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.
Authors
- Paweł Duch (ORCID: https://orcid.org/0000-0002-2445-2189)
Institutions
- Max Planck Institute for Mathematics in the Sciences (DE)
- Max Planck Institute for Mathematics (DE)
- Leipzig University (DE)
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