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We introduce an explicit description of the $\Phi^4_3$ measure on a bounded domain. Our starting point is the interpretation of its Laplace transform as the value function of a stochastic optimal control problem along the flow of a scale…

Probability · Mathematics 2020-12-23 N. Barashkov , M. Gubinelli

We introduce a non-linear paracontrolled calculus and use it to renormalise a class of singular SPDEs including certain quasilinear variants of the periodic two dimensional parabolic Anderson model.

Probability · Mathematics 2017-11-10 M. Furlan , M. Gubinelli

We give a concise overview of the theory of regularity structures as first exposed in [Hai14]. In order to allow to focus on the conceptual aspects of the theory, many proofs are omitted and statements are simplified. In order to provide…

Probability · Mathematics 2015-08-24 Martin Hairer

We give a direct construction of invariant measures and global flows for the stochastic quantization equation to the quantum field theoretical $\Phi ^4_3$-model on the $3$-dimensional torus. This stochastic equation belongs to a class of…

Probability · Mathematics 2021-01-26 Sergio Albeverio , Seiichiro Kusuoka

We prove the invariance of the Gibbs measure under the dynamics of the three-dimensional cubic wave equation, which is also known as the hyperbolic $\Phi^4_3$-model. This result is the hyperbolic counterpart to seminal works on the…

Analysis of PDEs · Mathematics 2022-06-23 Bjoern Bringmann , Yu Deng , Andrea R. Nahmod , Haitian Yue

Diffusion models have emerged as powerful tools for generative modeling, demonstrating exceptional capability in capturing target data distributions from large datasets. However, fine-tuning these massive models for specific downstream…

Machine Learning · Computer Science 2025-09-01 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

In this paper, we introduce a novel pseudospectral method for the numerical solution of optimal control problems governed by a parabolic distributed parameter system. The infinite-dimensional optimal control problem is reduced into a…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

We consider fully nonlinear Hamilton-Jacobi-Bellman equations associated to diffusion control problems involving a finite set-valued (or switching) control and possibly a continuum-valued control. We construct a lower complexity…

Optimization and Control · Mathematics 2016-05-11 Marianne Akian , Eric Fodjo

This article focuses on parabolic equations with rough diffusion coefficients which are ill-posed in the classical sense of distributions due to the presence of a singular forcing. Inspired by the philosophy of rough paths and regularity…

Analysis of PDEs · Mathematics 2018-03-28 Felix Otto , Jonas Sauer , Scott Smith , Hendrik Weber

We prove an a priori bound for the dynamic $\Phi^4_3$ model on the torus wich is independent of the initial condition. In particular, this bound rules out the possibility of finite time blow-up of the solution. It also gives a uniform…

Analysis of PDEs · Mathematics 2017-10-25 Jean-Christophe Mourrat , Hendrik Weber

We give a probabilistic interpretation of the Monte Carlo scheme proposed by Fahim, Touzi and Warin [Ann. Appl. Probab. 21 (2011) 1322-1364] for fully nonlinear parabolic PDEs, and hence generalize it to the path-dependent (or…

Probability · Mathematics 2014-07-03 Xiaolu Tan

The $\Phi^4_3$ measure is one of the easiest non-trivial examples of a Euclidean quantum field theory (EQFT) whose rigorous construction in the 1970's has been one of the celebrated achievements of constructive quantum field theory. In…

Probability · Mathematics 2025-01-03 Tom Klose , Avi Mayorcas

We present a new construction of the Euclidean $\Phi^4$ quantum field theory on $\mathbb{R}^3$ based on PDE arguments. More precisely, we consider an approximation of the stochastic quantization equation on $\mathbb{R}^3$ defined on a…

Mathematical Physics · Physics 2021-01-11 Massimiliano Gubinelli , Martina Hofmanova

We present a new real space renormalization-group map, on the space of probabilities, to study the renormalization of the SUSY \phi^4. In our approach we use the random walk representation on a lattice labeled by an ultrametric space. Our…

High Energy Physics - Theory · Physics 2015-06-26 Suemi Rodriguez-Romo

In this paper, we consider the approximating KPZ equation introduced by Funaki and Quastel [2], which is suitable for studying invariant measures. They showed that the stationary solution of the approximating equation converges to the…

Probability · Mathematics 2017-02-28 Masato Hoshino

This paper develops a concise procedure for the study on local behavior of solutions to anisotropically weighted quasi-linear singular parabolic equations of $p$-Laplacian type, which is realized by improving the energy inequalities and…

Analysis of PDEs · Mathematics 2024-06-05 Changxing Miao , Zhiwen Zhao

Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

Analysis of PDEs · Mathematics 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

Let $\mathscr{T}$ be the regularity structure associated with a given system of singular stochastic PDEs. The paracontrolled representation of the $\sf \Pi$ map provides a linear parametrization of the nonlinear space of admissible models…

Probability · Mathematics 2026-01-27 I. Bailleul , Y. Bruned

We consider a $4\times4$ nonlinear reaction-diffusion system posed on a smooth domain $\Omega$ of $\mathbb{R}^N$ ($N \geq 1$) with controls localized in some arbitrary nonempty open subset $\omega$ of the domain $\Omega$. This system is a…

Optimization and Control · Mathematics 2018-08-09 Kévin Le Balc'h