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