Abstract
Consider the solution of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data . For any real , we obtained detailed estimates of the pth moment of , as , and from these estimates establish the one-point upper-tail large deviation principle of the Kardar–Parisi–Zhang equation. The deviations have speed t and rate function . Our result confirms the existing physics predictions [Europhys. Lett. 113 (2016) 60004] and also [Phys. Rev. E 94 (2016) 032108].
Nous considérons la solution de l’équation de la chaleur stochastique unidimensionnelle, avec un bruit blanc multiplicatif en espace et en temps, et pour toute condition initiale de Dirac . Pour tout réel , nous obtenons une estimée précise du p-ième moment de , lorsque , et à partir de ces estimées, nous établissons une borne supérieure de grandes déviations pour l’équation de Kardar–Parisi–Zhang. Les déviations ont pour vitesse t et fonction de taux . Nos résultats confirment les prédictions des physiciens [Europhys. Lett. 113 (2016) 60004] et aussi [Phys. Rev. E 94 (2016) 032108].
Acknowledgements
We thank Ivan Corwin for suggesting the problem and giving us useful inputs in an earlier draft of the paper. We thank Promit Ghosal and Shalin Parekh for helpful conversations and discussions. We thank Chris Janjigian and Pierre Le Doussal for useful comments on improving the presentation of this paper. We thank the anonymous referees for their careful reading and useful comments on improving our manuscript. The phenomenon stated in Remark 1.1 was pointed out to us by a referee during the reviewing process.
SD’s research was partially supported from Ivan Corwin’s NSF grant DMS-1811143. LCT’s research was partially supported by the NSF through DMS-1712575.
Citation
Sayan Das. Li-Cheng Tsai. "Fractional moments of the stochastic heat equation." Ann. Inst. H. Poincaré Probab. Statist. 57 (2) 778 - 799, May 2021. https://doi.org/10.1214/20-AIHP1095
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