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Konstantin Matetski

Publications and source records attributed to Konstantin Matetski.

17 recordsLinked to original sources
arXiv2025

Scaling limit of a weakly asymmetric simple exclusion process in the framework of regularity structures

We prove that a parabolically rescaled and suitably renormalised height function of a weakly asymmetric simple exclusion process on a circle converges to the Cole-Hopf solution of the KPZ equation. This is an analogue of the celebrated result by Bertini and Giacomin from 1997 for the exclusion process on a circle with any particle density. The main goal of this article is to analyse the interacting particle system using the framework of regularity structures without applying the Gaertner transform, a discrete version of the Cole-Hopf transform which linearises the KPZ equation. Our analysis relies on discretisation framework for regularity structures developed by Erhard and Hairer as well as estimates for iterated integrals with respect to cadlag martingales derived by Grazieschi, Matetski and Weber. The main technical challenge addressed in this work is the renormalisation procedure which requires a subtle analysis of regularity preserving discrete convolution operators.

math.PR↗
arXiv2023

The dynamical Ising-Kac model in 3D converges to $\Phi^4_3$

We consider the Glauber dynamics of a ferromagnetic Ising-Kac model on a three-dimensional periodic lattice of size $(2N + 1)3$, in which the flipping rate of each spin depends on an average field in a large neighborhood of radius $\frac1\gamma << N$. We study the random fluctuations of a suitably rescaled coarse-grained spin field as $N \to \infty$ and $\gamma \to 0$; we show that near the mean-field value of the critical temperature, the process converges in distribution to the solution of the dynamical $\Phi^4_3$ model on a torus. Our result settles a conjectured from Giacomin, Lebowitz and Presutti (DOI:10.1090/SURV/064/03). The dynamical $\Phi^4_3$ model is given by a non-linear stochastic partial differential equation (SPDE) which is driven by an additive space-time white noise and which requires renormalisation of the non-linearity. A rigorous notion of solution for this SPDE and its renormalisation is provided by the framework of regularity structures arXiv:1303.5113. As in the two-dimensional case arXiv:1410.1179, the renormalisation corresponds to a small shift of the inverse temperature of the discrete system away from its mean-field value.

math.PR↗
arXiv2023

Martingale-driven integrals and singular SPDEs

We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these integrals and use it to show moment bounds. Key tools include an iteration of the Burkholder-Davis-Gundy inequality and a multi-scale decomposition similar to the one developed in arXiv:1512.07845. Our method can be combined with the recently developed discretisation framework for regularity structures arXiv:1511.06937, arXiv:1705.02836 to prove convergence of interacting particle systems to singular stochastic PDEs. A companion article titled "The dynamical Ising-Kac model in 3D converges to $\Phi^4_3$" applies the results of this paper to prove convergence of a rescaled Glauber dynamics for the three-dimensional Ising-Kac model near criticality to the $\Phi^4_3$ dynamics on a torus.

math.PR↗
arXiv2023

Exact solution of TASEP and variants with inhomogeneous speeds and memory lengths

In [arXiv:1701.00018, arXiv:2107.07984] an explicit biorthogonalization method was developed that applies to a class of determinantal measures which describe the evolution of several variants of classical interacting particle systems in the KPZ universality class. The method leads to explicit Fredholm determinant formulas for the multipoint distributions of these systems which are suitable for asymptotic analysis. In this paper we extend the method to a broader class of determinantal measures which is applicable to systems where particles have different jump speeds and different memory lengths. As an application of our results we study three particular examples: some variants of TASEP with two blocks of particles having different speeds, a version of discrete time TASEP which mixes particles with sequential and parallel update, and a version of sequential TASEP with a block of long memory particles placed at the bulk of the system.

math.PR↗
arXiv2022

The strong Feller property of the open KPZ equation

We prove that the semigroup generated by the open KPZ equation on a bounded spatial interval with Neumann boundary conditions parametrized by real parameters u and v enjoys the strong Feller property. From this we conclude that for u+v>0, min(u,v)>-1 the stationary measure constructed in Corwin and Knizel (arXiv:2103.12253) is the unique stationary measure for the equation. It is expected that the same conclusion holds for all values of u and v.

math.PR↗
arXiv2022

Polynuclear growth and the Toda lattice

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.

math.PR↗
arXiv2022

Exceptional times when the KPZ fixed point violates Johansson's conjecture on maximizer uniqueness

In 2002, Johansson conjectured that the maximum of the Airy$_2$ process minus the parabola $x^2$ is almost surely achieved at a unique location. This result was proved a decade later by Corwin and Hammond; Moreno Flores, Quastel and Remenik; and Pimentel. Up to scaling, the Airy$_2$ process minus the parabola $x^2$ arises as the fixed time spatial marginal of the KPZ fixed point when started from narrow wedge initial data. We extend this maximizer uniqueness result to the fixed time spatial marginal of the KPZ fixed point when begun from any element of a very broad class of initial data. None of these results rules out the possibility that at random times, the KPZ fixed point spatial marginal violates maximizer uniqueness. To understand this possibility, we study the probability that the KPZ fixed point has, at a given time, two or more locations where its value is close to the maximum, obtaining quantitative upper and lower bounds in terms of the degree of closeness for a very broad class of initial data. We also compute a quantity akin to the joint density of the locations of two maximizers and the maximum value. As a consequence, the set of times of maximizer non-uniqueness almost surely has Hausdorff dimension at most two-thirds. Our analysis relies on the exact formula for the distribution function of the KPZ fixed point obtained by Matetski, Quastel and Remenik, the variational formula for the KPZ fixed point involving the Airy sheet constructed by Dauvergne, Ortmann and Virág, and the Brownian Gibbs property for the Airy$_2$ process minus the parabola $x^2$ demonstrated by Corwin and Hammond.

