Lecture notes on the flow equation approach to singular stochastic PDEs

Abstract

The flow equation approach is a robust framework applicable to a broad class of singular SPDEs, including those with fractional Laplacians, throughout the entire subcritical regime. Inspired by Wilson's renormalization group, this method studies the coarse-grained process, which captures the behaviour of solutions across spatial scales. The corresponding flow equation describes how the nonlinear terms in the effective dynamics evolve with the coarse-graining scale, playing a role analogous to the Polchinski equation in quantum field theory. The renormalization problem is then solved inductively by imposing appropriate boundary conditions on the flow equation.

56 pages, lecture notes for mini-courses taught in Lausanne in 2023 and in Beijing in 2024, v2: major revision