This paper proves the convergence of the narrow wedge solutions of the KPZ equation to the Airy sheet and the directed landscape in the locally uniform topology. This is the first convergence result to the Airy sheet and the directed landscape established for a positive temperature model. We also give an independent proof for the convergence of the KPZ equation to the KPZ fixed point for general initial conditions in the locally uniform topology. Together with the directed landscape convergence, we show the joint convergence to the KPZ fixed point for multiple initial conditions.
Heat flows in 1+1 dimensional stochastic environment converge after scaling to the random geometry described by the directed landscape. In this first part, we show that the O'Connell-Yor polymer and the KPZ equation converge to the KPZ fixed point. The key is that one-dimensional Baik-Ben Arous-Peche statistics characterize the KPZ fixed point. This yields a general and elementary method that shows convergence based on previously established limit theorems. Independently, at the same time and place Quastel and Sharkar gave an unrelated proof of KPZ convergence. The methods invite extensions in…
The geometry of coalescing random walks, the Brownian web distance and KPZ universality
Budapest University of Technology and Economics（布达佩斯科技经济大学）；HUN-REN–BME Stochastics Research Group（匈牙利研究网络-布达佩斯科技大学随机过程研究组）；University of Toronto（多伦多大学）
It is shown that when $d\ge 3$, the growing random surface generated by the $(d+1)$-dimensional directed polymer model at sufficiently high temperature, after being smoothed by taking microscopic local averages, converges to a solution of the deterministic KPZ equation in a suitable scaling limit.
We consider two directed polymer models in the Kardar-Parisi-Zhang (KPZ) universality class: the O'Connell-Yor semi-discrete directed polymer with boundary sources and the continuum directed random polymer with (m,n)-spiked boundary perturbations. The free energy of the continuum polymer is the Hopf-Cole solution of the KPZ equation with the corresponding (m,n)-spiked initial condition. This new initial condition is constructed using two semi-discrete polymer models with independent bulk randomness and coupled boundary sources. We prove that the limiting fluctuations of the free energies resca…
We consider the KPZ equation in space dimension 2 driven by space-time white noise. We showed in previous work that if the noise is mollified in space on scale $ε$ and its strength is scaled as $\hatβ/ \sqrt{|\log ε|}$, then a transition occurs with explicit critical point $\hatβ_c = \sqrt{2π}$. Recently Chatterjee and Dunlap showed that the solution admits subsequential scaling limits as $ε\downarrow 0$, for sufficiently small $\hatβ$. We prove here that the limit exists in the entire subcritical regime $\hatβ\in (0, \hatβ_c)$ and we identify it as the solution of an additive Stochastic Heat …
Kardar-Parisi-Zhang (KPZ) equation is a quasilinear stochastic partial differential equation(SPDE) driven by a space-time white noise. In recent years there have been several works directed towards giving a rigorous meaning to a solution of this equation. Bertini, Cancrini and Giacomin have proposed a notion of a solution through a limiting procedure and a certain renormalization of the nonlinearity. In this work we study connections between the KPZ equation and certain infinite dimensional forward-backward stochastic differential equations. Forward-backward equations with a finite dimensional…
We compute the fluctuation exponents for a solvable model of one-dimensional directed polymers in random environment in the intermediate regime. This regime corresponds to taking the inverse temperature to zero with the size of the system. The exponents satisfy the KPZ scaling relation and coincide with physical predictions. In the critical case, we recover the fluctuation exponents of the Cole-Hopf solution of the KPZ equation in equilibrium and close to equilibrium.
We prove existence and uniqueness of distributional solutions to the KPZ equation globally in space and time, with techniques from paracontrolled analysis. Our main tool for extending the analysis on the torus to the full space is a comparison result that gives quantitative upper and lower bounds for the solution. We then extend our analysis to provide a path-by-path construction of the random directed polymer measure on the real line and we derive a variational characterisation of the solution to the KPZ equation.
