×

The Kardar-Parisi-Zhang equation and universality class. (English) Zbl 1247.82040

In this extended paper, a clear overview of over 25 years of work which culminated in 2010 in the discovery of the probability distribution for the solution to the Kardar-Parisi-Zhang (KPZ) stochastic PDE is given. The main focus is on
– growth processes and their relationship to the KPZ;
– random growth interfaces and interacting particle systems;
– directed polymers in random media;
– non-linears SPDEs, the stochastic heat equation (SHE) with multiplicative noise and the stochastic Burgers equation.
The author emphasizes three aspects, namely, (1) the approximation of the KPZ equation through a weakly asymmetric simple exclusion process (WASEP); (2) the derivation of the exact one-point distribution of the solution to the KPZ equation with narrow wedge initial data; (3) connections with directed polymers in random media (especially Section 4).
This paper is divided into four sections. In the introduction, the main results and ideas associated with the KPZ equation and its universality class are given. There the reader can find a detailed, comprehensive explanation of the KPZ universality class, e.g., models in this class, the description of polymers. Section 2 gives the rigorous connection between the WASEP and the KPZ equation with a step-by-step explanation how one can obtain this connection. The next section shows how one can derive the exact statistics for the KPZ equation. The final section presents a review of the theory of directed polymers in random media and that the continuum directed random polymer (CDRP) is an universal scaling limit for a wide class of polymer models.

MSC:

82C22 Interacting particle systems in time-dependent statistical mechanics
60H15 Stochastic partial differential equations (aspects of stochastic analysis)

References:

[1] DOI: 10.1214/009117905000000107 · Zbl 1093.60021 · doi:10.1214/009117905000000107
[2] DOI: 10.1103/PhysRevLett.105.090603 · doi:10.1103/PhysRevLett.105.090603
[3] DOI: 10.1090/S0273-0979-99-00796-X · Zbl 0937.60001 · doi:10.1090/S0273-0979-99-00796-X
[4] DOI: 10.1214/105051606000000015 · Zbl 1145.82010 · doi:10.1214/105051606000000015
[5] DOI: 10.1002/cpa.20347 · Zbl 1222.82070 · doi:10.1002/cpa.20347
[6] DOI: 10.1088/0305-4470/39/29/L01 · Zbl 1096.60035 · doi:10.1088/0305-4470/39/29/L01
[7] DOI: 10.1090/S0025-5718-1968-0228216-8 · doi:10.1090/S0025-5718-1968-0228216-8
[8] DOI: 10.1214/009117905000000233 · Zbl 1086.15022 · doi:10.1214/009117905000000233
[9] DOI: 10.1090/S0894-0347-99-00307-0 · Zbl 0932.05001 · doi:10.1090/S0894-0347-99-00307-0
[10] Baik J., Commun. Pure Appl. Math. 63 pp 1017–
[11] DOI: 10.1023/A:1018615306992 · Zbl 0976.82043 · doi:10.1023/A:1018615306992
[12] Baik J., Duke Math. J. 109 pp 205–
[13] J. Baik and E. Rains, Random Matrix Models and Their Applications 40, eds. P. Bleher and A. Its (MSRI, 2001) pp. 1–19. · Zbl 0989.60010
[14] Balázs M., ALEA 6 pp 1–
[15] DOI: 10.1017/CBO9780511599798 · doi:10.1017/CBO9780511599798
[16] DOI: 10.1214/10-AOP550 · Zbl 1208.82036 · doi:10.1214/10-AOP550
[17] DOI: 10.1103/PhysRevLett.54.2026 · doi:10.1103/PhysRevLett.54.2026
