20 Aop1484
20 Aop1484
20 Aop1484
B Y L EONARDO T OLOMEO
Mathematical Institute, Hausdorff Center for Mathematics, Universität Bonn, [email protected]
where dW denotes a space-time white noise on R2 . The term “−3∞ · u” in the equation de-
notes a time-dependent renormalisation which has been first introduced by Gubinelli, Koch
and Oh in [11] for a family of stochastic wave equations with power nonlinearities. In this
work the authors prove local well-posedness for renormalised stochastic wave equations
posed on T2 with certain polynomial nonlinearities.
The necessity to apply such a renormalisation in order to get nontrivial solutions was
highlighted in a series of works by Albeverio, Haba, Oberguggenberger and Russo [1, 19,
20, 26] and, more recently, by Oh, Okamoto and Robert [21], who showed that, without the
renormalisation term, solutions to (1.1) must satisfy a linear wave equation.
The renormalisation that we apply in (1.1) is better described as follows. Recall that dW
is defined to be a distribution-valued random variable such that for every test function φ,
φ, dW is a gaussian random variable with mean 0 and variance
(1.2) E φ, dW 2 = φ2L2 .
Ignoring the term with ∞ in (1.1), we consider a perturbative expansion u = v + ψ, where
t sin((t − t )|∇|)
(1.3) ψ := dW t
0 |∇|
solves the linear wave equation
ψtt = ψ + dW.
Here, we used the notation F (∇)u to denote the distribution whose Fourier transform is given
by
F
(∇)u(ξ ) := F (ξ )u(ξ ).
in the variable u. Since E[|ψ|2 ] = +∞ for every t > 0, by inserting this into (SNLW) we
obtain the formula (1.1). This kind of renormalisation is exactly the same that appears in [11]
for the cubic wave equation on the torus.
Before stating our main result, we need to define what we mean by solutions of (1.1). As
we already discussed, we write u = ψ + v, and we require v to solve the mild formulation of
(1.5),
sin(t|∇|)
v = cos t|∇| u0 + u1
|∇|
(1.6)
t sin((t − t )|∇|)
+ −:ψ 3 : t − 3 :ψ 2 : t v t − 3ψv 2 t − v 3 t dt .
0 |∇|
T HEOREM 1.1. Consider the equation (SNLW) on R2 , and let 1 > s > 45 . Then, (SNLW)
is almost surely globally well-posed. More precisely, for every (u0 , u1 ) ∈ Hloc
s , there exists a
unique ψ + C(R; Hloc (R ))-valued random variable u such that almost surely:
s 2
• for every stopping time T > 0, u|[−T ,T ] is the unique solution to (SNLW) in the space
ψ + C([−T , T ]; Hloc
s ),
• for every time 0 < T < ∞, u is continuous in the initial data (u0 , u1 ).
In the recent years there have been many developments in the study of global solutions
for parabolic stochastic SPDEs, both on a compact domain (see, for instance, [13, 16, 17]
for a study of 4d models) and, more recently, on the euclidian space [8, 10]. However, the
dispersive nature of the wave equation does not allow to extend the techniques developed for
the study of stochastic quantisation equation to the study of equation (1.1).
The probabilistic study of dispersive equation, on the other hand, has been mostly focused
on the analysis of deterministic equations with random initial data, often because of its links
1404 L. TOLOMEO
dispersive equations with initial data of regularity below the energy space. We consider an
operator I = IN given by the Fourier multiplier mN with
⎧
⎪
⎨1 for |ξ | ≤ N,
1−s
mN (ξ ) = N
⎪
⎩ for |ξ | ≥ 3N.
ξ
For every N , one has that I ṽ ∈ H 1 if and only if ṽ ∈ H s , and I is the identity at low frequen-
cies. Therefore, we can bound ṽH s by making use of the functional
F = E I ṽ(t), I ∂t ṽ(t) .
Of course, the functional F will not be time independent, but we can bound it by making use
of a Gronwall argument. We have that
d
F = commutator terms + forcing terms.
dt
The commutator terms are typical of the I-method, and we can estimate them by making use
of simple harmonic analytic techniques.
The terms coming from the forcing are more subtle to estimate, and, in particular, the term
−3 I vt (I v)2 I (ρψ)
requires a very sharp large deviation estimate for the Lp norm of the term I (ρψ).
