Konstantin Matetski

2papers

2 Papers

PRMay 18, 2016
Optimal rate of convergence for stochastic Burgers-type equations

Martin Hairer, Konstantin Matetski

Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their convergence rate in the uniform topology is arbitrarily close to $\frac{1}{6}$. In the present article we improve this result in the case of additive noise by proving that the optimal rate of convergence is arbitrarily close to $\frac{1}{2}$.

PRJul 24, 2017
Discretisations of rough stochastic PDEs

Martin Hairer, Konstantin Matetski

We develop a general framework for spatial discretisations of parabolic stochastic PDEs whose solutions are provided in the framework of the theory of regularity structures and which are functions in time. As an application, we show that the dynamical $Φ^4_3$ model on the dyadic grid converges after renormalisation to its continuous counterpart. This result in particular implies that, as expected, the $Φ^4_3$ measure with a sufficiently small coupling constant is invariant for this equation and that the lifetime of its solutions is almost surely infinite for almost every initial condition.