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Renormalisation in the presence of variance blowup

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abstract

We show that if one drives the KPZ equation by the derivative of a space-time white noise smoothened out at scale $\varepsilon \ll 1$ and multiplied by $\varepsilon^{3/4}$ then, as $\varepsilon \to 0$, solutions converge to the Cole-Hopf solutions to the KPZ equation driven by space-time white noise. In the same vein, we also show that if one drives an SDE by fractional Brownian motion with Hurst parameter $H < 1/4$, smoothened out at scale $\varepsilon \ll 1$ and multiplied by $\varepsilon^{1/4-H}$ then, as $\varepsilon \to 0$, solutions converge to an SDE driven by white noise. The mechanism giving rise to both results is the same, but the proof techniques differ substantially.

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Stochastic PDE approach to fluctuating interfaces

math.PR · 2024-12-01 · conditional · novelty 7.0

For a flat immobile interface in a particle system, the interface fluctuation converges, after suitable scaling, to Brownian motion in d=1 and to the stochastic heat equation in d>=2.

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  • Stochastic PDE approach to fluctuating interfaces math.PR · 2024-12-01 · conditional · none · ref 18 · internal anchor

    For a flat immobile interface in a particle system, the interface fluctuation converges, after suitable scaling, to Brownian motion in d=1 and to the stochastic heat equation in d>=2.