Gaussian fields and stochastic heat equations. (Q2200757)

The authors consider the following four cases of \((\mathcal{L},\mathcal{O})\): \begin{enumerate} \item\(\mathcal{O}\) is a bounded domain in \(\mathbb{R}^d\) and \(\mathcal{L}=\Delta\) is amended with a boundary condition such that \(\mathcal{L}\) is a strictly negative operator on \(L^2(\mathcal{O})\) with eigenvalues growing as \(-k^{2/d}\), \item\(\mathcal{O}=\mathbb{R}^d\) and \(\mathcal{L}=\Delta-|x|^2\), \item\(\mathcal{O}=\mathbb{R}^d\) and \(\mathcal{L}=\Delta-\varepsilon\), \item\(\mathcal{O}=\mathbb{R}^d\) and \(\mathcal{L}=\Delta\). \end{enumerate} In each case, a scale of Hilbert spaces \(\mathcal{H}^\gamma=\operatorname{Dom}\,(-\mathcal L)^{\gamma/2}\), \(\gamma\in\mathbb{R}\) is associated to the operator \(\mathcal{L}\). In cases (1) and (2), the operator \(\mathcal{L}\) has a point spectrum so \(\mathcal{H}^\gamma\) is defined via the discrete spectral decomposition of \(\mathcal{L}\); in case (3), \(\mathcal{H}^\gamma\) are the standard Bessel-potential spaces \(H^\gamma\); finally, in case (4), \(\mathcal{H}^\gamma\) are the homogeneous Sobolev spaces \(\dot{H}^\gamma\). If \(\mathcal{O}=\mathbb{R}^d\) then the Hilbert spaces \(\tilde H^\gamma=\operatorname{Dom}\,(|x|^2-\Delta)^{\gamma/2}\) are considered as well. An \((\mathcal{L},\mathcal{O})\)-Gaussian free field \(\bar{W}\) is defined as an isonormal Gaussian process on \(\mathcal{H}^1\), i.e., \((-\mathcal{L})^{1/2}\bar W=V\), where \(V\) is an isonormal Gaussian process on \(L^2(\mathcal{O})\). Let \(W\) be a cylindrical Brownian motion on \(L^2(\mathcal{O})\), let \(\nu\) and \(\sigma\) be strictly positive constants and consider the equation \[du=\nu\mathcal{L}u\,dt+\sigma\,dW,\qquad u(0)=\varphi.\] The following results are proved. \begin{itemize} \item If \(\mathcal{O}\) is a bounded domain, \(\gamma>d/2\) and \(\varphi\in\mathcal{H}^{-\gamma}\) then the solution of the above equation exists in \(L^2(\Omega;C([0,T];\mathcal{H}^{-\gamma})\cap{L}^2(0,T;\mathcal{H}^{1-\gamma}))\) for every \(T>0\) and \(u(t)\) converges in law to \(\sigma(2\nu)^{-1/2}\bar{W}\), where \(\bar{W}\) is an \((\mathcal{L},\mathcal{O})\)-Gaussian free field. \item If \(\mathcal{O}=\mathbb{R}^d\), \(\gamma>d\) and \(\varphi\in\tilde{H}^{-\gamma}\) (in case (4) above, it is additionally assumed that \(\varphi\in H^{-\gamma}\)) then the solution of the above equation exists in \(L^2(\Omega;C([0,T];\tilde{H}^{-\gamma})\cap{L}^2(0,T;\tilde{H}^{1-\gamma}))\) for every \(T>0\) and \(u(t)\) converges in law to \(\sigma(2\nu)^{-1/2}\bar{W}\), where \(\bar{W}\) is an \((\mathcal{L},\mathcal{O})\)-Gaussian free field. \end{itemize}