Original article at: http://www.math.washington.edu/~ejpecp/ECP/viewarticle.php?id=1953

A modified Kardar--Parisi--Zhang model

Giuseppe Da Prato, Scuola Normale Superiore PISA Italy
Arnaud Debussche, IRMAR, ENS Cachan Bretagne, CNRS, UEB
Luciano Tubaro, Dipartimento di Matematica, Università di Trento

Abstract

A one dimensional stochastic differential equation of the form
dX=A X dt+(1/2) (-A)ξ[((-A)X)2]dt+∂ξ dW(t),    X(0)=x
is considered, where A=(1/2) ∂ξ2. The equation is equipped with periodic boundary conditions. When α=0 this equation arises in the Kardar--Parisi--Zhang model. For α≠ 0, this equation conserves two important properties of the Kardar--Parisi--Zhang model: it contains a quadratic nonlinear term and has an explicit invariant measure which is gaussian. However, it is not as singular and using renormalization and a fixed point result we prove existence and uniqueness of a strong solution provided α>1/8.

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Original article at: http://www.math.washington.edu/~ejpecp/ECP/viewarticle.php?id=1953