Related papers: Renormalization of singular elliptic stochastic PD…
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…
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,…
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…
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…
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…
Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…
The formalism recently introduced in arXiv:1610.08468 allows one to assign a regularity structure, as well as a corresponding "renormalisation group", to any subcritical system of semilinear stochastic PDEs. Under very mild additional…
In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…
We give a construction allowing to construct local renormalised solutions to general quasilinear stochastic PDEs within the theory of regularity structures, thus greatly generalising the recent results of [BDH16,FG16,OW16]. Loosely…
In this article we investigate the existence of a solution to a semilinear, elliptic, partial differential equation with distributional coefficients and data. The problem we consider is a generalization of the Lichnerowicz equation that one…
This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…
We consider a sequence of elliptic partial differential equations (PDEs) with different but similar rapidly varying coefficients. Such sequences appear, for example, in splitting schemes for time-dependent problems (with one coefficient per…
We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation with multiplicative white noise: $$ 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…
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…
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…
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…
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…
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…
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…
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…