Stochastic PDE

Noisy diffusion, multiplicative noise, KPZ interface growth

Additive: ∂_t u = D∇²u + σ·η(x,t).   Multiplicative: ∂_t u = D∇²u + σ·u·η(x,t).   KPZ: ∂_t h = D∇²h + λ(∇h)² + σ·η(x,t). Roughening exponent χ=1/2, dynamic exponent z=3/2.