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We establish the Freidlin--Wentzell Large Deviation Principle (LDP) for the Stochastic Heat Equation with multiplicative noise in one spatial dimension. That is, we introduce a small parameter $ \sqrt{\varepsilon} $ to the noise, and…

概率论 · 数学 2021-03-19 Yier Lin , Li-Cheng Tsai

We consider the $n$-point, fixed-time large deviations of the KPZ equation with the narrow wedge initial condition. The scope consists of concave-configured, upper-tail deviations and a wide range of scaling regimes that allows time to be…

概率论 · 数学 2023-04-28 Yier Lin , Li-Cheng Tsai

Consider the Hopf--Cole solution $ h(t,x) $ of the KPZ equation with narrow wedge initial condition. Regarding $ t\to\infty $ as a scaling parameter, we provide the first rigorous proof of the Large Deviation Principle (LDP) for the lower…

概率论 · 数学 2018-09-11 Li-Cheng Tsai

We provide the first tight bounds on the lower tail probability of the one point distribution of the KPZ equation with narrow wedge initial data. Our bounds hold for all sufficiently large times $T$ and demonstrates a crossover between…

概率论 · 数学 2020-12-16 Ivan Corwin , Promit Ghosal

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

We consider the KPZ equation in $1$ spatial dimension with noise that is rougher than white by an exponent $\gamma>1/4$. Under a weak coupling limit, formally removing the nonlinearity from the equation, we show using regularity structures…

概率论 · 数学 2025-04-23 Máté Gerencsér , Fabio Toninelli

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 consider the variational problem associated with the Freidlin--Wentzell Large Deviation Principle of the Stochastic Heat Equation (SHE). The logarithm of the minimizer of the variational problem gives the most probable shape of the…

概率论 · 数学 2022-10-12 Yier Lin , Li-Cheng Tsai

Starting from one-point tail bounds, we establish an upper tail large deviation principle for the directed landscape at the metric level. Metrics of finite rate are in one-to-one correspondence with measures supported on a set of countably…

概率论 · 数学 2024-05-27 Sayan Das , Duncan Dauvergne , Bálint Virág

We study Kardar-Parisi-Zhang equation in spatial dimension 3 or larger driven by a Gaussian space-time white noise with a small convolution in space. When the noise intensity is small, it is known that the solutions converge to a random…

概率论 · 数学 2020-05-20 Francis Comets , Clement Cosco , Chiranjib Mukherjee

Using the weak-noise theory, we evaluate the probability distribution $\mathcal{P}(H,t)$ of large deviations of height $H$ of the evolving surface height $h(x,t)$ in the Kardar-Parisi-Zhang (KPZ) equation in one dimension when starting from…

统计力学 · 物理学 2016-02-23 Baruch Meerson , Eytan Katzav , Arkady Vilenkin

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

In this article we review the ideas in Tsai (2018) toward proving the one-point, lower-tail large deviation principle for the Kardar--Parisi--Zhang equation.

概率论 · 数学 2022-06-14 Li-Cheng Tsai

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 establish the first tight bound on the lower tail probability of the half-space KPZ equation with Neumann boundary parameter $A = -1/2$ and narrow-wedge initial data. When the tail depth is of order $T^{2/3}$, the lower bound…

概率论 · 数学 2021-09-28 Yujin H. Kim

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 narrow wedge solution to the Kardar-Parisi-Zhang stochastic PDE under the characteristic $3:2:1$ scaling of time, space and fluctuations. We study the correlation of fluctuations at two different times. We show that when the…

概率论 · 数学 2020-07-14 Ivan Corwin , Promit Ghosal , Alan Hammond

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

The KPZ fixed point is a (1+1)-dimensional space-time random field conjectured to be the universal limit for models within the Kardar-Parisi-Zhang (KPZ) universality class. We consider the KPZ fixed point with the narrow-wedge initial…

概率论 · 数学 2025-07-01 Zhipeng Liu , Ruixuan Zhang

For first passage percolation on $\mathbb{Z}^2$ with i.i.d. bounded edge weights, we consider the upper tail large deviation event; i.e., the rare situation where the first passage time between two points at distance $n$, is macroscopically…

概率论 · 数学 2017-12-05 Riddhipratim Basu , Shirshendu Ganguly , Allan Sly
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