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

renormalizationstochastic nonlinear heat equationstochastic nonlinear wave equationstochastic quantization equationwhite noise

Mathematics Subject Classification ID

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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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).

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