Renormalized stochastic pressure equation with log-correlated Gaussian coefficients
Benny Avelin, Tuomo Kuusi, Patrik Nummi, Eero Saksman, Jonas M. T\"olle, Lauri Viitasaari

TL;DR
This paper develops a mathematical framework for solving a stochastic pressure equation with log-correlated Gaussian coefficients, relevant for modeling fluid flow in geothermal rock, by establishing existence, uniqueness, and solution representation.
Contribution
It introduces a novel approach using elliptic regularity and modified S-transform to define solutions for a challenging stochastic PDE with Wick-renormalized coefficients, connecting solutions to Gaussian multiplicative chaos.
Findings
Established existence and uniqueness of solutions.
Linked solutions to Gaussian multiplicative chaos measure.
Applied elliptic regularity theory to a highly ill-posed problem.
Abstract
We study periodic solutions to the following divergence-form stochastic partial differential equation with Wick-renormalized gradient on the -dimensional flat torus , \[ -\nabla\cdot\left(e^{\diamond (- \beta X) }\diamond\nabla U\right)=\nabla \cdot (e^{\diamond (- \beta X)} \diamond \mathbf{F}), \] where is the log-correlated Gaussian field, is a random vector field representing the flux, the in/out-flow of fluid per unit area per unit time, and denotes the Wick product. The problem is a variant of the stochastic pressure equation, in which is modeling the pressure of a creeping water-flow in crustal rock that occurs in enhanced geothermal heating. In the original model, the Wick exponential term is modeling the random permeability of the rock. The porosity field is given by a log-correlated Gaussian random…
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Advanced Thermodynamics and Statistical Mechanics
