46 research outputs found
Stochastic PDEs, Regularity Structures, and Interacting Particle Systems
These lecture notes grew out of a series of lectures given by the second
named author in short courses in Toulouse, Matsumoto, and Darmstadt. The main
aim is to explain some aspects of the theory of "Regularity structures"
developed recently by Hairer in arXiv:1303.5113 . This theory gives a way to
study well-posedness for a class of stochastic PDEs that could not be treated
previously. Prominent examples include the KPZ equation as well as the dynamic
model. Such equations can be expanded into formal perturbative
expansions. Roughly speaking the theory of regularity structures provides a way
to truncate this expansion after finitely many terms and to solve a fixed point
problem for the "remainder". The key ingredient is a new notion of "regularity"
which is based on the terms of this expansion.Comment: Fixed typo