Mesoscopic averaging of the two-dimensional KPZ equation
Ran Tao

TL;DR
This paper investigates the mesoscopic averaging of the 2D KPZ equation, revealing a unique phenomenon where spatial averaging converges to a sum of a deterministic KPZ solution and a Gaussian variable, highlighting dimension-specific behavior.
Contribution
It introduces a novel mesoscopic averaging result for the 2D KPZ equation, demonstrating convergence to a combined deterministic and Gaussian limit, which was previously unexplored.
Findings
Averaging converges to a sum of KPZ solution and Gaussian variable
The Gaussian component depends only on the averaging scale
The phenomenon is unique to two-dimensional KPZ
Abstract
We study the limit of a local average of the KPZ equation in dimension with general initial data in the subcritical regime. Our result shows that a proper spatial averaging of the KPZ equation converges in distribution to the sum of the solution to a deterministic KPZ equation and a Gaussian random variable that depends solely on the scale of averaging. This shows a unique mesoscopic averaging phenomenon that is only present in dimension two. Our work is inspired by the recent findings by Chatterjee \cite{chatterjee2021weak}.
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Taxonomy
TopicsAdvanced Mathematical Physics Problems · Stochastic processes and financial applications · Stochastic processes and statistical mechanics