We present an exact solution for the height distribution of the KPZ equation at any time $t$ in a half space with flat initial condition. This is equivalent to obtaining the free energy distribution of a polymer of length $t$ pinned at a wall at a single point. In the large $t$ limit a binding transition takes place upon increasing the attractiveness of the wall. Around the critical point we find the same statistics as in the Baik-Ben--Arous-Péché transition for outlier eigenvalues in random matrix theory. In the bound phase, we obtain the exact measure for the endpoint and the midpoint of the…
The directed landscape constructed in (Dauvergne-Ortmann-Virag '18) produces a directed, planar, random geometry, and is believed to be the universal scaling limit of two-dimensional first and last passage percolation models in the Kardar-Parisi-Zhang (KPZ) universality class. Geodesics in this random geometry form an important class of random continuous curves exhibiting fluctuation theory quite different from that of Brownian motion. In this vein, counterpart to Brownian local time, BLT (a self-similar measure supported on the set of zeros of Brownian motion), a local time for geodesics, GLT…
In this paper, we discuss possible qualitative approaches to the problem of KPZ universality. Throughout the paper, our point of view is based on the geometrical and dynamical properties of minimisers and shocks forming interlacing tree-like structures. We believe that the KPZ universality can be explained in terms of statistics of these structures evolving in time. The paper is focussed on the setting of the random Hamilton--Jacobi equations. We formulate several conjectures concerning global solutions and discuss how their properties are connected to the KPZ scalings in dimension 1+1. In the…
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 compute the joint probability density function (jpdf) P_N(M, τ_M) of the maximum M and its position τ_M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N \to \infty, this jpdf is peaked around M = \sqrt{2N} and τ_M = 1/2, while the typical fluctuations behave for large N like M - \sqrt{2N} \propto s N^{-1/6} and τ_M - 1/2 \propto w N^{-1/3} where s and w are correlated random variables. One obtains an explicit expression of the limiting jpdf P(s,w) in terms of the Tracy-Widom distribution for the Gaussian Orthogonal Ensemble (GOE) of Random M…
We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and hitting times of exponential random walks, and that it converges in the 1:2:3 scaling limit to the KPZ fixed point, the scaling invariant Markov process defined in [MQR17] and believed to govern the long time large scale fluctuations for all models in the KPZ universality class. Brownian last passage percolation was shown recently in [DOV18] to converge to the…
The solution of Kardar-Parisi-Zhang equation (KPZ equation) is solved formally via Cole-Hopf transformation $h=\log u$, where $u$ is the solution of multiplicative stochastic heat equation(SHE). In earlier works by Chatterjee and Dunlap, Caravenna, Sun, and Zygouras, and Gu, they consider the solution of two dimensional KPZ equation via the solution $u_\varepsilon$ of SHE with flat initial condition and with noise which is mollified in space on scale in $\varepsilon$ and its strength is weakened as $β_\varepsilon=\hatβ \sqrt{\frac{2π\varepsilon}{-\log \varepsilon}}$, and they prove that when $…
There have been recently several works studying the regularized stochastic heat equation (SHE) and Kardar-Parisi-Zhang (KPZ) equation in dimension $d\geq 3$ as the smoothing parameter is switched off, but most of the results did not hold in the full temperature regions where they should. Inspired by martingale techniques coming from the directed polymers literature, we first extend the law of large numbers for SHE obtained in [MSZ16] to the full weak disorder region of the associated polymer model and to more general initial conditions. We further extend the Edwards-Wilkinson regime of the SHE…
Consider the restriction of the directed landscape $\mathcal L(x, s; y, t)$ to a set of the form $\{x_1, \dots, x_k\} \times \{s_0\} \times \mathbb R \times \{t_0\}$. We show that on any such set, the directed landscape is given by a last passage problem across $k$ locally Brownian functions. The $k$ functions in this last passage isometry are built from certain marginals of the extended directed landscape. As applications of this construction, we show that the Airy difference profile is locally absolutely continuous with respect to Brownian local time, that the KPZ fixed point started from tw…
When the value $L$ of the directed landscape at a point $(\mathbf{p};\mathbf{q})$ is sufficiently large, the geodesic from $\mathbf{p}$ to $\mathbf{q}$ is rigid and its location fluctuates of order $L^{-1/4}$ around its expectation. We further show that at a midpoint of the geodesic, the location of the geodesic and the value of the directed landscape after appropriate scaling converge to two independent Gaussians.
We study maximal length collections of disjoint paths, or 'disjoint optimizers', in the directed landscape. We show that disjoint optimizers always exist, and that their lengths can be used to construct an extended directed landscape. The extended directed landscape can be built from an independent collection of extended Airy sheets, which we define from the parabolic Airy line ensemble. We show that the extended directed landscape and disjoint optimizers are scaling limits of the corresponding objects in Brownian last passage percolation (LPP). As two consequences of this work, we show that o…
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…
For each $t\geq 1$ we construct an $\mathbf{N}$-indexed ensemble of random continuous curves with three properties: 1. The lowest indexed curve is distributed as the time $t$ Hopf-Cole solution to the Kardar-Parisi-Zhang (KPZ) stochastic PDE with narrow wedge initial data; 2. The entire ensemble satisfies a resampling invariance which we call the $\mathbf{H}$-Brownian Gibbs property (with $\mathbf{H}(x)=e^{x}$); 3. Increments of the lowest indexed curve, when centered by $-t/24$ and scaled down vertically by $t^{1/3}$ and horizontally by $t^{2/3}$, remain uniformly absolutely continuous (i.e. …
Brownian motion is a continuum scaling limit for a wide class of random processes, and there has been great success in developing a theory for its properties (such as distribution functions or regularity) and expanding the breadth of its universality class. Over the past twenty five years a new universality class has emerged to describe a host of important physical and probabilistic models (including one dimensional interface growth processes, interacting particle systems and polymers in random environments) which display characteristic, though unusual, scalings and new statistics. This class …
