On a modelled rough heat equation

DOI10.1007/S00440-015-0650-8zbMATH Open1358.60071arXiv1404.5438OpenAlexW2166486870MaRDI QIDQ328775FDOQ328775

Authors: A. Deya 

Publication date: 21 October 2016

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We use the formalism of Hairer's regularity structures theory cite{hai-14} to study a heat equation with non-linear perturbation driven by a space-time fractional noise. Different regimes are observed, depending on the global pathwise roughness of the noise. To this end, and following the procedure exhibited in cite{hai-14}, the equation is first "lifted" into some abstract "regularity structure" and therein solved through a fixed-point argument. Then we construct a consistent "model" above the fractional noise, by relying on a smooth Fourier-type approximation of the process.

Full work available at URL: https://arxiv.org/abs/1404.5438

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zbMATH Keywords

fractional Brownian motionrough pathsstochastic partial differential equationregularity structuresrough heat equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

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Cited In (19)

• Model spaces of regularity structures for space-fractional SPDEs
• On the discrete heat equation taking values on a tree
• KPZ equation with fractional derivatives of white noise
• Non-linear rough heat equations
• Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
• Fractional nonlinear stochastic heat equation with variable thermal conductivity
• Parabolic Anderson model with rough or critical Gaussian noise
• A \(K\)-rough path above the space-time fractional Brownian motion
• Another look into the Wong-zakai theorem for stochastic heat equation
• Construction and Skorohod representation of a fractional \(K\)-rough path
• On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
• Weak convergence for quasilinear stochastic heat equation driven by a fractional noise with Hurst parameter \(H \in (\frac{1}{2},1)\)
• Parabolic Anderson model with a fractional Gaussian noise that is rough in time
• A nonlinear wave equation with fractional perturbation
• On a class of stochastic partial differential equations
• A nonlinear Schrödinger equation with fractional noise
• A full discretization of the rough fractional linear heat equation
• Moment estimates for some renormalized parabolic Anderson models
• The Stratonovich heat equation: a continuity result and weak approximations

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