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

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In this article, we prove the Quantitative Central Limit Theorem (QCLT) for the spatial average of the solution of the nonlinear stochastic heat equation with constant initial condition, driven by space-time Gaussian white noise in…

概率论 · 数学 2025-12-18 Raluca M. Balan , Michael Salins

We propose an energetic interpretation ofstochastic processes described by Langevin equations with non-uniform temperature. In order to avoid It\^{o}-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation…

统计力学 · 物理学 2007-05-23 Miki Matsuo , Shin-ichi Sasa

We consider the mollified versions of the Kardar-Parisi-Zhang (KPZ) equation and the stochastic heat equation (SHE) in high dimensions $d\geq 3$ and analyze their probability distributions as the mollification is removed. Up to the…

概率论 · 数学 2025-08-26 Te-Chun Wang

We study here the approximation by a finite-volume scheme of a heat equation forced by a Lipschitz continuous multiplicative noise in the sense of It\^o. More precisely, we consider a discretization which is semi-implicit in time and a…

偏微分方程分析 · 数学 2023-07-13 Caroline Bauzet , Flore Nabet , Kerstin Schmitz , Aleksandra Zimmermann

We consider the random fluctuations of the free energy in the $p$-spin version of the Sherrington-Kirkpatrick model in the high temperature regime. Using the martingale approach of Comets and Neveu as used in the standard SK model combined…

无序系统与神经网络 · 物理学 2007-05-23 A. Bovier , I. Kurkova , M. Loewe

We consider two directed polymer models in the Kardar-Parisi-Zhang (KPZ) universality class: the O'Connell-Yor semi-discrete directed polymer with boundary sources and the continuum directed random polymer with (m,n)-spiked boundary…

概率论 · 数学 2020-07-28 Zsófia Talyigás , Bálint Vető

We introduce the strict-weak polymer model, and show the KPZ universality of the free energy fluctuation of this model for a certain range of parameters. Our proof relies on the observation that the discrete time geometric q-TASEP model,…

概率论 · 数学 2015-07-07 Ivan Corwin , Timo Seppäläinen , Hao Shen

These lecture notes, adapted from the habilitation thesis of the author, survey in a first part various exact results obtained in the past few decades about KPZ fluctuations in one dimension, with a special focus on finite volume effects…

概率论 · 数学 2024-06-12 Sylvain Prolhac

In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

概率论 · 数学 2016-03-31 Raluca M. Balan , Daniel Conus

We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the…

概率论 · 数学 2011-02-18 Carl Mueller , Leonid Mytnik , Aurel Stan

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…

统计力学 · 物理学 2020-02-05 Alexander K. Hartmann , Alexandre Krajenbrink , Pierre Le Doussal

We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, $F(t)$, has a nontrivial quartic variation. This process,…

概率论 · 数学 2009-09-29 Jason Swanson

We consider the Cahn-Hilliard equation in one space dimension, perturbed by the derivative of a space and time white noise of intensity $\epsilon^{\frac 12}$, and we investigate the effect of the noise, as $\epsilon \to 0$, on the solutions…

数学物理 · 物理学 2022-12-22 L. Bertini , S. Brassesco , P. Buttà

This paper studies the stochastic heat equation driven by time fractional Gaussian noise with Hurst parameter $H\in(0,1/2)$. We establish the Feynman-Kac representation of the solution and use this representation to obtain matching lower…

概率论 · 数学 2016-02-19 Le Chen , Yaozhong Hu , Kamran Kalbasi , David Nualart

We consider steady state heat conduction across a quantum harmonic chain connected to reservoirs modelled by infinite collection of oscillators. The heat, $Q$, flowing across the oscillator in a time interval $\tau$ is a stochastic variable…

统计力学 · 物理学 2013-05-29 Keiji Saito , Abhishek Dhar

We review recent progress on the study of the Kardar-Parisi-Zhang (KPZ) equation in a periodic setting, which describes the random growth of an interface in a cylindrical geometry. The main results include central limit theorems for the…

概率论 · 数学 2025-01-22 Yu Gu , Tomasz Komorowski

In this paper, we consider a quasi-linear stochastic heat equation on $[0,1]$, with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace the random perturbation by a family of noisy inputs…

概率论 · 数学 2009-07-16 Xavier Bardina , Maria Jolis , Lluis Quer-Sardanyons

We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…

概率论 · 数学 2022-10-07 Francesco Caravenna , Francesca Cottini

The Kardar-Parisi-Zhang (KPZ) equation is conjectured to universally describe the fluctuations of weakly asymmetric interface growth. Here we provide the first intrinsic well-posedness result for the KPZ equation on the real line by showing…

概率论 · 数学 2016-08-09 M. Gubinelli , N. Perkowski

We study the solution $h_\varepsilon$ of the Kardar-Parisi-Zhang (KPZ) equation for $d \geq 3$: $$ \frac{\partial}{\partial t} h_{\varepsilon} = \frac12 \Delta h_{\varepsilon} + \bigg[\frac12 |\nabla h_\varepsilon |^2 - C_\varepsilon\bigg]+…

概率论 · 数学 2021-04-09 Francis Comets , Clément Cosco , Chiranjib Mukherjee