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Mathematics > Probability

arXiv:2108.09046 (math)
[Submitted on 20 Aug 2021 ]

Title: Weak coupling limit of the Anisotropic KPZ equation

Title: 各向异性KPZ方程的弱耦合极限

Authors:Giuseppe Cannizzaro, Dirk Erhard, Fabio Toninelli
Abstract: In the present work, we study the two-dimensional anisotropic KPZ equation (AKPZ), which is formally given by \begin{equation*} \partial_t h=\tfrac12 \Delta h + \lambda ((\partial_1 h)^2)-(\partial_2 h)^2) +\xi\,, \end{equation*} where $\xi$ denotes a space-time white noise and $\lambda>0$ is the so-called coupling constant. The AKPZ equation is a {\it critical} SPDE, meaning that not only it is analytically ill-posed but also the breakthrough path-wise techniques for singular SPDEs [M. Hairer, Ann. Math. 2014] and [M. Gubinelli, P. Imkeller and N. Perkowski, Forum of Math., Pi, 2015] are not applicable. As shown in [G. Cannizzaro, D. Erhard, F. Toninelli, arXiv, 2020], the equation regularised at scale $N$ has a diffusion coefficient that diverges logarithmically as the regularisation is removed in the limit $N\to\infty$. Here, we study the \emph{weak coupling limit} where $\lambda=\lambda_N=\hat\lambda/\sqrt{\log N}$: this is the correct scaling that guarantees that the nonlinearity has a still non-trivial but non-divergent effect. In fact, as $N\to\infty$ the sequence of equations converges to the linear stochastic heat equation \begin{equation*} \partial_t h =\tfrac{\nu_{\rm eff}}{2} \Delta h + \sqrt{\nu_{\rm eff}}\xi\,, \end{equation*} where $\nu_{\rm eff} >1$ is explicit and depends non-trivially on $\hat\lambda$. This is the first full renormalization-type result for a critical, singular SPDE which cannot be linearised via Cole-Hopf or any other transformation.
Abstract: 在本工作中,我们研究了二维各向异性KPZ方程(AKPZ),其形式上由\begin{equation*} \partial_t h=\tfrac12 \Delta h + \lambda ((\partial_1 h)^2)-(\partial_2 h)^2) +\xi\,, \end{equation*}给出,其中$\xi$表示时空白噪声,$\lambda>0$是所谓的耦合常数。AKPZ方程是一个{\it 临界}SPDE,这意味着它不仅在分析上是不适定的,而且对于奇异SPDE的突破性路径技巧 [M. Hairer, Ann. Math. 2014] 和 [M. Gubinelli, P. Imkeller and N. Perkowski, Forum of Math., Pi, 2015] 也不适用。如 [G. Cannizzaro, D. Erhard, F. Toninelli, arXiv, 2020] 所示,以尺度$N$正则化的方程具有一个在正则化被移除时对数发散的扩散系数,极限为$N\to\infty$。 在这里,我们研究 \emph{弱耦合极限} 其中 $\lambda=\lambda_N=\hat\lambda/\sqrt{\log N}$:这是正确的缩放,保证非线性仍然有非平凡但不发散的效果。 事实上,当 $N\to\infty$ 时,方程序列收敛到线性随机热方程 \begin{equation*} \partial_t h =\tfrac{\nu_{\rm eff}}{2} \Delta h + \sqrt{\nu_{\rm eff}}\xi\,, \end{equation*} 其中 $\nu_{\rm eff} >1$ 是显式的,并且非平凡地依赖于 $\hat\lambda$。 这是对于一个临界、奇异的SPDE的第一个完整的正规化类型结果,该SPDE不能通过Cole-Hopf或其他变换进行线性化。
Comments: 5 figures
Subjects: Probability (math.PR) ; Analysis of PDEs (math.AP)
MSC classes: 60H17, 82C27
Cite as: arXiv:2108.09046 [math.PR]
  (or arXiv:2108.09046v1 [math.PR] for this version)
  https://doi.org/10.48550/arXiv.2108.09046
arXiv-issued DOI via DataCite
Journal reference: Duke Math. J. 172(16): 3013-3104 (1 November 2023)
Related DOI: https://doi.org/10.1215/00127094-2022-0094
DOI(s) linking to related resources

Submission history

From: Giuseppe Cannizzaro [view email]
[v1] Fri, 20 Aug 2021 08:19:20 UTC (266 KB)
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