Weak coupling limit of the Anisotropic KPZ equation

Fuente: arXiv
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Autores principales: Cannizzaro, Giuseppe, Erhard, Dirk, Toninelli, Fabio
Formato: Preprint
Publicado: 2021
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author Cannizzaro, Giuseppe
Erhard, Dirk
Toninelli, Fabio
author_facet Cannizzaro, Giuseppe
Erhard, Dirk
Toninelli, Fabio
contents In the present work, we study the two-dimensional anisotropic KPZ equation (AKPZ), which is formally given by \begin{equation*} \partial_t h=\tfrac12 Δh + λ((\partial_1 h)^2)-(\partial_2 h)^2) +ξ\,, \end{equation*} where $ξ$ denotes a space-time white noise and $λ>0$ 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 $λ=λ_N=\hatλ/\sqrt{\log N}$: 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{ν_{\rm eff}}{2} Δh + \sqrt{ν_{\rm eff}}ξ\,, \end{equation*} where $ν_{\rm eff} >1$ is explicit and depends non-trivially on $\hatλ$. This is the first full renormalization-type result for a critical, singular SPDE which cannot be linearised via Cole-Hopf or any other transformation.
format Preprint
id arxiv_https___arxiv_org_abs_2108_09046
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Weak coupling limit of the Anisotropic KPZ equation
Cannizzaro, Giuseppe
Erhard, Dirk
Toninelli, Fabio
Probability
Analysis of PDEs
60H17, 82C27
In the present work, we study the two-dimensional anisotropic KPZ equation (AKPZ), which is formally given by \begin{equation*} \partial_t h=\tfrac12 Δh + λ((\partial_1 h)^2)-(\partial_2 h)^2) +ξ\,, \end{equation*} where $ξ$ denotes a space-time white noise and $λ>0$ 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 $λ=λ_N=\hatλ/\sqrt{\log N}$: 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{ν_{\rm eff}}{2} Δh + \sqrt{ν_{\rm eff}}ξ\,, \end{equation*} where $ν_{\rm eff} >1$ is explicit and depends non-trivially on $\hatλ$. This is the first full renormalization-type result for a critical, singular SPDE which cannot be linearised via Cole-Hopf or any other transformation.
title Weak coupling limit of the Anisotropic KPZ equation
topic Probability
Analysis of PDEs
60H17, 82C27
url https://arxiv.org/abs/2108.09046