中文
相关论文

相关论文: Lyapunov exponents of the SHE for general initial …

200 篇论文

We consider the half-line stochastic heat equation (SHE) with Robin boundary parameter $A = -\frac{1}{2}$. Under narrow wedge initial condition, we compute every positive (including non-integer) Lyapunov exponents of the half-line SHE. As a…

概率论 · 数学 2023-01-11 Yier Lin

We obtain the multi-point positive integer Lyapunov exponents of the Stochastic Heat Equation (SHE) and provide three expressions for them. We prove the result by matching the upper and lower bounds for the Lyapunov exponents. The upper…

概率论 · 数学 2023-06-16 Yier Lin

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

Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…

概率论 · 数学 2020-08-10 Sayan Das , Li-Cheng Tsai

The solution of Kardar-Parisi-Zhang equation (KPZ equation) is solved formally via Cole-Hopf transformation $h=\log u$, where $u$ is the solution of multiplicative stochastic heat equation(SHE). In earlier works by Chatterjee and Dunlap,…

概率论 · 数学 2021-03-15 Shuta Nakajima , Makoto Nakashima

In this paper, we study the stochastic heat equation (SHE) on $\mathbb{R}^d$ subject to a centered Gaussian noise that is white in time and colored in space. We establish the existence and uniqueness of the random field solution in the…

概率论 · 数学 2022-08-09 Le Chen , Jingyu Huang

There have been recently several works studying the regularized stochastic heat equation (SHE) and Kardar-Parisi-Zhang (KPZ) equation in dimension $d\geq 3$ as the smoothing parameter is switched off, but most of the results did not hold in…

概率论 · 数学 2020-05-27 Clément Cosco , Shuta Nakajima , Makoto Nakashima

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…

概率论 · 数学 2025-08-01 Le Chen , Jingyu Huang , Wenxuan Tao

We consider the Cole-Hopf solution of the (1+1)-dimensional KPZ equation $\mathcal{H}^f(t,x)$ started with initial data $f$. In this article, we study the sample path properties of the KPZ temporal process $\mathcal{H}_t^f :=…

概率论 · 数学 2024-12-25 Sayan Das

We consider the upper and lower tail probabilities for the centered (by time$/24$) and scaled (according to KPZ time$^{1/3}$ scaling) one-point distribution of the Cole-Hopf solution of the KPZ equation when started with initial data drawn…

概率论 · 数学 2020-03-04 Ivan Corwin , Promit Ghosal

We analyze the high moments of the Stochastic Heat Equation (SHE) via a transformation to the attractive Brownian Particles (BPs), which are Brownian motions interacting via pairwise attractive drift. In those scaling regimes where the…

概率论 · 数学 2024-11-26 Li-Cheng Tsai

In this contribution, we provide convergence rates for a finite volume scheme of the stochastic heat equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions (SHE). More precisely, we give an error estimate…

数值分析 · 数学 2025-04-07 Niklas Sapountzoglou , Aleksandra Zimmermann

We study in the present article the Kardar-Parisi-Zhang (KPZ) equation $$ \partial_t h(t,x)=\nu\Delta h(t,x)+\lambda |\nabla h(t,x)|^2 +\sqrt{D}\, \eta(t,x), \qquad (t,x)\in\mathbb{R}_+\times\mathbb{R}^d $$ in $d\ge 3$ dimensions in the…

偏微分方程分析 · 数学 2018-01-24 Jacques Magnen , Jérémie Unterberger

We study the large-scale dynamics of the solution to a nonlinear stochastic heat equation (SHE) in dimensions $d \geq 3$ with long-range dependence. This equation is driven by multiplicative Gaussian noise, which is white in time and…

概率论 · 数学 2025-01-16 Luca Gerolla , Martin Hairer , Xue-Mei Li

A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

数值分析 · 数学 2017-12-01 Rikard Anton , David Cohen , Lluis Quer-Sardanyons

We consider the mollified versions of the Kardar-Parisi-Zhang (KPZ) equation and the stochastic heat equation (SHE) in high dimensions $d\geq 3$ and analyze their probability distributions as the mollification is removed. Up to the…

概率论 · 数学 2025-08-26 Te-Chun Wang

For the stochastic linear transport equation with $L^p$-initial data ($1<p<2$) on the full space $\mathbb{R}^d$, we provide quantitative estimates, in negative Sobolev norms, between its solutions and that of the deterministic heat…

概率论 · 数学 2024-10-30 Dejun Luo , Bin Xie , Guohuan Zhao

In this paper, we investigate a class of hybrid stochastic heat equations. By explicit formulae of solutions, we not only reveal the sample Lyapunov exponents but also discuss the $p$th moment Lyapnov exponents. Moreover, several examples…

概率论 · 数学 2011-11-07 Jianhai Bao , Xuerong Mao , Chenggui Yuan

We study in this series of articles the Kardar-Parisi-Zhang (KPZ) equation $$ \partial_t h(t,x)=\nu\Delta h(t,x)+\lambda V(|\nabla h(t,x)|) +\sqrt{D}\, \eta(t,x), \qquad x\in{\mathbb{R}}^d $$ in $d\ge 1$ dimensions. The forcing term $\eta$…

偏微分方程分析 · 数学 2015-10-27 Jeremie Unterberger

We study in this series of articles the Kardar-Parisi-Zhang (KPZ) equation $$ \partial_t h(t,x)=\nu\Delta h(t,x)+\lambda V(|\nabla h(t,x)|) +\sqrt{D}\, \eta(t,x), \qquad x\in{\mathbb{R}}^d $$ in $d\ge 1$ dimensions. The forcing term $\eta$…

偏微分方程分析 · 数学 2015-10-27 J. Unterberger
‹ 上一页 1 2 3 10 下一页 ›