Norm inflation for a non-linear heat equation with gaussian initial conditions

IF 1.4 3区 数学 Q2 MATHEMATICS, APPLIED Stochastics and Partial Differential Equations-Analysis and Computations Pub Date : 2023-10-15 DOI:10.1007/s40072-023-00317-6
Ilya Chevyrev
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引用次数: 6

Abstract

Abstract We consider a non-linear heat equation $$\partial _t u = \Delta u + B(u,Du)+P(u)$$ t u = Δ u + B ( u , D u ) + P ( u ) posed on the d -dimensional torus, where P is a polynomial of degree at most 3 and B is a bilinear map that is not a total derivative. We show that, if the initial condition $$u_0$$ u 0 is taken from a sequence of smooth Gaussian fields with a specified covariance, then u exhibits norm inflation with high probability. A consequence of this result is that there exists no Banach space of distributions which carries the Gaussian free field on the 3D torus and to which the DeTurck–Yang–Mills heat flow extends continuously, which complements recent well-posedness results of Cao–Chatterjee and the author with Chandra–Hairer–Shen. Another consequence is that the (deterministic) non-linear heat equation exhibits norm inflation, and is thus locally ill-posed, at every point in the Besov space $$B^{-1/2}_{\infty ,\infty }$$ B , - 1 / 2 ; the space $$B^{-1/2}_{\infty ,\infty }$$ B , - 1 / 2 is an endpoint since the equation is locally well-posed for $$B^{\eta }_{\infty ,\infty }$$ B , η for every $$\eta >-\frac{1}{2}$$ η > - 1 2 .
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具有高斯初始条件的非线性热方程的范数膨胀
我们考虑一个非线性热方程$$\partial _t u = \Delta u + B(u,Du)+P(u)$$∂t u = Δ u + B (u, du) + P (u),其中P是一个最多3次的多项式,B是一个非全导数的双线性映射。我们证明,如果初始条件$$u_0$$ u 0取自具有指定协方差的光滑高斯场序列,则u表现出高概率的范数膨胀。该结果的一个结果是,不存在在三维环面上携带Gaussian自由场且DeTurck-Yang-Mills热流连续延伸的分布的Banach空间,这补充了cho - chatterjee和作者最近的适定性结果与Chandra-Hairer-Shen。另一个结果是(确定性)非线性热方程在Besov空间$$B^{-1/2}_{\infty ,\infty }$$ B∞,∞- 1 / 2上的每一点都表现出范数膨胀,因此是局部不适定的;空间$$B^{-1/2}_{\infty ,\infty }$$ B∞,∞- 1 / 2是一个端点,因为方程对于$$B^{\eta }_{\infty ,\infty }$$ B∞,∞η对于每个$$\eta >-\frac{1}{2}$$ η &gt是局部适定的;- 12。
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来源期刊
CiteScore
2.70
自引率
13.30%
发文量
54
期刊介绍: Stochastics and Partial Differential Equations: Analysis and Computations publishes the highest quality articles presenting significantly new and important developments in the SPDE theory and applications. SPDE is an active interdisciplinary area at the crossroads of stochastic anaylsis, partial differential equations and scientific computing. Statistical physics, fluid dynamics, financial modeling, nonlinear filtering, super-processes, continuum physics and, recently, uncertainty quantification are important contributors to and major users of the theory and practice of SPDEs. The journal is promoting synergetic activities between the SPDE theory, applications, and related large scale computations. The journal also welcomes high quality articles in fields strongly connected to SPDE such as stochastic differential equations in infinite-dimensional state spaces or probabilistic approaches to solving deterministic PDEs.
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