Related papers: Half-space stationary Kardar-Parisi-Zhang equation…
We present an exact solution for the probability density function $P(\tau=t_{\min}-t_{\max}|T)$ of the time-difference between the minimum and the maximum of a one-dimensional Brownian motion of duration $T$. We then generalise our results…
The joint probability distribution function (PDF) of the height and its gradients is derived for a zero tension $d+1$-dimensional Kardar-Parisi-Zhang (KPZ) equation. It is proved that the height`s PDF of zero tension KPZ equation shows lack…
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…
Control of generically scale-invariant systems, i.e., targeting specific cooperative features in non-linear stochastic interacting systems with many degrees of freedom subject to strong fluctuations and correlations that are characterized…
In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance \int_0^{s\wedge t} u^a [(t-u)^b+(s-u)^b]du, parameters a>-1, -1<b\leq 1, |b|\leq 1+a, corresponds to fractional Brownian…
We consider stochastic differential systems driven by a Brownian motion and a Poisson point measure where the intensity measure of jumps depends on the solution. This behavior is natural for several physical models (such as Boltzmann…
Using the weak-noise theory, we evaluate the probability distribution $\mathcal{P}(H,t)$ of large deviations of height $H$ of the evolving surface height $h(x,t)$ in the Kardar-Parisi-Zhang (KPZ) equation in one dimension when starting from…
We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…
Stochastic motion of a point -- known as Brownian motion -- has many successful applications in science, thanks to its scale invariance and consequent universal features such as Gaussian fluctuations. In contrast, the stochastic motion of a…
We investigate the exact master equation of Hu, Paz, and Zhang for a quantum harmonic oscillator at zero temperature with a Lorentz-Drude type Ohmic spectral density. This master equation plays an important role in the study of quantum…
The focus of this work is the numerical approximation of time-dependent partial differential equations associated to initial-boundary value problems. This master dissertation is mostly concerned with the actual computation of the solution…
The critical dynamics of relaxational stochastic models with nonconserved $n$-component order parameter $\bm{\phi}$ and no coupling to other slow variables ("model A") is investigated in film geometries for the cases of periodic and free…
We consider the partition function $Z_{\ell}(\vec x,0\vert \vec y,t)$ of $\ell$ non-intersecting continuous directed polymers of length $t$ in dimension $1+1$, in a white noise environment, starting from positions $\vec x$ and terminating…
We study the asymptotics of sojourn time of the stationary queueing process $Q(t),t\ge0$ fed by a fractional Brownian motion with Hurst parameter $H\in(0,1)$ above a high threshold $u$. For the Brownian motion case $H=1/2$, we derive the…
Many physical datasets are generated by collections of instruments that make measurements at regular time intervals. For such regular monitoring data, we extend the framework of half-spectral covariance functions to the case of…
The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation which is derived from various microscopic models, and to establish a robust way to derive the KPZ equation is a fundamental problem both in mathematics and…
This Letter reports on how the interfaces in the (1+1)-dimensional Kardar-Parisi-Zhang (KPZ) class undergo, in the course of time, a transition from the flat, growing regime to the stationary one. Simulations of the polynuclear growth model…
In this paper, we introduce the stationary harmonic measure in the upper half plane. By bounding this measure, we are able to define both the discrete and continuous time diffusion limit aggregation (DLA) in the upper half plane with…
We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary…
We investigate the Kardar--Parisi--Zhang (KPZ) equation in $d$ spatial dimensions with Gaussian spatially long--range correlated noise --- characterized by its second moment $R(\vec{x}-\vec{x}') \propto |\vec{x}-\vec{x}'|^{2\rho-d}$ --- by…