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The Stochastic Heat Flow (SHF) emerges as the scaling limit of directed polymers in random environments and the noise-mollified Stochastic Heat Equation (SHE), specifically at the critical dimension of two and near the critical temperature.…

概率论 · 数学 2026-03-17 Li-Cheng Tsai

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 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

We consider the transition probabilities for random walks in $1+1$ dimensional space-time random environments (RWRE). For critically tuned weak disorder we prove a sharp large deviation result: after appropriate rescaling, the transition…

概率论 · 数学 2017-02-01 Ivan Corwin , 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

We show that under a certain moderate deviation scaling, the multiplicative-noise stochastic heat equation (SHE) arises as the fluctuations of the quenched density of a 1D random walk whose transition probabilities are iid [0,1]-valued…

概率论 · 数学 2024-12-24 Sayan Das , Hindy Drillick , Shalin Parekh

We study the martingale formulation of the two-dimensional stochastic heat equation (SHE) at criticality. The main theorem proves an exact recursive-type equation that expresses the covariation measures of the SHE in terms of the solutions…

概率论 · 数学 2026-03-10 Yu-Ting Chen

We analyze the high moments of the Stochastic Heat Equation (SHE) via a transformation to the attractive Brownian Particles (BPs), which are Brownian motions interacting via pairwise attractive drift. In those scaling regimes where the…

概率论 · 数学 2024-11-26 Li-Cheng Tsai

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

Kibble-Zurek mechanism (KZM) uses critical scaling to predict density of topological defects and other excitations created in second order phase transitions. We point out that simply inserting asymptotic critical exponents deduced from the…

量子气体 · 物理学 2014-09-01 Jacek Dziarmaga , Wojciech H. Zurek

We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…

概率论 · 数学 2024-12-24 Sayan Das , Hindy Drillick , Shalin Parekh

We consider the Cole-Hopf solution of the (1+1)-dimensional KPZ equation started from the narrow wedge initial condition. In this article, we ask how the peaks and valleys of the KPZ height function (centered by time/24) at any spatial…

概率论 · 数学 2021-02-04 Sayan Das , Promit Ghosal

The Critical $2d$ Stochastic Heat Flow (SHF) is a measure valued stochastic process on $\mathbb{R}^2$ that defines a non-trivial solution to the two-dimensional stochastic heat equation with multiplicative space-time noise. Its one-time…

概率论 · 数学 2026-04-02 Ziyang Liu , Nikos Zygouras

In [CSZ23], the authors proved the convergence of the finite dimensional time distribution of the rescaled random fields derived from the discrete stochastic heat equation of $2d$-directed polymers in random environment in the critical…

概率论 · 数学 2025-03-27 Makoto Nakashima

We consider a directed polymer model in dimension $1+1$, where the disorder is given by the occupation field of a Poisson system of independent random walks on $\mathbb Z$. In a suitable continuum and weak disorder limit, we show that the…

概率论 · 数学 2021-04-20 Hao Shen , Jian Song , Rongfeng Sun , Lihu Xu

We introduce and study a new model consisting of a single classical random walker undergoing continuous monitoring at rate $\gamma$ on a discrete lattice. Although such a continuous measurement cannot affect physical observables, it has a…

统计力学 · 物理学 2023-01-04 Tony Jin , David G. Martin

We consider a simple model of a stochastic heat engine, which consists of a single Brownian particle moving in a one-dimensional periodically breathing harmonic potential. Overdamped limit is assumed. Expressions of second moments…

统计力学 · 物理学 2022-05-04 Shinji Iida , Koki Negoro , Kanta Yamada

We study the fluctuations of discretized versions of the stochastic heat equation (SHE) and the Kardar-Parisi-Zhang (KPZ) equation in spatial dimensions $d\geq 3$ in the weak disorder regime. The discretization is defined using the directed…

概率论 · 数学 2025-10-22 Stefan Junk , Shuta Nakajima

The scaling laws which relate the peak temperature $T_M$ and volumetric heating rate $E_H$ to the pressure $P$ and length $L$ for static coronal loops were established over 40 years ago; they have proved to be of immense value in a wide…

太阳与恒星天体物理 · 物理学 2020-12-09 Stephen J. Bradshaw , A. Gordon Emslie

We survey a number of moment hierarchies and test their performances in computing one-dimensional shock structures. It is found that for high Mach numbers, the moment hierarchies are either computationally expensive or hard to converge,…

流体动力学 · 物理学 2021-08-25 Zhenning Cai
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