Putting the estimates together for fixed N , allows us to show existence of ṽ for a random
time O(1). Iterating this procedure on a sequence N0 N1 N2 · · · , we get global
existence for ṽ.
We would like to point out that, as far as the author is aware, this is the first instance of
an application of the I —method that requires to change the cutoff parameter N in a time-
dependent way.
R EMARK 1.2. The argument in this paper is completely pathwise, and, after the analysis
performed in Section 2, it relies only on deterministic estimates. In particular, we can replace
:ψ j : by stochastic processes Xj and consider the equation
(1.8) vtt − v = −X3 − 3X2 v − 3X1 v 2 − v 3 .
As long as the processes X1 , X2 , X3 satisfy the same estimates as in Proposition 2.1(iv)–(v),
by the same argument as in this paper, we can show an analogous of Theorem 1.1 for the
equation (1.8).
R EMARK 1.3. One could wonder if it is possible to improve the result of Theorem 1.1 by
extending the range of s for which the theorem holds. Analysing the proof of Theorem 1.1,
one can see that the restriction s > 45 derives from the application of the I-method and, in
particular, from the estimate (4.13) for k = 3. While it does not seem to be possible to improve
this particular estimate (see Remark 4.6), there are examples in which a more sophisticated
application of the I-method can yield better results; see, for instance, [25] in the context of
wave equation on the two-dimensional torus.
However, pursuing this kind of improvement would substantially complicate the argument
in this paper, which is already quite involved. Since our main goal in this paper is to present
the first example of a dispersive SPDE with space-time white noise forcing which is globally
well-posed on an unbounded domain, we decided to keep the most technical part of the proof
as simple as possible.
1406 L. TOLOMEO
R EMARK 1.4. As one can observe by analysing the proof of Lemma 4.11, the energy
estimate that leads to global well-posedness for the equation (1.7) relies heavily on the loga-
rithmic divergence of ψ and, more specifically, on the estimate
IN (ρψ) log N.
Llog N
At the moment, we do not know if it is possible to extend the argument in this paper to
equations that present a stronger singularities. For instance, if we consider the equation
⎧
⎪
⎨utt = u− :u : +∇ dW,
3 ε
⎪
u(0, ·) = u ∈ H s ,
0
⎪
⎪
loc
⎩u (0, ·) = u ∈ H s−1 ,
t 1 loc
our argument does not apply.
However, it is still possible find examples in the literature of equations that satisfy a similar
logarithmic divergence. One example is given by the BBM equation with random initial data,
as explored by Forlano in [9]. Another example is given by the wave equation on T3 with
random initial data considered in [6],
⎧
⎪
⎨utt = u − u ,
3
⎪
(1.9) u(0, ·) = u ,
0
⎪
⎪
⎩u (0, ·) = u ,
t 1
with
u0 (x) = aj gj e in·x
, u1 (x) = bj hj e in·x
,
n∈Z3 n∈Z3
where (gj )j , (hj )j are i.i.d. standard complex-valued gaussian random variables and
|aj |2 n2s + |bj |2 n2s−2 < +∞
n
) ∈ Hs .
so that (u0 , u1 In [6], the authors show that (1.9) is locally well-posed for s ≥ 0, and
it is globally well-posed for s > 0. The techniques developed in this paper should be able to
extend the global well-posedness result to the full range s ≥ 0.
following way:
:ψN0 : (x, t) := 1,
:ψN1 : (x, t) := ψN (x, t),
:ψN2 : (x, t) := ψN2 (x, t) − E ψN2 (x, t) ,
:ψN3 : (x, t) := ψN3 (x, t) − 3E ψN2 (x, t) ψN (x, t).
GWP FOR STOCHASTIC WAVE EQUATION ON R2 1407
This corresponds with the Wick renormalisation obtained through the Hermite polynomial
described in [11]. We will prove the following.
ρ :ψ l : ≤ CT ,p,q,ε,r .
LT Wx−ε,r Lp (
q
N )
−ε,r
q
Because of the arbitrariness of ρ, (iii) implies that :ψNl : has a limit in Lp ( , LT Wloc ). We
call the limit of this sequence :ψ :. We have that:
l
(iv) ρ :ψ l :L∞ Wx−ε,r < ∞ a.s., and ρ :ψ l : (t) is a.s. continuous in t with values in Wx−ε,r .
