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Singular stochastic PDEs and related statistical physics models

Singular stochastic PDEs and related statistical physics models
奇异随机偏微分方程和相关统计物理模型
批准号:
EP/N021568/2
负责人:
Weijun Xu
金额:
$23.58万
依托单位:
依托单位国家:
英国
项目类别:
Fellowship
财政年份:
2018
资助国家:
英国
项目状态:
已结题
起止时间:
2018 至 --

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中文摘要
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英文摘要
The context of the proposal mainly concerns singular stochastic PDEs and related statistical physics models. By saying singular, we mean that the solution (or some of its derivatives) has wild oscillations with a frequency and magnitude blowing up to infinity at small scales. The singularities in the solutions to stochastic PDEs are typically almost everywhere. As a consequence, nonlinear operations of the solutions may not make sense as they take these high frequency oscillations into quantities that are typically infinity. Thus, the correct interpretation of the solutions to these equations usually requires renormalisation. In the past three years, there have been major advances in the development of solution theories to a number of important singular SPDEs, including the three dimensional stochastic quantisation equation, the KPZ equation and the parabolic Anderson model in two and three dimensions. These equations are widely believed to be the universal models for the large scale behaviours of many systems in statistical mechanics. The successful construction of the solutions opens a way to study in detail these equations as well as the natural phenomena they represent. In this proposal, we aim to deepen the understanding of the quantitative behaviour of the solutions to these equations, and rigorously prove the universality phenomena for their related statistical physics models. We will also investigate how certain perturbations of the system (for example, asymmetry in phase coexistence models) can force its large scale behaviour to deviate from the expected universal limit.
期刊论文(2)
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会议论文
Sharp Convergence of Nonlinear Functionals of a Class of Gaussian Random Fields.
一类高斯随机场的非线性泛函的急剧收敛。
DOI: 10.1007/s40304-018-0162-9
发表时间: 2018
期刊: Communications in mathematics and statistics
影响因子: 0.9
作者: [Xu W]
通讯作者: Xu W
Singular stochastic PDEs and related statistical physics models
  • 批准号:
    EP/N021568/1
  • 项目类别:
    Fellowship
  • 资助金额:
    $33.34万
  • 财政年份:
    2016
  • 负责人:
    Weijun Xu
  • 依托单位:
国内基金
海外基金
Development of a Linear Stochastic Model for Wind Field Reconstruction from Limited Measurement Data
  • 批准号:
    --
  • 项目类别:
    --
  • 资助金额:
    40万元
  • 批准年份:
    2020
  • 负责人:
    Vikrant Gupta
  • 依托单位:
基于梯度增强Stochastic Co-Kriging的CFD非嵌入式不确定性量化方法研究
高性能纤维混凝土构件抗爆的强度预测
  • 批准号:
    51708391
  • 项目类别:
    青年科学基金项目
  • 资助金额:
    25.0万元
  • 批准年份:
    2017
  • 负责人:
    李杰
  • 依托单位:
非标准随机调度模型的最优动态策略
  • 批准号:
    71071056
  • 项目类别:
    面上项目
  • 资助金额:
    28.0万元
  • 批准年份:
    2010
  • 负责人:
    吴贤毅
  • 依托单位: