Solving the KPZ equation
From MaRDI portal
Publication:363350
DOI10.4007/ANNALS.2013.178.2.4zbMATH Open1281.60060arXiv1109.6811OpenAlexW2131099969WikidataQ56689331 ScholiaQ56689331MaRDI QIDQ363350FDOQ363350
Authors: Martin Hairer 
Publication date: 2 September 2013
Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)
Abstract: We introduce a new concept of solution to the KPZ equation which is shown to extend the classical Cole-Hopf solution. This notion provides a factorisation of the Cole-Hopf solution map into a "universal" measurable map from the probability space into an explicitly described auxiliary metric space, composed with a new solution map that has very good continuity properties. The advantage of such a formulation is that it essentially provides a pathwise notion of a solution, together with a very detailed approximation theory. In particular, our construction completely bypasses the Cole-Hopf transform, thus laying the groundwork for proving that the KPZ equation describes the fluctuations of systems in the KPZ universality class. As a corollary of our construction, we obtain very detailed new regularity results about the solution, as well as its derivative with respect to the initial condition. Other byproducts of the proof include an explicit approximation to the stationary solution of the KPZ equation, a well-posedness result for the Fokker-Planck equation associated to a particle diffusing in a rough space-time dependent potential, and a new periodic homogenisation result for the heat equation with a space-time periodic potential. One ingredient in our construction is an example of a non-Gaussian rough path such that the area process of its natural approximations needs to be renormalised by a diverging term for the approximations to converge.
Full work available at URL: https://arxiv.org/abs/1109.6811
Recommendations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Quasilinear parabolic equations (35K59) PDEs with randomness, stochastic partial differential equations (35R60)
Cites Work
- Title not available (Why is that?)
- Stochastic Equations in Infinite Dimensions
- Asymptotics in ASEP with step initial condition
- Stochastic Burgers and KPZ equations from particle systems
- Shape fluctuations and random matrices
- Title not available (Why is that?)
- The Kardar-Parisi-Zhang equation and universality class
- Fluctuation exponent of the KPZ/stochastic Burgers equation
- Replica approach to the KPZ equation with the half Brownian motion initial condition
- Probability distribution of the free energy of the continuum directed random polymer in 1 + 1 dimensions
- Dynamic Scaling of Growing Interfaces
- Crossover distributions at the edge of the rarefaction fan
- Homogenization and Two-Scale Convergence
- Title not available (Why is that?)
- Title not available (Why is that?)
- On a quasi-linear parabolic equation occurring in aerodynamics
- Exact height distributions for the KPZ equation with narrow wedge initial condition
- Integral formulas for the asymmetric simple exclusion process
- A Fredholm determinant representation in ASEP
- Partial differential equations driven by rough paths
- Differential equations driven by rough signals
- Controlling rough paths
- Rough Burgers-like equations with multiplicative noise
- Rough evolution equations
- An inequality of the Hölder type, connected with Stieltjes integration
- Rough stochastic PDEs
- Multidimensional stochastic processes as rough paths. Theory and applications.
- A General Convergence Result for a Functional Related to the Theory of Homogenization
- Parabolic Anderson problem and intermittency
- System Control and Rough Paths
- The partial differential equation ut + uux = μxx
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
- An exponential formula for solving Boltzmann's equation for a Maxwellian gas
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Differential equations driven by Gaussian signals
- Some parabolic PDEs whose drift is an irregular random noise in space
- Some SDEs with distributional drift. II: Lyons-Zheng structure, Itô's formula and semimartingale characterization
- Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
- Homogenization with large spatial random potential
- Approximating rough stochastic PDEs
- Title not available (Why is that?)
- A pregenerator for Burgers equation forced by conservative noise
- Scaling limits of Wick ordered KPZ equation
- A modified Kardar-Parisi-Zhang model
- A note on the notion of geometric rough paths
- Convergence to Homogenized or Stochastic Partial Differential Equations
- ANOTHER APPROACH TO SOME ROUGH AND STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- On the non-existence of path integrals
- Homogenization of a singular random one-dimensional PDE with time-varying coefficients
- A spatial version of the Itō-Stratonovich correction
- Central limit theorem for Maxwellian molecules and truncation of the wild expansion
- A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation
- Title not available (Why is that?)
- Singular perturbations to semilinear stochastic heat equations
- Superdiffusivity of the 1D lattice Kardar-Parisi-Zhang equation
Cited In (only showing first 100 items - show all)
- Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients
- Delta-Bose gas on a half-line and the Kardar–Parisi–Zhang equation: boundary bound states and unbinding transitions
- How flat is flat in random interface growth?
