English
Related papers

Related papers: Renormalising SPDEs in regularity structures

200 papers

We prove a general theorem on the stochastic convergence of appropriately renormalized models arising from nonlinear stochastic PDEs. The theory of regularity structures gives a fairly automated framework for studying these problems but…

Probability · Mathematics 2018-01-23 Ajay Chandra , Martin Hairer

We give a construction allowing to construct local renormalised solutions to general quasilinear stochastic PDEs within the theory of regularity structures, thus greatly generalising the recent results of [BDH16,FG16,OW16]. Loosely…

Analysis of PDEs · Mathematics 2019-02-22 Máté Gerencsér , Martin Hairer

We prove the well-posed character of a regularity structure formulation of the quasilinear generalized (KPZ) equation and give an explicit form for a renormalized equation in the full subcritical regime. Under the assumption that the BPHZ…

Probability · Mathematics 2024-08-14 I. Bailleul , M. Hoshino , S. Kusuoka

We give a systematic description of a canonical renormalisation procedure of stochastic PDEs containing nonlinearities involving generalised functions. This theory is based on the construction of a new class of regularity structures which…

Rings and Algebras · Mathematics 2018-11-20 Yvain Bruned , Martin Hairer , Lorenzo Zambotti

We construct renormalised models of regularity structures by using a recursive formulation for the structure group and for the renormalisation group. This construction covers all the examples of singular SPDEs which have been treated so far…

Probability · Mathematics 2023-10-24 Yvain Bruned

These lecture notes aim to present the algebraic theory of regularity structures as developed in arXiv:1303.5113, arXiv:1610.08468, and arXiv:1711.10239. The main aim of this theory is to build a systematic approach to renormalisation of…

Rings and Algebras · Mathematics 2022-06-30 Ilya Chevyrev

We obtain a generalisation of the Stroock-Varadhan support theorem for a large class of systems of subcritical singular stochastic PDEs driven by a noise that is either white or approximately self-similar. The main problem that we face is…

Probability · Mathematics 2021-12-07 Martin Hairer , Philipp Schönbauer

We prove local existence of solutions for a class of suitably renormalised coupled SPDE-ODE systems driven by space-time white noise, where the space dimension is equal to 2 or 3. This class includes in particular the FitzHugh-Nagumo system…

Probability · Mathematics 2018-05-10 Nils Berglund , Christian Kuehn

Extended decorations on naturally decorated trees were introduced in the work of Bruned, Hairer and Zambotti on algebraic renormalization of regularity structures to provide a convenient framework for the renormalization of systems of…

Probability · Mathematics 2021-02-03 Ismael Bailleul , Yvain Bruned

We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…

Numerical Analysis · Mathematics 2015-03-13 Arnaud Debussche , Sylvain De Moor , Martina Hofmanova

In this paper we focus on nonlinear SPDEs with singularities included in both drift and noise coefficients, for which the Gelfand-triple argument developed for (local) monotone SPDEs turns out to be invalid. We propose a general framework…

Analysis of PDEs · Mathematics 2023-06-06 Hao Tang , Feng-Yu Wang

In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…

Probability · Mathematics 2010-08-11 Martin Hairer

In this article we present a way of treating stochastic partial differential equations with multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in the sense of \cite{picardbook}, where a general…

Probability · Mathematics 2016-11-08 André Süß , Marcus Waurick

After a general introduction about the regularization by noise phenomenon in the degenerate setting, the first part of this PhD thesis focuses at establishing the Schauder estimates, a useful analytical tool to prove also the well-posedness…

Probability · Mathematics 2023-04-12 Lorenzo Marino

We provide an algebraic framework to describe renormalization in regularity structures based on multi-indices for a large class of semi-linear stochastic PDEs. This framework is ``top-down", in the sense that we postulate the form of the…

Probability · Mathematics 2024-09-04 Yvain Bruned , Pablo Linares

We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindrical Brownian motion and singular diffusion coefficient. The analysis is based on a combination of infinite dimensional generalizations of…

Probability · Mathematics 2023-11-03 Florian Bechtold , Fabian A. Harang

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu

We introduce a new notion of "regularity structure" that provides an algebraic framework allowing to describe functions and / or distributions via a kind of "jet" or local Taylor expansion around each point. The main novel idea is to…

Analysis of PDEs · Mathematics 2015-06-15 Martin Hairer

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.…

Probability · Mathematics 2024-04-15 Dirk Erhard , Martin Hairer

In a recent work [DDRZ20], it has been developed a novel framework aimed at studying at a perturbative level a large class of non-linear, scalar, real, stochastic PDEs and inspired by the algebraic approach to quantum field theory. The main…

Mathematical Physics · Physics 2023-04-04 Alberto Bonicelli , Claudio Dappiaggi , Paolo Rinaldi
‹ Prev 1 2 3 10 Next ›