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Stochastic PDES, regularity structures, and interacting particle systems

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Chandra, Ajay and Weber, Hendrik (2017) Stochastic PDES, regularity structures, and interacting particle systems. Annales -Mathématiques de la Faculté des sciences de Toulouse, 26 (4). pp. 847-909. doi:10.5802/afst.1555

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Official URL: https://doi.org/10.5802/afst.1555

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Abstract

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 recently by Hairer in [26]. This theory gives a way to study wellposednessfor a class of stochastic PDEs that could not be treated previously.Prominent examples include the KPZ equation as well as the dynamic Φ43model.Such equations can be expanded into formal perturbative expansions.Roughly speaking the theory of regularity structures provides a way to truncate this expansion after finitely many terms and to solve a fixed point problem for the “remainder”. The key ingredient is a new notion of “regularity” which is based on the terms of this expansion.
Resum ´ e. ´ Ces notes sont bas´ees sur trois cours que le deuxi`eme auteur a donn´es `a Toulouse, Matsumoto et Darmstadt. L’objectif principal est d’expliquer certains aspects de la th´eorie des “structures de r´egularit´e” d´evelopp´ee r´ecemment par Hairer [26]. Cette th´eorie permet de montrer que certaines EDP stochastiques,
qui ne pouvaient ˆetre trait´ees auparavant, sont bien pos´ees. Parmi les exemples se trouvent l’´equation KPZ et le mod`ele Φ4
2 dynamique. De telles ´equations peuvent ˆetre d´evelopp´ees en s´eries perturbatives formelles. La th´eorie des structures de r´egularit´e permet de tronquer ce d´eveloppement apr´es un nombre fini de termes, et de r´esoudre un probl`eme de point fixe pour le reste. L’id´ee principale est une nouvelle notion de r´egularit´e des distributions,
qui d´epend des termes de ce d´eveloppement.

Item Type: Journal Article
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science, Engineering and Medicine > Science > Mathematics
Library of Congress Subject Headings (LCSH): Stochastic partial differential equations, Particles -- Mathematical models
Journal or Publication Title: Annales -Mathématiques de la Faculté des sciences de Toulouse
Publisher: Mathématiques de la Faculté des sciences de Toulouse
Official Date: 2017
Dates:
DateEvent
2017Published
8 September 2016Accepted
Volume: 26
Number: 4
Page Range: pp. 847-909
DOI: 10.5802/afst.1555
Status: Peer Reviewed
Publication Status: Published
Access rights to Published version: Restricted or Subscription Access
Date of first compliant deposit: 23 September 2016
Date of first compliant Open Access: 26 September 2018
RIOXX Funder/Project Grant:
Project/Grant IDRIOXX Funder NameFunder ID
UNSPECIFIED[EPSRC] Engineering and Physical Sciences Research Councilhttp://dx.doi.org/10.13039/501100000266
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