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 stochastic partial differential equations of the form ∂t u = L u+ F(u, ξ), where the differential operator fails to be elliptic. This is achieved by interpreting the base space Rd as a non-trivial homogeneous Lie group G such that the differential operator ∂t - L becomes a translation invariant hypoelliptic operator on G. Prime examples are the kinetic Fokker-Planck operator ∂t - Δv -v · ∇x and heat-type operators associated with sub-Laplacians. As an application of the developed framework, we solve a class of parabolic Anderson type equations ∂tu = σ Xi2 + u (ξ-c) on the compact quotient of an arbitrary Carnot group.
| Original language | English |
|---|---|
| Number of pages | 72 |
| Journal | Proceedings of the Royal Society of Edinburgh Section A: Mathematics |
| Early online date | 18 Feb 2025 |
| DOIs | |
| Publication status | E-pub ahead of print - 18 Feb 2025 |
Keywords
- homogeneous lie groups
- hypoelliptic operators
- regularity structures
- stochastic partial differential equations
ASJC Scopus subject areas
- General Mathematics
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