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Space-time fluctuation of the Kardar-Parisi-Zhang equation in \(d \geq 3\) and the Gaussian free field.(English. French summary)Zbl 1534.60082

Summary: We study the solution \(h_{\varepsilon}\) of the Kardar-Parisi-Zhang (KPZ) equation in \(\mathbb{R}^d \times [0, \infty)\) for \(d\geq 3\):\[\frac{\partial}{\partial t} h_{\varepsilon} = \frac{1}{2} \Delta h_{\varepsilon} + \left[ \frac{1}{2} | \nabla h_{\varepsilon}|^2 - C_{\varepsilon} \right] + \beta \varepsilon^{\frac{d - 2}{2}} \xi_{\varepsilon}, \quad h_{\varepsilon}(0, x) = 0.\]Here \(\beta > 0\) is a parameter called the disorder strength, \(\xi_{\varepsilon} = \xi \star \phi_{\varepsilon}\) is a spatially smoothened (at scale \(\varepsilon\)) Gaussian space-time white noise and \(C_{\varepsilon} \) is a divergent constant as \(\varepsilon \to 0\). When \(\beta\) is sufficiently small and \(\varepsilon \to 0\), \(h_{\varepsilon}(t,x) - \mathfrak{h}_{\varepsilon}^{\operatorname{st}}(t,x) \to 0\) in probability where \( \mathfrak{h}_{\varepsilon}^{\operatorname{st}}(t,x)\) is thestationary solution of the KPZ equation – more precisely, \( \mathfrak{h}_{\varepsilon}^{\operatorname{st}}(t,x)\) solves the above equation with a random initial condition (that is independent of the driving noise \(\xi \)) and its marginal law is constant in \((\varepsilon, t, x)\). In the present article we quantify the rate of the above convergence in this regime and show that the fluctuations \(( \varepsilon^{1 - \frac{d}{2}} [h_{\varepsilon} ( t,x) - \mathfrak{h}_{\varepsilon}^{\operatorname{st}} ( t,x ) ] )_{x \in \mathbb{R}^{d} , t > 0}\)about the stationary solution converge pointwise (with finite dimensional distributions in space and time) to a Gaussian free field convoluted with the deterministic heat equation. We also identify the fluctuationsof the stationary solution itself and show that the rescaled averages \(\int_{\mathbb{R}^d} \operatorname{d} x \varphi(x) \varepsilon^{1 - \frac{d}{2}} [ \mathfrak{h}_{\varepsilon}^{\operatorname{st}}(t,x) - \mathbb{E} \mathfrak{h}_{\varepsilon}^{\operatorname{st}}(t,x)]\) converge to that of the stationary solution of the stochastic heat equation with additive noise, but with (random) Gaussian free field marginals (instead of flat initial condition).

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60K35 Interacting random processes; statistical mechanics type models; percolation theory
35R60 PDEs with randomness, stochastic partial differential equations
35Q82 PDEs in connection with statistical mechanics
82D60 Statistical mechanics of polymers

Cite

References:

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This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
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