Local Brownian property of the narrow wedge solution of the KPZ equation

DOI10.1214/ECP.V16-1678MaRDI QIDQ428707zbMATH OpenOpenAlexFDO

Authors J. D. Quastel, Daniel Remenik

Publication date 22 June 2012

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.0952

zbMATH Keywords

Brownian motionstochastic heat equationstochastic Burgers equationKardar-Parisi-Zhang equationdirected polymersasymmetric exclusion processrandom growthfinite variation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: Let H(t,x) be the Hopf-Cole solution at time t of the Kardar-Parisi-Zhang (KPZ) equation starting with narrow wedge initial condition, i.e. the logarithm of the solution of the multiplicative stochastic heat equation starting from a Dirac delta. Also let H^{eq}(t,x) be the solution at time t of the KPZ equation with the same noise, but with initial condition given by a standard two-sided Brownian motion, so that H^{eq}(t,x)-H^{eq}(0,x) is itself distributed as a standard two-sided Brownian motion. We provide a simple proof of the following fact: for fixed t, H(t,x)-(H(t,x)-H^{eq}(t,0)) is locally of finite variation. Using the same ideas we also show that if the KPZ equation is started with a two-sided Brownian motion plus a Lipschitz function then the solution stays in this class for all time.

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Cited in

(10)

• The KPP equation as a scaling limit of locally interacting Brownian particles
• KPZ line ensemble
• Brownian absolute continuity of the KPZ fixed point with arbitrary initial condition
• The KPZ equation with flat initial condition and the directed polymer with one free end
• Law of iterated logarithms and fractal properties of the KPZ equation
• Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion
• Airy processes and variational problems
• Local behavior and hitting probabilities of the \(\text{Airy}_1\) process
• Local solution to the multi-layer KPZ equation
• A stochastic Burgers equation from a class of microscopic interactions

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