Stochastic PDEs, Regularity structures, and interacting particle systems

Ajay Chandra, Hendrik Weber

Research output: Contribution to journalArticlepeer-review

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 [27]. This theory gives a way to study well-posedness for a class of stochastic PDEs that could not be treated previously. Prominent examples include the KPZ equation as well as the dynamic Φ 3 4 model.

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.
Original languageEnglish
Pages (from-to)847-909
JournalAnnales de la Faculté des Sciences de Toulouse Mathématiques
Volume26
Issue number4
DOIs
Publication statusPublished - 1 Jan 2017

Fingerprint Dive into the research topics of 'Stochastic PDEs, Regularity structures, and interacting particle systems'. Together they form a unique fingerprint.

Cite this