We provide the first construction of stationary measures for the open KPZ equation on the spatial interval $[0,1]$ with general inhomogeneous Neumann boundary conditions at $0$ and $1$ depending on real parameters $u$ and $v$, respectively. When $u+v\geq 0$ we uniquely characterize the constructed stationary measures through their multipoint Laplace transform which we prove is given in terms of a stochastic process that we call the continuous dual Hahn process.
The stationary measures of the Kardar-Parisi-Zhang equation on an interval have been computed recently. We present a rather direct derivation of this result by taking the weak asymmetry limit of the matrix product ansatz for the asymmetric simple exclusion process. We rely on the matrix product ansatz representation of Enaud and Derrida, which allows to express the steady-state in terms of re-weighted simple random walks. In the continuum limit, its measure becomes a path integral (or re-weighted Brownian motion) of the form encountered in Liouville quantum mechanics, recovering the recent for…
We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height function H(T,X) grow like T^{1/3} and converge to those previously encountered in the study of the stationary totally asymmetric simple exclusion process, polynuclear growth model and last passage percolation. The starting point for this work is our derivation of a Fredholm determinant formula for Macdonald processes which degenerates to a corresponding formula fo…
Time correlations for KPZ growth in 1+1 dimensions are reconsidered. We discuss flat, curved, and stationary initial conditions and are interested in the covariance of the height as a function of time at a fixed point on the substrate. In each case the power laws of the covariance for short and long times are obtained. They are derived from a variational problem involving two independent Airy processes. For stationary initial conditions we derive an exact formula for the stationary covariance with two approaches: (1) the variational problem and (2) deriving the covariance of the time-integrate…
The nonequilibrium steady state of the one-dimensional (1D) Kardar-Parisi-Zhang (KPZ) universality class is studied in-depth by exact solutions, yet no direct experimental evidence of its characteristic statistical properties has been reported so far. This is arguably because, for an infinitely large system, infinitely long time is needed to reach such a stationary state and also to converge to the predicted universal behavior. Here we circumvent this problem in the experimental system of growing liquid-crystal turbulence, by generating an initial condition that possesses a long-range property…
We obtain a simple formula for the stationary measure of the height field evolving according to the Kardar-Parisi-Zhang equation on the interval $[0,L]$ with general Neumann type boundary conditions and any interval size. This is achieved using the recent results of Corwin and Knizel (arXiv:2103.12253) together with Liouville quantum mechanics. Our formula allows to easily determine the stationary measure in various limits: KPZ fixed point on an interval, half-line KPZ equation, KPZ fixed point on a half-line, as well as the Edwards-Wilkinson equation on an interval.
We study the semi-discrete directed polymer model introduced by O'Connell-Yor in its stationary regime, based on our previous work on the stationary $q$-totally asymmetric simple exclusion process ($q$-TASEP) using a two-sided $q$-Whittaker process. We give a formula for the free energy distribution of the polymer model in terms of Fredholm determinant and show that the universal KPZ stationary distribution appears in the long time limit. We also consider the limit to the stationary KPZ equation and discuss the connections with previously found formulas.
We prove the height functions for a class of non-integrable and non-stationary particle systems converge to the KPZ equation, thereby making progress on the universality of the KPZ equation. The models herein are ASEP [4] with a mesoscopic family of slow bonds, thus we partially extend [16] to non-stationary models and add to the almost empty set of non-integrable, non-stationary interacting particle systems for which universality is established. To do this, we develop further the strategy of [41, 42] introduce a method to establish a novel principle that builds upon the classical hydrodynamic…
We prove that the semigroup generated by the open KPZ equation on a bounded spatial interval with Neumann boundary conditions parametrized by real parameters u and v enjoys the strong Feller property. From this we conclude that for u+v>0, min(u,v)>-1 the stationary measure constructed in Corwin and Knizel (arXiv:2103.12253) is the unique stationary measure for the equation. It is expected that the same conclusion holds for all values of u and v.
