Discretisation of regularity structures
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2017
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| _version_ | 1866914750624956416 |
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| author | Erhard, Dirk Hairer, Martin |
| author_facet | Erhard, Dirk Hairer, Martin |
| contents | We introduce a general framework allowing to apply the theory of regularity structures to discretisations of stochastic PDEs. The approach pursued in this article is that we do not focus on any one specific discretisation procedure. Instead, we assume that we are given a scale $\varepsilon > 0$ and a "black box" describing the behaviour of our discretised objects at scales below $\varepsilon $. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1705_02836 |
| institution | arXiv |
| publishDate | 2017 |
| record_format | arxiv |
| spellingShingle | Discretisation of regularity structures Erhard, Dirk Hairer, Martin Probability Analysis of PDEs We introduce a general framework allowing to apply the theory of regularity structures to discretisations of stochastic PDEs. The approach pursued in this article is that we do not focus on any one specific discretisation procedure. Instead, we assume that we are given a scale $\varepsilon > 0$ and a "black box" describing the behaviour of our discretised objects at scales below $\varepsilon $. |
| title | Discretisation of regularity structures |
| topic | Probability Analysis of PDEs |
| url | https://arxiv.org/abs/1705.02836 |