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Mathematical Finance and Probability Seminars

Stochastic PDE with U(1) gauge symmetry

Location:  Hill 705
Date & time: Tuesday, 04 October 2016 at 11:45AM - 11:45AM

Hao Shen, Columbia University: We consider the problem of constructing the Langevin dynamic of a lattice U(1) gauge theory in two spatial dimensions. The model consists of a vector field and a scalar field interacting on a 2D lattice, and we study the continuum limit of its natural dynamic for short time. This dynamic is not a priorly parabolic, but we can turn it into a parabolic system with a time-dependent family of U(1) gauge transformations; we then apply Hairer's theory of regularity structures to the parabolic equations.

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Department of Mathematics

Department of Mathematics
Rutgers University
Hill Center - Busch Campus
110 Frelinghuysen Road
Piscataway, NJ 08854-8019, USA

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