Singular SPDEs in domains with boundaries
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Publication:1740586
DOI10.1007/S00440-018-0841-1zbMATH Open1411.60097arXiv1702.06522OpenAlexW2768001405WikidataQ56894008 ScholiaQ56894008MaRDI QIDQ1740586FDOQ1740586
Publication date: 30 April 2019
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We study spaces of modelled distributions with singular behaviour near the boundary of a domain that, in the context of the theory of regularity structures, allow one to give robust solution theories for singular stochastic PDEs with boundary conditions. The calculus of modelled distributions established in Hairer (Invent. Math. 198, 2014) is extended to this setting. We formulate and solve fixed point problems in these spaces with a class of kernels that is sufficiently large to cover in particular the Dirichlet and Neumann heat kernels. These results are then used to provide solution theories for the KPZ equation with Dirichlet and Neumann boundary conditions and for the 2D generalised parabolic Anderson model with Dirichlet boundary conditions. In the case of the KPZ equation with Neumann boundary conditions, we show that, depending on the class of mollifiers one considers, a "boundary renormalisation" takes place. In other words, there are situations in which a certain boundary condition is applied to an approximation to the KPZ equation, but the limiting process is the Hopf-Cole solution to the KPZ equation with a different boundary condition.
Full work available at URL: https://arxiv.org/abs/1702.06522
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for second-order parabolic systems (35K51)
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Cited In (26)
- Markov limits of steady states of the KPZ equation on an interval
- Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP
- Langevin dynamic for the 2D Yang-Mills measure
- Directed mean curvature flow in noisy environment
- Singular integrals of subordinators with applications to structural properties of SPDEs
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- Killed rough super-Brownian motion
- Nondivergence form quasilinear heat equations driven by space-time white noise
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