T
(v) Let m : R → [0, 1] be an even smooth function such that m(r) = 1 for every
|r| ≤ 1, and ∂rn m(r) n r −ε−n for r ≥ 1, n ≥ 0. Let IN be the operator associated
to the Fourier multiplier mN (|ξ |) := m(|ξ |/N), that is, I N φ(ξ ) := m(|ξ |/N)φ̂(ξ ). Then,
1 1
p 2 2
p
P(IN (ρψ)Lt,x ([0,T ];R2 ) > λp log N) ≤ CT ,ρ,m λ . −p
In order to prove this proposition, we need some tools. Recall the Hermite polynomials
generating function
∞ k
1 2 t
(2.1) F (t, x; σ ) := etx− 2 σ t = Hk (x; σ ).
k=0
k!
For simplicity, let F (t, x) := F (t, x; 1), and let Hk (x) := Hk (x; 1). Fix d ∈ N. Consider the
d
Hilbert space L2 (Rd , μ), where dμd := (2π)− 2 exp(−|x|2 /2). Then, Hermite polynomials
satisfy
L EMMA 2.2. Let q > 1 and p ≥ q. Then, for every u ∈ Lq (Rd , μd ) and t ≥ 12 log( p−1
q−1 ),
we have
(2.2) U (t)u ≤ uLq (Rd ,μd ) .
Lp (Rd ,μd )
1408 L. TOLOMEO
Notice that the constant of the inequality in (2.2) (i.e., 1) and the range of p, q, t do not
depend on the dimension d. As a consequence, the following holds.
L EMMA 2.4. Fix k ∈ N and c(n1 , . . . , nk ) ∈ C. Given d ∈ N, let {gn }dn=1 be a sequence
of independent standard complex-valued Gaussian random variables. Define Sk (ω) by
Sk (ω) = c(n1 , . . . , nk )gn1 (ω) · · · gnk (ω),
(k,d)
sin(t|∇|)
P ROOF OF P ROPOSITION 2.1. (i) Consider the operator AN (t) := |∇| χN (∇). We
sin(t|ξ |) 2π iξ ·x
have that AN (t)φ = φ ∗ aN (t, ·), where aN (t, x) = BN |ξ | e dξ . Moreover,
< +∞.
Therefore, for any ball B ⊆ R2 ,
EψN 2Ḣ 2m ([−T ,T ]×B) ∼ E∂t2m ψN 2L2 ([−T ,T ]×B) + Em ψN 2L2 ([−T ,T ]×B)
and
E∂t2m ψN 2L2 ([−T ,T ]×B)
t
2
= E ∂t2m aN t − t , x − x dW t , x dt dx
[−T ,T ]×B 0 R2
< +∞
GWP FOR STOCHASTIC WAVE EQUATION ON R2 1409
and, similiarly,
Em ψN 2L2 ([−T ,T ]×B)
t
2
= E aN t − t , x − x dW t , x dt dx
m
[−T ,T ]×B 0 R2
< +∞,
∞ a.s.
so EψN 2Ḣ 2m ([−T ,T ]×B) < +∞ for every m a.s., therefore ψN ∈ Ct,x
(ii) We have that, for s < t, by Plancherel,
E ψN (s, x)ψN (t, y)
s t
=E aN s − t , x − x dW t , x aN t − t , y − x dW t , x
0 R2 0 R2
(2.5) s
= aN s − t , x − x aN t − t , y − x dt dx
0 R2
s sin((s − t )|ξ |) sin((t − t )|ξ |) −2π iξ ·(x−y)
= e dξ dt .
0 BN |ξ |2
Define γ (t, ξ ) by
By applying the Bessel potentials ∇x −ε and ∇y −ε of order ε and setting t = s, x = y, we
get
E ∇−ε ψN (t, x)2 = ξ −2ε γ (t, ξ ) dξ
|ξ |<N
1
t3 + t
|ξ |>1 ξ 2+2ε
t3 + t
l
l
= e−2π i( 1 ξj )·(x−y) γ (t, ξj ) dξj .
|ξ1 |,...,|ξl |≤N j =1
l
E ∇−ε :ψNl (t, ·): (x)2 = ξ1 + · · · + ξl −2ε γ (t, ξj ) dξj
|ξ1 |,...,|ξl |≤N j =1
l
t ξ1 + · · · + ξl −2ε ξj −2 dξj < ∞,
ξ1 ,...,ξl j =1
and, by hypercontractivity,
E ρ(·) :ψN (t, ·)l :W −ε,p p,ρ,t 1.
p
Moreover, since ρ(·) :ψNl : has compact support, T < +∞, if q, r, s ≤ p, it follows that
ρ(x) :ψN (t, x)l : p,ρ,T 1.