[18] Benjamini I., Ann. Probab. 31 pp 1970–
[19] DOI: 10.1007/BF02180136 · Zbl 1080.60508 · doi:10.1007/BF02180136
[20] DOI: 10.1007/s002200050044 · Zbl 0874.60059 · doi:10.1007/s002200050044
[21] DOI: 10.1103/RevModPhys.66.1125 · doi:10.1103/RevModPhys.66.1125
[22] Bogoliubov N. M., Cambridge Monographs on Mathematical Physics, in: Quantum Inverse Scattering Method and Correlation Functions (1993) · Zbl 0787.47006
[23] DOI: 10.1007/BF01218584 · Zbl 0684.60013 · doi:10.1007/BF01218584
[24] DOI: 10.1090/S0025-5718-09-02280-7 · Zbl 1208.65182 · doi:10.1090/S0025-5718-09-02280-7
[25] DOI: 10.1214/EJP.v13-541 · Zbl 1187.82084 · doi:10.1214/EJP.v13-541
[26] DOI: 10.1007/s10955-007-9383-0 · Zbl 1136.82028 · doi:10.1007/s10955-007-9383-0
[27] DOI: 10.1002/cpa.20234 · Zbl 1214.82062 · doi:10.1002/cpa.20234
[28] DOI: 10.1007/s10955-009-9837-7 · Zbl 1183.82062 · doi:10.1007/s10955-009-9837-7
[29] DOI: 10.1007/s10955-008-9553-8 · Zbl 1145.82021 · doi:10.1007/s10955-008-9553-8
[30] DOI: 10.1007/BF01027306 · doi:10.1007/BF01027306
[31] DOI: 10.1002/cpa.3160310502 · Zbl 0361.60052 · doi:10.1002/cpa.3160310502
[32] Bramson M., Ann. Probab. 30 pp 1082–
[33] DOI: 10.1007/978-94-010-1745-9 · doi:10.1007/978-94-010-1745-9
[34] Calabrese P., J. Stat. Mech. pp P08032–
[35] DOI: 10.1209/0295-5075/90/20002 · doi:10.1209/0295-5075/90/20002
[36] DOI: 10.1103/PhysRevLett.106.250603 · doi:10.1103/PhysRevLett.106.250603
[37] DOI: 10.1007/PL00020963 · Zbl 0956.60077 · doi:10.1007/PL00020963
[38] F. Comets, T. Shiga and N. Yoshida, Stochastic Analysis on Large Scale Interacting Systems, eds. T. Funaki and H. Osada (Math. Soc., Japan, Tokyo, 2004) pp. 115–142. · Zbl 1114.82017
[39] DOI: 10.1214/009117905000000828 · Zbl 1104.60061 · doi:10.1214/009117905000000828
[40] DOI: 10.1007/s10955-010-9995-7 · Zbl 1197.82078 · doi:10.1007/s10955-010-9995-7
[41] DOI: 10.1103/PhysRevLett.97.080601 · doi:10.1103/PhysRevLett.97.080601
[42] DOI: 10.1002/cpa.3160320202 · Zbl 0388.34005 · doi:10.1002/cpa.3160320202
[43] De Masi A., Ann. Inst. H. Poincaré B 25 pp 1–
[44] Derrida B., J. Stat. Mech. pp P07023–
[45] DOI: 10.1103/PhysRevLett.80.209 · Zbl 0954.60093 · doi:10.1103/PhysRevLett.80.209
[46] DOI: 10.1007/BF01014886 · Zbl 1036.82522 · doi:10.1007/BF01014886
[47] DOI: 10.1007/s00023-004-0163-y · Zbl 1062.81050 · doi:10.1007/s00023-004-0163-y
[48] Dieker A. B., ALEA 6 pp 369–
[49] Dittrich P., Math. Nachr. 151 pp 79–
[50] DOI: 10.1007/BF02097001 · Zbl 0773.35071 · doi:10.1007/BF02097001
[51] DOI: 10.1209/0295-5075/90/20003 · doi:10.1209/0295-5075/90/20003
[52] Dotsenko V., J. Stat. Mech. pp P03022–
[53] DOI: 10.1063/1.1703862 · Zbl 0111.32703 · doi:10.1063/1.1703862
[54] DOI: 10.1098/rspa.1982.0056 · doi:10.1098/rspa.1982.0056
[55] Evans L. C., Partial Differential Equations (1998) · Zbl 0902.35002
[56] DOI: 10.1103/PhysRevLett.73.834 · doi:10.1103/PhysRevLett.73.834
[57] Ferrari P. L., Commun. Math. Phys. 65 pp 1–
[58] DOI: 10.1088/0305-4470/38/33/L02 · doi:10.1088/0305-4470/38/33/L02
[59] DOI: 10.1103/PhysRevB.43.10728 · doi:10.1103/PhysRevB.43.10728
[60] DOI: 10.1103/PhysRevA.16.732 · doi:10.1103/PhysRevA.16.732
[61] DOI: 10.1016/0304-4149(87)90040-8 · Zbl 0643.60094 · doi:10.1016/0304-4149(87)90040-8
