Flow equation approach to singular stochastic PDEs

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity, where $\mathbb{T}$ is the $d$-dimensional torus. We consider the weakly non-linear regime and not necessarily Gaussian noises which are stationary, centered, sufficiently regular and satisfy some integrability and mixing conditions. We prove that the macroscopic scaling limit exists and has a universal law characterized by parameters of the relevant perturbations of the linear equation. We develop a new solution theory for singular SPDEs of the above-mentioned form using the Wilsonian renormalization group theory and the Polchinski flow equation. In particular, in the case of $d=4$ and the cubic non-linearity our analysis covers the whole sub-critical regime $\sigma>2$. Our technique avoids completely all the algebraic and combinatorial problems arising in different approaches.

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Publication Details

Journal
Probability and Mathematical Physics
Published
2025-03-12
DOI
https://doi.org/10.2140/pmp.2025.6.327
Citations
8
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
15.45
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article

Flow equation approach to singular stochastic PDEs

Paweł Duch
8 citations
Probability and Mathematical Physics
Stochastic processes and financial applications
15.45
article

Flow equation approach to singular stochastic PDEs

Paweł Duch
article en
8 citations

Abstract

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity, where $\mathbb{T}$ is the $d$-dimensional torus. We consider the weakly non-linear regime and not necessarily Gaussian noises which are stationary, centered, sufficiently regular and satisfy some integrability and mixing conditions. We prove that the macroscopic scaling limit exists and has a universal law characterized by parameters of the relevant perturbations of the linear equation. We develop a new solution theory for singular SPDEs of the above-mentioned form using the Wilsonian renormalization group theory and the Polchinski flow equation. In particular, in the case of $d=4$ and the cubic non-linearity our analysis covers the whole sub-critical regime $\sigma>2$. Our technique avoids completely all the algebraic and combinatorial problems arising in different approaches.

Probability and Mathematical PhysicsVol. 6(2)
Max Planck Institute for Mathematics in the Sciences (DE), Max Planck Institute for Mathematics (DE), Leipzig University (DE)
Peace, Justice and strong institutions
Openalex Percentile: Top 1%
Stochastic processes and financial applications
15.45
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