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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…

Probability · Mathematics 2025-11-11 Paweł Duch

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

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

In this thesis we investigate how the nonlocalities affect the study of different PDEs coming from physics, and we analyze these equations under almost optimal assumptions of the nonlinearity. In particular, we focus on the fractional…

Analysis of PDEs · Mathematics 2024-02-14 Marco Gallo

We investigate the use of renormalisation group methods to solve partial differential equations (PDEs) numerically. Our approach focuses on coarse-graining the underlying continuum process as opposed to the conventional numerical analysis…

Statistical Mechanics · Physics 2009-10-31 Nigel Goldenfeld , Alan McKane , Qing Hou

Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…

Probability · Mathematics 2021-01-06 Jae-Hwan Choi , Beom-Seok Han

The formalism recently introduced in arXiv:1610.08468 allows one to assign a regularity structure, as well as a corresponding "renormalisation group", to any subcritical system of semilinear stochastic PDEs. Under very mild additional…

Analysis of PDEs · Mathematics 2021-05-24 Yvain Bruned , Ajay Chandra , Ilya Chevyrev , Martin Hairer

In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…

Probability · Mathematics 2012-11-19 Tusheng Zhang

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

In this article we investigate the existence of a solution to a semilinear, elliptic, partial differential equation with distributional coefficients and data. The problem we consider is a generalization of the Lichnerowicz equation that one…

Analysis of PDEs · Mathematics 2013-03-20 Michael Holst , Caleb Meier

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 consider a sequence of elliptic partial differential equations (PDEs) with different but similar rapidly varying coefficients. Such sequences appear, for example, in splitting schemes for time-dependent problems (with one coefficient per…

Numerical Analysis · Mathematics 2018-06-05 Fredrik Hellman , Axel Målqvist

We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ du = (a^{ij}u_{x^ix^j} + b^{i}u_{x^i} + cu + \bar b^{i}|u|^\lambda u_{x^i})dt + \sigma^k(u)dw_t^k,\quad…

Probability · Mathematics 2022-05-24 Beom-Seok Han

We introduce Wilson's, or Polchinski's, exact renormalization group, and review the Local Potential Approximation as applied to scalar field theory. Focusing on the Polchinski flow equation, standard methods are investigated, and by…

High Energy Physics - Theory · Physics 2007-05-23 Chris Harvey-Fros

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

The numerical approximation of the solution to a stochastic partial differential equation with additive spatial white noise on a bounded domain is considered. The differential operator is assumed to be a fractional power of an integer order…

Numerical Analysis · Mathematics 2018-12-12 David Bolin , Kristin Kirchner , Mihály Kovács

We develop a Renormalization Group (RG) approach to the study of existence and uniqueness of solutions to stochastic partial differential equations driven by space-time white noise. As an example we prove well-posedness and independence of…

Probability · Mathematics 2015-02-20 Antti Kupiainen

In this article we study the well-posedness (uniqueness and existence of solutions) of nonlinear elliptic Partial Differential Equations (PDEs) on a finite graph. These results are obtained using the discrete comparison principle and…

Analysis of PDEs · Mathematics 2013-03-01 Juan J. Manfredi , Adam M. Oberman , Alex P. Svirodov

We study for the first time the Cauchy problem for semilinear fractional elliptic equation. This paper is concerned with the Gaussian white noise model for the initial Cauchy data. We establish the ill-posedness of the problem. Then, under…

Analysis of PDEs · Mathematics 2018-04-04 Ho Duy Binh , Erkan Nane , Nguyen Huy Tuan

This paper illustrates the Renormalisation Group (RG) approach to singular SPDEs following a framework introduced by Kupiainen \cite{Kupiainen2016}. We study a linear elliptic SPDE with a hierarchical Laplace operator and multiplicative…

Probability · Mathematics 2026-03-19 Leonard Ferdinand , Simon Gabriel
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