- Simple derivation of the (– λ H)5/2 tail for the 1D KPZ equation
- Numerical Continuation and SPDE Stability for the 2D Cubic-Quintic Allen--Cahn Equation
- Quasilinear SPDEs via rough paths
- SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
- Space-time discrete KPZ equation
- Quadratic Fluctuations of the Simple Exclusion Process
- Gaussian fluctuations for the directed polymer partition function in dimension \(d\ge 3\) and in the whole \(L^2\)-region
- SPDE limit of weakly inhomogeneous ASEP
- Parabolic Anderson model with rough or critical Gaussian noise
- Optimal local well-posedness for the periodic derivative nonlinear Schrödinger equation
- Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume
- Tail of the two-time height distribution for KPZ growth in one dimension
- Propagation of chaos, Wasserstein gradient flows and toric Kähler-Einstein metrics
- Convergence of ASEP to KPZ with basic coupling of the dynamics
- Transient growth in stochastic Burgers flows
- Stochastic PDEs, Regularity structures, and interacting particle systems
- Sharp convergence of nonlinear functionals of a class of Gaussian random fields
- Fractal geometry of \(\text{Airy}_2\) processes coupled via the Airy sheet
- A coupled KPZ equation, its two types of approximations and existence of global solutions
- Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
- Piecewise linear approximation for the dynamical \(\Phi_3^4\) model
- A brief and personal history of stochastic partial differential equations
- One-dimensional reflected rough differential equations
- Comparing the stochastic nonlinear wave and heat equations: a case study
- Derivation of the stochastic Burgers equation from totally asymmetric interacting particle systems
- Green's functions and the Cauchy problem of the Burgers hierarchy and forced Burgers equation
- Approximating 3D Navier–Stokes equations driven by space-time white noise
- On the scaling limits of weakly asymmetric bridges
- Localization of the Gaussian multiplicative chaos in the Wiener space and the stochastic heat equation in strong disorder
- On global solutions of the random Hamilton–Jacobi equations and the KPZ problem
- Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes
- Weakly asymmetric bridges and the KPZ equation
- Density large deviations for multidimensional stochastic hyperbolic conservation laws
- Symmetries and zero modes in sample path large deviations
- Conforming finite element methods for the stochastic Cahn-Hilliard-Cook equation
- Controlling roughening processes in the stochastic Kuramoto-Sivashinsky equation
- Stochastic PDEs with heavy-tailed noise
- Height distribution tails in the Kardar–Parisi–Zhang equation with Brownian initial conditions
- On the KPZ equation with fractional diffusion: global regularity and existence results
- Asymptotics of the density of parabolic Anderson random fields
- A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis
- Weak coupling limit of the anisotropic KPZ equation
- On microscopic derivation of a fractional stochastic Burgers equation
- Towards a deterministic KPZ equation with fractional diffusion: the stationary problem
- Stationary solutions to the stochastic Burgers equation on the line
- On the parabolic and hyperbolic Liouville equations
- Dense blowup for parabolic SPDEs
- Paracontrolled calculus and Funaki-Quastel approximation for the KPZ equation
- Dirichlet form associated with the \(\Phi_3^4\) model
- Diffusivity of lattice gases
- Finite-size effects in the short-time height distribution of the Kardar–Parisi–Zhang equation
- Height fluctuations for the stationary KPZ equation
- KPZ line ensemble
- Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP
- Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
- Local behavior and hitting probabilities of the \(\text{Airy}_1\) process
- Exact formulas for random growth with half-flat initial data
- Heat semigroup and singular PDEs. With an appendix by F. Bernicot and D. Frey
- Three-dimensional Navier-Stokes equations driven by space-time white noise
- Support theorem for a singular SPDE: the case of gPAM
- Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
- A theory of regularity structures
- Lattice approximation to the dynamical \(\Phi_{3}^{4}\) model
- Introduction
- Random interface growth in a random environment: renormalization group analysis of a simple model
- A multi-layer extension of the stochastic heat equation
- Weakly asymmetric non-simple exclusion process and the Kardar-Parisi-Zhang equation
- Intermittency for the wave and heat equations with fractional noise in time
- Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise
- Nonlinear fluctuating hydrodynamics in one dimension: the case of two conserved fields
- Unbounded rough drivers
- Homogenization of a stochastically forced Hamilton-Jacobi equation
- Physical Brownian motion in a magnetic field as a rough path
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
- Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations
- Asymptotics of a discrete-time particle system near a reflecting boundary
- Drift of phase fluctuations in the ABC model
- Current fluctuations of the stationary ASEP and six-vertex model
- Stochastic solutions and singular partial differential equations
- Determinantal structures in the O'Connell-Yor directed random polymer model
- Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
- Stationary correlations for the 1D KPZ equation
- Paracontrolled distributions and the 3-dimensional stochastic quantization equation
- Paracontrolled distributions and singular PDEs
- Lyapunov exponents of the SHE under general initial data
- Energy solutions of KPZ are unique
- The one-dimensional KPZ equation and its universality class
- Stochastic PDE limit of the six vertex model
- A CLASS OF GROWTH MODELS RESCALING TO KPZ
- Nonlinear fluctuating hydrodynamics for anharmonic chains
- Localization in log-gamma polymers with boundaries
- On a modelled rough heat equation
- Local Brownian property of the narrow wedge solution of the KPZ equation
- A stochastic Burgers equation from a class of microscopic interactions
- KPZ reloaded
- Random homogenisation of a highly oscillatory singular potential
This page was built for publication: Solving the KPZ equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q363350)
