We introduce a model of a randomly growing interface in multidimensional Euclidean space. The growth model incorporates a random order model as an ingredient of its graphical construction, in a way that replicates the connection between the planar increasing sequences model and the one-dimensional Hammersley process. We prove a hydrodynamic limit for the height process, and a limit which says that certain perturbations of the random surface follow the characteristics of the macroscopic equation. By virtue of the space-time Poissonian construction, we know the macroscopic velocity function explicitly up to a constant factor.
We study stability of a growth process generated by sequential adsorption of particles on a one-dimensional lattice torus, that is, the process formed by the numbers of adsorbed particles at lattice sites, called heights. Here the stability of process, loosely speaking, means that its components grow at approximately the same rate. To assess stability quantitatively, we investigate the stochastic process formed by differences of heights. The model can be regarded as a variant of a Polya urn scheme with local geometric interaction.
We study the atypically large deviations of the height $H \sim {\cal O}(t)$ at the origin at late times in $1+1$-dimensional growth models belonging to the Kardar-Parisi-Zhang (KPZ) universality class. We present exact results for the rate functions for the discrete single step growth model, as well as for the continuum KPZ equation in a droplet geometry. Based on our exact calculation of the rate functions we argue that models in the KPZ class undergo a third order phase transition from a strong coupling to a weak coupling phase, at late times.
We are interested in the cycles obtained by slicing at all heights random Boltzmann triangulations with a simple boundary. We establish a functional invariance principle for the lengths of these cycles, appropriately rescaled, as the size of the boundary grows. The limiting process is described using a self-similar growth-fragmentation process with explicit parameters. To this end, we introduce a branching peeling exploration of Boltzmann triangulations, which allows us to identify a crucial martingale involving the perimeters of cycles at given heights. We also use a recent result concerning …
We consider a model of interface growth in two dimensions, given by a height function on the sites of the one--dimensional integer lattice. According to the discrete time update rule, the height above the site $x$ increases to the height above $x-1$, if the latter height is larger; otherwise the height above $x$ increases by 1 with probability $p_x$. We assume that $p_x$ are chosen independently at random with a common distribution $F$, and that the initial state is such that the origin is far above the other sites. We explicitly identify the asymptotic shape and prove that, in the pure regime…
We continue to study a model of disordered interface growth in two dimensions. The interface is given by a height function on the sites of the one--dimensional integer lattice and grows in discrete time: (1) the height above the site $x$ adopts the height above the site to its left if the latter height is larger, (2) otherwise, the height above $x$ increases by 1 with probability $p_x$. We assume that $p_x$ are chosen independently at random with a common distribution $F$, and that the initial state is such that the origin is far above the other sites. Provided that the tails of the distributi…
In this paper we develop a new weak convergence and compact embedding method to study the existence and uniqueness of the $L_ρ^2({\mathbb{R}^{d}};{\mathbb{R}^{1}})\otimes L_ρ^2({\mathbb{R}^{d}};{\mathbb{R}^{d}})$ valued solution of backward stochastic differential equations with p-growth coefficients. Then we establish the probabilistic representation of the weak solution of PDEs with p-growth coefficients via corresponding BSDEs.
We introduce a class of one-dimensional discrete space-discrete time stochastic growth models described by a height function $h_t(x)$ with corner initialization. We prove, with one exception, that the limiting distribution function of $h_t(x)$ (suitably centered and normalized) equals a Fredholm determinant previously encountered in random matrix theory. In particular, in the universal regime of large $x$ and large $t$ the limiting distribution is the Fredholm determinant with Airy kernel. In the exceptional case, called the critical regime, the limiting distribution seems not to have previous…
We revisit a ballistic deposition process introduced by Atar, Athreya and Kang. Let $\mathcal{G}=(V,E)$ be a finite connected graph. We choose independently and uniformly vertices in $\mathcal{G}$. If a vertex $x$ is chosen and the previous height configuration is given by $h=(h_y)_{y \in V} \in \mathbb{N}_0^V$, the height $h_x$ is replaced by \[ \tilde{h}_x := 1 + \max_{y \sim x} h_y. \] We study asymptotic properties of this growth model. We determine the asymptotic growth parameter $γ(\mathcal{G} )$ for some graphs and prove a central limit theorem for the fluctuations around $γ( \mathcal{G…
In ballistic deposition (BD), $(d+1)$-dimensional particles fall sequentially at random towards an initially flat, large but bounded $d$-dimensional surface, and each particle sticks to the first point of contact. For both lattice and continuum BD, a law of large numbers in the thermodynamic limit establishes convergence of the mean height and surface width of the interface to constants $h(t)$ and $w(t)$, respectively, depending on time $t$. We show that $h(t)$ is asymptotically linear in $t$, while $w(t)$ grows at least logarithmically in $t$ when $d=1$. We also give duality results saying th…
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 study a $(2+1)$-dimensional stochastic interface growth model, that is believed to belong to the so-called Anisotropic KPZ (AKPZ) universality class [Borodin and Ferrari, 2014]. It can be seen either as a two-dimensional interacting particle process with drift, that generalizes the one-dimensional Hammersley process [Aldous and Diaconis 1995, Seppalainen 1996], or as an irreversible dynamics of lozenge tilings of the plane [Borodin and Ferrari 2014, Toninelli 2015]. Our main result is a hydrodynamic limit: the interface height profile converges, after a hyperbolic scaling of space and time,…
We consider a discrete model for anisotropic (2+1)-dimensional growth of an interface height function. Owing to a connection with q-Whittaker functions, this system enjoys many explicit integral formulas. By considering certain Gaussian stochastic differential equation limits of the model we are able to prove a space-time limit to the (2+1)-dimensional additive stochastic heat equation (or Edwards-Wilkinson equation) along characteristic directions. In particular, the bulk height function converges to the Gaussian free field which evolves according to this stochastic PDE.
