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This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…

概率论 · 数学 2025-08-12 Yaozhong Hu , Qun Shi

We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly nonlinear function of the conserved quantity. This…

概率论 · 数学 2015-06-17 Patricia Gonçalves , Milton Jara

In this paper, a Feynman-Kac formula is established for stochastic partial differential equation driven by Gaussian noise which is, with respect to time, a fractional Brownian motion with Hurst parameter $H<1/2$. To establish such a…

概率论 · 数学 2012-05-24 Yaozhong Hu , Fei Lu , David Nualart

Consider a stochastic interface $h(x,t)$, described by the $1+1$ Kardar-Parisi-Zhang (KPZ) equation on the half-line $x\geq 0$. The interface is initially flat, $h(x,t=0)=0$, and driven by a Neumann boundary condition $\partial_x…

统计力学 · 物理学 2018-10-03 Baruch Meerson , Arkady Vilenkin

We consider a generalized model of random walk in dynamical random environment, and we show that the multiplicative-noise stochastic heat equation (SHE) describes the fluctuations of the quenched density at a certain precise location in the…

概率论 · 数学 2025-12-02 Shalin Parekh

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

统计力学 · 物理学 2024-12-23 Zhaoyu Fei

In this short note, we prove a central limit theorem for the free energy in the Ghatak- Sherrington model at high enough temperatures, based on a generalization of the stochastic calculus method for the SK model derived in [CN95, Tin05].

概率论 · 数学 2024-08-30 Yueqi Sheng

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

概率论 · 数学 2017-06-14 Leonid Mytnik , Eyal Neuman

We study 2D nonlinear stochastic heat equations under a logarithmically attenuated white-noise limit with subcritical coupling. We show that solutions asymptotically exhibit Edwards-Wilkinson fluctuations. This extends work of Ran Tao,…

概率论 · 数学 2025-10-01 Alexander Dunlap , Cole Graham

We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stress tensor and random heat flux as in the Landau and Lifshitz theory. However, the…

统计力学 · 物理学 2015-06-25 Pep Español

We consider the heat equation with a multiplicative Gaussian potential in dimensions $d\geq 3$. We show that the renormalized solution converges to the solution of a deterministic diffusion equation with an effective diffusivity. We also…

概率论 · 数学 2018-08-15 Yu Gu , Lenya Ryzhik , Ofer Zeitouni

We formulate an initial- and Dirichlet boundary- value problem for a linear stochastic heat equation, in one space dimension, forced by an additive space-time white noise. First, we approximate the mild solution to the problem by the…

数值分析 · 数学 2017-09-26 Georgios E. Zouraris

We prove the two dimensional KPZ equation with a logarithmically tuned nonlinearity and a small coupling constant, scales to the Edwards-Wilkinson equation with an effective variance.

概率论 · 数学 2019-06-06 Yu Gu

There have been recently several works studying the regularized stochastic heat equation (SHE) and Kardar-Parisi-Zhang (KPZ) equation in dimension $d\geq 3$ as the smoothing parameter is switched off, but most of the results did not hold in…

概率论 · 数学 2020-05-27 Clément Cosco , Shuta Nakajima , Makoto Nakashima

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

概率论 · 数学 2015-10-22 Le Chen , Kunwoo Kim

In this paper we consider a probability distribution on plane partitions, which arises as a one-parameter generalization of the q^{volume} measure. This generalization is closely related to the classical multivariate Hall-Littlewood…

概率论 · 数学 2016-12-13 Evgeni Dimitrov

We consider a Stratonovich heat equation in $(0,1)$ with a nonlinear multiplicative noise driven by a trace-class Wiener process. First, the equation is shown to have a unique mild solution. Secondly, convolutional rough paths techniques…

概率论 · 数学 2013-01-22 Aurélien Deya , Maria Jolis , Lluís Quer-Sardanyons

We establish the Freidlin--Wentzell Large Deviation Principle (LDP) for the Stochastic Heat Equation with multiplicative noise in one spatial dimension. That is, we introduce a small parameter $ \sqrt{\varepsilon} $ to the noise, and…

概率论 · 数学 2021-03-19 Yier Lin , Li-Cheng Tsai

We consider an interacting particles system composed of a Hamiltonian part and perturbed by a conservative stochastic noise so that the full system conserves two quantities: energy and volume. The Hamiltonian part is regulated by a scaling…

数学物理 · 物理学 2019-10-10 Ragaa Ahmed , Cedric Bernardin , Patricia Goncalves , Marielle Simon

We present a variational formulation for the Kardar-Parisi-Zhang (KPZ) equation that leads to a thermodynamic-like potential for the KPZ as well as for other related kinetic equations. For the KPZ case, with the knowledge of such a…

统计力学 · 物理学 2016-12-21 Horacio S. Wio