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相关论文: KPZ fluctuations in the planar stochastic heat equ…

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We introduce the notion of energy solutions of the KPZ equation. Under minimal assumptions, we prove that the density fluctuations of one-dimensional, weakly asymmetric, conservative particle systems with respect to the stationary states…

概率论 · 数学 2010-03-24 Patricia Goncalves , Milton Jara

For the fractional heat equation $\frac{\partial}{\partial t} u(t,x) = -(-\Delta)^{\frac{\alpha}{2}}u(t,x)+ u(t,x)\dot W(t,x)$ where the covariance function of the Gaussian noise $\dot W$ is defined by the heat kernel, we establish…

概率论 · 数学 2023-12-14 Jian Song , Meng Wang , Wangjun Yuan

We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…

概率论 · 数学 2024-11-12 Carsten Chong

We consider a stochastic partial differential equation with piecewise constant coefficients driven by a multiplicative space-time white noise. The existence and uniqueness of the mild solution in Walsh sense is established. We mainly study…

概率论 · 数学 2025-11-18 Yongkang Li , Huisheng Shu , Litan Yan

The solution of Kardar-Parisi-Zhang equation (KPZ equation) is solved formally via Cole-Hopf transformation $h=\log u$, where $u$ is the solution of multiplicative stochastic heat equation(SHE). In earlier works by Chatterjee and Dunlap,…

概率论 · 数学 2021-03-15 Shuta Nakajima , Makoto Nakashima

We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…

概率论 · 数学 2018-10-24 Jingyu Huang , David Nualart , Lauri Viitasaari

We consider a system of $d$ non-linear stochastic heat equations driven by an $m$-dimensional space-time white noise on $\mathbb{R}_+\times \mathbb{R}$. In this paper we study the asymptotic behavior of spatial averages over large intervals…

概率论 · 数学 2024-10-31 David Nualart , Bhargobjyoti Saikia

In this paper we obtain a Feynman-Kac formula for the solution of a fractional stochastic heat equation driven by fractional noise. One of the main difficulties is to show the exponential integrability of some singular nonlinear functionals…

概率论 · 数学 2014-10-14 Xia Chen , Yaozhong Hu , Jian Song

We establish a probabilistic representation for a wide class of linear deterministic p.d.e.s with potential term, including the wave equation in spatial dimensions 1 to 3. Our representation applies to the heat equation, where it is related…

概率论 · 数学 2011-02-18 Robert C. Dalang , Carl Mueller , Roger Tribe

In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…

概率论 · 数学 2015-08-24 Yu Gu

This paper calculates the exact quadratic variation in space and quartic variation in time for the solutions to a one dimensional stochastic heat equation driven by a multiplicative space-time white noise.

概率论 · 数学 2018-08-21 Jan Pospisil , Roger Tribe

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

概率论 · 数学 2011-10-24 Said Karim Bounebache , Lorenzo Zambotti

We consider the KPZ equation in space dimension 2 driven by space-time white noise. We showed in previous work that if the noise is mollified in space on scale $\epsilon$ and its strength is scaled as $\hat\beta / \sqrt{|\log \epsilon|}$,…

概率论 · 数学 2019-07-03 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

Consider the stochastic heat equation $\partial_t u = (\frac{\varkappa}{2})\Delta u+\sigma(u)\dot{F}$, where the solution $u:=u_t(x)$ is indexed by $(t,x)\in (0, \infty)\times\R^d$, and $\dot{F}$ is a centered Gaussian noise that is white…

概率论 · 数学 2011-11-22 Daniel Conus , Mathew Joseph , Davar Khoshnevisan , Shang-Yuan Shiu

We analyze the one-dimensional periodic Kardar-Parisi-Zhang equation in the language of paracontrolled distributions, giving an alternative viewpoint on the seminal results of Hairer. Apart from deriving a basic existence and uniqueness…

概率论 · 数学 2016-12-21 Massimiliano Gubinelli , Nicolas Perkowski

In this paper, we consider the exact fractional variation for the temporal process of the solution to the fractional stochastic heat equation on $\mathbb{R}$ driven by a space-time white noise, and as an application we give the estimate of…

概率论 · 数学 2025-06-05 Yongkang Li , Huisheng Shu , Litan Yan

We study the propagation of high peaks (intermittency front) of the solution to a stochastic heat equation driven by multiplicative centered Gaussian noise in $\mathbb{R}^d$. The noise is assumed to have a general homogeneous covariance in…

概率论 · 数学 2015-06-16 Yaozhong Hu , Jingyu Huang , David Nualart

The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation which is derived from various microscopic models, and to establish a robust way to derive the KPZ equation is a fundamental problem both in mathematics and…

概率论 · 数学 2023-06-08 Kohei Hayashi

Even though the heat equation with random potential is a well-studied object, the particular case of time-independent Gaussian white noise in one space dimension has yet to receive the attention it deserves. The paper investigates the…

概率论 · 数学 2017-04-25 Hyun-Jung Kim , Sergey V Lototsky

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