Homogenisation of singular SPDEs
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866918165534998528 |
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| author | Hairer, Martin Singh, Harprit |
| author_facet | Hairer, Martin Singh, Harprit |
| contents | We introduce an approach to study homogenisation of a large class of singular SPDEs of the form $$ \partial_t u_\varepsilon - \nabla\cdot {A}(x/\varepsilon,t/\varepsilon^2) \nabla u_\varepsilon = F(x/\varepsilon , t/\varepsilon^2, u_\varepsilon , \nabla u_\varepsilon , ξ) $$ which is based on the idea of importing (classical) homogenisation results into the framework of regularity structures and the insight that one can rewrite the SPDE under consideration in terms of a model, where the correctors (from homogenisation theory) are seen as further `abstract noises'.
As applications, we establish periodic space-time homogenisation results for oscillatory generalisations of the 2d g-PAM and $Φ^4_3$ equation proving that when the noise is regularised at scale $δ\ll 1$ solutions to the equation with coefficient field ${A}(x/\varepsilon,t/\varepsilon^2)$, when appropriately renormalised, converge to solutions to the corresponding homogenised equation along any sequence $(\varepsilon,δ)\to 0$. We make the observation that the unbounded divergences can be written as sums of two types of terms: `small scale' terms, the spatial dependence of which is an explicit local function of the coefficient field and `large scale' terms, which for logarithmic divergences are explicit involving the homogenised matrix and correctors. Furthermore, in order to recover the same solution to the corresponding homogenised equation along any joint limit $(\varepsilon, δ)\to 0$ one has to subtract additional bounded renormalisation constants which appear due to oscillations at mesoscopic scales, as well as due to resonances between the coefficient field and the oscillations in the nonlinearity. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2510_19339 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Homogenisation of singular SPDEs Hairer, Martin Singh, Harprit Analysis of PDEs Probability 60H17, 35B27 We introduce an approach to study homogenisation of a large class of singular SPDEs of the form $$ \partial_t u_\varepsilon - \nabla\cdot {A}(x/\varepsilon,t/\varepsilon^2) \nabla u_\varepsilon = F(x/\varepsilon , t/\varepsilon^2, u_\varepsilon , \nabla u_\varepsilon , ξ) $$ which is based on the idea of importing (classical) homogenisation results into the framework of regularity structures and the insight that one can rewrite the SPDE under consideration in terms of a model, where the correctors (from homogenisation theory) are seen as further `abstract noises'. As applications, we establish periodic space-time homogenisation results for oscillatory generalisations of the 2d g-PAM and $Φ^4_3$ equation proving that when the noise is regularised at scale $δ\ll 1$ solutions to the equation with coefficient field ${A}(x/\varepsilon,t/\varepsilon^2)$, when appropriately renormalised, converge to solutions to the corresponding homogenised equation along any sequence $(\varepsilon,δ)\to 0$. We make the observation that the unbounded divergences can be written as sums of two types of terms: `small scale' terms, the spatial dependence of which is an explicit local function of the coefficient field and `large scale' terms, which for logarithmic divergences are explicit involving the homogenised matrix and correctors. Furthermore, in order to recover the same solution to the corresponding homogenised equation along any joint limit $(\varepsilon, δ)\to 0$ one has to subtract additional bounded renormalisation constants which appear due to oscillations at mesoscopic scales, as well as due to resonances between the coefficient field and the oscillations in the nonlinearity. |
| title | Homogenisation of singular SPDEs |
| topic | Analysis of PDEs Probability 60H17, 35B27 |
| url | https://arxiv.org/abs/2510.19339 |