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KPZ equation from a class of nonlinear SPDEs in infinite volume

Kevin Yang

TL;DR

The paper proves that a broad class of nonlinear Ginzburg–Landau SPDEs in infinite volume, under weak-nonlinearity scaling and non-equilibrium initial data, converge to the KPZ equation on the full line. Its core method is a space-discretization leading to infinite-dimensional SDEs, together with a carefully constructed stochastic heat kernel and a stochastic Cole–Hopf transform, which together tame infinite-volume singularities. The authors establish universality results for both continuous and wedge-type initial data, including a wedge limit that yields Tracy–Widom fluctuations, and extend prior torus results to the real line while handling non-equilibrium data beyond Brownian-type initial data. This approach provides a robust bridge from nonlinear SPDEs to KPZ in infinite volume and connects to random-matrix theory through the wedge/slope universality, with potential implications for non-equilibrium statistical mechanics and integrable probability.

Abstract

We study a general class of nonlinear Ginzburg-Landau SPDEs in infinite volume under weak nonlinearity scaling and with non-equilibrium initial data. We derive the KPZ equation as a continuum limit of these equations. This makes rigorous the original derivation of the KPZ equation from physics in the full-space setting, which was a problem posed by Hairer-Quastel '18. Our analysis is based on a stochastic heat kernel for a linearization of said SPDEs.

KPZ equation from a class of nonlinear SPDEs in infinite volume

TL;DR

The paper proves that a broad class of nonlinear Ginzburg–Landau SPDEs in infinite volume, under weak-nonlinearity scaling and non-equilibrium initial data, converge to the KPZ equation on the full line. Its core method is a space-discretization leading to infinite-dimensional SDEs, together with a carefully constructed stochastic heat kernel and a stochastic Cole–Hopf transform, which together tame infinite-volume singularities. The authors establish universality results for both continuous and wedge-type initial data, including a wedge limit that yields Tracy–Widom fluctuations, and extend prior torus results to the real line while handling non-equilibrium data beyond Brownian-type initial data. This approach provides a robust bridge from nonlinear SPDEs to KPZ in infinite volume and connects to random-matrix theory through the wedge/slope universality, with potential implications for non-equilibrium statistical mechanics and integrable probability.

Abstract

We study a general class of nonlinear Ginzburg-Landau SPDEs in infinite volume under weak nonlinearity scaling and with non-equilibrium initial data. We derive the KPZ equation as a continuum limit of these equations. This makes rigorous the original derivation of the KPZ equation from physics in the full-space setting, which was a problem posed by Hairer-Quastel '18. Our analysis is based on a stochastic heat kernel for a linearization of said SPDEs.

Paper Structure

This paper contains 52 sections, 34 theorems, 287 equations.

Key Result

Theorem 2.6

Suppose that in addition to Assumptions assump:potential and assump:noneq, the following assumptions are satisfied. Then, there exists a coupling between $\mathbf{Z}^{N}$ and the solution $\mathbf{Z}$ to eq:she with initial data $\mathbf{Z}_{0,\cdot}$ from bullet point (2) above such that $\mathbf{Z}^{N}_{{t},N{X}}-\mathbf{Z}_{{t},{X}}\to0$ locally uniformly on $[0,1]\times\mathbb R$ in probabili

Theorems & Definitions (62)

  • Definition 2.1
  • Remark 2.3
  • Example 2.5
  • Theorem 2.6
  • Theorem 2.7
  • Remark 3.1
  • Remark 3.2
  • Definition 4.1
  • Definition 4.2
  • Definition 4.3
  • ...and 52 more