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.

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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

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article

Singular SPDEs on homogeneous lie groups

Avi Mayorcas, Harprit Singh
1 citations
Proceedings of the Royal Society of Edinburgh Section A Mathematics
Spectral Theory in Mathematical Physics
3.69
article

Singular SPDEs on homogeneous lie groups

Avi Mayorcas, Harprit Singh
article en
1 citations

Abstract

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.

Proceedings of the Royal Society of Edinburgh Section A Mathematics
University of Bath (GB), University of Edinburgh (GB)
Engineering and Physical Sciences Research Council
Openalex Percentile: Top 13%
Spectral Theory in Mathematical Physics
3.69
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