4 papers
Spatial decorrelation of KPZ from narrow wedge
Yu Gu, Fei Pu
We study the spatial decorrelation of the solution to the KPZ equation with narrow wedge initial data. For fixed , we determine the decay rate of the spatial covariance functi…
Noise sensitivity for stochastic heat and Schrödinger equation
Yu Gu, Tomasz Komorowski
In this note, we consider the stochastic heat and Schrödinger equation, and show that, at time , the onset of the chaos occurs on the scale of , and the Fourier spectrum of…
Integration by parts and invariant measure for KPZ
Yu Gu, 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 K…
Periodic Pitman transforms and jointly invariant measures
Ivan Corwin, Yu Gu, Evan Sorensen
We construct explicit jointly invariant measures for the periodic KPZ equation (and therefore also the stochastic Burgers' and stochastic heat equations) for general slope paramete…