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Related papers: Renormalising SPDEs in regularity structures

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Some recent results showed that renormalization group can be considered as a promising framework to address open issues in data analysis. In this work, we focus on one of these aspects, closely related to principal component analysis for…

High Energy Physics - Theory · Physics 2022-03-04 Vincent Lahoche , Dine Ousmane Samary , Mohamed Tamaazousti

We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…

Numerical Analysis · Mathematics 2017-02-21 C. M. Mora , H. A. Mardones , J. C. Jimenez , M. Selva , R. Biscay

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

Understanding the properties of the stochastic phase field models is crucial to model processes in several practical applications, such as soft matters and phase separation in random environments. To describe such random evolution, this…

Numerical Analysis · Mathematics 2023-03-13 Jianbo Cui , Dianming Hou , Zhonghua Qiao

We consider the generalised Surface Quasi-Geostrophic (gSQG) equations in $\mathbb R^2$ with parameter $\beta\in (0,1)$, an active scalar model interpolating between SQG ($\beta=1$) and the 2D Euler equations ($\beta=0$) in vorticity form.…

Probability · Mathematics 2025-03-28 Marco Bagnara , Lucio Galeati , Mario Maurelli

In this paper, we establish the existence and uniqueness of invariant measures for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results can be applied to SPDEs…

Probability · Mathematics 2018-12-12 Zhao Dong , Rangrang Zhang

In this article, we investigate the existence and uniqueness of random-field solutions to the elliptic SPDE $-\mathcal{L}u=\dot{\xi}$ on a bounded domain $D$ with Dirichlet boundary conditions $u=0$ on $\partial D$, driven by symmetric…

Probability · Mathematics 2025-07-23 Juan J. Jiménez

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

We consider the following SPDE on a Gelfand-triple $(V, H, V^*)$: $$ du(t)=A(t,u(t))dt+dI_t(u), \qquad u(0)=u_0\in H. $$ Given certain local monotonicity, continuity, coercivity and growth conditions of the operator $A:[0, T]\times V\to…

Probability · Mathematics 2025-08-12 Florian Bechtold , Jörn Wichmann

We give a novel characterization of the centered model in regularity structures which persists for rough drivers even as a mollification fades away. We present our result for a class of quasilinear equations driven by noise, however we…

Probability · Mathematics 2025-06-10 Markus Tempelmayr

Stochastic partial differential equations (SPDEs) are significant tools for modeling dynamics in many areas including atmospheric sciences and physics. Neural Operators, generations of neural networks with capability of learning maps…

Machine Learning · Computer Science 2022-07-19 Peiyan Hu , Qi Meng , Bingguang Chen , Shiqi Gong , Yue Wang , Wei Chen , Rongchan Zhu , Zhi-Ming Ma , Tie-Yan Liu

Recent advances in machine learning have inspired a surge of research into reconstructing specific quantities of interest from measurements that comply with certain physical laws. These efforts focus on inverse problems that are governed by…

Machine Learning · Statistics 2025-04-23 Honam Wong , Wendao Wu , Fanghui Liu , Yiping Lu

We establish strong uniqueness for a class of degenerate SDEs of weak H{\"o}rmander type under suitable H{\"o}lder regularity conditions for the associated drift term. Our approach relies on the Zvonkin transform which requires to exhibit…

Probability · Mathematics 2020-09-30 Paul-Eric Chaudru de Raynal , Igor Honoré , Stephane Menozzi

We show that if one drives the KPZ equation by the derivative of a space-time white noise smoothened out at scale $\varepsilon \ll 1$ and multiplied by $\varepsilon^{3/4}$ then, as $\varepsilon \to 0$, solutions converge to the Cole-Hopf…

Probability · Mathematics 2024-12-23 Martin Hairer

In this paper we study the regularity of non-linear parabolic PDEs and stochastic PDEs on metric measure spaces admitting heat kernels. In particular we consider mild function solutions to abstract Cauchy problems and show that the unique…

Probability · Mathematics 2015-11-19 Elena Issoglio , Martina Zähle

The reconstruction theorem and the multilevel Schauder estimate have central roles in the analytic theory of regularity structures [17]. Inspired by [26], we provide elementary proofs for them by using the semigroup of operators.…

Analysis of PDEs · Mathematics 2025-01-23 Masato Hoshino

This work is concerned with the recovery of piecewise constant images from noisy linear measurements. We study the noise robustness of a variational reconstruction method, which is based on total (gradient) variation regularization. We show…

Numerical Analysis · Mathematics 2025-07-08 Yohann De Castro , Vincent Duval , Romain Petit

In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…

Probability · Mathematics 2018-03-02 Chunrong Feng , Yue Wu , Huaizhong Zhao

In this paper, we investigate in a unified way the structural properties of solutions to inverse problems. These solutions are regularized by the generic class of semi-norms defined as a decomposable norm composed with a linear operator,…

Information Theory · Computer Science 2013-05-22 M. J. Fadili , G. Peyré , S. Vaiter , C. Deledalle , J. Salmon

A configuration space version of BPHZ renormalization is proved in the realm of perturbative algebraic quantum field theory. All arguments are formulated entirely in configuration space so that the range of application is extended to…

Mathematical Physics · Physics 2021-06-25 Steffen Pottel
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