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Discretisations of rough stochastic PDEs

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Title: Discretisations of rough stochastic PDEs
Authors: Hairer, M
Matetski, K
Item Type: Journal Article
Abstract: 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 $\Phi^4_3$ model on the dyadic grid converges after renormalisation to its continuous counterpart. This result in particular implies that, as expected, the $\Phi^4_3$ 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.
Issue Date: 1-May-2018
URI: http://hdl.handle.net/10044/1/55160
Copyright Statement: © The Authors
Keywords: math.PR
math.AP
math.NA
60H15, 65M12
Notes: 56 pages
Appears in Collections:Pure Mathematics
Faculty of Natural Sciences
Mathematics