Related papers: Singular SPDEs on Homogeneous Lie Groups

We introduce an approach to study homogenisation of a large class of singular SPDEs of the form $$ \partial_t u_\varepsilon - \nabla\cdot {A}(x/\varepsilon,t/\varepsilon^2) \nabla u_\varepsilon = F(x/\varepsilon , t/\varepsilon^2,…

The sample-function regularity of the random-field solution to a stochastic partial differential equation (SPDE) depends naturally on the roughness of the external noise, as well as on the properties of the underlying integro-differential…

For $2a$-order strongly elliptic operators $P$ generalizing $(-\Delta )^a$, $0<a<1$, the treatment of the homogeneous Dirichlet problem on a bounded open set $\Omega \subset R^n$ by pseudodifferential methods, has been extended in a recent…

In this article, we present the existence, uniqueness, and regularity of solutions to parabolic equations with non-local operators $$ \partial_{t}u(t,x) = \mathcal{L}^{a}u(t,x) + f(t,x), \quad t>0 $$ in $L_{q}(L_{p})$ spaces. Our spatial…

In this note we show how one can use recently gained insights from the study of singular SPDEs, more particularly the study of singular operators via the theory of Paracontrolled Distributions, to construct domains for (singular) elliptic…

In this work we prove convergence of renormalised models in the framework of regularity structures [Hai14] for a wide class of variable coefficient singular SPDEs in their full subcritical regimes. In particular, we provide for the first…

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…

The purpose of this paper is to study algebras of singular integral operators on $\mathbb{R}^{n}$ and nilpotent Lie groups that arise when one considers the composition of Calder\'on-Zygmund operators with different homogeneities, such as…

We show uniqueness in law for the critical SPDE $$ dX_t = AX_t dt + (-A)^{1/2}F(X(t))dt + dW_t,\;\; X_0 =x \in H, $$ where $A$ $ : dom(A) \subset H \to H$ is a negative definite self-adjoint operator on a separable Hilbert space $H$ having…

We study elliptic and parabolic problems governed by the singular elliptic operators \begin{align*} \mathcal L=y^{\alpha_1}\mbox{Tr }\left(QD^2_xu\right)+2y^{\frac{\alpha_1+\alpha_2}{2}}q\cdot \nabla_xD_y+\gamma y^{\alpha_2}…

Let $L = -{\rm div}( A(x) \cdot \nabla ) + V(x)$ be a second-order uniformly elliptic operator on $\mathbb{ R }^{n}$ $(n\geq 3)$, where $A(x)$ is a real symmetric matrix satisfying standard ellipticity conditions, and $V$ is a nonnegative…

In this article, we develop a calculus of Shubin type pseudodifferential operators on certain non-compact spaces, using a groupoid approach similar to the one of van Erp and Yuncken. More concretely, we consider actions of graded Lie groups…

We establish foundational properties of fractional operators on Lie groups of homogeneous type. We prove embedding theorems for the associated Sobolev-type spaces.

We use commutator techniques and calculations in solvable Lie groups to investigate certain evolution Partial Differential Equations (PDEs for short) that arise in the study of stochastic volatility models for pricing contingent claims on…

The main result of this paper is that there are examples of stochastic partial differential equations [hereforth, SPDEs] of the type $$ \partial_t u=\frac12\Delta u +\sigma(u)\eta \qquad\text{on $(0\,,\infty)\times\mathbb{R}^3$}$$ such that…

We study an elliptic differential operator A on a manifold with conic points. Assuming A to be defined on the smooth functions supported away from the singularities, we first address the question of possible closed extensions of A to L^p…

In this memoir we extend the theory of global pseudo-differential operators to the setting of arbitrary sub-Riemannian structures on a compact Lie group. More precisely, given a compact Lie group $G$, and the sub-Laplacian $\mathcal{L}$…

We give examples of systems of Partial Differential Equations that admit non-trivial, Lipschitz and one-homogeneous solutions in the form $u(R,\theta) = Rg(\theta)$, where $(R,\theta)$ are plane polar coordinates and $g: \mathbb{R}^{2} \to…

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…

For a constant coefficient partial differential operator $P(D)$ with a single characteristic direction such as the time-dependent free Schr\"odinger operator as well as non-degenerate parabolic differential operators like the heat operator…