Paracontrolled distributions and singular PDEs

DOI10.1017/FMP.2015.2MaRDI QIDQ2941121zbMATH OpenOpenAlexFDO

Authors Massimiliano Gubinelli, P. Imkeller, Nicolas Perkowski

Publication date 27 August 2015

Published in Forum of Mathematics, Pi (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1210.2684

zbMATH Keywords

fractional Brownian motionstochastic PDEsingular PDEsparadifferential calculusparacontrolled distributionscontrolled rough paths

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Applications of stochastic analysis (to PDEs, etc.) (60H30) Paradifferential operators as generalizations of partial differential operators in context of PDEs (35S50)

Abstract: We introduce an approach to study certain singular PDEs which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths. We illustrate its applicability on some model problems like differential equations driven by fractional Brownian motion, a fractional Burgers type SPDE driven by space-time white noise, and a non-linear version of the parabolic Anderson model with a white noise potential.

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