English

Asymptotics of PDE in random environment by paracontrolled calculus

Probability 2020-05-08 v1 Analysis of PDEs

Abstract

We apply the paracontrolled calculus to study the asymptotic behavior of a certain quasilinear PDE with smeared mild noise, which originally appears as the space-time scaling limit of a particle system in random environment on one dimensional discrete lattice. We establish the convergence result and show a local in time well-posedness of the limit stochastic PDE with spatial white noise. It turns out that our limit stochastic PDE does not require any renormalization. We also show a comparison theorem for the limit equation.

Keywords

Cite

@article{arxiv.2005.03326,
  title  = {Asymptotics of PDE in random environment by paracontrolled calculus},
  author = {Tadahisa Funaki and Masato Hoshino and Sunder Sethuraman and Bin Xie},
  journal= {arXiv preprint arXiv:2005.03326},
  year   = {2020}
}

Comments

39 pages