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相关论文: The KPZ equation and moments of random matrices

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We present a complete proof of the exact formula for the one-point distribution for the narrow-wedge Hopf-Cole solution to the Kardar-Parisi-Zhang (KPZ) equation. This presentation is intended to be self-contained so no previous knowledge…

概率论 · 数学 2018-04-17 Ivan Corwin

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…

统计力学 · 物理学 2020-02-05 Alexander K. Hartmann , Alexandre Krajenbrink , Pierre Le Doussal

Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…

经典分析与常微分方程 · 数学 2014-08-28 Wolfgang Gawronski , Thorsten Neuschel , Dries Stivigny

In this paper, we start with the quantum Hamilton-Jacobi approach and show that the underlying complex pole evolution of the Schr\"odinger equation is described by the quantum action in terms of a random matrix. The wave function is given…

量子物理 · 物理学 2022-01-05 K. Haritha , K. V. S. Shiv Chaitanya

The logarithmic derivative of the marginal distributions of randomly fluctuating interfaces in one dimension on a large scale evolve according to the Kadomtsev-Petviashvili (KP) equation. This is derived algebraically from a Fredholm…

概率论 · 数学 2023-04-26 Jeremy Quastel , Daniel Remenik

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…

无序系统与神经网络 · 物理学 2018-05-24 Alexander K. Hartmann , Pierre Le Doussal , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

Recently, it was shown that the probability distribution function (PDF) of the free energy of a single continuum directed polymer (DP) in a random potential, equivalently of the height of a growing interface described by the…

统计力学 · 物理学 2017-03-29 Andrea De Luca , Pierre Le Doussal

The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation which is ill-posed because the nonlinearity is marginally defined with respect to the roughness of the forcing noise. However, its Cole-Hopf solution,…

概率论 · 数学 2014-07-29 Tadahisa Funaki , Jeremy Quastel

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

概率论 · 数学 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

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…

概率论 · 数学 2016-10-21 Martin Hairer , Hao Shen

We consider the Cole-Hopf solution of the (1+1)-dimensional KPZ equation started from the narrow wedge initial condition. In this article, we ask how the peaks and valleys of the KPZ height function (centered by time/24) at any spatial…

概率论 · 数学 2021-02-04 Sayan Das , Promit Ghosal

We introduce a new concept of solution to the KPZ equation which is shown to extend the classical Cole-Hopf solution. This notion provides a factorisation of the Cole-Hopf solution map into a "universal" measurable map from the probability…

概率论 · 数学 2015-03-19 Martin Hairer

This work introduces a new notion of solution for the KPZ equation, in particular, our approach encompasses the Cole-Hopf solution. We set in the context of the distribution theory the proposed results by Bertini and Giacomin from the mid…

泛函分析 · 数学 2014-07-23 P. Catuogno , C. Olivera

The results of Amir-Corwin-Quastel, Calabrese-Le Doussal-Rosso, Dotsenko, and Sasamoto-Spohn imply that the one-point distribution of the solution of the KPZ equation with the narrow wedge initial condition coincides with that for a…

数学物理 · 物理学 2016-10-27 Alexei Borodin , Vadim Gorin

We establish a large deviation principle for the Kardar-Parisi-Zhang (KPZ) equation, providing precise control over the left tail of the height distribution for narrow wedge initial condition. Our analysis exploits an exact connection…

统计力学 · 物理学 2018-08-15 Ivan Corwin , Promit Ghosal , Alexandre Krajenbrink , Pierre Le Doussal , Li-Cheng Tsai

The KPZ fixed point is a 2d random field, conjectured to be the universal limiting fluctuation field for the height function of models in the KPZ universality class. Similarly, the periodic KPZ fixed point is a conjectured universal field…

概率论 · 数学 2023-05-03 Jinho Baik , Andrei Prokhorov , Guilherme L. F. Silva

Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional…

概率论 · 数学 2015-03-09 François Delarue , Roland Diel

A rigorous equation is stated and it is shown that the spatial derivative of the Cole-Hopf solution of the KPZ equation is a solution of this equation. The method of proof used to show that a process solves this equation is based on rather…

概率论 · 数学 2012-09-19 Sigurd Assing

We show that the quantum Hamilton Jacobi approach to a class of quantum mechanical bound state problems and the Gaussian orthogonal ensemble of random matrix theory are equivalent. The Berry connection for both problems is identical to…

量子物理 · 物理学 2018-01-03 K. V. S. Shiv Chaitanya , B. A. Bambah

For suitably discretized versions of the Kardar-Parisi-Zhang equation in one space dimension exact scaling functions are available, amongst them the stationary two-point function. We explain one central piece from the technology through…

无序系统与神经网络 · 物理学 2009-11-11 Herbert Spohn
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