Weak coupling limit of the Anisotropic KPZ equation
Giuseppe Cannizzaro, Dirk Erhard, Fabio Toninelli

TL;DR
This paper investigates the weak coupling limit of the critical anisotropic KPZ equation, showing convergence to a linear stochastic heat equation with an explicit effective diffusion coefficient, despite the equation's analytical ill-posedness.
Contribution
It provides the first full renormalization result for a critical, singular SPDE that cannot be linearized through transformations like Cole-Hopf.
Findings
Convergence to a linear stochastic heat equation in the weak coupling limit.
Explicit formula for the effective diffusion coefficient depending on the coupling.
Demonstrates the non-trivial effect of nonlinearity under proper scaling.
Abstract
In the present work, we study the two-dimensional anisotropic KPZ equation (AKPZ), which is formally given by \begin{equation*} \partial_t h=\tfrac12 \Delta h + \lambda ((\partial_1 h)^2)-(\partial_2 h)^2) +\xi\,, \end{equation*} where denotes a space-time white noise and is the so-called coupling constant. The AKPZ equation is a {\it critical} SPDE, meaning that not only it is analytically ill-posed but also the breakthrough path-wise techniques for singular SPDEs [M. Hairer, Ann. Math. 2014] and [M. Gubinelli, P. Imkeller and N. Perkowski, Forum of Math., Pi, 2015] are not applicable. As shown in [G. Cannizzaro, D. Erhard, F. Toninelli, arXiv, 2020], the equation regularised at scale has a diffusion coefficient that diverges logarithmically as the regularisation is removed in the limit . Here, we study the \emph{weak coupling limit} where…
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Physics Problems · Navier-Stokes equation solutions
