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Recently, a superdiffusion exhibiting the Kardar-Parisi-Zhang (KPZ) scaling in late-time correlators and autocorrelators of certain interacting many-body systems has been reported. Inspired by these results, we explore the KPZ scaling in…

高能物理 - 理论 · 物理学 2024-06-06 Alexander Gorsky , Sergei Nechaev , Alexander Valov

This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular…

概率论 · 数学 2018-02-06 Hongbo Fu , Li Wan , Jicheng Liu , Xianming Liu

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

Let $N$ be the number of triangles in an Erd\H{o}s-R\'enyi graph $\mathcal{G}(n,p)$ on $n$ vertices with edge density $p=d/n,$ where $d>0$ is a fixed constant. It is well known that $N$ weakly converges to the Poisson distribution with mean…

概率论 · 数学 2022-02-15 Shirshendu Ganguly , Ella Hiesmayr , Kyeongsik Nam

We study a class of dissipative PDE's perturbed by an unbounded kick force. Under some natural assumptions, the restrictions of solutions to integer times form a homogeneous Markov process. Assuming that the noise is rough with respect to…

数学物理 · 物理学 2014-10-20 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

We consider the dynamic large deviation behaviour of Kac's collisional process for a range of initial conditions including equilibrium. We prove an upper bound with a rate function of the type which has previously been found for kinetic…

概率论 · 数学 2022-05-30 Daniel Heydecker

We prove the large deviation principle for the law of the solutions to a class of parabolic semilinear stochastic partial differential equations driven by multiplicative noise, in $C\big([0,T]:L^\rho(D)\big)$, where $D\subset {\mathbb R}^d$…

概率论 · 数学 2020-10-28 Leila Setayeshgar

We provide examples of a large class of one dimensional higher order field theories with kink solutions which asymptotically have a power-law tail either at one end or at both ends. We provide analytic solutions for the kinks in a few cases…

高能物理 - 理论 · 物理学 2019-09-04 Avinash Khare , Avadh Saxena

In this article, we study the stochastic wave equation in spatial dimensions $d \le 2$ with multiplicative L\'evy noise that can have infinite $p$-th moments. Using the past light-cone property of the wave equation, we prove the existence…

概率论 · 数学 2024-09-04 Juan J. Jiménez

Recently, Quastel and Remenik \cite{QRKP} [arXiv:1908.10353] found a remarkable relation between some solutions of the finite time Kardar-Parisi-Zhang (KPZ) equation and the Kadomtsev-Petviashvili (KP) equation. Using this relation we…

无序系统与神经网络 · 物理学 2020-01-08 Pierre Le Doussal

We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…

概率论 · 数学 2026-03-04 Paola Bermolen , Valeria Goicoechea , José R. León

A master equation for the Kardar-Parisi-Zhang (KPZ) equation in 2+1 dimensions is developed. In the fully nonlinear regime we derive the finite time scale of the singularity formation in terms of the characteristics of forcing. The exact…

凝聚态物理 · 物理学 2007-05-23 F. Shahbazi , A. A. Masoudi , M. Reza Rahimi Tabar

We prove an extension of a seminal result of Bertini and Giacomin. Namely we consider weakly asymmetric exclusion processes with several distinct initial data simultaneously, then run according to the basic coupling, and we show joint…

概率论 · 数学 2021-06-16 Shalin Parekh

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

概率论 · 数学 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

In this paper, we established the Freidlin-Wentzell type large deviation principles for first-order scalar conservation laws perturbed by small multiplicative noise. Due to the lack of the viscous terms in the stochastic equations, the…

概率论 · 数学 2020-03-24 Zhao Dong , Jiang-Lun Wu , Rangrang Zhang , Tusheng Zhang

Recently, a variational approach has been introduced for the paradigmatic Kardar--Parisi--Zhang (KPZ) equation. Here we review that approach, together with the functional Taylor expansion that the KPZ nonequilibrium potential (NEP) admits.…

统计力学 · 物理学 2014-01-27 Horacio S. Wio , Roberto R. Deza , Carlos Escudero , Jorge A. Revelli

The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…

概率论 · 数学 2022-12-13 Ankit Kumar , Manil T. Mohan

The Dvoretzky--Kiefer--Wolfowitz--Massart inequality gives a sub-Gaussian tail bound on the supremum norm distance between the empirical distribution function of a random sample and its population counterpart. We provide a short proof of a…

概率论 · 数学 2024-03-26 Henry W J Reeve

We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…

机器学习 · 统计学 2019-04-16 Kean Ming Tan , Qiang Sun , Daniela Witten

In this paper, we study the 2D stochastic quasi-geostrophic equation on $\mathbb{T}^2$ for general parameter $\alpha\in(0,1)$ and multiplicative noise. We prove the existence of weak solutions and Markov selections for multiplicative noise…

概率论 · 数学 2015-06-05 Michael Röckner , Rongchan Zhu , Xiangchan Zhu