Multiplicative stochastic heat equations on the whole space (Q1746200)

The authors construct solutions of multiplicative stochastic heat equations on the whole space, \begin{align*} u_{t}&=\Delta u +u\cdot\zeta &(0,\infty)&\times \mathbb{R}^n,\cr u|_{t=0}&=u_0& \{0\} &\times \mathbb{R}^n, \end{align*} where \(\zeta\) is an irregular noise process. In particular, the following two cases are considered: (1) the parabolic Anderson model, where \(n=3\) and \(\zeta\) is a white noise in space only; (2) the stochastic heat equation in dimension \(n=1\), where \(\zeta\) is a space-time white noise. For both problems, the product \(u\cdot \zeta\) is ill-defined and needs to be renormalised. Moreover, solutions are constructed in unbounded domains and a Dirac mass is considered as initial condition. The proof is based on the theory of regularity structures. First, the solution map is reformulated in an abstract framework (a suitable regularity structure) that allows to associate to a function/distribution certain generalized Taylor expansions. Then, a model is built that associates abstract symbols with analytical values and it is renormalised by modifying the values associated to symbols that stand for ill-posed products. Finally, it is shown that the sequence of renormalised models converges as the normalisation parameter tends to zero, which implies the convergence of the sequence of renormalised solutions. Solutions for problem (1) have previously been constructed for the whole space in dimension \(n=2\) in [\textit{M. Hairer} and \textit{C. Labbé}, Electron. Commun. Probab. 20, Paper No. 43, 11 p. (2015; Zbl 1332.60094)], and for problem (2) in the case of a torus of dimension \(n=1\) in [\textit{M. Hairer} and \textit{ Pardoux}, J. Math. Soc. Japan 67, No. 4, 1551--1604 (2015; Zbl 1341.60062)].