English
Related papers

Related papers: Another look at the Bal\'azs-Quastel-Sepp\"al\"ain…

200 papers

We introduce and analyze a broad class of continuous directed polymers in $\mathbb{R}^d$ driven by Gaussian environments that are white in time and spatially correlated, under Dalang's condition. Using an It\^o-renormalized…

Probability · Mathematics 2026-03-09 Le Chen , Cheng Ouyang , Samy Tindel , Panqiu Xia

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 show that if one drives the KPZ equation by the derivative of a space-time white noise smoothened out at scale $\varepsilon \ll 1$ and multiplied by $\varepsilon^{3/4}$ then, as $\varepsilon \to 0$, solutions converge to the Cole-Hopf…

Probability · Mathematics 2024-12-23 Martin Hairer

We consider the KPZ equation in one space dimension driven by a stationary centred space-time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian. We show that, in the weakly asymmetric regime, the…

Probability · Mathematics 2016-10-21 Martin Hairer , Hao Shen

We study the directed polymer (DP) of length $t$ in a random potential in dimension 1+1 in the continuum limit, with one end fixed and one end free. This maps onto the Kardar-Parisi-Zhang growth equation in time $t$, with flat initial…

Disordered Systems and Neural Networks · Physics 2012-06-18 Pierre Le Doussal , Pasquale Calabrese

We prove that the stochastic Burgers equation on $\mathbf{R}^{d}$, $d<4$, forced by gradient noise that is white in time and smooth in space, admits spacetime-stationary solutions. These solutions are thus the gradients of solutions to the…

Probability · Mathematics 2021-04-28 Alexander Dunlap

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

The stochastic PDE known as the Kardar-Parisi-Zhang equation (KPZ) has been proposed as a model for a randomly growing interface. This equation can be reformulated as a stochastic Burgers equation. We study a stochastic KdV-Burgers equation…

Analysis of PDEs · Mathematics 2011-09-23 Geordie Richards

We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an…

Probability · Mathematics 2016-09-07 Annie Millet , Marta Sanz-Solé

We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…

Probability · Mathematics 2024-12-24 Sayan Das , Hindy Drillick , Shalin Parekh

In this short note, we prove a central limit theorem for a type of replica overlap of the Brownian directed polymer in a Gaussian random environment, in the low temperature regime and in all dimensions. The proof relies on a…

Probability · Mathematics 2022-06-29 Yu Gu , Tomasz Komorowski

We prove the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type…

Analysis of PDEs · Mathematics 2010-07-13 Tadahiro Oh

We study the directed polymer with fixed endpoints near an absorbing wall, in the continuum and in presence of disorder, equivalent to the KPZ equation on the half space with droplet initial conditions. From a Bethe Ansatz solution of the…

Disordered Systems and Neural Networks · Physics 2015-06-11 Thomas Gueudre , Pierre Le Doussal

In this paper we prove the well-posedness of the generalized Dean--Kawasaki equation driven by noise that is white in time and colored in space. The results treat diffusion coefficients that are only locally 1/2-H\"older continuous,…

Probability · Mathematics 2022-11-11 Benjamin Fehrman , Benjamin Gess

In this paper we consider a general class of second order stochastic partial differential equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and it has a homogeneous spatial covariance. Using the techniques of…

Probability · Mathematics 2014-10-08 Yaozhong Hu , Jingyu Huang , David Nualart , Xiaobin Sun

Motivated by discrete directed polymers in one space and one time dimension, we construct a continuum directed random polymer that is modeled by a continuous path interacting with a space-time white noise. The strength of the interaction is…

Probability · Mathematics 2015-06-04 Tom Alberts , Konstantin Khanin , Jeremy Quastel

In this paper we study the spatial averages of the solution of a one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise, which is white in time and has a homogeneous spatial covariance described by the Riesz…

Probability · Mathematics 2025-08-05 Chengbo Sun , Yaozhong Hu

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling…

Statistical Mechanics · Physics 2020-02-05 Alexander K. Hartmann , Alexandre Krajenbrink , Pierre Le Doussal

We study the two-dimensional Anisotropic KPZ equation (AKPZ) formally given by \begin{equation*} \partial_t H=\frac12\Delta H+\lambda((\partial_1 H)^2-(\partial_2 H)^2)+\xi\,, \end{equation*} where $\xi$ is a space-time white noise and…

Probability · Mathematics 2023-09-11 Giuseppe Cannizzaro , Dirk Erhard , Fabio Toninelli

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart
‹ Prev 1 2 3 10 Next ›