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相关论文: Scaling limit of the KPZ equation with non-integra…

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We study the large-scale dynamics of the solution to a nonlinear stochastic heat equation (SHE) in dimensions $d \geq 3$ with long-range dependence. This equation is driven by multiplicative Gaussian noise, which is white in time and…

概率论 · 数学 2025-01-16 Luca Gerolla , Martin Hairer , Xue-Mei Li

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 study in the present article the Kardar-Parisi-Zhang (KPZ) equation $$ \partial_t h(t,x)=\nu\Delta h(t,x)+\lambda |\nabla h(t,x)|^2 +\sqrt{D}\, \eta(t,x), \qquad (t,x)\in\mathbb{R}_+\times\mathbb{R}^d $$ in $d\ge 3$ dimensions in the…

偏微分方程分析 · 数学 2018-01-24 Jacques Magnen , Jérémie Unterberger

We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…

概率论 · 数学 2020-08-24 Yu Gu , Jiawei Li

We study the Gaussian fluctuations of a nonlinear stochastic heat equation in spatial dimension two. The equation is driven by a Gaussian multiplicative noise. The noise is white in time, smoothed in space at scale $\varepsilon$, and tuned…

概率论 · 数学 2024-01-01 Ran Tao

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…

概率论 · 数学 2016-10-21 Martin Hairer , Hao Shen

We prove, using probabilistic techniques and analysis on the Wiener space, that the large scale fluctuations of the KPZ equation in $d\geq 3$ with a small coupling constant, driven by a white in time and colored in space noise, are given by…

概率论 · 数学 2019-07-26 Alexander Dunlap , Yu Gu , Lenya Ryzhik , Ofer Zeitouni

We study the Kardar-Parisi-Zhang (KPZ) growth equation in one dimension with a noise variance $c(t)$ depending on time. We find that for $c(t)\propto t^{-\alpha}$ there is a transition at $\alpha=1/2$. When $\alpha>1/2$, the solution…

统计力学 · 物理学 2020-04-29 Guillaume Barraquand , Pierre Le Doussal , Alberto Rosso

In this article we present a {\it quantitative} central limit theorem for the stochastic fractional heat equation driven by a a general Gaussian multiplicative noise, including the cases of space-time white noise and the white-colored noise…

概率论 · 数学 2020-07-31 Obayda Assaad , David Nualart , Ciprian A. Tudor , Lauri Viitasaari

In this paper, we present a quantitative central limit theorem for the d-dimensional stochastic heat equation driven by a Gaussian multiplicative noise, which is white in time and has a spatial covariance given by the Riesz kernel. We show…

概率论 · 数学 2019-07-16 Jingyu Huang , David Nualart , Lauri Viitasaari , Guangqu Zheng

We use a version of the Skorokhod integral to give a simple and rigorous formulation of the Wick-ordered (stochastic) heat equation with planar white noise, representing the free energy of an undirected random polymer. The solution for all…

概率论 · 数学 2025-09-09 Jeremy Quastel , Alejandro Ramirez , Balint Virag

This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…

概率论 · 数学 2015-05-20 Yaozhong Hu , Jingyu Huang , Khoa Lê , David Nualart , Samy Tindel

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

In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…

概率论 · 数学 2010-10-12 Eulalia Nualart , Lluís Quer-Sardanyons

We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…

概率论 · 数学 2019-05-16 Francis Comets , Clément Cosco , Chiranjib Mukherjee

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

概率论 · 数学 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

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 establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin calculus and recent density estimates obtained by Nourdin…

概率论 · 数学 2009-02-12 David Nualart , Lluis Quer-Sardanyons

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
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