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相关论文: An invariance principle for the 1D KPZ equation

200 篇论文

Wave-like dark matter described by a high-occupancy self-gravitating bosonic field provides a microscopic setting in which both amplitude and phase are dynamical. We study a one-dimensional Gross--Pitaevskii--Poisson toy model and ask which…

统计力学 · 物理学 2026-03-31 Rin Takada

Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. We pay special attention to the case of trigonometric polynomials with frequencies from an arbitrary finite set…

数值分析 · 数学 2021-12-14 Boris Kashin , Sergei Konyagin , Vladimir Temlyakov

We construct explicit jointly invariant measures for the periodic KPZ equation (and therefore also the stochastic Burgers' and stochastic heat equations) for general slope parameters and prove their uniqueness via a one force--one solution…

概率论 · 数学 2026-02-09 Ivan Corwin , Yu Gu , Evan Sorensen

The study of Kadar-Parsi-Zhang (KPZ) universality class has been a subject of great interest among mathematicians and physicists over the past three decades. A notably successful approach for analyzing KPZ models is the coupling method,…

概率论 · 数学 2023-10-27 Xiao Shen

We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…

概率论 · 数学 2025-12-23 Konstantinos Dareiotis , El Mehdi Haress , Khoa Lê

For each $\alpha \in \mathbb{R}$, $t \geq 1$, we show that there exists a unique $\mathbb{N}$-indexed line ensemble of random continuous curves $\mathbb{R}_{\le 0} \to \mathbb{R}$ with the following properties: (1) The top curve is…

概率论 · 数学 2025-06-10 Sayan Das , Christian Serio

In this paper, we introduce a novel integration method of Kardar-Parisi-Zhang (KPZ) equation. It has always been known that if during the discrete integration of the KPZ equation the nearest-neighbor height-difference exceeds a critical…

统计力学 · 物理学 2018-04-18 M. F. Torres , R. C. Buceta

We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in…

概率论 · 数学 2021-09-16 Yvain Bruned , Franck Gabriel , Martin Hairer , Lorenzo Zambotti

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

偏微分方程分析 · 数学 2025-03-07 Raphael Maillet

A modified Kardar-Parisi-Zhang (KPZ) equation is introduced, and solved exactly in the infinite-range limit. In the low-noise limit the system exhibits a weak-to-strong coupling transition, rounded for non-zero noise, as a function of the…

凝聚态物理 · 物理学 2009-10-28 M. Marsili , A. J. Bray

An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving…

概率论 · 数学 2021-11-25 Konstantin Matetski , Jeremy Quastel , Daniel Remenik

In this paper, we consider the KPZ equation under the weak noise scaling. That is, we introduce a small parameter $\sqrt{\varepsilon}$ in front of the noise and let $\varepsilon \to 0$. We prove that the one-point large deviation rate…

概率论 · 数学 2023-04-05 Pierre Yves Gaudreau Lamarre , Yier Lin , Li-Cheng Tsai

We study the long-time behavior of scale-invariant solutions of the 2d Euler equation satisfying a discrete symmetry. We show that all scale-invariant solutions with bounded variation on $\mathbb{S}^1$ relax to states that are piece-wise…

偏微分方程分析 · 数学 2025-10-13 Tarek. M. Elgindi , Ryan. W. Murray , Ayman. R. Said

Numerical simulations are essential tools for exploring the dynamic scaling properties of the nonlinear Kadar-Parisi-Zhang (KPZ) equation. Yet the inherent nonlinearity frequently causes numerical divergence within the strong-coupling…

计算物理 · 物理学 2023-12-25 Tianshu Song , Hui Xia

The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…

概率论 · 数学 2011-08-24 P. Chigansky , R. Liptser

The KPZ fixed point is a scaling invariant Markov process which arises as the universal scaling limit of a broad class of models of random interface growth in one dimension, the one-dimensional KPZ universality class. In this survey we…

概率论 · 数学 2022-05-04 Daniel Remenik

Stochastic motion of a point -- known as Brownian motion -- has many successful applications in science, thanks to its scale invariance and consequent universal features such as Gaussian fluctuations. In contrast, the stochastic motion of a…

统计力学 · 物理学 2011-08-11 Kazumasa A. Takeuchi , Masaki Sano , Tomohiro Sasamoto , Herbert Spohn

In this paper we study the one-dimensional Kardar-Parisi-Zhang equation (KPZ) with correlated noise by field-theoretic dynamic renormalization group techniques (DRG). We focus on spatially correlated noise where the correlations are…

统计力学 · 物理学 2018-06-20 Oliver Niggemann , Haye Hinrichsen

We consider the stochastic heat equation $\partial_tZ= \partial_x^2 Z - Z \dot W$ on the real line, where $\dot W$ is space-time white noise. $h(t,x)=-\log Z(t,x)$ is interpreted as a solution of the KPZ equation, and $u(t,x)=\partial_x…

概率论 · 数学 2011-10-20 Marton Balazs , Jeremy Quastel , Timo Seppalainen

Consider the one-dimensional stochastic Helmholtz equation where the source is assumed to be driven by the white noise. This paper concerns the stability analysis of the inverse random source problem which is to reconstruct the statistical…

偏微分方程分析 · 数学 2016-07-25 Peijun Li , Ganghua Yuan