[62] DOI: 10.1016/0097-3165(90)90060-A · Zbl 0704.05001 · doi:10.1016/0097-3165(90)90060-A
[63] DOI: 10.1103/PhysRevA.46.844 · doi:10.1103/PhysRevA.46.844
[64] DOI: 10.1073/pnas.0710150104 · doi:10.1073/pnas.0710150104
[65] DOI: 10.1103/PhysRevA.44.R3415 · doi:10.1103/PhysRevA.44.R3415
[66] DOI: 10.1016/0370-1573(94)00087-J · doi:10.1016/0370-1573(94)00087-J
[67] DOI: 10.1103/PhysRevLett.66.2476 · doi:10.1103/PhysRevLett.66.2476
[68] DOI: 10.1007/978-1-4684-9215-6 · doi:10.1007/978-1-4684-9215-6
[69] den Hollander F., Lecture Notes in Mathematics, in: Random Polymers, École d’Été de Probabilités de Saint-Flour (2007)
[70] DOI: 10.1103/PhysRevLett.54.2708 · doi:10.1103/PhysRevLett.54.2708
[71] DOI: 10.1103/PhysRevLett.55.2924 · doi:10.1103/PhysRevLett.55.2924
[72] DOI: 10.1103/PhysRevLett.76.2591 · doi:10.1103/PhysRevLett.76.2591
[73] DOI: 10.1016/j.nuclphysb.2004.07.030 · Zbl 1123.82352 · doi:10.1016/j.nuclphysb.2004.07.030
[74] DOI: 10.1007/BF01019720 · Zbl 1084.82595 · doi:10.1007/BF01019720
[75] DOI: 10.1007/s002200050027 · Zbl 0969.15008 · doi:10.1007/s002200050027
[76] DOI: 10.1007/s00220-003-0945-y · Zbl 1031.60084 · doi:10.1007/s00220-003-0945-y
[77] DOI: 10.1016/0550-3213(87)90203-3 · doi:10.1016/0550-3213(87)90203-3
[78] DOI: 10.1103/PhysRevLett.55.2923 · doi:10.1103/PhysRevLett.55.2923
[79] DOI: 10.1103/PhysRevLett.56.889 · Zbl 1101.82329 · doi:10.1103/PhysRevLett.56.889
[80] Kawasaki K., Phase Transitions and Critical Phenomena (1972)
[81] DOI: 10.1007/BFb0074919 · doi:10.1007/BFb0074919
[82] DOI: 10.1103/PhysRevA.44.2345 · doi:10.1103/PhysRevA.44.2345
[83] DOI: 10.1007/978-3-662-03752-2 · doi:10.1007/978-3-662-03752-2
[84] DOI: 10.1007/BF01084936 · Zbl 0637.47004 · doi:10.1007/BF01084936
[85] DOI: 10.1007/BF00320919 · Zbl 0631.60058 · doi:10.1007/BF00320919
[86] DOI: 10.1088/1751-8113/43/40/403001 · Zbl 1202.82058 · doi:10.1088/1751-8113/43/40/403001
[87] DOI: 10.1103/PhysRevA.45.638 · doi:10.1103/PhysRevA.45.638
[88] H. Krug and H. Spohn, Solids Far from Equilibrium, ed. C. Godréche (Cambridge University Press, 1991) pp. 412–525.
[89] DOI: 10.1103/PhysRevE.54.685 · doi:10.1103/PhysRevE.54.685
[90] DOI: 10.1007/s00220-009-0957-3 · Zbl 1227.82098 · doi:10.1007/s00220-009-0957-3
[91] Lässig M., J. Phys. C 10 pp 9905–
[92] DOI: 10.1103/PhysRevLett.80.849 · doi:10.1103/PhysRevLett.80.849
[93] DOI: 10.1007/s004400050075 · Zbl 0870.60096 · doi:10.1007/s004400050075
[94] Lieb E. H., Phys. Rev. Lett. 130 pp 1605–
[95] Liggett T. M., Interacting Particle Systems (2005) · doi:10.1007/b138374
[96] DOI: 10.1103/PhysRevLett.79.1515 · doi:10.1103/PhysRevLett.79.1515
[97] Meakin P., Fractals, Scaling and Growth Far from Equilibrium (1998) · Zbl 1064.37500
[98] DOI: 10.1103/PhysRevE.64.036101 · doi:10.1103/PhysRevE.64.036101
[99] DOI: 10.1140/epjb/e2005-00235-y · doi:10.1140/epjb/e2005-00235-y
[100] DOI: 10.1016/S0924-8099(07)80011-4 · doi:10.1016/S0924-8099(07)80011-4
[101] DOI: 10.1103/PhysRevE.77.011110 · doi:10.1103/PhysRevE.77.011110
[102] DOI: 10.1016/S0378-4371(97)00511-6 · doi:10.1016/S0378-4371(97)00511-6
[103] DOI: 10.1063/1.1704156 · Zbl 0131.43804 · doi:10.1063/1.1704156
[104] Mueller C., Stochastics 37 pp 225–
