Work

Singular SPDEs on homogeneous lie groups

Year: 2025

Type: article

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.

Source: Proceedings of the Royal Society of Edinburgh Section A Mathematics

DOI: 10.1017/prm.2025.1

Authors: Avi Mayorcas, Harprit Singh

Institutions: University of Bath, University of Edinburgh

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,550

Funder: Engineering and Physical Sciences Research Council