We present a proof of an upper tail bound of the correct order (up to a constant factor in the exponent) in two classes of stationary models in the KPZ universality class. The proof is based on an exponential identity due to Rains in the case of Last Passage Percolation with exponential weights, and recently re-derived by Emrah-Jianjigian-Seppäiläinen (EJS). Our proof follows very similar lines for the two classes of models we consider, using only general monotonocity and convexity properties, and can thus be expected to apply to many other stationary models.
We study the aging property for stationary models in the KPZ universality class. In particular, we show aging for the stationary KPZ fixed point, the Cole-Hopf solution to the stationary KPZ equation, the height function of the stationary TASEP, last-passage percolation with boundary conditions and stationary directed polymers in the intermediate disorder regime. All of these models are shown to display a universal aging behavior characterized by the rate of decay of their correlations. As a comparison, we show aging for models in the Edwards-Wilkinson universality class where a different deca…
We consider the fluctuation fields of multi-species weakly-asymmetric zero-range interacting particle systems in one dimension, where the mass density of each species is conserved. Although such fields have been studied in systems with a single species, the multi-species setting is much less understood. Among other results, we show that, when the system starts from stationary states, with a particular property, the scaling limits of the multi-species fluctuation fields, seen in a characteristic traveling frame, solve a coupled Burgers SPDE, which is a formal spatial gradient of a coupled KPZ e…
We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary interacting particle systems. The models we consider cannot be linearized by a microscopic Cole-Hopf transform or studied directly by the existing energy solution theory of Goncalves-Jara '14. We develop a novel method based on comparison to stationary models, a technique that has not yet been applied to universality of the KPZ equation and nontrivially expands the se…
We consider systems of $N$ diffusions in equilibrium interacting through a potential $V$. We study a "height function" which for the special choice $V(x) = \e^{-x}$, coincides with the partition function of a stationary semidiscrete polymer, also known as the (stationary) O'Connell-Yor polymer. For a general class of smooth convex potentials (generalizing the O'Connell-Yor case), we obtain the order of fluctuations of the height function by proving matching upper and lower bounds for the variance of order $N^{2/3}$, the expected scaling for models lying in the KPZ universality class. The model…
We consider the stochastic higher spin six vertex (SHS6V) model introduced in [Corwin-Petrov, 2016] with general integer spin parameters $I, J$. Starting from near stationary initial condition, we prove that the SHS6V model converges to the KPZ equation under weakly asymmetric scaling. This generalizes the result of [Corwin-Ghosal-Shen-Tsai, 2018] from $I = J =1$ to general $I, J$.
For stationary KPZ growth in 1+1 dimensions the height fluctuations are governed by the Baik-Rains distribution. Using the totally asymmetric single step growth model, alias TASEP, we investigate height fluctuations for a general class of spatially homogeneous random initial conditions. We prove that for TASEP there is a one-parameter family of limit distributions, labeled by the diffusion coefficient of the initial conditions. The distributions are defined through a variational formula. We use Monte Carlo simulations to obtain their numerical plots. Also discussed is the connection to the six…
We consider the KPZ equation in one space dimension driven by a stationary centred space-time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian. We show that, in the weakly asymmetric regime, the solution to this equation considered at a suitable large scale and in a suitable reference frame converges to the Hopf-Cole solution to the KPZ equation driven by space-time Gaussian white noise. While the limiting process depends only on the integrated variance of the driving field, the diverging constants appearing in the definition of the reference frame also d…
This note, dedicated in Harold Widom's memory, is an expanded version of a lecture I gave in fall 2021 at the MSRI program "Universality and Integrability in Random Matrices and Interacting Particle Systems". I will focus on the behavior of the stationary measure for the open KPZ equation, a paradigmatic model for interface growth in contact with boundaries. Much of this will review elements of my joint work with A. Knizel as well as with H. Shen, as well as subsequent works of W. Bryc, A. Kuznetsov, Y. Wang, and J. Wesolowski and of G. Barraquand and P. Le Doussal. The basis for this advance …
In this paper, we consider the approximating KPZ equation introduced by Funaki and Quastel [2], which is suitable for studying invariant measures. They showed that the stationary solution of the approximating equation converges to the Cole-Hopf solution of the KPZ equation with extra term $(1/24)t$. On the other hand, Gubinelli and Perkowski [5] gave a pathwise meaning to the KPZ equation as an application of the paracontrolled calculus. We show that Funaki and Quastel's result is extended to nonstationary solutions by using the paracontrolled calculus.
