几何随机热方程

IF 3.5 1区 数学 Q1 MATHEMATICS Journal of the American Mathematical Society Pub Date : 2019-02-07 DOI:10.1090/jams/977
Y. Bruned, Franck Gabriel, Martin Hairer, L. Zambotti
{"title":"几何随机热方程","authors":"Y. Bruned, Franck Gabriel, Martin Hairer, L. Zambotti","doi":"10.1090/jams/977","DOIUrl":null,"url":null,"abstract":"We consider a natural class of $\\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\\mathbf{R}^d$. This class contains in particular the KPZ equation, the multiplicative stochastic heat equation, the additive stochastic heat equation, and rough Burgers-type equations. We exhibit a one-parameter family of solution theories with the following properties: \n- For all SPDEs in our class for which a solution was previously available, every solution in our family coincides with the previously constructed solution, whether that was obtained using It\\^o calculus (additive and multiplicative stochastic heat equation), rough path theory (rough Burgers-type equations), or the Hopf-Cole transform (KPZ equation). \n- Every solution theory is equivariant under the action of the diffeomorphism group, i.e. identities obtained by formal calculations treating the noise as a smooth function are valid. \n- Every solution theory satisfies an analogue of It\\^o's isometry. \n- The counterterms leading to our solution theories vanish at points where the equation agrees to leading order with the additive stochastic heat equation. \nIn particular, points 2 and 3 show that, surprisingly, our solution theories enjoy properties analogous to those holding for both the Stratonovich and It\\^o interpretations of SDEs simultaneously. For the natural noisy perturbation of the harmonic map flow with values in an arbitrary Riemannian manifold, we show that all these solution theories coincide. In particular, this allows us to conjecturally identify the process associated to the Markov extension of the Dirichlet form corresponding to the $L^2$-gradient flow for the Brownian loop measure.","PeriodicalId":54764,"journal":{"name":"Journal of the American Mathematical Society","volume":"1 1","pages":""},"PeriodicalIF":3.5000,"publicationDate":"2019-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"44","resultStr":"{\"title\":\"Geometric stochastic heat equations\",\"authors\":\"Y. Bruned, Franck Gabriel, Martin Hairer, L. Zambotti\",\"doi\":\"10.1090/jams/977\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider a natural class of $\\\\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\\\\mathbf{R}^d$. This class contains in particular the KPZ equation, the multiplicative stochastic heat equation, the additive stochastic heat equation, and rough Burgers-type equations. We exhibit a one-parameter family of solution theories with the following properties: \\n- For all SPDEs in our class for which a solution was previously available, every solution in our family coincides with the previously constructed solution, whether that was obtained using It\\\\^o calculus (additive and multiplicative stochastic heat equation), rough path theory (rough Burgers-type equations), or the Hopf-Cole transform (KPZ equation). \\n- Every solution theory is equivariant under the action of the diffeomorphism group, i.e. identities obtained by formal calculations treating the noise as a smooth function are valid. \\n- Every solution theory satisfies an analogue of It\\\\^o's isometry. \\n- The counterterms leading to our solution theories vanish at points where the equation agrees to leading order with the additive stochastic heat equation. \\nIn particular, points 2 and 3 show that, surprisingly, our solution theories enjoy properties analogous to those holding for both the Stratonovich and It\\\\^o interpretations of SDEs simultaneously. For the natural noisy perturbation of the harmonic map flow with values in an arbitrary Riemannian manifold, we show that all these solution theories coincide. In particular, this allows us to conjecturally identify the process associated to the Markov extension of the Dirichlet form corresponding to the $L^2$-gradient flow for the Brownian loop measure.\",\"PeriodicalId\":54764,\"journal\":{\"name\":\"Journal of the American Mathematical Society\",\"volume\":\"1 1\",\"pages\":\"\"},\"PeriodicalIF\":3.5000,\"publicationDate\":\"2019-02-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"44\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the American Mathematical Society\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1090/jams/977\",\"RegionNum\":1,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the American Mathematical Society","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1090/jams/977","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 44

摘要

考虑一个自然的由时空白噪声驱动的$\mathbf{R}^d$值一维随机偏微分方程在$\mathbf{R}^d$上的微分同构群作用下形式不变。这类特别包含KPZ方程、乘法随机热方程、加性随机热方程和粗略的汉堡型方程。我们展示了具有以下性质的单参数解理论族:-对于我们类中所有以前可用解的spde,我们族中的每个解都与先前构造的解一致,无论是使用It\^o微积分(加性和乘法随机热方程),粗糙路径理论(粗糙汉堡型方程)还是Hopf-Cole变换(KPZ方程)获得的解。-在微分同构群的作用下,每个解理论都是等变的,即把噪声作为光滑函数进行形式化计算得到的恒等式是有效的。-每个解理论都满足It\^o等距的模拟。-导致我们的解决理论的反项在方程与可加性随机热方程的主导顺序一致的点上消失。特别是,第2点和第3点表明,令人惊讶的是,我们的解理论具有类似于同时适用于SDEs的Stratonovich和It\^o解释的性质。对于具有任意黎曼流形值的调和映射流的自然噪声摄动,我们证明了所有这些解理论是一致的。特别是,这使我们能够推测地识别与布朗环测量的L^2梯度流对应的Dirichlet形式的马尔可夫扩展相关的过程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Geometric stochastic heat equations
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in particular the KPZ equation, the multiplicative stochastic heat equation, the additive stochastic heat equation, and rough Burgers-type equations. We exhibit a one-parameter family of solution theories with the following properties: - For all SPDEs in our class for which a solution was previously available, every solution in our family coincides with the previously constructed solution, whether that was obtained using It\^o calculus (additive and multiplicative stochastic heat equation), rough path theory (rough Burgers-type equations), or the Hopf-Cole transform (KPZ equation). - Every solution theory is equivariant under the action of the diffeomorphism group, i.e. identities obtained by formal calculations treating the noise as a smooth function are valid. - Every solution theory satisfies an analogue of It\^o's isometry. - The counterterms leading to our solution theories vanish at points where the equation agrees to leading order with the additive stochastic heat equation. In particular, points 2 and 3 show that, surprisingly, our solution theories enjoy properties analogous to those holding for both the Stratonovich and It\^o interpretations of SDEs simultaneously. For the natural noisy perturbation of the harmonic map flow with values in an arbitrary Riemannian manifold, we show that all these solution theories coincide. In particular, this allows us to conjecturally identify the process associated to the Markov extension of the Dirichlet form corresponding to the $L^2$-gradient flow for the Brownian loop measure.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
7.60
自引率
0.00%
发文量
14
审稿时长
>12 weeks
期刊介绍: All articles submitted to this journal are peer-reviewed. The AMS has a single blind peer-review process in which the reviewers know who the authors of the manuscript are, but the authors do not have access to the information on who the peer reviewers are. This journal is devoted to research articles of the highest quality in all areas of pure and applied mathematics.
期刊最新文献
Part 1 of Martin’s Conjecture for order-preserving and measure-preserving functions Algebraic cobordism and a Conner–Floyd isomorphism for algebraic K-theory Purity in chromatically localized algebraic 𝐾-theory The singular set in the Stefan problem The singularity probability of a random symmetric matrix is exponentially small
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1