KPZ equation, its renormalization and invariant measures

DOI10.1007/S40072-015-0046-XzbMATH Open1327.60128OpenAlexW2092653443WikidataQ115375312 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)

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

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)

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 $mathbbR$.

Recommendations

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• 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

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Cited In (51)

• 2D anisotropic KPZ at stationarity: scaling, tightness and nontriviality
• Towards a strong coupling theory for the KPZ equation
• Some effects of the noise intensity upon non-linear stochastic heat equations on \([0, 1]\)
• KPZ equation with fractional derivatives of white noise
• 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
• 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
• Fluctuation exponents of the KPZ equation on a large torus
• Renormalized-generalized solutions for the KPZ equation
• 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
• Invariant measures in coupled KPZ equations
• Weak coupling limit of the anisotropic KPZ equation
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• On microscopic derivation of a fractional stochastic Burgers equation
• Stationary solutions to the stochastic Burgers equation on the line
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• 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
• A class of growth models rescaling to KPZ
• Renormalization of generalized KPZ equation

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