We consider the early time regime of the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimensions in curved (or droplet) geometry. We show that for short time $t$, the probability distribution $P(H,t)$ of the height $H$ at a given point $x$ takes the scaling form $P(H,t) \sim \exp{\left(-Φ_{\rm drop}(H)/\sqrt{t} \right)}$ where the rate function $Φ_{\rm drop}(H)$ is computed exactly. While it is Gaussian in the center, i.e., for small $H$, the PDF has highly asymmetric non-Gaussian tails which we characterize in detail. This function $Φ_{\rm drop}(H)$ is surprisingly reminiscent of the large dev…
We explore probabilistic consequences of correspondences between $q$-Whittaker measures and periodic and free boundary Schur measures established by the authors in the recent paper [arXiv:2106.11922]. The result is a comprehensive theory of solvability of stochastic models in the KPZ class where exact formulas descend from mapping to explicit determinantal and pfaffian point processes. We discover new variants of known results as determinantal formulas for the current distribution of the ASEP on the line and new results such as Fredholm pfaffian formulas for the distribution of the point-to-po…
The early time regime of the Kardar-Parisi-Zhang (KPZ) equation in $1+1$ dimension, starting from a Brownian initial condition with a drift $w$, is studied using the exact Fredholm determinant representation. For large drift we recover the exact results for the droplet initial condition, whereas a vanishingly small drift describes the stationary KPZ case, recently studied by weak noise theory (WNT). We show that for short time $t$, the probability distribution $P(H,t)$ of the height $H$ at a given point takes the large deviation form $P(H,t) \sim \exp{\left(-Φ(H)/\sqrt{t} \right)}$. We obtain …
Our results in this paper are two-fold. First, we consider current fluctuations of the stationary asymmetric simple exclusion process (ASEP), run for some long time $T$, and show that they are of order $T^{1 / 3}$ along a characteristic line. Upon scaling by $T^{1 / 3}$, we establish that these fluctuations converge to the long-time height fluctuations of the stationary KPZ equation, that is, to the Baik-Rains distribution. This result has long been predicted under the context of KPZ universality and in particular extends upon a number of results in the field, including the work of Ferrari and…
This paper concerns the multi-component coupled Kardar-Parisi-Zhang (KPZ) equation and its two types of approximations. One approximation is obtained as a simple replacement of the noise term by a smeared noise with a proper renormalization, while the other one introduced in [6] is suitable for studying the invariant measures. By applying the paracontrolled calculus introduced by Gubinelli et al. [8, 9], we show that two approximations have the common limit under the properly adjusted choice of renormalization factors for each of these approximations. In particular, if the coupling constants o…
We determine a $q\to 1$ limit of the two-dimensional $q$-Whittaker driven particle system on the torus studied previously in [Corwin-Toninelli, arXiv:1509.01605]. This has an interpretation as a $(2+1)$-dimensional stochastic interface growth model, that is believed to belong to the so-called anisotropic Kardar-Parisi-Zhang (KPZ) class. This limit falls into a general class of two-dimensional systems of driven linear SDEs which have stationary measures on gradients. Taking the number of particles to infinity we demonstrate Gaussian free field type fluctuations for the stationary measure. Consi…
The paper addresses probabilistic aspects of the KPZ equation and stochastic Burgers equation by providing a solution theory that builds on the energy solution theory Goncalves-Jara '14, Gubinelli-Jara '13, Gubinelli-Perkowski '18, Gubinelli-Perkowski '20. The perspective we adopt is to study the stochastic Burgers equation by writing its solution as a probabilistic solution Gubinelli-Perkowski '17 plus a term that can be studied with deterministic PDE considerations. One motivation is universality of KPZ and stochastic Burgers equations for a certain class of stochastic PDE growth models, fir…
We consider time correlation for KPZ growth in 1+1 dimensions in a neighborhood of a characteristics. We prove convergence of the covariance with droplet, flat and stationary initial profile. In particular, this provides a rigorous proof of the exact formula of the covariance for the stationary case obtained in [SIGMA 12 (2016), 074]. Furthermore, we prove the universality of the first order correction when the two observation times are close and provide a rigorous bound of the error term. This result holds also for random initial profiles which are not necessarily stationary.
