Gibbs measures, canonical stochastic quantization, and singular stochastic wave equations

Date
2021/11/30 Tue 15:30 - 17:00
Speaker
Tadahiro Oh
Affiliation
The University of Edinburgh
Abstract

In this talk, I will discuss the (non-)construction of the focusing Gibbs measures and the associated dynamical problems. This study was initiated by Lebowitz, Rose, and Speer (1988) and continued by Bourgain (1994), Brydgess-Slade (1996), and Carlen-Fröhlich-Lebowitz (2016). In the one-dimensional setting, we consider the mass-critical case, where a critical mass threshold is given by the mass of the ground state on the real line. In this case, I will show that the Gibbs measure is indeed normalizable at the optimal mass threshold, thus answering an open question posed by Lebowitz, Rose, and Speer (1988). This part of the talk is based on a joint work with Philippe Sosoe (Cornell) and Leonardo Tolomeo (Bonn).  In the three dimensional-setting, I will first discuss the construction of the $\Phi^3_3$-measure with a cubic interaction potential. This problem turns out to be critical, exhibiting a phase transition: normalizability in the weakly nonlinear regime and non-normalizability in the strongly nonlinear regime. Then, I will discuss the dynamical problem for the canonical stochastic quantization of the $\Phi^3_3$-measure, namely, the three-dimensional stochastic damped nonlinear wave equation with a quadratic nonlinearity forced by an additive space-time white noise (= the hyperbolic $\Phi^3_3$-model). As for the local theory, I will describe the paracontrolled approach to study stochastic nonlinear wave equations, introduced in my work with Gubinelli and Koch (2018). In the globalization part, I introduce a new, conceptually simple and straightforward approach, where we directly work with the (truncated) Gibbs measure, using the variational formula and ideas from theory of optimal transport. This second part of the talk is based on a joint work with Mamoru Okamoto (Osaka), and Leonardo Tolomeo (Bonn).

Note: This seminar will be held as a Zoom online seminar.