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Singular SPDEs on homogeneous lie groups

Part of: Parabolic equations and systems Close-to-elliptic equations and systems

Published online by Cambridge University Press:  18 February 2025

Avi Mayorcas Open the ORCID record for Avi Mayorcas [Opens in a new window]  and
Harprit Singh Open the ORCID record for Harprit Singh [Opens in a new window]
Avi Mayorcas*
Affiliation:
Department of Mathematical Sciences, University of Bath, Bath, United Kingdom ([email protected]) (corresponding author)
Harprit Singh
Affiliation:
School of Mathematics, University of Edinburgh, Edinburgh, United Kingdom ([email protected])
*
*Corresponding author.
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Abstract

The aim of this article is to extend the scope of the theory of regularity structures in order to deal with a large class of singular stochastic partial differential equations of the form

\begin{equation*}\partial_t u = \mathfrak{L} u+ F(u, \xi),\end{equation*}

where the differential operator $\mathfrak{L}$ fails to be elliptic. This is achieved by interpreting the base space $\mathbb{R}^{d}$ as a non-trivial homogeneous Lie group $\mathbb{G}$ such that the differential operator $\partial_t -\mathfrak{L}$ becomes a translation invariant hypoelliptic operator on $\mathbb{G}$. Prime examples are the kinetic Fokker-Planck operator $\partial_t -\Delta_v - v\cdot \nabla_x$ and heat-type operators associated with sub-Laplacians. As an application of the developed framework, we solve a class of parabolic Anderson type equations

\begin{equation*}\partial_t u = \sum_{i} X^2_i u + u (\xi-c)\end{equation*}

on the compact quotient of an arbitrary Carnot group.

Keywords

homogeneous lie groupshypoelliptic operatorsregularity structuresstochastic partial differential equations

MSC classification

Secondary: 35H10: Hypoelliptic equations 35K70: Ultraparabolic equations, pseudoparabolic equations, etc.
Type
Research Article
Information
Proceedings of the Royal Society of Edinburgh Section A: Mathematics , First View , pp. 1 - 72
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Copyright
© The Author(s), 2025. Published by Cambridge University Press on behalf of The Royal Society of Edinburgh

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