Singular SPDEs on Homogeneous Lie Groups

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 SPDEs of the form $${\partial }_{t}u=\mathfrak{L}u+F(u,\xi ),$$ 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 to sub-Laplacians. As an application of the developed framework, we solve a class of parabolic Anderson type equations $${\partial }_{t}u=\sum _i{X}_i^{2}u+u(\xi -c)$$ on the compact quotient of an arbitrary Carnot group.

68 pages; typos fixed bibliography updated and more detail on construction of gPAM model reinstated

References in corpus (13)

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• Analysis of the Anderson operator