Large-scale universal behaviour of Random Interfaces and Stochastic Operators

Lead Research Organisation: University of Warwick
Department Name: Statistics

Abstract

Stochastic growth phenomena naturally emerge in a variety of physical and biological contexts, such as growth of combustion fronts or bacterial colonies, crystal growth on thin films, turbulent liquid crystals, etc. Even though all these phenomena might appear very diverse at a microscopic scale, they often have the same large-scale behaviour and are therefore said to belong to the same Universality Class. This in particular means that an in-depth analysis of those processes describing these large-scale behaviours is bound to give very accurate quantitative and qualitative predictions about the wide variety of extremely complicated real-world systems in the same class.

Over the last 40 years, the Mathematics and Physics communities in a joint effort determined what were widely believed to be the only two universal processes presumed to capture the large-scale behaviour of random interfaces in one spatial-dimension, namely the Kardar-Parisi-Zhang and Edrwards-Wilkinson Fixed Points, and studied their Universality Classes. In a recent work, I established the existence of a third, new universality class, entirely missed by researchers, and rigorously constructed the universal process at its core, the Brownian Castle. The introduction of this novel class opens a number of new stimulating pathways and a host of exciting questions that this proposal aims at investigating and answering.

The second pillar of this research programme focuses on two-dimensional random surfaces, which are particularly relevant from a physical viewpoint as they correspond to the growth of two-dimensional surfaces in a three-dimensional space. Despite their importance, two-dimensional growth phenomena are by far the most challenging and the least understood. Very little is known concerning their universal large-scale properties and the even harder quest for fluctuations has barely been explored. The present proposal's goal is to develop powerful and robust tools to rigorously address these questions and consequently lay the foundations for a systematic study of these systems and their features.

The last theme of this research plan concerns the Anderson Hamiltonian, also known as random Schrödinger operator. The interest in such an operator is motivated by its ramified connections to a variety of different areas in Mathematics and Physics both from a theoretical and a more applied perspective. Indeed, the spectral properties of the Anderson Hamiltonian are related to the solution theory of (random) Schrödinger's equations or properties of the parabolic Anderson model, random motion in random media or branching processes in random environment. The Anderson Hamiltonian has attracted the attention of a wide number of researchers, driven by the ambition of fully understanding its universal features and the celebrated phenomenon Anderson localisation. This proposal will establish new breakthroughs and tackle long-standing conjectures in the field by complementing the existing literature with novel techniques.

Publications

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Cannizzaro G (2023) The Brownian Web as a random R-tree in Electronic Journal of Probability

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Cannizzaro G (2023) Stationary stochastic Navier-Stokes on the plane at and above criticality in Stochastics and Partial Differential Equations: Analysis and Computations

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Cannizzaro G (2023) Weak coupling limit of the Anisotropic KPZ equation in Duke Mathematical Journal

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Cannizzaro G (2023) The stationary AKPZ equation: Logarithmic superdiffusivity in Communications on Pure and Applied Mathematics

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Cannizzaro G (2022) The Brownian Castle in Communications on Pure and Applied Mathematics

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Cannizzaro G (2022) logt-Superdiffusivity for a Brownian particle in the curl of the 2D GFF in The Annals of Probability

 
Description Stochastic growth phenomena naturally emerge in a variety of physical and biological contexts, such as growth of combustion fronts or bacterial colonies, crystal growth on thin films, turbulent liquid crystals, etc. Even though all these phenomena might appear very diverse at a microscopic scale, they often have the same large-scale behaviour and are therefore said to belong to the same Universality Class. This in particular means that an in-depth analysis of those processes describing these large-scale behaviours is bound to give very accurate quantitative and qualitative predictions about the wide variety of extremely complicated real-world systems in the same class.

Over the last 40 years, the Mathematics and Physics communities in a joint effort determined what were widely believed to be the only two universal processes presumed to capture the large-scale behaviour of random interfaces in one spatial-dimension, namely the Kardar-Parisi-Zhang and Edrwards-Wilkinson Fixed Points, and studied their Universality Classes. In a recent work, I established the existence of a third, new universality class, entirely missed by researchers, and rigorously constructed the universal process at its core, the Brownian Castle. The introduction of this novel class opens a number of new stimulating pathways and a host of exciting questions that this proposal aims at investigating and answering. One of these questions is what is the connection between the Brownian Castle and the other universality classes and I am currently completing a work in which such a connection is thoroughly established. Furthermore, I am working on establishing how the Brownian Castle arises from a family of stochastic PDEs for which the large-scale behaviour has long been unknown. This latter work should not only clarify further the universality picture for random growth models but will further deepen our understanding of the mechanisms that give rise to the Brownian Castle itself.

