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Register a new userAsymptotics of PDE in random environment by paracontrolled calculus
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We apply the paracontrolled calculus to study the asymptotic behavior of a certain quasilinear PDE with smeared mild noise, which originally appears as the space-time scaling limit of a particle system in random environment on one dimensional discrete lattice. We establish the convergence result and show a local in time well-posedness of the limit stochastic PDE with spatial white noise. It turns out that our limit stochastic PDE does not require any renormalization. We also show a comparison theorem for the limit equation.
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We start in this work the study of the relation between the theory of regularity structures and paracontrolled calculus. We give a paracontrolled representation of the reconstruction operator and provide a natural parametrization of the space of admissible models.
This article begins with a brief review of random matrix theory, followed by a discussion of how the large-$N$ limit of random matrix models can be realized using operator algebras. I then explain the notion of Brown measure, which play the role of the eigenvalue distribution for operators in an operator algebra. I then show how methods of partial differential equations can be used to compute Brown measures. I consider in detail the case of the circular law and then discuss more briefly the case of the free multiplicative Brownian motion, which was worked out recently by the author with Driver and Kemp.
We develop further in this work the high order paracontrolled calculus setting to deal with the analytic part of the study of quasilinear singular PDEs. A number of continuity results for some operators are proved for that purpose. Unlike the regularity structures approach of the subject by Gerencser and Hairer, and Otto, Sauer, Smith and Weber, or Furlan and Gubinelli study of the two dimensional quasilinear parabolic Anderson model equation, we do not use parametrised families of models or paraproducts to set the scene. We use instead infinite dimensional paracontrolled structures that we introduce here.
We prove a general equivalence statement between the notions of models and modelled distributions over a regularity structure, and paracontrolled systems indexed by the regularity structure. This takes in particular the form of a parametrisation of the set of models over a regularity structure by the set of reference functions used in the paracontrolled representation of these objects. A number of consequences are emphasized. The construction of a modelled distribution from a paracontrolled system is explicit, and takes a particularly simple form in the case of the regularity structures introduced by Bruned, Hairer and Zambotti for the study of singular stochastic partial differential equations.
In this paper, we consider the dynamics of a 2D target-searching agent performing Brownian motion under the influence of fluid shear flow and chemical attraction. The analysis is motivated by numerous situations in biology where these effects are present, such as broadcast spawning of marine animals and other reproduction processes or workings of the immune systems. We rigorously characterize the limit of the expected hit time in the large flow amplitude limit as corresponding to the effective one-dimensional problem. We also perform numerical computations to characterize the finer properties of the expected duration of the search. The numerical experiments show many interesting features of the process, and in particular existence of the optimal value of the shear flow that minimizes the expected target hit time and outperforms the large flow limit.
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