arXiv subjects
Publications and source records attributed to Jeremy Quastel.
Using Stein's method and a Gaussian integration by parts, we provide a direct proof of the known fact that drifted Brownian motions are invariant measures (modulo height) for the KPZ equation.
We study the stochastic Korteweg-de Vries equation (SKdV) with an additive space-time white noise forcing, posed on the one-dimensional torus. In particular, we construct global-in-time solutions to SKdV with spatial white noise initial data. Due to the lack of an invariant measure, Bourgain's invariant measure argument is not applicable to this problem. In order to overcome this difficulty, we implement a variant of Bourgain's argument in the context of an evolution system of measures and construct global-in-time dynamics. Moreover, we show that the white noise measure with variance $1+t$ is an evolution system of measures for SKdV with the white noise initial data.
We use a version of the Skorokhod integral to give a simple and rigorous formulation of the Wick-ordered (stochastic) heat equation with planar white noise, representing the free energy of an undirected random polymer. The solution for all times is expressed as the L1 limit of a martingale given by the Feyman-Kac formula and defines a randomized shift, or Gaussian multiplicative chaos. The fluctuations far from the centre are shown to be given by the one-dimensional KPZ equation.
It is shown that the polynuclear growth model is a completely integrable Markov process in the sense that its transition probabilities are given by Fredholm determinants of kernels produced by a scattering transform based on the invariant measures modulo the absolute height, continuous time simple random walks. From the linear evolution of the kernels, it is shown that the $n$-point distributions are determinants of $n\times n$ matrices evolving according to the two dimensional non-Abelian Toda lattice.
The logarithmic derivative of the marginal distributions of randomly fluctuating interfaces in one dimension on a large scale evolve according to the Kadomtsev-Petviashvili (KP) equation. This is derived algebraically from a Fredholm determinant obtained in [MQR17, arXiv:1701.00018] for the KPZ fixed point as the limit of the transition probabilities of TASEP, a special solvable model in the KPZ universality class. The Tracy-Widom distributions appear as special self-similar solutions of KP and KdV. In addition, it is noted that several known exact solutions of the KPZ equation also solve KP.
We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and hitting times of exponential random walks, and that it converges in the 1:2:3 scaling limit to the KPZ fixed point, the scaling invariant Markov process defined in [MQR17] and believed to govern the long time large scale fluctuations for all models in the KPZ universality class. Brownian last passage percolation was shown recently in [DOV18] to converge to the Airy sheet (or directed landscape), defined there as a strong limit of a functional of the Airy line ensemble. This establishes the variational formula for the KPZ fixed point in terms of the Airy sheet.
We consider the large deviations from the hydrodynamic limit of the Totally Asymmetric Simple Exclusion Process (TASEP). This problem was studied in Jensen (2000) and Varadhan (2004) and was shown to be related to entropy production in the inviscid Burgers equation. Here we prove the full large deviation principle. Our method relies on the explicit formula of Matetski, Quastel, and Remenik (2016) for the transition probabilities of the TASEP.
We study the stochastic heat equation in two spatial dimensions with a multiplicative white noise, as the limit of the equation driven by a noise that is mollified in space and white in time. As the mollification radius $ \varepsilon\to 0 $, we tune the coupling constant near the critical point, and show that the single time correlation functions converge to a limit written in terms of an explicit non-trivial semigroup. Our approach consists of two steps. First we show the convergence of the resolvent of the (tuned) two-dimensional delta Bose gas, by adapting the framework of Dimock and Rajeev (2004) to our setup of spatial mollification. Then we match this to the Laplace transform of our semigroup.
An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving the biorthogonal ensemble/non-intersecting path representation found by [Sas05; BFPS07]. The resulting kernel involves transition probabilities of a random walk forced to hit a curve defined by the initial data. In the KPZ 1:2:3 scaling limit the formula leads in a transparent way to a Fredholm determinant formula, in terms of analogous kernels based on Brownian motion, for the transition probabilities of the scaling invariant Markov process at the centre of the KPZ universality class. The formula readily reproduces known special self-similar solutions such as the Airy$_1$ and Airy$_2$ processes. The process takes values in real valued functions which look locally like Brownian motion, and is Hölder $1/3-$ in time. Both the KPZ fixed point and TASEP are shown to be stochastic integrable systems in the sense that the time evolution of their transition probabilities can be linearized through a new Brownian scattering transform and its discrete analogue.