The second pillar of this research programme focuses on two-dimensional random surfaces, which are particularly relevant from a physical viewpoint as they correspond to the growth of two-dimensional surfaces in a three-dimensional space. Despite their importance, two-dimensional growth phenomena are by far the most challenging and the least understood. Very little is known concerning their universal large-scale properties and the even harder quest for fluctuations has barely been explored. Together with D. Erhard and F. Toninelli, we focused on the AKPZ equation which is a singular stochastic partial differential equation conjectured to encode the fluctuations of all models in this class. In the preprint "The stationary AKPZ equation: logarithmic superdiffusivity" (appeared in Communications in Pure and Applied Mathematics), we obtained a rather unexpected result (which in particular rectifies a wrong understanding in previous mathematical literature), namely that the solution of the AKPZ equation is logarithmically superdiffusive, meaning that its correlation length diverges logarithmically at large scales. Moreover, in the work "Weak coupling limit of the Anisotropic KPZ equation", F. Toninelli, D. Erhard and myself obtained a full scaling limit for the above-mentioned Anisotropic KPZ equation in the weak coupling regime. This is the first time such a result is obtained for a stochastic PDE beyond the scope of the Theory of Regularity Structures of M. Hairer, and for which no Cole-Hopf transform is available (appeared in Duke Mathematical Journal). In the work "Stationary stochastic Navier-Stokes on the plane at and above criticality" together with my PhD student J. Kiedrowski, we proved a similar result for the incompressible stochastic Navier-Stokes (now in Stochastics and Partial Differential Equations: Analysis and Computations). More recently, we derived a simpler method to derive scaling limit for both critical and super-critical SPDEs ("Gaussian Fluctuations for the Stochastic Burgers Equation in d>=2", accepted in Communications in Mathematical Physics) and I am currently working on moving beyond the weak coupling scaling, in a joint project with F.Toninelli and a joint PhD students of ours.

Let me stress that the techniques we developed go way beyond the case of random surfaces and have important implications not only for singular critical and supercritiacl stochastic PDEs but also for several others statistical mechanics models which were before out of reach (evolution of particles in turbulent fluyds, self-repelling polymers...). As a matter of fact, we recently solved a conjecture which has been standing for the last 20 years, namely to rigorously show that also diffusions in a divergence-free Gaussian vector field (the gradient of a Gaussian Free Field) are logarithmically superdiffusive at large scales. Such a result appeared of myself, F. Toninelli, L. Haunschmid-Sibitz, "(log t)^1/2-superdiffusivity for a Brownian particle in the curl of the 2d GFF", in Annals of Probability. Furthermore, together with my PhD student H. Giles, we are about to post a first result concerning (weakly) self-repelling diffusions in the critical dimension and derive a full scaling limit, which is an absolute novelty in the area.
Exploitation Route I have been presenting the outcomes of my work at conferences, dedicated workshops and seminars. The work "2D Anisotropic KPZ at stationarity: scaling, tightness and non-triviality" has been published in the leading journal of Probability, namely "Annals of Probability". The works "The Brownian Castle" and "The stationary AKPZ equation: logarithmic superdiffusivity" were published in Communications in Pure and Applied Mathematics, while the paper "The Brownian Web as a random R-tree" in Electronic Journal of Probability, the work "Weak Coupling limit of the Anisotropic KPZ equation" in "Duke Mathematical Journal" (top general mathematics journal) and the work "Stationary stochastic Navier-Stokes on the plane at and above criticality" has appeared in "Stochastics and Partial Differential Equations: Analysis and Computations".

The most recent works can be found on arXiv and on my personal website, so that all researchers can easily access them.

Furthermore, I am preparing a set of lecture notes concerning these novel methods, which will be made available via my website and published in a conference proceedings.
Sectors Other

 
Description Critical Phenomena in statistical physics, continuum theories and SPDEs 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The purpose of the workshop was to bring together experts from statistical physics, renormalisation, QFT, and SPDEs and set-up a forum where tools (old and new) and recent developments could be discussed and ideas exchanged with the purpose of pushing the limits of the theories, in particular for critical and marginal models. The workshop was very well-attedend (16 talks, including a Fields medal and 5 Rollo Davidson prizes, 60 participants from more than 5 different countries) and extremely appreciated by all the participants who fondly commented about the high scientific quality and the smooth running of the event. It also set a model for future similar events: it promoted cross interaction among different areas of mathematics (especially probability, analysis and mathematical Physics) which is the basis for the future advances.
Year(s) Of Engagement Activity 2023
URL https://warwick.ac.uk/fac/sci/statistics/news/criticality_workshop