Generalized PDE estimates for KPZ equations through Hamilton-Jacobi-Bellman formalism

arXiv1312.5293MaRDI QIDQ6247448FDOQ6247448

Authors: Julianne Unterberger 

Publication date: 18 December 2013

Abstract: We study in this series of articles the Kardar-Parisi-Zhang (KPZ) equation ${\displaystyle }$ partial_t h(t,x)=

uDelta h(t,x)+lambda V(|

abla h(t,x)|) +sqrt{D}, eta(t,x), qquad xin{mathbb{R}}^d ${\displaystyle }$ in $dge1$ dimensions. The forcing term $eta$ in the right-hand side is a regularized white noise. The deposition rate $V$ is assumed to be isotropic and convex. Assuming $V(0)ge0$, one finds $V(|ablah|)ltimes|ablah{|}^2$ for small gradients, yielding the equation which is most commonly used in the literature. The present article, a continuation of [24], is dedicated to a generalization of the PDE estimates obtained in the previous article to the case of a deposition rate $V$ with polynomial growth of arbitrary order at infinity, for which in general the Cole-Hopf transformation does not allow any more a comparison to the heat equation. The main tool here instead is the representation of $h$ as the solution of some minimization problem through the Hamilton-Jacobi-Bellman formalism. This sole representation turns out to be powerful enough to produce local or pointwise estimates in $calW$-spaces of functions with "locally bounded averages", as in [24], implying in particular global existence and uniqueness of solutions.

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Maximum principles in context of PDEs (35B50) Comparison principles in context of PDEs (35B51) Viscosity solutions to PDEs (35D40) Nonlinear parabolic equations (35K55) PDEs in connection with statistical mechanics (35Q82) PDEs with randomness, stochastic partial differential equations (35R60) Nonperturbative methods of renormalization applied to problems in quantum field theory (81T16) Feynman diagrams (81T18) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Constructive quantum field theory (81T08)

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