Discretisation of regularity structures
File(s)
Working paper
Author(s)
Erhard, Dirk
Hairer, Martin
Type
Working Paper
Abstract
We introduce a general framework allowing to apply the theory of regularity structures to discretisations of stochastic PDEs. The approach pursued in this article is that we do not focus on any one specific discretisation procedure. Instead, we assume that we are given a scale ε>0 and a "black box" describing the behaviour of our discretised objects at scales below ε.
Date Issued
2017-05-08
Citation
2017
Publisher
arXiv
Copyright Statement
© 2018 The Author(s).
Identifier
http://arxiv.org/abs/1705.02836v1
Subjects
math.PR
math.PR
math.AP
Publication Status
Published