English

Singular SPDEs on Homogeneous Lie Groups

Probability 2025-02-26 v3 Analysis of PDEs

Abstract

The aim of this article is to extend the scope of the theory of regularity structures in order to deal with a large class of singular SPDEs of the form tu=Lu+F(u,ξ) ,\partial_t u = \mathfrak{L} u+ F(u, \xi)\ , where the differential operator L\mathfrak{L} fails to be elliptic. This is achieved by interpreting the base space Rd\mathbb{R}^{d} as a non-trivial homogeneous Lie group G\mathbb{G} such that the differential operator tL\partial_t -\mathfrak{L} becomes a translation invariant hypoelliptic operator on G\mathbb{G}. Prime examples are the kinetic Fokker-Planck operator tΔvvx\partial_t -\Delta_v - v\cdot \nabla_x and heat-type operators associated to sub-Laplacians. As an application of the developed framework, we solve a class of parabolic Anderson type equations tu=iXi2u+u(ξc)\partial_t u = \sum_{i} X^2_i u + u (\xi-c) on the compact quotient of an arbitrary Carnot group.

Keywords

Cite

@article{arxiv.2301.05121,
  title  = {Singular SPDEs on Homogeneous Lie Groups},
  author = {Avi Mayorcas and Harprit Singh},
  journal= {arXiv preprint arXiv:2301.05121},
  year   = {2025}
}

Comments

68 pages; typos fixed bibliography updated and more detail on construction of gPAM model reinstated

R2 v1 2026-06-28T08:10:25.090Z