Lectures on singular stochastic PDEs

Abstract

These are the notes for a course at the 18th Brazilian School of Probability held from August 3rd to 9th, 2014 in Mambucaba. The aim of the course is to introduce the basic problems of non‐linear PDEs with stochastic and irregular terms. We explain how it is possible to handle them using two main techniques: the notion of energy solutions [GJ10, GJ13] and that of paracontrolled distributions, recently introduced in [GIP13]. In order to maintain a link with physical intuitions, we motivate such singular SPDEs via a homogenization result for a di usion in a random potential.