Renormalisation of parabolic stochastic PDEs

DOI10.1007/S11537-018-1742-XzbMATH Open1430.60055arXiv1803.03044OpenAlexW2963061315WikidataQ56893996 ScholiaQ56893996MaRDI QIDQ1783370FDOQ1783370

Authors: Martin Hairer 

Publication date: 20 September 2018

Published in: Japanese Journal of Mathematics. 3rd Series (Search for Journal in Brave)

Abstract: We give a survey of recent result regarding scaling limits of systems from statistical mechanics, as well as the universality of the behaviour of such systems in so-called cross-over regimes. It transpires that some of these universal objects are described by singular stochastic PDEs. We then give a survey of the recently developed theory of regularity structures which allows to build these objects and to describe some of their properties. We place particular emphasis on the renormalisation procedure required to give meaning to these equations. These are expanded notes of the 20th Takagi lectures held at Tokyo University on November 4, 2017.

Full work available at URL: https://arxiv.org/abs/1803.03044

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zbMATH Keywords

stochastic PDEsrenormalisationregularity structures

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic quantization (81S20)

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Cited In (10)

• Renormalization group and stochastic PDEs
• Introduction
• Sharp convergence of nonlinear functionals of a class of Gaussian random fields
• SPDEs and renormalisation
• Numerical simulation of universal finite time behavior for parabolic IVP via geometric renormalization group
• Parametrization of renormalized models for singular stochastic PDEs
• Boundary renormalisation of SPDEs
• Nondivergence form quasilinear heat equations driven by space-time white noise
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• Large scale limit of interface fluctuation models

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