Stochastic PDEs and Regularity Structures
Martin Hairer (EPFL)
Many physically relevant stochastic PDEs — including the KPZ equation for interface growth and the model from quantum field theory — are classically ill-posed because the noise is too irregular for the nonlinear terms to make sense. The theory of regularity structures provides a systematic way to assign meaning to these equations. We build a graded algebra of generalized Taylor expansions, define a notion of modelled distributions, and show how a renormalization procedure yields convergent solutions. The abstract framework is illustrated concretely with the KPZ equation \in one spatial dimension.
Subject areas:
Date Filmed: November 28, 2025
Location Filmed: EPFL
MSC Codes: 60H15, 60L30
Funding information: Clay Mathematics Institute Senior Scholar program
An introduction to the theory of regularity structures and its application to making sense of singular stochastic PDEs like the KPZ equation.