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We introduce an explicit description of the $\Phi^4_3$ measure on a bounded domain. Our starting point is the interpretation of its Laplace transform as the value function of a stochastic optimal control problem along the flow of a scale…

概率论 · 数学 2020-12-23 N. Barashkov , M. Gubinelli

We introduce a non-linear paracontrolled calculus and use it to renormalise a class of singular SPDEs including certain quasilinear variants of the periodic two dimensional parabolic Anderson model.

概率论 · 数学 2017-11-10 M. Furlan , M. Gubinelli

We give a concise overview of the theory of regularity structures as first exposed in [Hai14]. In order to allow to focus on the conceptual aspects of the theory, many proofs are omitted and statements are simplified. In order to provide…

概率论 · 数学 2015-08-24 Martin Hairer

We give a direct construction of invariant measures and global flows for the stochastic quantization equation to the quantum field theoretical $\Phi ^4_3$-model on the $3$-dimensional torus. This stochastic equation belongs to a class of…

概率论 · 数学 2021-01-26 Sergio Albeverio , Seiichiro Kusuoka

We prove the invariance of the Gibbs measure under the dynamics of the three-dimensional cubic wave equation, which is also known as the hyperbolic $\Phi^4_3$-model. This result is the hyperbolic counterpart to seminal works on the…

偏微分方程分析 · 数学 2022-06-23 Bjoern Bringmann , Yu Deng , Andrea R. Nahmod , Haitian Yue

Diffusion models have emerged as powerful tools for generative modeling, demonstrating exceptional capability in capturing target data distributions from large datasets. However, fine-tuning these massive models for specific downstream…

机器学习 · 计算机科学 2025-09-01 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

最优化与控制 · 数学 2023-03-07 Christoph Mark , Steven Liu

In this paper, we introduce a novel pseudospectral method for the numerical solution of optimal control problems governed by a parabolic distributed parameter system. The infinite-dimensional optimal control problem is reduced into a…

最优化与控制 · 数学 2023-03-06 Kareem T. Elgindy

We consider fully nonlinear Hamilton-Jacobi-Bellman equations associated to diffusion control problems involving a finite set-valued (or switching) control and possibly a continuum-valued control. We construct a lower complexity…

最优化与控制 · 数学 2016-05-11 Marianne Akian , Eric Fodjo

This article focuses on parabolic equations with rough diffusion coefficients which are ill-posed in the classical sense of distributions due to the presence of a singular forcing. Inspired by the philosophy of rough paths and regularity…

偏微分方程分析 · 数学 2018-03-28 Felix Otto , Jonas Sauer , Scott Smith , Hendrik Weber

We prove an a priori bound for the dynamic $\Phi^4_3$ model on the torus wich is independent of the initial condition. In particular, this bound rules out the possibility of finite time blow-up of the solution. It also gives a uniform…

偏微分方程分析 · 数学 2017-10-25 Jean-Christophe Mourrat , Hendrik Weber

We give a probabilistic interpretation of the Monte Carlo scheme proposed by Fahim, Touzi and Warin [Ann. Appl. Probab. 21 (2011) 1322-1364] for fully nonlinear parabolic PDEs, and hence generalize it to the path-dependent (or…

概率论 · 数学 2014-07-03 Xiaolu Tan

The $\Phi^4_3$ measure is one of the easiest non-trivial examples of a Euclidean quantum field theory (EQFT) whose rigorous construction in the 1970's has been one of the celebrated achievements of constructive quantum field theory. In…

概率论 · 数学 2025-01-03 Tom Klose , Avi Mayorcas

We present a new construction of the Euclidean $\Phi^4$ quantum field theory on $\mathbb{R}^3$ based on PDE arguments. More precisely, we consider an approximation of the stochastic quantization equation on $\mathbb{R}^3$ defined on a…

数学物理 · 物理学 2021-01-11 Massimiliano Gubinelli , Martina Hofmanova

We present a new real space renormalization-group map, on the space of probabilities, to study the renormalization of the SUSY \phi^4. In our approach we use the random walk representation on a lattice labeled by an ultrametric space. Our…

高能物理 - 理论 · 物理学 2015-06-26 Suemi Rodriguez-Romo

In this paper, we consider the approximating KPZ equation introduced by Funaki and Quastel [2], which is suitable for studying invariant measures. They showed that the stationary solution of the approximating equation converges to the…

概率论 · 数学 2017-02-28 Masato Hoshino

This paper develops a concise procedure for the study on local behavior of solutions to anisotropically weighted quasi-linear singular parabolic equations of $p$-Laplacian type, which is realized by improving the energy inequalities and…

偏微分方程分析 · 数学 2024-06-05 Changxing Miao , Zhiwen Zhao

Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

偏微分方程分析 · 数学 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

Let $\mathscr{T}$ be the regularity structure associated with a given system of singular stochastic PDEs. The paracontrolled representation of the $\sf \Pi$ map provides a linear parametrization of the nonlinear space of admissible models…

概率论 · 数学 2026-01-27 I. Bailleul , Y. Bruned

We consider a $4\times4$ nonlinear reaction-diffusion system posed on a smooth domain $\Omega$ of $\mathbb{R}^N$ ($N \geq 1$) with controls localized in some arbitrary nonempty open subset $\omega$ of the domain $\Omega$. This system is a…

最优化与控制 · 数学 2018-08-09 Kévin Le Balc'h