Geometric stochastic heat equations
نویسندگان
چکیده
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 diffeomorphism group on $\mathbf{R}^d$. This contains in particular KPZ equation, multiplicative heat additive and rough Burgers-type equations. exhibit one-parameter family solution theories with following properties: - For all SPDEs our for which was previously available, every coincides constructed solution, whether obtained using It\^o calculus (additive equation), path theory (rough equations), or Hopf-Cole transform (KPZ equation). Every equivariant group, i.e. identities formal calculations treating as smooth function are valid. satisfies an analogue It\^o's isometry. The counterterms leading to vanish at points where equation agrees order equation. In particular, 2 3 show that, surprisingly, enjoy properties analogous those holding both Stratonovich interpretations SDEs simultaneously. noisy perturbation harmonic map flow values arbitrary Riemannian manifold, we these coincide. this allows us conjecturally identify process associated Markov extension Dirichlet form corresponding $L^2$-gradient Brownian loop measure.
منابع مشابه
Stochastic differential equations and geometric flows
In previous years, curve evolution, applied to a single contour or to the level sets of an image via partial differential equations, has emerged as an important tool in image processing and computer vision. Curve evolution techniques have been utilized in problems such as image smoothing, segmentation, and shape analysis. We give a local stochastic interpretation of the basic curve smoothing eq...
متن کاملLyapunov exponents of hybrid stochastic heat equations
Stabilization of (ordinary) stochastic differential equations (SDEs) by noise has been studied extensively in the past few years, e.g., Arnold et al. [1], Has’minskii [6], Mao and Yuan [10], Pardoux and Wihstutz [11, 12], Scheutzow [15]. Recently, there are also many works focusing on such phenomena for stochastic partial differential equations (SPDEs), e.g., Kwiecinska [7] and Kwiecinska [9] d...
متن کاملSingular perturbations to semilinear stochastic heat equations
We consider a class of singular perturbations to the stochastic heat equation or semilinear variations thereof. The interesting feature of these perturbations is that, as the small parameter ε tends to zero, their solutions converge to the ‘wrong’ limit, i.e. they do not converge to the solution obtained by simply setting ε = 0. A similar effect is also observed for some (formally) small stocha...
متن کاملGeometric Programming with Stochastic Parameter
Geometric programming is efficient tool for solving a variety of nonlinear optimizationproblems. Geometric programming is generalized for solving engineering design. However,Now Geometric programming is powerful tool for optimization problems where decisionvariables have exponential form.The geometric programming method has been applied with known parameters. However,the observed values of the ...
متن کاملGeometric singular perturbation theory for stochastic differential equations
We consider slow–fast systems of differential equations, in which both the slow and fast variables are perturbed by additive noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths of the stochastic system are concentrated in a neighbourhood of the slow manifold, which we construct explicitly. Depending on the dynamics of the re...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the American Mathematical Society
سال: 2021
ISSN: ['0894-0347', '1088-6834']
DOI: https://doi.org/10.1090/jams/977