Asymptotics of PDE in random environment by paracontrolled calculus
Tadahisa Funaki, Masato Hoshino, Sunder Sethuraman, Bin Xie

TL;DR
This paper uses paracontrolled calculus to analyze the asymptotic behavior of a quasilinear PDE with noise, proving convergence, well-posedness, and comparison results for the associated stochastic PDE without renormalization.
Contribution
It introduces a novel application of paracontrolled calculus to establish convergence and well-posedness of a stochastic PDE derived from a particle system in a random environment.
Findings
Proves convergence of the PDE to a stochastic limit
Establishes local in time well-posedness of the limit SPDE
Shows the limit SPDE does not require renormalization
Abstract
We apply the paracontrolled calculus to study the asymptotic behavior of a certain quasilinear PDE with smeared mild noise, which originally appears as the space-time scaling limit of a particle system in random environment on one dimensional discrete lattice. We establish the convergence result and show a local in time well-posedness of the limit stochastic PDE with spatial white noise. It turns out that our limit stochastic PDE does not require any renormalization. We also show a comparison theorem for the limit equation.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · advanced mathematical theories
