Singular SPDEs on homogeneous lie groups
The aim of this article is to extend the scope of the theory of regularity structures in order to deal with a large class of singular stochastic partial differential equations of the form \begin{equation*} \partial_t u = \mathfrak{L} u+ F(u, \xi), \end{equation*} where the differential operator $\mathfrak{L}$ fails to be elliptic. This is achieved by interpreting the base space $\mathbb{R}^{d}$ as a non-trivial homogeneous Lie group $\mathbb{G}$ such that the differential operator $\partial_t -\mathfrak{L}$ becomes a translation invariant hypoelliptic operator on $\mathbb{G}$ . Prime examples are the kinetic Fokker-Planck operator $\partial_t -\Delta_v - v\cdot \nabla_x$ and heat-type operators associated with sub-Laplacians. As an application of the developed framework, we solve a class of parabolic Anderson type equations \begin{equation*}\partial_t u = \sum_{i} X^2_i u + u (\xi-c)\end{equation*} on the compact quotient of an arbitrary Carnot group.
Authors
- Avi Mayorcas (ORCID: https://orcid.org/0000-0003-4133-9740)
- Harprit Singh (ORCID: https://orcid.org/0000-0002-9991-8393)
Institutions
- University of Bath (GB)
- University of Edinburgh (GB)
Publication Details
- Journal
- Proceedings of the Royal Society of Edinburgh Section A Mathematics
- Published
- 2025-02-18
- DOI
- https://doi.org/10.1017/prm.2025.1
- Citations
- 1
- Primary Topic
- Spectral Theory in Mathematical Physics
- Type
- article
- Field-Weighted Citation Impact
- 3.69
Funders
- Engineering and Physical Sciences Research Council