1,110 research outputs found

    Singular SPDEs in domains with boundaries

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    We study spaces of modelled distributions with singular behaviour near the boundary of a domain that, in the context of the theory of regularity structures, allow one to give robust solution theories for singular stochastic PDEs with boundary conditions. The calculus of modelled distributions established in Hairer (Invent. Math. 198, 2014) is extended to this setting. We formulate and solve fixed point problems in these spaces with a class of kernels that is sufficiently large to cover in particular the Dirichlet and Neumann heat kernels. These results are then used to provide solution theories for the KPZ equation with Dirichlet and Neumann boundary conditions and for the 2D generalised parabolic Anderson model with Dirichlet boundary conditions. In the case of the KPZ equation with Neumann boundary conditions, we show that, depending on the class of mollifiers one considers, a "boundary renormalisation" takes place. In other words, there are situations in which a certain boundary condition is applied to an approximation to the KPZ equation, but the limiting process is the Hopf-Cole solution to the KPZ equation with a different boundary condition

    The strong Feller property for singular stochastic PDEs

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    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 Φ34\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

    Large scale behaviour of 3D continuous phase coexistence models

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    We study a class of three dimensional continuous phase coexistence models, and show that, under different symmetry assumptions on the potential, the large-scale behaviour of such models near a bifurcation point is described by the dynamical Φ3p\Phi^p_3 models for p∈{2,3,4}p \in \{2,3,4\}. This result is specific to space dimension 33 and does not hold in dimension 22

    Periodic Homogenization for Hypoelliptic Diffusions

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    We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian motion whose covariance can be expressed in terms of the solution of a Poisson equation. We also derive upper bounds on the convergence rate

    Spectral Properties of Hypoelliptic Operators

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    We study hypoelliptic operators with polynomially bounded coefficients that are of the form K = sum_{i=1}^m X_i^T X_i + X_0 + f, where the X_j denote first order differential operators, f is a function with at most polynomial growth, and X_i^T denotes the formal adjoint of X_i in L^2. For any e > 0 we show that an inequality of the form |u|_{delta,delta} <= C(|u|_{0,eps} + |(K+iy)u|_{0,0}) holds for suitable delta and C which are independent of y in R, in weighted Sobolev spaces (the first index is the derivative, and the second the growth). We apply this result to the Fokker-Planck operator for an anharmonic chain of oscillators coupled to two heat baths. Using a method of Herau and Nier [HN02], we conclude that its spectrum lies in a cusp {x+iy|x >= |y|^tau-c, tau in (0,1], c in R}.Comment: 3 figure
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