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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

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 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 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

The Critical 2D Stochastic Heat Flow (SHF) provides a natural candidate solution to the ill-posed 2D Stochastic Heat Equation with multiplicative space-time white noise. In this paper, we initiate the investigation of the spatial properties…

Probability · Mathematics 2025-07-16 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

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

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

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

We determine a $q\to 1$ limit of the two-dimensional $q$-Whittaker driven particle system on the torus studied previously in [Corwin-Toninelli, arXiv:1509.01605]. This has an interpretation as a $(2+1)$-dimensional stochastic interface…

Probability · Mathematics 2018-06-28 Alexei Borodin , Ivan Corwin , Fabio Lucio Toninelli

Stochastic partial differential equations can be used to model second order thermodynamical phase transitions, as well as a number of critical out-of-equilibrium phenomena. In (2+1) dimensions, many of these systems are conjectured (and…

Statistical Mechanics · Physics 2013-05-29 L. Moriconi , M. Moriconi

The partition function of the directed polymer model on Z^{2+1} undergoes a phase transition in a suitable continuum and weak disorder limit. In this paper, we focus on a window around the critical point. Exploiting local renewal theorems,…

Probability · Mathematics 2019-09-04 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

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

Stochastic interface dynamics serve as mathematical models for diverse time-dependent physical phenomena: the evolution of boundaries between thermodynamic phases, crystal growth, random deposition... Interesting limits arise at large…

Probability · Mathematics 2019-03-22 F. L. Toninelli

We study the critical two-dimensional stochastic heat flow $\mathscr{Z}_t^{\vartheta}$, recently constructed as the scaling limit of directed polymers in a random environment and as the weak limit of the solution to a mollified stochastic…

Probability · Mathematics 2026-04-09 Makoto Nakashima

The $(d+1)$-dimensional KPZ equation is the canonical model for the growth of rough $d$-dimensional random surfaces. A deep mathematical understanding of the KPZ equation for $d=1$ has been achieved in recent years, and the case $d\ge 3$…

Probability · Mathematics 2019-05-30 Sourav Chatterjee , Alexander Dunlap

In this article, we consider the $d$-dimensional mollified stochastic heat equation (SHE) when the mollification parameter is turned off. Here, we concentrate on the high-dimensional case $d \geq 3$. Recently, the limiting higher moments of…

Probability · Mathematics 2024-10-10 Te-Chun Wang

We extend the previously developed weak noise scheme, applied to the noisy Burgers equation in 1D, to the Kardar-Parisi-Zhang equation for a growing interface in arbitrary dimensions. By means of the Cole-Hopf transformation we show that…

Statistical Mechanics · Physics 2007-05-23 Hans C. Fogedby

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 directed polymer model in dimension $1+1$, where the disorder is given by the occupation field of a Poisson system of independent random walks on $\mathbb Z$. In a suitable continuum and weak disorder limit, we show that the…

Probability · Mathematics 2021-04-20 Hao Shen , Jian Song , Rongfeng Sun , Lihu Xu

The exponential-tail behaviours of the probability density function (PDF) of the primordial curvature perturbation are confirmed in the mild-waterfall variants of hybrid inflation with the use of the stochastic formalism of inflation. On…

Cosmology and Nongalactic Astrophysics · Physics 2026-02-03 Tomoaki Murata , Yuichiro Tada
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