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By Martin Hairer.

Author-hosted notes, inspected title-page version 10 November 2025. Sections 2 and 5: motivating stochastic heat equation, stochastic convolution and mild solutions. Original preprint: arxiv.org/abs/0907.4178 .

Martin Hairer is a mathematician whose work joins probability theory and analysis. He developed regularity structures to give precise meaning to classes of singular stochastic partial differential equations. His EPFL biography identifies this work as central to his 2014 Fields Medal.^[ref]

The motivating obstacle is that a noisy solution can be too irregular for the nonlinear operations appearing in its own equation. Smoothing the input makes an ordinary equation possible, but the resulting solutions need not converge when the smoothing is removed. Regularity structures replace ordinary polynomial local expansions with expansions tailored to the singular input and organize the necessary corrections. The theory proves convergence of appropriate corrected approximations for the equations it covers.^[ref]

His An Introduction to Stochastic PDEs by Martin Hairer gives a complementary starting point through the stochastic heat equation and mild solutions. Integrating the heat evolution against a random driving term clarifies why solving a noisy equation requires specifying both the evolution operator and the interpretation of the noise.^[ref]

A regularity structure is an algebraic framework for local expansions that can include singular distributions as well as smooth functions. Its formal data are $(A,T,G)$: a locally finite set $A\subset \mathbb{R}$ containing zero and bounded below; a graded vector space $T={⨁}_{\alpha \in A}{T}_{\alpha }$ of Banach spaces, with $T_0$ the constants; and a group $G$ of linear maps fixing $1$ such thatThus changing an expansion's base point modifies a symbol only through lower-homogeneity terms. Martin Hairer introduced this framework to treat classes of singular stochastic partial differential equations.^[ref]

Ordinary polynomials provide a complete elementary example. In one dimension take $A=\{0,1,2,\dots \}$, $T_n$ spanned by $X^n$, and realize $X^n$ around $x$ as $(z-x{)}^n$. The function $f(z)=z^2$ then has abstract local expansion $a_x=x^2+2xX+X^2$. To transfer the expansion from $y$ to $x$, substitute $X\mapsto X+x-y$. For example,The expression on the left is the expansion at $y=2$ transported to $x=1$. In particular, ${\Gamma }_{12}{X}^2-X^2=-2X+1$ has strictly lower degree, illustrating the defining triangular property.

A model of a regularity structure adds concrete distributions and analytic bounds to these abstract symbols. Writing their realizations as ${\Pi }_x$, compatibility requires ${\Pi }_x{\Gamma }_{xy}={\Pi }_y$ and ${\Gamma }_{xy}{\Gamma }_{yz}={\Gamma }_{xz}$. For singular equations the symbols extend beyond monomials; constructing a model, proving reconstruction and controlling corrections are additional steps. The triple alone does not make arbitrary products of distributions meaningful.^[ref]