Lrt Wx−ε,s ([−T ,T ]×R2 ) Lq ( )
Similarly, we have
E∇−ε :ψM
l
: − :ψNl : (t, x)2
l
−2ε
= ξ1 + · · · + ξl γ (t, ξj ) dξj
N≤|ξ1 |,...,|ξl |≤M j =1
l
t ξ1 + · · · + ξl −2ε ξj −2 dξj N −2θ
|ξ1 |,...,|ξl |≥N j =1
Therefore,
E ∇−ε :ψN (t + h, ·)l : (x) − ∇−ε :ψN (t, ·)l : (x) 2
∼ ξ1 + · · · + ξl −2ε
|ξ1 |,...,|ξl |≤N
l
l
l
× γ (t + h, t + h; ξj ) − 2 γ (t, t + h; ξj ) + γ (t, t; ξj ) dξj .
j =1 j =1 j =1
Interpolating between
γ (t + h, t + h; ξ ) − γ (t, t + h; ξ ), γ (t, t + h; ξ ) − γ (t, t; ξ ) t |h|ξ −1
and
γ (t + h, t + h; ξ ) − γ (t, t + h; ξ ), γ (t, t + h; ξ ) − γ (t, t; ξ ) t ξ −2 ,
1412 L. TOLOMEO
Moreover, if |t| ≤ T , the implicit constant C can be chosen as C = C(T , p). Therefore, by
Kolmogorov Continuity Theorem, for |t| < T , we have that ρ :ψ l :∈ C α W −ε,p , for every
pθ
α < 2(p−1) , so ρ :ψ l :∈ Ct W −ε,p a.s.
(v) In order to prove this, we just need to prove
p p p
E IN (ρψ)Lp ≤ C(T , ρ, m)p p 2 log 2 N,
then (v) will follow from a straightforward application of Chebishev inequality.
Proceeding as in (2.5), we have that
E IN (ρψ)2 (t, x)
2
i2π(ξ +η)·x
= E mN (ξ + η)ψ̂(ξ )ρ̂(η)e dξ dη
restricted to the plane {(x, −x)}. We have that γ (t, ξ ) t ξ −2 and that, for n ≥ 1, ∂ηn mN (ξ +
η) m,n ξ + η−n . Therefore, calling
we have that
n log N if n = 0,
∇ φ n,m
η1 ,η2 L∞
1 if n ≥ 1,
hence φC k t,k log N . Since ρ̂(η1 )ρ̂(η2 ) is a Schwartz function of η1 , η2 , this implies that
log N
(2.8) E IN (ρψ)2 (t, x) T ,ρ,m .
x4
GWP FOR STOCHASTIC WAVE EQUATION ON R2 1413
vtt − v + v 3 + 3v 2 ρψ + 3vρ :ψ 2 : + ρ :ψ 3 : = 0,
(3.1)
v(t0 , x) = u0 (x)∂t v(t0 , x) = u1 (x).
Notice that (at least formally), whenever ρ = 1, we have that
v 3 + 3v 2 ρψ + 3vρ :ψ 2 : + ρ :ψ 3 : = :(v + ψ)3 :.
Consider as well the mild formulation of (3.1),
sin((t − t0 )|∇|) t sin((t − t )|∇|)
v(t) = cos (t − t0 )|∇| u0 + u1 +
|∇| t0 |∇|
(LSNLW) ⎛ ⎞
2
3 j
× ⎝v 3 + v ρ :ψ 3−j :⎠ .
j
j =0
P ROPOSITION 3.1 (Local well-posedness). Let 1 > s ≥ 23 , and let (u0 , u1 ) ∈ Hs . Then,
there exists a time τ = τ (t0 , ω, (u0 , u1 )Hs ) > 0 a.s., nonincreasing in (u0 , u1 )Hs , such
that the equation (LSNLW) has a unique solution in the space C([t0 − τ, t0 + τ ]; H s ). More-
over, a.s. in ω, we have that inf|t0 |<T τ (t0 , ω, (u0 , u1 )Hs ) > 0 for every T < ∞.
