EPSRC Reference: 
EP/N021568/2 
Title: 
Singular stochastic PDEs and related statistical physics models 
Principal Investigator: 
Xu, Dr W 
Other Investigators: 

Researcher CoInvestigators: 

Project Partners: 

Department: 
Mathematical Institute 
Organisation: 
University of Oxford 
Scheme: 
EPSRC Fellowship 
Starts: 
15 October 2018 
Ends: 
14 October 2020 
Value (£): 
185,034

EPSRC Research Topic Classifications: 
Mathematical Analysis 
Statistics & Appl. Probability 

EPSRC Industrial Sector Classifications: 
No relevance to Underpinning Sectors 


Related Grants: 

Panel History: 

Summary on Grant Application Form 
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.

Key Findings 
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Potential use in nonacademic contexts 
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Impacts 
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Summary 

Date Materialised 


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Project URL: 

Further Information: 

Organisation Website: 
http://www.ox.ac.uk 