A mathematical problem that is important throughout science is to understand the influence of noise on differential equations, and on the long time behavior of the solutions. This problem was solved for ordinary differential equations by Itó in the 1940s. For partial differential equations, a comprehensive theory has proved to be more elusive, and only particular cases (linear equations, tame nonlinearities, etc.) had been treated satisfactorily.
Hairer’s work addresses two central aspects of the theory. Together with Mattingly he employed the Malliavin calculus along with new methods to establish the ergodicity of the two-dimensional stochastic Navier-Stokes equation.
Building on the rough-path approach of Lyons for stochastic ordinary differential equations, Hairer then created an abstract theory of regularity structures for stochastic partial differential equations (SPDEs). This allows Taylor-like expansions around any point in space and time. The new theory allowed him to construct systematically solutions to singular non-linear SPDEs as fixed points of a renormalization procedure.
Hairer was thus able to give, for the first time, a rigorous intrinsic meaning to many SPDEs arising in physics.
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