Math 2.0

Probability theory and stochastic processes Special processes Concept

Kardar–Parisi–Zhang equation

Summary

The Kardar–Parisi–Zhang (KPZ) equation is the stochastic partial differential equation ht=νhxx+λ2(hx)2+ξh_t = \nu h_{xx} + \frac{\lambda}{2} (h_x)^2 + \xi, where ξ\xi is space-time white noise. It was proposed by Kardar, Parisi and Zhang in 1986 as a model for a randomly growing interface. Its solutions are so rough that the square (hx)2(h_x)^2 has no classical meaning, and giving the equation a meaning is a hard problem. It is the centre of the KPZ universality class, which contains many growth and particle models. The large-time fluctuations in this class are described by distributions from random matrix theory, such as the Tracy–Widom distribution.

Further reading

  1. Web https://en.wikipedia.org/wiki/Kardar%E2%80%93Parisi%E2%80%93Zhang_equation
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