guarantees of a general framework of nonlinear stochastic gradient methods in the online setting, in the presence of heavy-tailed noise. Unlike existing works that rely on…

Machine Learning · Computer Science 2025-03-25 Aleksandar Armacki , Shuhua Yu , Dragana Bajovic , Dusan Jakovetic , Soummya Kar

In this paper, we consider the KPZ equation driven by space-time white noise replaced with its fractional derivatives of order $\gamma>0$ in spatial variable. A well-posedness theory for the KPZ equation is established by Hairer [3] as an…

Probability · Mathematics 2016-02-16 Masato Hoshino

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

Kardar-Parisi-Zhang (KPZ) equation is a quasilinear stochastic partial differential equation(SPDE) driven by a space-time white noise. In recent years there have been several works directed towards giving a rigorous meaning to a solution of…

Probability · Mathematics 2014-06-24 Sergio A. Almada Monter , Amarjit Budhiraja

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