Probability and Stochastic Analysis Seminar   RSS

05/10/2022, 17:00 — 18:00 — Online
Kohei Hayashi, University of Tokyo, Japan

Derivation of the KPZ equation from microscopic systems in a high temperature regime

The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation with universality, and it has been derived from several microscopic models through scaling limits. When the temperature of a system tends to infinity, we can often extract a heat diffusion part with some residual perturbation by a Taylor expansion argument, which decomposition is crucial for the derivation. We will show through some particular models that we can thereby obtain the KPZ equation as a limit in a robust way.

Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by other institutions, in particular Instituto Superior Técnico.