math.PR↗
arXiv2022

Directed mean curvature flow in noisy environment

We consider the directed mean curvature flow on the plane in a weak Gaussian random environment. We prove that, when started from a sufficiently flat initial condition, a rescaled and recentred solution converges to the Cole-Hopf solution of the KPZ equation. This result follows from the analysis of a more general system of nonlinear SPDEs driven by inhomogeneous noises, using the theory of regularity structures. However, due to inhomogeneity of the noise, the "black box" result developed in the series of works [Hai14, BHZ19, CH16, BCCH21] cannot be applied directly and requires significant extension to infinite-dimensional regularity structures. Analysis of this general system of SPDEs gives two more interesting results. First, we prove that the solution of the quenched KPZ equation with a very strong force also converges to the Cole-Hopf solution of the KPZ equation. Second, we show that a properly rescaled and renormalised quenched Edwards-Wilkinson model in any dimension converges to the stochastic heat equation.

math.PR↗
arXiv2021

TASEP and generalizations: Method for exact solution

The explicit biorthogonalization method, developed in [arXiv:1701.00018] for continuous time TASEP, is generalized to a broad class of determinantal measures which describe the evolution of several interacting particle systems in the KPZ universality class. The method is applied to sequential and parallel update versions of each of the four variants of discrete time TASEP (with Bernoulli and geometric jumps, and with block and push dynamics) which have determinantal transition probabilities; to continuous time PushASEP; and to a version of TASEP with generalized update. In all cases, multipoint distribution functions are expressed in terms of a Fredholm determinant with an explicit kernel involving hitting times of certain random walks to a curve defined by the initial data of the system. The method is further applied to systems of interacting caterpillars, an extension of the discrete time TASEP models which generalizes sequential and parallel updates.

math.PR↗
arXiv2021

Stochastic PDE limit of the dynamic ASEP

We study a stochastic PDE limit of the height function of the dynamic asymmetric simple exclusion process (dynamic ASEP). A degeneration of the stochastic Interaction Round-a-Face (IRF) model of arXiv:1701.05239, dynamic ASEP has a jump parameter $q\in (0,1)$ and a dynamical parameter $α>0$. It degenerates to the standard ASEP height function when $α$ goes to $0$ or $\infty$. We consider very weakly asymmetric scaling, i.e., for $\varepsilon$ tending to zero we set $q=e^{-\varepsilon}$ and look at fluctuations, space and time in the scales $\varepsilon^{-1}$, $\varepsilon^{-2}$ and $\varepsilon^{-4}$. We show that under such scaling the height function of the dynamic ASEP converges to the solution of the space-time Ornstein-Uhlenbeck process. We also introduce the dynamic ASEP on a ring with generalized rate functions. Under the very weakly asymmetric scaling, we show that the dynamic ASEP (with generalized jump rates) on a ring also converges to the solution of the space-time Ornstein-Uhlenbeck process on $[0,1]$ with periodic boundary conditions.

math.PR↗
arXiv2020

The KPZ fixed point

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.

math.PR↗
arXiv2020

Characterization of Brownian Gibbsian line ensembles

In this paper we show that a Brownian Gibbsian line ensemble is completely characterized by the finite-dimensional marginals of its top curve, i.e. the finite-dimensional sets of the its top curve form a separating class. A particular consequence of our result is that the Airy line ensemble is the unique Brownian Gibbsian line ensemble, whose top curve is the Airy$_2$ process.

math.PR↗
arXiv2018

Martingale-driven approximations of singular stochastic PDEs

We define multiple stochastic integrals with respect to c\`{a}dl\`{a}g martingales and prove moment bounds and chaos expansions, which allow to work with them in a way similar to Wiener stochastic integrals. In combination with the discretization framework of Erhard and Hairer (2017), our results give a tool for proving convergence of interacting particle systems to stochastic PDEs using regularity structures. As examples, we prove convergence of martingale-driven discretizations of the $3$-dimensional stochastic quantization equation and the KPZ equation.

math.PR↗
arXiv2018

Space-time discrete KPZ equation

We study a general family of space-time discretizations of the KPZ equation and show that they converge to its solution. The approach we follow makes use of basic elements of the theory of regularity structures [M. Hairer, A theory of regularity structures, Invent. Math. 2014] as well as its discrete counterpart [M. Hairer, K. Matetski, Discretizations of rough stochastic PDEs, 2015]. Since the discretization is in both space and time and we allow non-standard discretization for the product, the methods mentioned above have to be suitably modified in order to accommodate the structure of the models under study.

math.PR↗
arXiv2015

Discretisations of rough stochastic PDEs

We develop a general framework for spatial discretisations of parabolic stochastic PDEs whose solutions are provided in the framework of the theory of regularity structures and which are functions in time. As an application, we show that the dynamical $\Phi^4_3$ model on the dyadic grid converges after renormalisation to its continuous counterpart. This result in particular implies that, as expected, the $\Phi^4_3$ measure with a sufficiently small coupling constant is invariant for this equation and that the lifetime of its solutions is almost surely infinite for almost every initial condition.

math.PR↗
arXiv2015

Optimal rate of convergence for stochastic Burgers-type equations

Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their convergence rate in the uniform topology is arbitrarily close to $\frac{1}{6}$. In the present article we improve this result in the case of additive noise by proving that the optimal rate of convergence is arbitrarily close to $\frac{1}{2}$.

math.PR↗