No Arabic abstract
Let $mathscr{T}$ be the regularity structure associated with a given system of singular stochastic PDEs. The paracontrolled representation of the $sf Pi$ map provides a linear parametrization of the nonlinear space of admissible models $sf M=(g,Pi)$ on $mathscr{T}$, in terms of the family of para-remainders used in the representation. We give an explicit description of the action of the most general class of renormalization schemes presently available on the parametrization space of the space of admissible models. The action is particularly simple for renormalization schemes associated with degree preserving preparation maps; the BHZ renormalization scheme has that property.
We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical $Phi^4_3$ model. As a corollary, we prove that the Brownian bridge measure is the unique invariant measure for the KPZ equation with periodic boundary conditions.
We develop in this note the tools of regularity structures to deal with singular stochastic PDEs that involve non-translation invariant differential operators. We describe in particular the renormalised equation for a very large class of spacetime dependent renormalization schemes.
We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+varepsilon G$, on the parameter $varepsilon$. In particular, we study the limit and the asymptotic expansions in powers of $varepsilon$ of these solutions, as well as of functionals thereof, as $varepsilon to 0$, with good control on the remainder. These convergence and series expansion results are then applied to a parabolic perturbation of the Musiela SPDE of mathematical finance modeling the dynamics of forward rates.
In this paper we study a stochastic version of an inviscid shell model of turbulence with multiplicative noise. The deterministic counterpart of this model is quite general and includes inviscid GOY and Sabra shell models of turbulence. We prove global weak existence and uniqueness of solutions for any finite energy initial condition. Moreover energy dissipation of the system is proved in spite of its formal energy conservation.
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized Ornstein-Uhlenbeck process. Our result considerably extends classical results to singular kernels, including the Biot-Savart law. The result applies to the point vortex model approximating the 2D incompressible Navier-Stokes equation and the 2D Euler equation. We also obtain Gaussianity and optimal regularity of the limiting Ornstein-Uhlenbeck process. The method relies on the martingale approach and the Donsker-Varadhan variational formula, which transfers the uniform estimate to some exponential integrals. Estimation of those exponential integrals follows by cancellations and combinatorics techniques and is of the type of large deviation principle.