Resonance-based schemes for dispersive equations via decorated trees

We introduce a numerical framework for dispersive equations embedding their underlying resonance structure into the discretisation. This will allow us to resolve the nonlinear oscillations of the partial differential equation (PDE) and to approximate with high-order accuracy a large class of equations under lower regularity assumptions than classical techniques require. The key idea to control the nonlinear frequency interactions in the system up to arbitrary high order thereby lies in a tailored decorated tree formalism. Our algebraic structures are close to the ones developed for singular stochastic PDEs (SPDEs) with regularity structures. We adapt them to the context of dispersive PDEs by using a novel class of decorations which encode the dominant frequencies. The structure proposed in this article is new and gives a variant of the Butcher–Connes–Kreimer Hopf algebra on decorated trees. We observe a similar Birkhoff type factorisation as in SPDEs and perturbative quantum field theory. This factorisation allows us to single out oscillations and to optimise the local error by mapping it to the particular regularity of the solution. This use of the Birkhoff factorisation seems new in comparison to the literature. The field of singular SPDEs took advantage of numerical methods and renormalisation in perturbative quantum field theory by extending their structures via the adjunction of decorations and Taylor expansions. Now, through this work, numerical analysis is taking advantage of these extended structures and provides a new perspective on them.

Algebraic Structures on Typed Decorated Rooted Trees

Typed decorated trees are used by Bruned, Hairer and Zambotti to give a description of a renormalisation process on stochastic PDEs. We here study the algebraic structures on these objects: multiple pre-Lie algebras and related operads (generalizing a result by Chapoton and Livernet), noncommutative and cocommutative Hopf algebras (generalizing Grossman and Larson's construction), commutative and noncocommutative Hopf algebras (generalizing Connes and Kreimer's construction), bialgebras in cointeraction (generalizing Calaque, Ebrahimi-Fard and Manchon's result). We also define families of morphisms and in particular we prove that any Connes-Kreimer Hopf algebra of typed and decorated trees is isomorphic to a Connes-Kreimer Hopf algebra of non-typed and decorated trees (the set of decorations of vertices being bigger), through a contraction process, and finally obtain the Bruned-Hairer-Zambotti construction as a subquotient.

A microlocal approach to renormalization in stochastic PDEs

We present a novel framework for the study of a large class of nonlinear stochastic partial differential equations (PDEs), which is inspired by the algebraic approach to quantum field theory. The main merit is that, by realizing random fields within a suitable algebra of functional-valued distributions, we are able to use techniques proper of microlocal analysis which allow us to discuss renormalization and its associated freedom without resorting to any regularization scheme and to the subtraction of infinities. As an example of the effectiveness of the approach we apply it to the perturbative analysis of the stochastic [Formula: see text] model.

Solutions of Hyperbolic Stochastic PDEs on Bounded and Unbounded Domains

We treat several classes of hyperbolic stochastic partial differential equations in the framework of white noise analysis, combined with Wiener–Itô chaos expansions and Fourier integral operator methods. The input data, boundary conditions and coefficients of the operators are assumed to be generalized stochastic processes that have both temporal and spatial dependence. We prove that the equations under consideration have unique solutions in the appropriate Sobolev–Kondratiev or weighted-Sobolev–Kondratiev spaces. Moreover, an explicit chaos form of the solutions is obtained, useful for calculating expectations, variances and higher order moments of the solution.

On Itô formulas for jump processes

A well-known Itô formula for finite-dimensional processes, given in terms of stochastic integrals with respect to Wiener processes and Poisson random measures, is revisited and is revised. The revised formula, which corresponds to the classical Itô formula for semimartingales with jumps, is then used to obtain a generalisation of an important infinite-dimensional Itô formula for continuous semimartingales from Krylov (Probab Theory Relat Fields 147:583–605, 2010) to a class of $$L_p$$ L p -valued jump processes. This generalisation is motivated by applications in the theory of stochastic PDEs.