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KPZ reloaded

Authors :
Gubinelli, Massimiliano
Perkowski, Nicolas
Publication Year :
2015

Abstract

We analyze the one-dimensional periodic Kardar-Parisi-Zhang equation in the language of paracontrolled distributions, giving an alternative viewpoint on the seminal results of Hairer. Apart from deriving a basic existence and uniqueness result for paracontrolled solutions to the KPZ equation we perform a thorough study of some related problems. We rigorously prove the links between KPZ equation, stochastic Burgers equation, and (linear) stochastic heat equation and also the existence of solutions starting from quite irregular initial conditions. We also build a partial link between energy solutions as introduced by Goncalves and Jara and paracontrolled solutions. Interpreting the KPZ equation as the value function of an optimal control problem, we give a pathwise proof for the global existence of solutions and thus for the strict positivity of solutions to the stochastic heat equation. Moreover, we study Sasamoto-Spohn type discretizations of the stochastic Burgers equation and show that their limit solves the continuous Burgers equation possibly with an additional linear transport term. As an application, we give a proof of the invariance of the white noise for the stochastic Burgers equation which does not rely on the Cole-Hopf transform.<br />Comment: 111 pages

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1508.03877
Document Type :
Working Paper
Full Text :
https://doi.org/10.1007/s00220-016-2788-3