Discretisation of regularity structures

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 \(\varepsilon > 0\)...

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Veröffentlicht in:arXiv.org 2024-04
Hauptverfasser: Erhard, Dirk, Hairer, Martin
Format: Artikel
Sprache:eng
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Zusammenfassung: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 \(\varepsilon \).
ISSN:2331-8422
DOI:10.48550/arxiv.1705.02836