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 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.

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 1+t is an evolution system of measures for SKdV with the white noise initial data.

We study moderate deviations for additive functionals of stochastic lattice gases (Kawasaki dynamics for the Ising model). Under a mixing condition, we prove that the additive functional of any local functions satisfies a moderate deviation principle. The main tool is the logarithmic Sobolev inequality obtained by Yau.

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] for the Kardar–Parisi–Zhang (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 the KP and Korteweg–de Vries equations. In addition, it is noted that several known exact solutions of the KPZ equation also solve the KP equation.

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 Kardar-Parisi-Zhang (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 Wu [ Tightness and local fluctuation estimates for the KPZ line ensemble , 2021], Dimitrov and Matetski [Ann. Probab. 49 (2021), pp. 2477–2529], 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 continuous functions with | h ( x ) | ≤ C ( 1 + | x | ) |h(x)|\le C(1+\sqrt {|x|}) for some C > 0 C>0 , or one narrow wedge. 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 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.