Dynamical fractional and multifractal fields (Q2067202)

The authors study a class of stochastic partial differential equations written as: \[ \partial_{t}u_{H,\gamma ,\nu}=P_{H}\mathcal{L} P_{H}^{-1}u_{H,\gamma ,\nu}+\gamma P_{H}[P_{0}\mathcal{L} P_{H}^{-1}u_{H,\gamma ,\nu})(P_{H}^{-1}u_{H,\gamma ,\nu})]+\nu \partial_{x}^{2}u_{H,\gamma ,\nu}+f, \] where \(\mathcal{L}\) is the linear operator is defined as: \(\mathcal{L}u(t,x)\equiv 2i\pi cxu(t,x)\), \(c\) being a constant, \( P_{H}\) is the operator defined as: \(P_{H}u(t,x)=\int e^{2i\pi kx}\frac{1}{ \left\vert k\right\vert_{1/L}^{H+1/2}}\widehat{u}(t,k)dk\), \(\left\vert k\right\vert_{1/L}\) being a regularized absolute value over the wavelength \( 1/L\), such that \(\left\vert k\right\vert_{1/L}\approx \left\vert k\right\vert \), when \(\left\vert k\right\vert \gg 1/L\) and \(\left\vert k\right\vert_{1/L}\approx 1/L\) when \(\left\vert k\right\vert \ll 1/L\), \(\nu \geq 0\) is the fluid viscosity, \(f\) a random forcing term, which is supposed to be Gaussian, uncorrelated in time, statistically homogeneous, with zero average, and whose covariance is given as: \(\mathbb{E}[f(t,x)f^{\ast}(t,x)]=\delta (t-t^{\prime})C_{f}(x-x^{\prime})\), where \(^{\ast}\) stands for the complex conjugate, and \(C_{f}\) is a smooth function that decays rapidly away from the origin. The authors first compute the statistical properties at large time of the solution \(u_{\nu}(t,x)\) to the partial differential equation: \(\partial_{t}u_{\nu}=\mathcal{L}u_{\nu}+\nu \partial_{x}^{2}u_{\nu}+f\), with and without the additional viscosity \( \nu \) and forcing term \(f\). They then prove that the solution to the equation: \(\partial_{t}u_{H,0}=P_{H}\mathcal{L}P_{H}^{-1}u_{H,0}+f\) goes as \(t\rightarrow \infty \) towards a statistically stationary regime for which they compute its finite variance and covariance. They finally prove a complex version of the Gaussian multiplicative chaos, considering the complex random field \(M_{\gamma}(t,x)=e^{\gamma v_{0}(t,x)}\), where \( v_{0}(t,x)=P_{0}u_{0}(t,x)\) is a fractional Gaussian field of parameter \(H=0\) , and they describe its asymptotic behavior as \(t\rightarrow \infty \). The paper ends with the presentation of a numerical scheme concerning the solution \(u_{H,\gamma ,\nu}\) and with an analysis of the numerical simulations.