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Stochastic growth models in the Kardar-Parisi-Zhang (KPZ) universality class exhibit remarkable fluctuation phenomena. While a variety of powerful methods have led to a detailed understanding of their typical fluctuations or large…

数学物理 · 物理学 2026-02-24 Promit Ghosal , Guilherme L. F. Silva

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…

概率论 · 数学 2018-06-28 Alexei Borodin , Ivan Corwin , Fabio Lucio Toninelli

A recent paper of Tsai shows how the first few moments of a stochastic flow in the space of measures can completely determine its law. Here we give another proof of this result for the particular case of the one-dimensional multiplicative…

概率论 · 数学 2025-04-08 Shalin Parekh

Recent theoretical studies have gradually deepened our understanding of the one-dimensional (1D) Kardar-Parisi-Zhang (KPZ) universality class even in the large deviation regime, but numerical methods for studying KPZ large deviations remain…

统计力学 · 物理学 2026-02-09 Yuta Yanagibashi , Kazumasa A. Takeuchi

We propose compact finite difference schemes to solve the KP equations $u\_t + u\_{xxx} + u^p u\_x + $\lambda$ \partial^{--1}\_x u\_{yy} = 0$. When $p = 1$, this equation describes the propagation of small amplitude long waves in shallow…

偏微分方程分析 · 数学 2016-05-12 J. -P Chehab , P Garnier , Youcef Mammeri

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

Understanding and quantifying chaos from data remains challenging. We present a data-driven method for estimating the largest Lyapunov exponent (LLE) from one-dimensional chaotic time series using machine learning. A predictor is trained to…

混沌动力学 · 物理学 2025-10-03 A. Velichko , M. Belyaev , P. Boriskov

In this paper we study the Large Deviation Principle (LDP in abbreviation) for a class of Stochastic Partial Differential Equations (SPDEs) in the whole space $\mathbb{R}^d$, with arbitrary dimension $d\geq 1$, under random influence which…

概率论 · 数学 2015-05-20 Tarik El Mellali , Mohamed Mellouk

We prove here that the height function associated to non-simple exclusion processes with arbitrary jump-length converges to the solution of the Kardar-Parisi-Zhang SPDE under suitable scaling and renormalization. This extends the work of…

概率论 · 数学 2022-12-23 Kevin Yang

We study a general class of nonlinear Ginzburg-Landau SPDEs in infinite volume under weak nonlinearity scaling and with non-equilibrium initial data. We derive the KPZ equation as a continuum limit of these equations. This makes rigorous…

概率论 · 数学 2025-12-30 Kevin Yang

We introduce the generalized spatial discretization of the Kardar-Parisi-Zhang (KPZ) equation in 1+1 dimensions. We solve exactly the steady state probability density function for the discrete heights of the interface, for any…

其他凝聚态物理 · 物理学 2012-09-21 R. C. Buceta

We consider the linear stochastic heat equation on $\mathbb{R}^\ell$, driven by a Gaussian noise which is colored in time and space. The spatial covariance satisfies general assumptions and includes examples such as the Riesz kernel in any…

概率论 · 数学 2017-04-28 Jingyu Huang , Khoa Lê , David Nualart

In this paper, we consider the one-dimensional stochastic heat equation driven by a space time white noise. In two different scenarios: {\it (i)} initial condition $u_0=1$ and general nonlinear coefficient $\sigma$ and {\it (ii)}: initial…

概率论 · 数学 2021-08-24 Sefika Kuzgun , David Nualart

We consider the Kuramoto-Sivashinsky (KS) equation in finite domains of the form $[-L,L]^d$. Our main result provides refined Gevrey estimates for the solutions of the one dimensional differentiated KS, which in turn imply effective new…

动力系统 · 数学 2007-11-27 Milena Stanislavova , Atanas Stefanov

A kinetic approach is adopted to describe the exponential growth of a small deviation of the initial phase space point, measured by the largest Lyapunov exponent, for a dilute system of hard disks, both in equilibrium and in a uniform shear…

混沌动力学 · 物理学 2015-06-26 R. van Zon , H. van Beijeren

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

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

数值分析 · 数学 2025-11-13 Zhihui Liu

This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…

概率论 · 数学 2026-02-17 Robert C. Dalang , Marta Sanz-Solé

We consider the early time regime of the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimensions in curved (or droplet) geometry. We show that for short time $t$, the probability distribution $P(H,t)$ of the height $H$ at a given point $x$…

统计力学 · 物理学 2017-04-26 Pierre Le Doussal , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

We consider a general class of SPDEs in $\mathbb{R}^d$ driven by a Gaussian spatially homogeneous noise which is white in time. We provide sufficient conditions on the coefficients and the spectral measure associated to the noise ensuring…

概率论 · 数学 2012-06-18 Lluis Quer-Sardanyons