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Related papers: Singularity and regularity of the critical 2D Stoc…

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The Critical $2d$ Stochastic Heat Flow (SHF) is a measure valued stochastic process on $\mathbb{R}^2$ that defines a non-trivial solution to the two-dimensional stochastic heat equation with multiplicative space-time noise. Its one-time…

Probability · Mathematics 2026-04-02 Ziyang Liu , Nikos Zygouras

The critical 2D Stochastic Heat Flow (SHF) is a universal measure-valued process that provides a notion of solution to the ill-defined 2D stochastic heat equation. We investigate the SHF in the large-time and strong-disorder regimes,…

Probability · Mathematics 2026-04-20 Quentin Berger , Francesco Caravenna , Nicola Turchi

The critical $2d$ Stochastic Heat Flow (SHF) is a stochastic process of random measures on ${\mathbb R}^2$, recently constructed in [CSZ23]. We show that this process falls outside the class of Gaussian Multiplicative Chaos (GMC), in the…

Probability · Mathematics 2023-11-17 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

The Stochastic Heat Flow (SHF) emerges as the scaling limit of directed polymers in random environments and the noise-mollified Stochastic Heat Equation (SHE), specifically at the critical dimension of two and near the critical temperature.…

Probability · Mathematics 2026-03-17 Li-Cheng Tsai

We review our joint work on the scaling limits of disordered systems, linking the notion of disorder relevance/irrelevance to that of sub/super-criticality of singular SPDEs. This line of research culminated in the construction of the…

Probability · Mathematics 2026-01-27 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

In [CSZ23], the authors proved the convergence of the finite dimensional time distribution of the rescaled random fields derived from the discrete stochastic heat equation of $2d$-directed polymers in random environment in the critical…

Probability · Mathematics 2025-03-27 Makoto Nakashima

We consider directed polymers in random environment in the critical dimension $d = 2$, focusing on the intermediate disorder regime when the model undergoes a phase transition. We prove that, at criticality, the diffusively rescaled random…

Probability · Mathematics 2023-03-07 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

In these lecture notes, we review recent progress in the study of the stochastic heat equation and its discrete analogue, the directed polymer model, in spatial dimension 2. It was discovered that a phase transition emerges on an…

Probability · Mathematics 2026-05-27 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

While $1+1$ dimensional growth models in the Kardar-Parisi-Zhang universality class have witnessed an explosion of activity, higher dimensional models remain much less explored. The special case of $2+1$ dimensions is particularly…

Probability · Mathematics 2025-07-30 Shirshendu Ganguly , Kyeongsik Nam

We construct continuum directed polymer measures corresponding to the critical 2d stochastic heat flow (2d SHF) introduced by Caravenna, Sun, and Zygouras in their recent article [Inventiones mathematicae 233, 325--460 (2023)]. For this…

Probability · Mathematics 2024-09-04 Jeremy Clark , Barkat Mian

We consider a two-dimensional stochastic heat equation with noise correlated at scale $\rho \ll 1$ and of strength $|\log\rho|^{-1/2}\sigma(v)$ depending nonlinearly on the solution $v$. Under certain conditions, the first author and Gu…

Probability · Mathematics 2026-02-09 Alexander Dunlap , Cole Graham

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

Probability · Mathematics 2011-10-24 Said Karim Bounebache , Lorenzo Zambotti

We study the stochastic heat equation with trace class noise and zero Dirichlet boundary condition on a bounded polygonal domain O in R^2. It is shown that the solution u can be decomposed into a regular part u_R and a singular part u_S…

Probability · Mathematics 2013-06-10 Felix Lindner

We investigate noise sensitivity beyond the classical setting of binary random variables, extending the celebrated result by Benjamini, Kalai, and Schramm to a wide class of functions of general random variables. Our approach yields…

Probability · Mathematics 2025-09-15 Francesco Caravenna , Anna Donadini

We study the stochastic heat equation in two spatial dimensions with a multiplicative white noise, as the limit of the equation driven by a noise that is mollified in space and white in time. As the mollification radius $ \varepsilon\to 0…

Probability · Mathematics 2021-03-17 Yu Gu , Jeremy Quastel , Li-Cheng Tsai

We study the stochastic heat equation driven by an additive infinite dimensional fractional Brownian noise on the unit sphere $\mathbb{S}^{2}$. The existence and uniqueness of its solution in certain Sobolev space is investigated and sample…

Probability · Mathematics 2018-07-17 Xiaohong Lan , Yimin Xiao

We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…

Probability · Mathematics 2011-02-18 Carl Mueller , Roger Tribe

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Probability · Mathematics 2025-08-04 Yi Han

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 investigate the properties of a special class of singular solutions for a self-gravitating perfect fluid in general relativity: the singular isothermal sphere. For arbitrary constant equation-of-state parameter $w=p/\rho$, there exist…

General Relativity and Quantum Cosmology · Physics 2021-11-18 Grant N. Remmen
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