We study the abelian sandpile growth model, where n particles are added at the origin on a stable background configuration in Z^d. Any site with at least 2d particles then topples by sending one particle to each neighbor. We find that with constant background height h <= 2d-2, the diameter of the set of sites that topple has order n^{1/d}. This was previously known only for h<d. Our proof uses a strong form of the least action principle for sandpiles, and a novel method of background modification. We can extend this diameter bound to certain backgrounds in which an arbitrarily high fraction of…
We consider the polynuclear growth (PNG) model in 1+1 dimension with flat initial condition and no extra constraints. The joint distributions of surface height at finitely many points at a fixed time moment are given as marginals of a signed determinantal point process. The long time scaling limit of the surface height is shown to coincide with the Airy_1 process. This result holds more generally for the observation points located along any space-like path in the space-time plane. We also obtain the corresponding results for the discrete time TASEP (totally asymmetric simple exclusion process)…
We consider a new interacting particle system on the one-dimensional lattice that interpolates between TASEP and Toom's model: A particle cannot jump to the right if the neighboring site is occupied, and when jumping to the left it simply pushes all the neighbors that block its way. We prove that for flat and step initial conditions, the large time fluctuations of the height function of the associated growth model along any space-like path are described by the Airy_1 and Airy_2 processes. This includes fluctuations of the height profile for a fixed time and fluctuations of a tagged particle's …
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…
This paper is concerned with the existence and uniqueness of weak solutions to the Cauchy-Dirichlet problem of backward stochastic partial differential equations (BSPDEs) with nonhomogeneous terms of quadratic growth in both the gradient of the first unknown and the second unknown. As an example, we consider a non-Markovian stochastic optimal control problem with cost functional formulated by a quadratic BSDE, where the corresponding value function satisfies the above quadratic BSPDE.
Height functions of growing random surfaces are often conjectured to be superconcentrated, meaning that their variances grow sublinearly in time. This article introduces a new concept, called subroughness, meaning that there exist two distinct points such that the expected squared difference between the heights at these points grows sublinearly in time. The main result of the paper is that superconcentration is equivalent to subroughness in a class of growing random surfaces. The result is applied to establish superconcentration in a variant of the restricted solid-on-solid (RSOS) model and in…
We construct a family of stochastic growth models in 2+1 dimensions, that belong to the anisotropic KPZ class. Appropriate projections of these models yield 1+1 dimensional growth models in the KPZ class and random tiling models. We show that correlation functions associated to our models have determinantal structure, and we study large time asymptotics for one of the models. The main asymptotic results are: (1) The growing surface has a limit shape that consists of facets interpolated by a curved piece. (2) The one-point fluctuations of the height function in the curved part are asymptoticall…
We introduce a class of (2+1)-dimensional stochastic growth processes, that can be seen as irreversible random dynamics of discrete interfaces. "Irreversible" means that the interface has an average non-zero drift. Interface configurations correspond to height functions of dimer coverings of the infinite hexagonal or square lattice. The model can also be viewed as an interacting driven particle system and in the totally asymmetric case the dynamics corresponds to an infinite collection of mutually interacting Hammersley processes. When the dynamical asymmetry parameter $(p-q)$ equals zero, the…
The one-dimensional polynuclear growth model with external sources at edges is studied. The height fluctuation at the origin is known to be given by either the Gaussian, the GUE Tracy-Widom distribution, or certain distributions called GOE$^2$ and $F_0$, depending on the strength of the sources. We generalize these results and show that the scaling limit of the multi-point equal time height fluctuations of the model are described by the Fredholm determinant, of which the limiting kernel is explicitly obtained. In particular we obtain two new kernels, describing transitions between the above on…
We consider the multi-point equal time height fluctuations of a one-dimensional polynuclear growth model in a half space. For special values of the nucleation rate at the origin, the multi-layer version of the model is reduced to a determinantal process, for which the asymptotics can be analyzed. In the scaling limit, the fluctuations near the origin are shown to be equivalent to those of the largest eigenvalue of the orthogonal/symplectic to unitary transition ensemble at soft edge in random matrix theory.
