2022/08/10 by Kohei Hayashi, Hayashi, Kohei · 2 citations
Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Nonlinear Dynamics and Pattern Formation #Probability (math.PR) #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2208.05374
openalex publication_date 2022/08/10 · openalex created_date 2022/08/12 · openalex updated_date 2026/07/28
The Kardar-Parisi-Zhang (KPZ) equation is a stochastic partial differential equation which is derived from various microscopic models, and to establish a robust way to derive the KPZ equation is a fundamental problem both in mathematics and in physics. As a microscopic model, we consider multi-species interacting diffusion processes, whose dynamics is driven by a nonlinear potential which satisfies some regularity conditions. In particular, we study asymptotic behavior of fluctuation fields associated with the processes in the high temperature regime under equilibrium. As a main result, we show that when the characteristic speed of each species is the same, the family of the fluctuation fields seen in moving frame with this speed converges to the coupled KPZ equations. Our approach is based on a Taylor expansion argument which extracts the harmonic potential as a main part. This argument works without assuming a specific form of the potential and thereby the coupled KPZ equations are derived in a robust way.