We show that under the 1:2:3 scaling, critically probing large space and time, the height function of finite range asymmetric exclusion processes and the KPZ equation converge to the KPZ fixed point, constructed earlier as a limit of the totally asymmetric simple exclusion process through exact formulas. Consequently, based on recent results of \cite{wu},\cite{DM20}, the KPZ line ensemble converges to the Airy line ensemble. For the KPZ equation we are able to start from a continuous function plus a finite collection of narrow wedges. For nearest neighbour exclusions, we can take (discretizations) of height functions with $h(x)\le C(1+|x|)$. For non-nearest neighbour exclusions, we are restricted at the present time to a class of (random) initial data, dense in continuous functions in the topology of uniform convergence on compacts. The method is by comparison of the transition probabilities of finite range exclusion processes and the totally asymmetric simple exclusion processes using energy estimates.
We provide a direct and elementary proof that the formula obtained in [MQR17] for the TASEP transition probabilities for general (one-sided) initial data solves the Kolmogorov backward equation. The same method yields the solution for the related PushASEP particle system.
We consider the totally asymmetric simple exclusion process with \emph{soft-shock} initial particle density, which is a step function increasing in the direction of flow and the step size chosen small to admit KPZ scaling. The initial configuration is deterministic and the dynamics create a shock. We prove that the fluctuations of a particle at the macroscopic position of the shock converge to the maximum of two independent GOE Tracy-Widom random variables, which establishes a conjecture of Ferrari and Nejjar. Furthermore, we show the joint fluctuations of particles near the shock are determined by the maximum of two lines described in terms of these two random variables. The microscopic position of the shock is then seen to be their difference. Our proofs rely on determinantal formulae and a novel factorization of the associated kernels.
The free-energy fluctuations of the discrete directed polymer in 1+1 dimensions is conjecturally in the Tracy-Widom universality class at all finite temperatures and in the intermediate disorder regime. Seppäläinen's log-gamma polymer was proven to have GUE Tracy-Widom fluctuations in a restricted temperature range by Borodin et. al. (2013). We remove this restriction, and extend this result into the intermediate disorder regime. This result also identifies the scale of fluctuations of the log-gamma polymer in the intermediate disorder regime, and thus verifies a conjecture of Alberts et. al. (2010). Using a perturbation argument, we show that any polymer that matches a certain number of moments with the log-gamma polymer also has Tracy-Widom fluctuations in intermediate disorder.
These are the lecture notes for the mini-course at the PCMI graduate summer school in 2017. These notes are based on the article by Matetski, Quastel and Remenik arXiv:1701.00018 and give a self-contained exposition of construction of the KPZ fixed point.
Domains of attraction are identified for the universality classes of one-point asymptotic fluctuations for the Kardar-Parisi-Zhang (KPZ) equation with general initial data. The criterion is based on a large deviation rate function for the rescaled initial data, which arises naturally from the Hopf-Cole transformation. This allows us, in particular, to distinguish the domains of attraction of curved, flat, and Brownian initial data, and to identify the boundary between the curved and flat domains of attraction, which turns out to correspond to square root initial data. The distribution of the asymptotic one-point fluctuations is characterized by means of a variational formula written in terms of certain limiting processes (arising as subsequential limits of the spatial fluctuations of KPZ equation with narrow wedge initial data, as shown in [CH16]) which are widely believed to coincide with the Airy$_2$ process. In order to identify these distributions for general initial data, we extend earlier results on continuum statistics of the Airy$_2$ process to probabilities involving the process on the entire line. In particular, this allows us to write an explicit Fredholm determinant formula for the case of square root initial data.
We obtain exact formulas for moments and generating functions of the height function of the asymmetric simple exclusion process at one spatial point, starting from special initial data in which every positive even site is initially occupied. These complement earlier formulas of E. Lee [J. Stat. Phys. 140 (2010) 635-647] but, unlike those formulas, ours are suitable in principle for asymptotics. We also explain how our formulas are related to divergent series formulas for half-flat KPZ of Le Doussal and Calabrese [J. Stat. Mech. 2012 (2012) P06001], which we also recover using the methods of this paper. These generating functions are given as a series without any apparent Fredholm determinant or Pfaffian structure. In the long time limit, formal asymptotics show that the fluctuations are given by the Airy$_{2\to1}$ marginals.
We consider a large class of $1+1$-dimensional continuous interface growth models and we show that, in both the weakly asymmetric and the intermediate disorder regimes, these models converge to Hopf-Cole solutions to the KPZ equation.
In this note, we discuss various aspects of invariant measures for nonlinear Hamiltonian PDEs. In particular, we show almost sure global existence for some Hamiltonian PDEs with initial data of the form: "smooth deterministic function + a rough random perturbation", as a corollary to Cameron-Martin Theorem and known almost sure global existence results with respect to Gaussian measures on spaces of functions.