[105] DOI: 10.1016/j.nuclphysb.2004.08.016 · Zbl 1123.82345 · doi:10.1016/j.nuclphysb.2004.08.016
[106] DOI: 10.1103/PhysRevE.58.700 · doi:10.1103/PhysRevE.58.700
[107] DOI: 10.1214/aop/1176988171 · Zbl 0835.60087 · doi:10.1214/aop/1176988171
[108] M. Noumi and Y. Yamada, Representation Theory of Algebraic Groups and Quantum Groups, Advanced Studies in Pure Mathematics 40 (Math. Soc., Japan, Tokyo, 2004) pp. 371–442. · Zbl 1061.05103
[109] DOI: 10.1090/conm/251/03886 · doi:10.1090/conm/251/03886
[110] DOI: 10.1103/PhysRevE.51.796 · doi:10.1103/PhysRevE.51.796
[111] Pitman J. W., Ann. Probab. 9 pp 573–
[112] DOI: 10.1103/PhysRevLett.84.4882 · doi:10.1103/PhysRevLett.84.4882
[113] Prähofer M., Progress Probab. 51 pp 185–
[114] DOI: 10.1023/A:1019791415147 · Zbl 1025.82010 · doi:10.1023/A:1019791415147
[115] Prolhac S., J. Stat. Mech. pp P01031–
[116] Prolhac S., J. Stat. Mech. pp P03020–
[117] DOI: 10.1103/PhysRevE.84.011119 · doi:10.1103/PhysRevE.84.011119
[118] Quastel J., Progress Probab. 60 pp 543–
[119] DOI: 10.1007/BF02099130 · Zbl 0738.60098 · doi:10.1007/BF02099130
[120] DOI: 10.1007/BF00536194 · Zbl 0451.60097 · doi:10.1007/BF00536194
[121] DOI: 10.1103/PhysRevE.72.061917 · doi:10.1103/PhysRevE.72.061917
[122] DOI: 10.1088/0305-4470/38/33/L01 · doi:10.1088/0305-4470/38/33/L01
[123] DOI: 10.1016/j.nuclphysb.2010.03.026 · Zbl 1204.35137 · doi:10.1016/j.nuclphysb.2010.03.026
[124] Sasamoto T., Phys. Rev. Lett. 104 pp 23–
[125] DOI: 10.1007/s10955-010-9990-z · Zbl 1197.82093 · doi:10.1007/s10955-010-9990-z
[126] Sasamoto T., J. Stat. Mech. pp P11013–
[127] DOI: 10.1007/BF02508478 · Zbl 0945.82508 · doi:10.1007/BF02508478
[128] Sinai Y., Fund. Math. 147 pp 173–
[129] DOI: 10.1070/RM2007v062n04ABEH004430 · Zbl 1141.81012 · doi:10.1070/RM2007v062n04ABEH004430
[130] DOI: 10.1016/0001-8708(70)90034-4 · Zbl 0312.60060 · doi:10.1016/0001-8708(70)90034-4
[131] DOI: 10.1007/978-3-642-84371-6 · doi:10.1007/978-3-642-84371-6
[132] DOI: 10.1016/j.physa.2006.04.006 · doi:10.1016/j.physa.2006.04.006
[133] DOI: 10.1103/PhysRevLett.104.230601 · doi:10.1103/PhysRevLett.104.230601
[134] Takeuchi K., Sci. Rep. 34
[135] DOI: 10.4007/annals.2006.163.221 · Zbl 1137.82010 · doi:10.4007/annals.2006.163.221
[136] DOI: 10.1007/BF02100489 · Zbl 0789.35152 · doi:10.1007/BF02100489
[137] DOI: 10.1007/s00220-008-0443-3 · Zbl 1148.60080 · doi:10.1007/s00220-008-0443-3
[138] DOI: 10.1007/s10955-008-9562-7 · Zbl 1144.82045 · doi:10.1007/s10955-008-9562-7
[139] DOI: 10.1007/s00220-009-0761-0 · Zbl 1184.60036 · doi:10.1007/s00220-009-0761-0
[140] DOI: 10.1007/s10955-010-0013-x · Zbl 1197.82079 · doi:10.1007/s10955-010-0013-x
[141] DOI: 10.1214/ECP.v8-1074 · Zbl 1067.82031 · doi:10.1214/ECP.v8-1074
[142] DOI: 10.1063/1.3552139 · Zbl 1314.60096 · doi:10.1063/1.3552139
[143] DOI: 10.1088/1751-8113/41/48/485204 · Zbl 1154.82019 · doi:10.1088/1751-8113/41/48/485204
[144] DOI: 10.1007/BFb0074920 · doi:10.1007/BFb0074920
[145] DOI: 10.1016/S0254-0584(03)00217-7 · doi:10.1016/S0254-0584(03)00217-7
[146] DOI: 10.1143/JPSJ.66.67 · doi:10.1143/JPSJ.66.67
[147] Varadhan S. R. S., Adv. Stud. Pure Math. 39 pp 1–
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.