Discretisation of regularity structures
Probability
2024-04-15 v2 Analysis of PDEs
Abstract
We introduce a general framework allowing to apply the theory of regularity structures to discretisations of stochastic PDEs. The approach pursued in this article is that we do not focus on any one specific discretisation procedure. Instead, we assume that we are given a scale and a "black box" describing the behaviour of our discretised objects at scales below .
Cite
@article{arxiv.1705.02836,
title = {Discretisation of regularity structures},
author = {Dirk Erhard and Martin Hairer},
journal= {arXiv preprint arXiv:1705.02836},
year = {2024}
}