Local solution to the multi-layer KPZ equation

DOI10.1007/S10955-019-02278-4MaRDI QIDQ2315147zbMATH OpenOpenAlexWikidataFDO

Authors Ajay Chandra, Dirk Erhard, Hao Shen

Publication date 1 August 2019

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.00882

zbMATH Keywords

regularity structuresrenormalizationstochastic partial differential equations

Mathematics Subject Classification ID

PDEs in connection with statistical mechanics (35Q82) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamic renormalization group methods applied to problems in time-dependent statistical mechanics (82C28) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: In this article we prove local well-posedness of the system of equations $partia{l}_t{h}_i=su{m}_{j=1}^{i}partia{l}_x^2{h}_i+(partia{l}_x{h}_i{)}^2+xi$ on the circle where $1leqileqN$ and $xi$ is a space-time white noise. We attempt to generalize the renormalization procedure which gives the Hopf-Cole solution for the single layer equation and our $h_1$ (solution to the first layer) coincides with this solution. However, we observe that cancellation of logarithmic divergences that occurs at the first layer does not hold at higher layers and develop explicit combinatorial formulae for them.

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Cites work

• A central limit theorem for the KPZ equation
• A class of growth models rescaling to KPZ
• A coupled KPZ equation, its two types of approximations and existence of global solutions
• A multi-layer extension of the stochastic heat equation
• A theory of regularity structures
• Algebraic renormalisation of regularity structures
• Solving the KPZ equation
• The product of several Hermite or Laguerre polynomials

Cited in

(1)

• A stationary model of non-intersecting directed polymers

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