中文
相关论文

相关论文: Renormalising SPDEs in regularity structures

200 篇论文

We consider stochastic PDEs on the $d$-dimensional torus with fractional Laplacian of parameter $\rho\in(0,2]$, quadratic nonlinearity and driven by space-time white noise. These equations are known to be locally subcritical, and thus…

概率论 · 数学 2025-03-06 Nils Berglund , Yvain Bruned

We develop a solution theory for singular elliptic stochastic PDEs with fractional Laplacian, additive white noise and cubic non-linearity. The method covers the whole sub-critical regime. It is based on the Wilsonian renormalization group…

概率论 · 数学 2025-02-12 Paweł Duch

We consider the variance renormalisation of a singular SPDE for which a Da Prato-Debussche trick is not applicable. The example taken is the $2$-dimensional generalised parabolic Anderson model (gPAM), driven by a much rougher than white…

概率论 · 数学 2026-02-20 Máté Gerencsér , Yueh-Sheng Hsu

We study a generalized 1d periodic SPDE of Burgers type: $$ \partial_t u =- A^\theta u + \partial_x u^2 + A^{\theta/2} \xi $$ where $\theta > 1/2$, $-A$ is the 1d Laplacian, $\xi$ is a space-time white noise and the initial condition $u_0$…

概率论 · 数学 2013-04-10 M. Gubinelli , M. Jara

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 reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

偏微分方程分析 · 数学 2020-03-09 Christian Hamster , Hermen Jan Hupkes

These lecture notes grew out of a series of lectures given by the second named author in short courses in Toulouse, Matsumoto, and Darmstadt. The main aim is to explain some aspects of the theory of "Regularity structures" developed…

偏微分方程分析 · 数学 2017-07-13 Ajay Chandra , Hendrik Weber

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

数值分析 · 数学 2020-11-19 Jean Daniel Mukam , Antoine Tambue

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

概率论 · 数学 2025-04-28 Benjamin Fehrman

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…

偏微分方程分析 · 数学 2025-07-10 Lucas Broux , Harprit Singh , Rhys Steele

We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…

概率论 · 数学 2013-12-12 Michael Hinz , Elena Issoglio , Martina Zähle

In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…

概率论 · 数学 2022-10-07 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

概率论 · 数学 2014-05-23 Benjamin Gess , Michael Röckner

We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…

概率论 · 数学 2026-01-26 Nannan Li , Xing Gao

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…

概率论 · 数学 2015-02-20 Antti Kupiainen

We construct a procedure for Bogoliubov-Parasiuk-Hepp-Zimmermann (BPHZ) renormalization of a rough path in view of the relation between rough path theory and regularity structure. We also provide a plain expression of the BPHZ-renormalized…

概率论 · 数学 2021-03-15 Hayahide Ito

We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…

概率论 · 数学 2024-09-25 Máté Gerencsér

A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak $L^\infty$-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness…

概率论 · 数学 2010-07-26 S. Attanasio , F. Flandoli

Hairer's regularity structures transformed the solution theory of singular stochastic partial differential equations. The notions of positive and negative renormalisation are central and the intricate interplay between these two…

概率论 · 数学 2026-01-27 Yvain Bruned , Kurusch Ebrahimi-Fard

We present a novel framework for the study of a large class of non-linear stochastic PDEs, which is inspired by the algebraic approach to quantum field theory. The main merit is that, by realizing random fields within a suitable algebra of…

数学物理 · 物理学 2021-11-12 Claudio Dappiaggi , Nicolò Drago , Paolo Rinaldi , Lorenzo Zambotti