Lectures on singular stochastic PDEs

MaRDI QIDQ2789578zbMATH OpenFDO

Authors Massimiliano Gubinelli, Nicolas Perkowski

Publication date 2 March 2016

Published in Ensaios Matemáticos (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.00157

zbMATH Keywords

Besov spacesdiffusionenergy solutionsparacontrolled distributionsparacontrolled solutionparaproductsrandom environmentrenormalizationsingular stochastic partial differential equationsstochastic Burgers equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Harmonic analysis and PDEs (42B37) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Processes in random environments (60K37)

Abstract: These are the notes for a course at the 18th Brazilian School of Probability held from August 3rd to 9th, 2014 in Mambucaba. The aim of the course is to introduce the basic problems of non--linear PDEs with stochastic and irregular terms. We explain how it is possible to handle them using two main techniques: the notion of energy solutions and that of paracontrolled distributions. In order to maintain a link with physical intuitions, we motivate such singular SPDEs via a homogenisation result for a diffusion in a random potential.

Review text

This book consists of 6 chapters. Chapter 1 is an introduction. It contains an overview of results concerning basic problems on singular stochastic differential parabolic equations. Chapter 2 is devoted to the notion of energy solution. The authors introduce distributions defined on the \(d\)-dimensional torus and consider the stochastic Burgers equation on the torus. The Ornstein-Uhlenbeck process is studied and the Itō formula for functions of the Ornstein-Uhlenbeck process is derived. The notion of an energy solution to the stochastic Burgers equation is presented and the existence of solutions is proved. In Chapter 3, a collection of some classical results from harmonic analysis is presented. The definition of Besov spaces is introduced and Poisson summation, the Bernstein inequality and Besov embeddings are presented. Chapter 4 is devoted to diffusion in a random environment. The authors consider a homogenization problem for the linear heat equation with random potential. Then, the two-dimensional generalized parabolic Anderson model is considered. In Chapter 5, the authors explain how to use paraproducts and the paracontrolled ansatz in order to keep the non-linear effect of the singular data under control. In Chapter 6, the stochastic Burgers equation is considered and it is shown how to apply paracontrolled distributions in order to obtain the existence and uniqueness of solutions in the non-stationary case.

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Cited in

(32)

• \(\operatorname{ASEP}(q,j)\) converges to the KPZ equation
• An invariance principle for the two-dimensional parabolic Anderson model with small potential
• Scaling of the sasamoto-Spohn model in equilibrium
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• Generalized solutions of the multidimensional stochastic Burgers equation
• Optimal local well-posedness for the periodic derivative nonlinear Schrödinger equation
• Struwe-like solutions for an evolutionary model of magnetoviscoelastic fluids
• Asymptotics of PDE in random environment by paracontrolled calculus
• Random tensors, propagation of randomness, and nonlinear dispersive equations
• Multidimensional SDE with distributional drift and Lévy noise
• Strong existence and uniqueness for stable stochastic differential equations with distributional drift
• The infinitesimal generator of the stochastic Burgers equation
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• Almost sure global well posedness for the BBM equation with infinite \(L^2\) initial data
• Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
• Second order Boltzmann-Gibbs principle for polynomial functions and applications
• On the probabilistic well-posedness of the nonlinear Schrödinger equations with non-algebraic nonlinearities
• Higher order expansions for the probabilistic local Cauchy theory of the cubic nonlinear Schrödinger equation on \(\mathbb {R}^3\)
• Energy solutions of KPZ are unique
• Lectures on Energy Solutions for the Stationary KPZ Equation
• KPZ reloaded
• Hyperviscous stochastic Navier-Stokes equations with white noise invariant measure
• Singular Random Dynamics
• Mixing for Generic Rough Shear Flows
• The stationary AKPZ equation: Logarithmic superdiffusivity
• Uniqueness of global weak solutions for the general Ericksen-Leslie system with Ginzburg-Landau penalization in \(\mathbb{T}^2\)
• Weak coupling limit of the anisotropic KPZ equation
• A tourist's guide to regularity structures and singular stochastic PDEs
• Fractional Gaussian forms and gauge theory: an overview
• Regular diffusion and stochastic differential equation with generalized drift
• Invariant Gibbs measures and global strong solutions for nonlinear Schrödinger equations in dimension two
• Mean field singular stochastic partial differential equations

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