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.
Recommendations
- Construction and Skorohod representation of a fractional \(K\)-rough path
- Non-linear rough heat equations
- Stochastic heat equation with rough dependence in space
- Additive functionals of the solution to fractional stochastic heat equation
- Heat equation with a geometric rough path potential in one space dimension: existence and regularity of solution
Cites work
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- A Wong-Zakai theorem for stochastic PDEs
- A simple construction of the continuum parabolic Anderson model on \(\mathbf{R}^2\)
- A theory of regularity structures
- Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
- Approximating rough stochastic PDEs
- Backward stochastic differential equations with rough drivers
- Controlling rough paths
- Multidimensional stochastic processes as rough paths. Theory and applications.
- Non-linear rough heat equations
- Ramification of rough paths
- Rough Burgers-like equations with multiplicative noise
- Rough evolution equations
- Rough path stability of (semi-)linear SPDEs
- Rough stochastic PDEs
- Singular stochastic PDEs
- Skorohod and Stratonovich integration in the plane
- Solving the KPZ equation
- Stochastic Equations in Infinite Dimensions
- Stochastic heat equation driven by fractional noise and local time
- System Control and Rough Paths
- The Malliavin Calculus and Related Topics
- Young integrals and SPDEs
Cited in
(19)- Model spaces of regularity structures for space-fractional SPDEs
- KPZ equation with fractional derivatives of white noise
- On the discrete heat equation taking values on a tree
- Non-linear rough heat equations
- Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
- Parabolic Anderson model with rough or critical Gaussian noise
- Fractional nonlinear stochastic heat equation with variable thermal conductivity
- 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
- The Stratonovich heat equation: a continuity result and weak approximations
- Moment estimates for some renormalized parabolic Anderson models
This page was built for publication: On a modelled rough heat equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q328775)