We prove that the stochastic Burgers equation on $\mathbf{R}^{d}$, $d<4$, forced by gradient noise that is white in time and smooth in space, admits spacetime-stationary solutions. These solutions are thus the gradients of solutions to the KPZ equation on $\mathbf{R}^{d}$ with stationary gradients. The proof works by proving tightness of the time-averaged laws of the solutions in an appropriate weighted space.
The Kardar-Parisi-Zhang (KPZ) equation on the real line is well-known to admit Brownian motion with a linear drift as a stationary distribution (modulo additive constants). We show that these solutions are attractive, a result known as a one force--one solution (1F1S) principle or synchronization: the solution to the KPZ equation started in the distant past from an initial condition with a given slope will converge almost surely to a Brownian motion with that drift, which shows in particular that these invariant measures are totally ergodic. Our proof constructs the Busemann process for the eq…
We investigate the short-time regime of the KPZ equation in $1+1$ dimensions and develop a unifying method to obtain the height distribution in this regime, valid whenever an exact solution exists in the form of a Fredholm Pfaffian or determinant. These include the droplet and stationary initial conditions in full space, previously obtained by a different method. The novel results concern the droplet initial condition in a half space for several Neumann boundary conditions: hard wall, symmetric, and critical. In all cases, the height probability distribution takes the large deviation form $P(H…
In this article we consider the KPZ fixed point starting from a two-sided Brownian motion with an arbitrary diffusion coefficient. We apply the integration by parts formula from Malliavin calculus to establish a key relation between the two-point (covariance) function of the spatial derivative process and the location of the maximum of an Airy process plus Brownian motion minus a parabola. Integration by parts also allows us to deduce the density of this location in terms of the second derivative of the variance of the KPZ fixed point. In the stationary regime, we find the same density related…
We consider the $q$-totally asymmetric simple exclusion process ($q$-TASEP) in the stationary regime and study the fluctuation of the position of a particle. We first observe that the problem can be studied as a limiting case of an $N$-particle $q$-TASEP with a random initial condition and with particle dependent hopping rate. Then we explain how this $N$-particle $q$-TASEP can be encoded in a dynamics on a two-sided Gelfand-Tsetlin cone described by a two-sided $q$-Whittaker process and present a Fredholm determinant formula for the $q$-Laplace transform of the position of a particle. Two mai…
We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution we consider initial configurations distributed according to a Poisson point process with constant intensity, which makes the process space-time stationary. We prove convergence to the Airy process for stationary the case. As a byproduct we obtain a novel representation of the finite-dimensional distributions of this process. Our method differs from the one …
This paper has two main goals. The first is universality of the KPZ equation for fluctuations of dynamic interfaces associated to interacting particle systems in the presence of open boundary. We consider generalizations on the open-ASEP from [Corwin-Shen '16, Parekh '17] but admitting non-simple interactions both at the boundary and within the bulk of the particle system. These variations on open-ASEP are not integrable models, similar to the long-range variations on ASEP considered in [Dembo-Tsai '15, Y '20]. We establish the KPZ equation with the appropriate Robin boundary conditions as sca…
Ballistic deposition is one of the many models of interface growth that are believed to be in the KPZ universality class, but have so far proved to be largely intractable mathematically. In this model, blocks of size one fall independently as Poisson processes at each site on the $d$-dimensional lattice, and either attach themselves to the column growing at that site, or to the side of an adjacent column, whichever comes first. It is not hard to see that if we subtract off the height of the column at the origin from the heights of the other columns, the resulting interface process is Markovian…
