SOLVING THE KPZ EQUATION
File(s)1109.6811v3.pdf (1018.56 KB)
Accepted version
Author(s)
Hairer, M
Type
Conference Paper
Abstract
The KPZ equation is the stochastic PDE formally given by where ξ denotes space-time white noise. It was originally introduced in the eighties as a model of surface growth, but it was soon realised that its solution is a much more universal object describing the crossover between the Gaussian universality class and the KPZ universality class. The mathematical proof of its universality however is still an open problem, in particular because of the lack of a good approximation theory for the equation. Indeed, the only known way so far to mathematically interpret solutions to the KPZ equation is to reduce it to a linear stochastic PDE via a non-linear transformation called the Cole-Hopf transform. Unfortunately, the resulting linear equation does itself lack a good approximation theory and many microscopic models do not behave well under the Cole-Hopf transform.
In this talk, we present a new notion of solution to the KPZ equation that bypasses the use of the Cole-Hopf transform. Our approach also allows to factorise the solution map into a “universal” (i.e. independent of initial condition) measurable map, composed with a solution map with good continuity properties. This lays the foundations for a robust approximation theory to the KPZ equation, which is needed to prove its universality. As a byproduct of the construction, we obtain very detailed regularity estimates on the solutions, as well as a new homogenisation result.
In this talk, we present a new notion of solution to the KPZ equation that bypasses the use of the Cole-Hopf transform. Our approach also allows to factorise the solution map into a “universal” (i.e. independent of initial condition) measurable map, composed with a solution map with good continuity properties. This lays the foundations for a robust approximation theory to the KPZ equation, which is needed to prove its universality. As a byproduct of the construction, we obtain very detailed regularity estimates on the solutions, as well as a new homogenisation result.
Editor(s)
Jensen, A
Date Issued
2012-08-06
Date Acceptance
2012-08-06
Citation
XVIITH INTERNATIONAL CONGRESS ON MATHEMATICAL PHYSICS, 2012, pp.419-419
Publisher
WORLD SCIENTIFIC PUBL CO PTE LTD
Start Page
419
End Page
419
Journal / Book Title
XVIITH INTERNATIONAL CONGRESS ON MATHEMATICAL PHYSICS
Copyright Statement
© 2012 World Scientific Publishing Co Pte Ltd
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000345696500037&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Source
17th International Congress on Mathematical Physics
Subjects
Science & Technology
Physical Sciences
Physics, Mathematical
Physics
math.PR
math-ph
math.AP
math.MP
60H15, 35Q82, 60K35
Publication Status
Published
Start Date
2012-08-06
Finish Date
2012-08-11
Coverage Spatial
Aalborg, DENMARK