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Flow equation approach to singular stochastic PDEs

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arxiv 2109.11380 v3 pith:YTY2BSKF submitted 2021-09-23 math.PR math-phmath.MP

classification math.PRmath-phmath.MP
keywords equationmathbbflowmacroscopicnon-linearityproveregimesigma
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abstract

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity, where $\mathbb{T}$ is the $d$-dimensional torus. We consider the weakly non-linear regime and not necessarily Gaussian noises which are stationary, centered, sufficiently regular and satisfy some integrability and mixing conditions. We prove that the macroscopic scaling limit exists and has a universal law characterized by parameters of the relevant perturbations of the linear equation. We develop a new solution theory for singular SPDEs of the above-mentioned form using the Wilsonian renormalization group theory and the Polchinski flow equation. In particular, in the case of $d=4$ and the cubic non-linearity our analysis covers the whole sub-critical regime $\sigma>2$. Our technique avoids completely all the algebraic and combinatorial problems arising in different approaches.

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Cited by 5 Pith papers

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    A scale-by-scale flow equation with suitably chosen counterterms constructs renormalized solutions of fractional elliptic Phi^4 SPDEs throughout the subcritical regime.

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