相关论文: Temporal increments of the KPZ equation with gener…

A perturbative method is developed to calculate the finite size corrections of the low lying energies of the asymmetric XXZ hamiltonian near the stochastic line. The crossover from isotropic to anisotropic, Kardar-Parisi-Zhang (KPZ) scaling…

We introduce an $L_q(L_p)$-theory for the quasi-linear fractional equations of the type $$ \partial^{\alpha}_t u(t,x)=a^{ij}(t,x)u_{x^i x^j}(t,x)+f(t,x,u), \quad t>0, \,x\in \mathbf{R}^d. $$ Here, $\alpha\in (0,2)$, $p,q>1$, and…

In this paper we analyse a dynamical system based on the so-called KCG (K\"all\'en, Crafoord, Ghil) conceptual climate model. This model describes an evolution of the globally averaged temperature and the average extent of the ice sheets.…

We give an explicit description of the jointly invariant measures for the KPZ equation. These are couplings of Brownian motions with drift, and can be extended to a process defined for all drift parameters simultaneously. We term this…

In systems where deposition rates are high compared to diffusion, desorption and other mechanisms that generate correlations, a crossover from random to correlated growth of surface roughness is expected at a characteristic time t_0. This…

We study ``V-shaped'' solutions to the KPZ equation, those having opposite asymptotic slopes $\theta$ and $-\theta$, with $\theta>0$, at positive and negative infinity, respectively. Answering a question of Janjigian, Rassoul-Agha, and…

For $0<\alpha \leq 2$ and $0<H<1$, an $\alpha$-time fractional Brownian motion is an iterated process $Z = \{Z(t)=W(Y(t)), t \ge 0\}$ obtained by taking a fractional Brownian motion $\{W(t), t\in \RR{R} \}$ with Hurst index $0<H<1$ and…

We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…

The (1+1)-dimensional kinetic model of crystal growth with simulated self-attraction and random sequential or parallel dynamics is introduced and studied via Monte-Carlo simulations. To imitate the attraction of absorbing atoms the…

We give a detailed description in 1-D the growth of Sobolev norms for time dependent linear generalized KdV-type equations on the circle. For most initial data, the growth of Sobolev norms is polynomial in time for fixed analytic potential…

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…

We consider the open KPZ equation $H(x,t)$ on the interval $[0,L]$ with Neumann boundary conditions depending on parameters $u,v\ge 0$ (the so-called maximal current phase). For $L \sim t^{\alpha}$ and stationary initial conditions, we…

We consider the non-cutoff Boltzmann equation in the spatially inhomogeneous, soft potentials regime, and establish decay estimates for large velocity. In particular, we prove that pointwise algebraically decaying upper bounds in the…

The Korteweg-de Vries (KdV) equation with periodic boundary conditions is considered. It is shown that for $H^s$ initial data, $s>-1/2$, and for any $s_1<\min(3s+1,s+1)$, the difference of the nonlinear and linear evolutions is in $H^{s_1}$…

We devise a numerical scheme for the time evolution of matrix product operators by adapting the time-dependent variational principle for matrix product states [J. Haegeman et al, Phys. Rev. B 94, 165116 (2016)]. A simple augmentation of the…

We derive a higher-order asymptotic expansion of the conditional characteristic function of the increment of an It\^o semimartingale over a shrinking time interval. The spot characteristics of the It\^o semimartingale are allowed to have…

This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…

Discrete updates of numerical partial differential equations (PDEs) rely on two branches of temporal integration. The first branch is the widely-adopted, traditionally popular approach of the method-of-lines (MOL) formulation, in which…

We study the large time behavior of solutions of first-order convex Hamilton-Jacobi Equations of Eikonal type set in the whole space. We assume that the solutions may have arbitrary growth. A complete study of the structure of solutions of…