Comparing the stochastic nonlinear wave and heat equations: a case study

DOI10.1214/20-EJP575MaRDI QIDQ2042850zbMATH OpenFDO

Authors Tadahiro Oh, Mamoru Okamoto

Publication date 21 July 2021

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.03490

zbMATH Keywords

renormalizationwhite noisestochastic nonlinear heat equationstochastic nonlinear wave equationstochastic quantization equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for second-order parabolic equations (35K15) Semilinear parabolic equations (35K58) Initial value problems for second-order hyperbolic equations (35L15) Second-order semilinear hyperbolic equations (35L71) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We study the two-dimensional stochastic nonlinear wave equation (SNLW) and stochastic nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional derivative (of order $alpha>0$) of a space-time white noise. In particular, we show that the well-posedness theory breaks at $alpha=frac12$ for SNLW and at $alpha=1$ for SNLH. This provides a first example showing that SNLW behaves less favorably than SNLH. (i) As for SNLW, Deya (2020) essentially proved its local well-posedness for $0<alpha<frac12$. We first revisit this argument and establish multilinear smoothing of order $frac14$ on the second order stochastic term in the spirit of a recent work by Gubinelli, Koch, and Oh (2018). This allows us to simplify the local well-posedness argument for some range of $alpha$. On the other hand, when $alphageqfrac12$, we show that SNLW is ill-posed in the sense that the second order stochastic term is not a continuous function of time with values in spatial distributions. This shows that a standard method such as the Da Prato-Debussche trick or its variant, based on a higher order expansion, breaks down for $alphagefrac12$. (ii) As for SNLH, we establish analogous results with a threshold given by $alpha=1$. These examples show that in the case of rough noises, the existing well-posedness theory for singular stochastic PDEs breaks down before reaching the critical values ($alpha=frac34$ in the wave case and $alpha=2$ in the heat case) predicted by the scaling analysis (due to Deng, Nahmod, and Yue (2019) in the wave case and due to Hairer (2014) in the heat case).

Recommendations

• On the parabolic and hyperbolic Liouville equations
• On ill-posedness of nonlinear stochastic wave equations driven by rough noise
• Renormalization of the two-dimensional stochastic nonlinear wave equations
• On a non-linear 2D fractional wave equation
• On the two-dimensional singular stochastic viscous nonlinear wave equations

Cites work

• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• A nonlinear heat equation with singular initial data
• A nonlinear wave equation with fractional perturbation
• A remark on norm inflation for nonlinear wave equations
• A remark on triviality for the two-dimensional stochastic nonlinear wave equation
• A theory of regularity structures
• Algebraic renormalisation of regularity structures
• An optimal regularity result on the quasi-invariant Gaussian measures for the cubic fourth order nonlinear Schrödinger equation
• Atlas of products for wave-Sobolev spaces on \(\mathbb{R}^{1+3}\)
• Calcul symbolique et propagation des singularités pour les équations aux dérivées partielles non linéaires
• Construction of \(\Phi^4_3\) diagrams for pedestrians
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Fourier analysis and nonlinear partial differential equations
• Fractional Brownian Motions, Fractional Noises and Applications
• Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
• Global well-posedness of the dynamic \(\Phi^{4}\) model in the plane
• Higher order expansions for the probabilistic local Cauchy theory of the cubic nonlinear Schrödinger equation on \(\mathbb {R}^3\)
• Invariant Gibbs dynamics for the dynamical sine-Gordon model
• Invariant Gibbs measures for the 2-\(d\) defocusing nonlinear wave equations
• KPZ equation with fractional derivatives of white noise
• On a non-linear 2D fractional wave equation
• On the stochastic nonlinear Schrödinger equations with nonsmooth additive noise
• On the two-dimensional hyperbolic stochastic sine-Gordon equation
• Paracontrolled distributions and singular PDEs
• Paracontrolled distributions and the 3-dimensional stochastic quantization equation
• Probability
• Renormalization group and stochastic PDEs
• Renormalization of the two-dimensional stochastic nonlinear wave equations
• Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations
• SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)
• STOCHASTIC NONLINEAR SCHRÖDINGER EQUATION WITH ALMOST SPACE–TIME WHITE NOISE
• Solving the KPZ equation
• Stochastic Equations in Infinite Dimensions
• Stochastic PDEs, regularity structures, and interacting particle systems
• Stochastic evolution equations with a spatially homogeneous Wiener process
• Stochastic evolution equations with fractional Brownian motion
• Stochastic heat equation with multiplicative fractional-colored noise
• Stochastic heat equation with rough dependence in space
• Stochastic integrals for SPDEs: a comparison
• Strong solutions to the stochastic quantization equations.
• The Stochastic Nonlinear Schrödinger Equation inH¹
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
• The dynamic \({\Phi^4_3}\) model comes down from infinity
• Unique ergodicity for a class of stochastic hyperbolic equations with additive space-time white noise

Cited in

(16)

• Three-dimensional stochastic cubic nonlinear wave equation with almost space-time white noise
• Stochastic comparisons for stochastic heat equation
• Study of a fractional stochastic heat equation
• A nonlinear Schrödinger equation with fractional noise
• Multilinear smoothing and local well-posedness of a stochastic quadratic nonlinear Schrödinger equation
• A full discretization of the rough fractional linear heat equation
• Probabilistic local Cauchy theory of the cubic nonlinear wave equation in negative Sobolev spaces
• Invariant Gibbs dynamics for the dynamical sine-Gordon model
• Renormalization of stochastic nonlinear heat and wave equations driven by subordinate cylindrical Brownian noises
• Uniqueness and non-uniqueness of the Gaussian free field evolution under the two-dimensional Wick ordered cubic wave equation
• On the two-dimensional singular stochastic viscous nonlinear wave equations
• The blow-up solutions for fractional heat equations on torus and Euclidean space
• On the parabolic and hyperbolic Liouville equations
• On the probabilistic well-posedness of the two-dimensional periodic nonlinear Schrödinger equation with the quadratic nonlinearity \(|u|^2\)
• A remark on randomization of a general function of negative regularity
• On ill-posedness of nonlinear stochastic wave equations driven by rough noise

This page was built for publication: Comparing the stochastic nonlinear wave and heat equations: a case study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2042850)