8 research outputs found
Discretisations of rough stochastic PDEs
We develop a general framework for spatial discretisations of parabolic stochastic PDEs whose solutions are provided in the framework of the theory of regularity structures and which are functions in time. As an application, we show that the dynamical model on the dyadic grid converges after renormalisation to its continuous counterpart. This result in particular implies that, as expected, the measure with a sufficiently small coupling constant is invariant for this equation and that the lifetime of its solutions is almost surely infinite for almost every initial condition
Space-time discrete KPZ equation
We study a general family of space–time discretizations of the KPZ equation and show that they converge to its solution. The approach we follow makes use of basic elements of the theory of regularity structures (Hairer in Invent Math 198(2):269–504, 2014) as well as its discrete counterpart (Hairer and Matetski in Discretizations of rough stochastic PDEs, 2015. arXiv:1511.06937). Since the discretization is in both space and time and we allow non-standard discretization for the product, the methods mentioned above have to be suitably modified in order to accommodate the structure of the models under study