KPZ equation, its renormalization and invariant measures

DOI10.1007/S40072-015-0046-XzbMATH Open1327.60128arXiv1407.7310OpenAlexW2092653443WikidataQ115375312 ScholiaQ115375312MaRDI QIDQ744874FDOQ744874

Authors: Tadahisa Funaki, J. D. Quastel 

Publication date: 12 October 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation which is ill-posed because the nonlinearity is marginally defined with respect to the roughness of the forcing noise. However, its Cole-Hopf solution, defined as the logarithm of the solution of the linear stochastic heat equation (SHE) with a multiplicative noise, is a mathematically well-defined object. In fact, Hairer [13] has recently proved that the solution of SHE can actually be derived through the Cole-Hopf transform of the solution of the KPZ equation with a suitable renormalization under periodic boundary conditions. This transformation is unfortunately not well adapted to studying the invariant measures of these Markov processes. The present paper introduces a different type of regularization for the KPZ equation on the whole line $mathbbR$ or under periodic boundary conditions, which is appropriate from the viewpoint of studying the invariant measures. The Cole-Hopf transform applied to this equation leads to an SHE with a smeared noise having an extra complicated nonlinear term. Under time average and in the stationary regime, it is shown that this term can be replaced by a simple linear term, so that the limit equation is the linear SHE with an extra linear term with coefficient 1/24. The methods are essentially stochastic analytic: The Wiener-It^o expansion and a similar method for establishing the Boltzmann-Gibbs principle are used. As a result, it is shown that the distribution of a two-sided geometric Brownian motion with a height shift given by Lebesgue measure is invariant under the evolution determined by the SHE on $mathbbR$.

Full work available at URL: https://arxiv.org/abs/1407.7310

Recommendations

• Renormalized-generalized solutions for the KPZ equation
• Renormalization of generalized KPZ equation
• Invariant measures in coupled KPZ equations
• On the perturbation expansion of the KPZ equation
• Infinitesimal Invariance for the Coupled KPZ Equations
• Stationary measures of the KPZ equation on an interval from Enaud–Derrida’s matrix product ansatz representation
• Renormalization fixed point of the KPZ universality class
• Renormalization of critical Gaussian multiplicative chaos and KPZ relation
• The Kardar-Parisi-Zhang equation and its matrix generalization
• A brief introduction to KPZ equation and KPZ universality

zbMATH Keywords

invariant measuresstochastic heat equationKPZ equationstochastic partial differential equationCole-Hopf transform

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Dynamic renormalization group methods applied to problems in time-dependent statistical mechanics (82C28)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Stochastic Burgers and KPZ equations from particle systems
• The stochastic heat equation: Feynman-Kac formula and intermittence.
• The Kardar-Parisi-Zhang equation and universality class
• Solving the KPZ equation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Free Energy Fluctuations for Directed Polymers in Random Media in 1 + 1 Dimension
• The scaling limit for a stochastic PDE and the separation of phases
• On the support of solutions to the heat equation with noise
• Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations
• Stochastic evolution equations
• Title not available (Why is that?)
• Motion by mean curvature from the Ginzburg-Landau \(\nabla\phi\) interface model
• Fluctuations in Markov processes. Time symmetry and martingale approximation.
• A criterion for invariant measures of markov processes
• Superdiffusivity of the 1D lattice Kardar-Parisi-Zhang equation
• A stochastic partial differential equation with values in a manifold
• Regularity properties for stochastic partial differential equations of parabolic type

Cited In (46)

• Towards a strong coupling theory for the KPZ equation
• Some effects of the noise intensity upon non-linear stochastic heat equations on \([0, 1]\)
• Stationary measures for the log-gamma polymer and KPZ equation in half-space
• Kudla–Rapoport conjecture for Krämer models
• Some recent progress on the stationary measure for the open KPZ equation
• The KPZ universality class and related topics
• High temperature behaviors of the directed polymer on a cylinder
• Hairer-Quastel universality in non-stationarity via energy solution theory
• Nonlinear fluctuating hydrodynamics in one dimension: the case of two conserved fields
• The strong Feller property for singular stochastic PDEs
• The dynamic \({\Phi^4_3}\) model comes down from infinity
• Stationary measure for the open KPZ equation
• The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions
• A brief introduction to KPZ equation and KPZ universality
• Another look at the Balázs-Quastel-Seppäläinen theorem
• Renormalisation of parabolic stochastic PDEs
• A coupled KPZ equation, its two types of approximations and existence of global solutions
• KPZ on torus: Gaussian fluctuations
• A stationary model of non-intersecting directed polymers
• Energy solutions of KPZ are unique
• The one-dimensional KPZ equation and its universality class
• Stochastic PDE limit of the six vertex model
• Stationary measures of the KPZ equation on an interval from Enaud–Derrida’s matrix product ansatz representation
• A CLASS OF GROWTH MODELS RESCALING TO KPZ
• Fluctuation exponents of the KPZ equation on a large torus
• An invariance principle for the 1D KPZ equation
• Singular HJB equations with applications to KPZ on the real line
• KPZ reloaded
• Unique ergodicity for a class of stochastic hyperbolic equations with additive space-time white noise
• Renormalization of critical Gaussian multiplicative chaos and KPZ relation
• Stochastic eight-vertex model, its invariant measures and KPZ limit
• Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes
• Lectures on Energy Solutions for the Stationary KPZ Equation
• VARIATIONAL FORMULATION FOR THE KPZ AND RELATED KINETIC EQUATIONS
• Stochastic heat equations for infinite strings with values in a manifold
• Intermittency for stochastic partial differential equations driven by strongly inhomogeneous space-time white noises
• Weak coupling limit of the anisotropic KPZ equation
• On microscopic derivation of a fractional stochastic Burgers equation
• Stationary solutions to the stochastic Burgers equation on the line
• Hydrodynamic limit and stochastic PDEs related to interface motion
• Paracontrolled calculus and Funaki-Quastel approximation for the KPZ equation
• Boundary stabilisation to non-stationary solutions for deterministic and stochastic parabolic-type equations
• Synchronization for KPZ
• Infinitesimal Invariance for the Coupled KPZ Equations
• Boundary stabilization of the stochastic heat equation by proportional feedbacks
• Renormalization of generalized KPZ equation

This page was built for publication: KPZ equation, its renormalization and invariant measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q744874)