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

DOI10.1214/ECP.V16-1678zbMATH Open1243.60054arXiv1105.0952OpenAlexW1967981968MaRDI QIDQ428707FDOQ428707

Authors: J. D. Quastel, Daniel Remenik 

Publication date: 22 June 2012

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

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.

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

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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)

Cited In (9)

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

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