Stochastic partial differential equation

They have relevance to quantum field theory, statistical mechanics, and spatial modeling.

For dimensions two and higher, solutions are not even function-valued, but can be made sense of as random distributions.

For linear equations, one can usually find a mild solution via semigroup techniques.

Such an equation will also not have a function-valued solution in dimension larger than one, and hence no pointwise meaning.

[7] However, this can only be used in very restrictive settings, as it depends on both the non-linear factor and on the regularity of the driving noise term.