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Lecture notes on flow equation approach to singular stochastic PDEs

Probability 2025-11-11 v1 Mathematical Physics Analysis of PDEs math.MP

Abstract

The flow equation approach is a robust framework applicable to a broad class of singular SPDEs, including those with fractional Laplacians, throughout the entire subcritical regime. Inspired by Wilson's renormalization group, this method studies the coarse-grained process, which captures the behaviour of solutions across spatial scales. The corresponding flow equation describes how the nonlinear terms in the effective dynamics evolve with the coarse-graining scale, playing a role analogous to the Polchinski equation in quantum field theory. The renormalization problem is then solved inductively by imposing appropriate boundary conditions on the flow equation.

Keywords

Cite

@article{arxiv.2511.07120,
  title  = {Lecture notes on flow equation approach to singular stochastic PDEs},
  author = {Paweł Duch},
  journal= {arXiv preprint arXiv:2511.07120},
  year   = {2025}
}

Comments

53 pages, lecture notes for mini-courses taught in Lausanne in 2023 and in Beijing in 2024

R2 v1 2026-07-01T07:29:39.122Z