Solving the KPZ equation
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Abstract: We introduce a new concept of solution to the KPZ equation which is shown to extend the classical Cole-Hopf solution. This notion provides a factorisation of the Cole-Hopf solution map into a "universal" measurable map from the probability space into an explicitly described auxiliary metric space, composed with a new solution map that has very good continuity properties. The advantage of such a formulation is that it essentially provides a pathwise notion of a solution, together with a very detailed approximation theory. In particular, our construction completely bypasses the Cole-Hopf transform, thus laying the groundwork for proving that the KPZ equation describes the fluctuations of systems in the KPZ universality class. As a corollary of our construction, we obtain very detailed new regularity results about the solution, as well as its derivative with respect to the initial condition. Other byproducts of the proof include an explicit approximation to the stationary solution of the KPZ equation, a well-posedness result for the Fokker-Planck equation associated to a particle diffusing in a rough space-time dependent potential, and a new periodic homogenisation result for the heat equation with a space-time periodic potential. One ingredient in our construction is an example of a non-Gaussian rough path such that the area process of its natural approximations needs to be renormalised by a diverging term for the approximations to converge.
This (monograph) paper proposes an approach to obtaining the solution of the Kardar-Parisi-Zhang equation (KPZ-equation) which has been proposed as a model for surface growth. The KPZ-equation involves a structural parameter \(\lambda\) and the idea is to perform a Wild expansion of the solution in powers of \(\lambda\) but, instead of working with the infinite series as the whole, which may be untracktable, one truncates the series at the fourth order, and then one uses a completely different technique to manage the remainder. This approach allows us to consider this equation with new points of view, and moreover, to obtain new practical results on the solution of the Fokker-Planck equation associated to a particle diffusing in a rough space-time dependent potential. The key ingredient of the construction so performed is a family of processes indexed by binary trees where the trivial tree consists of only its root.
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