Kardar–Parisi–Zhang equation

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In mathematics, the Kardar–Parisi–Zhang (KPZ) equation[1] (named after its creators Mehran Kardar, Giorgio Parisi, and Yi-Cheng Zhang) is a non-linear stochastic partial differential equation. It describes the temporal change of the height at place and time . It is formally

where is white Gaussian noise with average and second moment

, , and are parameters of the model and is the dimension. In one spatial dimension the KPZ equation corresponds to a stochastic version of the well known Burgers' equation, in a field say, via the substitution .

By use of renormalization group techniques it has been conjectured that the KPZ equation is the field theory of many surface growth models, such as the Eden model, ballistic deposition, and the SOS model. A rigorous proof has been given by Bertini and Giacomin[2] in the case of the SOS model.

Many models in the field of interacting particle systems, such as the totally asymmetric simple exclusion process, also lie in the KPZ universality class. This class is characterised by models which, in one spatial dimension (1 + 1 dimension) have a roughness exponent α = 1/2, growth exponent β = 1/3 and dynamic exponent z = 3/2. In order to check if a growth model is within the KPZ class, one can calculate the width of the surface, , defined as

where is the mean surface height at time t and L is the size of the system. For models within the KPZ class, the main properties of the surface can be characterized by the FamilyVicsek scaling relation[3] of the roughness, where

with a scaling function satisfying

Due to the nonlinearity in the equation and the presence of space-time white-noise, the mathematical study of the KPZ equation has proven to be quite challenging: indeed, even without the nonlinear term, the equation reduces to the stochastic heat equation, whose solution is not differentiable in the space variable but verifies a Hölder condition with exponent < 1/2. Thus, the nonlinear term is ill-defined in a classical sense. A breakthrough in the mathematical study of the KPZ equation was achieved by Martin Hairer, whose work[4] on the KPZ equation was part of what earned him a Fields Medal in 2014. Hairer and Quastel[5] have recently shown that equations of the type

where is any even polynomial, lie in the KPZ universality class.


  1. ^ Kardar, Mehran; Parisi, Giorgio; Zhang, Yi-Cheng (3 March 1986). "Dynamic Scaling of Growing Interfaces". Physical Review Letters. 56 (9): 889–892. Bibcode:1986PhRvL..56..889K. doi:10.1103/PhysRevLett.56.889. PMID 10033312.
  2. ^ Bertini, Lorenzo; Giacomin, Giambattista (1997). "Stochastic Burgers and KPZ equations from particle systems". Communications in Mathematical Physics. 183 (3): 571–607. Bibcode:1997CMaPh.183..571B. CiteSeerX doi:10.1007/s002200050044.
  3. ^ Family, F.; Vicsek, T. (1985). "Scaling of the active zone in the Eden process on percolation networks and the ballistic deposition model". Journal of Physics A: Mathematical and General. 18 (2): L75–L81. Bibcode:1985JPhA...18L..75F. doi:10.1088/0305-4470/18/2/005.
  4. ^ Hairer, Martin (2013). "Solving the KPZ equation". Annals of Mathematics. 178 (2): 559–664. arXiv:1109.6811. doi:10.4007/annals.2013.178.2.4.
  5. ^ Hairer, Martin; Quastel, J (2014), Weak universality of the KPZ equation (PDF)