Renormalized stochastic pressure equation with log-correlated Gaussian coefficients

We study periodic solutions to the following divergence-form stochastic partial differential equation with Wick-renormalized gradient on the d-dimensional flat torus T-d, -del & sdot; (e(& diam;(-beta X) )& diam; del U) = del & sdot; (e(& diam;(-beta X) )& diam; F), where X is the log-correlated Gaussian field, F is a random vector field representing the flux, the in/out-flow of fluid per unit area per unit time, and & diam; denotes the Wick product. The problem is a variant of the stochastic pressure equation, in which U is modeling the pressure of a creeping water-flow in crustal rock that occurs in enhanced geothermal heating. In the original model, the Wick exponential term e(& diam;(-beta X) )is modeling the random permeability of the rock. The porosity field is given by a log-correlated Gaussian random field beta X, where beta < root d. We use elliptic regularity theory in order to define a notion of a solution to this (a priori very ill-posed) problem, via modifying the S-transform from Gaussian white noise analysis, and then establish the existence and uniqueness of solutions. Moreover, we show that the solution to the problem can be expressed in terms of the Gaussian multiplicative chaos measure. (c) 2025 The Authors. Published by Elsevier Inc. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

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Publication Details

Journal
Journal of Differential Equations
Published
2025-05-14
DOI
https://doi.org/10.1016/j.jde.2025.113416
Citations
2
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
4.42

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article

Renormalized stochastic pressure equation with log-correlated Gaussian coefficients

Eero Saksman, Lauri Viitasaari, Jonas M. Tölle, Benny Avelin et al.
2 citations
Journal of Differential Equations
Stochastic processes and financial applications
4.42
article

Renormalized stochastic pressure equation with log-correlated Gaussian coefficients

Eero Saksman, Lauri Viitasaari, Jonas M. Tölle, Benny Avelin, Patrik Nummi, Tuomo Kuusi
article en
2 citations

Abstract

We study periodic solutions to the following divergence-form stochastic partial differential equation with Wick-renormalized gradient on the d-dimensional flat torus T-d, -del & sdot; (e(& diam;(-beta X) )& diam; del U) = del & sdot; (e(& diam;(-beta X) )& diam; F), where X is the log-correlated Gaussian field, F is a random vector field representing the flux, the in/out-flow of fluid per unit area per unit time, and & diam; denotes the Wick product. The problem is a variant of the stochastic pressure equation, in which U is modeling the pressure of a creeping water-flow in crustal rock that occurs in enhanced geothermal heating. In the original model, the Wick exponential term e(& diam;(-beta X) )is modeling the random permeability of the rock. The porosity field is given by a log-correlated Gaussian random field beta X, where beta < root d. We use elliptic regularity theory in order to define a notion of a solution to this (a priori very ill-posed) problem, via modifying the S-transform from Gaussian white noise analysis, and then establish the existence and uniqueness of solutions. Moreover, we show that the solution to the problem can be expressed in terms of the Gaussian multiplicative chaos measure. (c) 2025 The Authors. Published by Elsevier Inc. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

Journal of Differential EquationsVol. 439
Academy of Finland, Vetenskapsrådet, European Research Council, Horizon 2020, H2020 European Research Council
Affordable and clean energy
Openalex Percentile: Top 7%
Stochastic processes and financial applications
4.42
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