R EMARK 3.2. For the sake of simplicity, in this work we will use just Sobolev embed-
dings to get the required estimates, obtaining the local well-posedness result in the space H s
for s ≥ 23 . Since the constraint coming from Section 5 is stronger than this one, it is enough
for our purposes. However, improving the proof by making use of the Strichartz estimates
for the wave equation, it is possible to relax the condition to s > 14 ; see [11] for this analysis
which can be applied with very little modifications to this problem.
P ROOF. This proposition will follow by a standard fixed point argument. Consider the
map
sin((t − t0 )|∇|)
(u0 ,u1 ) v := cos (t − t0 )|∇| u0 + u1
|∇|
(3.2) ⎛ ⎞
t sin((t − t )|∇|) ⎝ 3 2
3 j
+ v + v ρ :ψ 3−j :⎠ ,
t0 |∇| j =0
j
2
defined on functions v ∈ Ct ([t0 − τ, t0 + τ ]; H s ). By the Sobolev embedding H s → H 3 →
W 0+,6− → L6 and using that s − 1 < 0 and the fact that ρ :ψ k : is compactly supported, we
1414 L. TOLOMEO
have that
2
3 j
(u0 ,u1 ) vH s ≤ (u0 , u1 )Hs + 2τ v 3 L∞ Hxs−1 + v ρ :ψ 3−j : L∞ s−1
t j t Hx
j =0
2
3
(u0 , u1 ) vL∞ W 0+,6− ρ :ψ 3−j :L1 W 0−,6+
j
Hs + 2τ vL∞ +
3
6
t L j t t x
j =0
2
3
(u0 , u1 )Hs + 2τ v3L∞ H s + vL∞ H s ρ :ψ 3−j :L1 W 0−,6+
j
t x j t x t x
j =0
(u0 , u1 )Hs + τ v3Ct H s + 1 + v2Ct H s max ρ :ψ j :L1 W 0−,6+ .
1≤j ≤3 t x
By Proposition 2.1, ρ :ψ j :L1 W 0−,6+ is finite a.s. (locally in time), so it is possibile to find
t x
τ 1 such that max1≤j ≤3 ρ :ψ j :L1 W 0−,6+ 1. Therefore, for τ small enough, we have
t x
that if vCt H s ≤ 2(u0 , u1 )Hs , then u0 ,u1 vCt H s ≤ 2(u0 , u1 )Hs .
Proceeding similarly, we have that
u0 ,u1 v − u0 ,u1 w τ v − wCt H s v2Ct H s + w2Ct H s
+ v − wCt Hs 1 + vCt Hs + wCt Hs max ρ :ψ j :L1 W 0−,6+ ,
j =1,2 t x
for the same reason, choosing τ 1, we have that (u0 ,u1 ) is a contraction on B2(u0 ,u1 )Hs ⊆
Ct H .
s
In order to finish the proof of this proposition, we just need to show that, for every T > 0,
inf τ t0 , ω, (u0 , u1 )Hs > 0.
|t0 |<T
Notice that, by the previous argument in order to have that u0 ,u1 is a contraction, we
just need that τ, ρ :ψ j :L1 Hxs−1 < δ for a certain fixed δ. By Proposition 2.1 we have that
t
ρ :ψ j :L2 W 0−,6+ ([−T −1,T +1]×R2 ) < +∞ a.s. As a consequence, we have that (when τ < 1)
t x
1
ρ :ψ j : τ 2 ρ :ψ j :L2 W 0−,6+ ([−T −1,T +1]×R2 ) .
L1t Wx0−,6− ([t0 −τ,t0 +τ ]×R2 ) t x
Therefore, for fixed T , τ can be chosen independently from t0 , and we have inf|t0 |<T τ (t0 , ω,
(u0 , u1 )Hs ) > 0.
C OROLLARY 3.3 (Blow-up condition). Let T ∗ be the maximal time for which the so-
lution to (LSNLW) exists in the interval [0, T ∗ ), in the sense that (v, vt ) ∈ C([0, T ∗ ); Hs )
and, for every δ > 0, there is no function (ṽ, ṽt ) such that (v, vt ) ∈ C([0, T ∗ + δ); H s ) which
solves (LSNLW). Suppose that T ∗ < +∞. Then, we have
(3.3) lim∗ v(s), vt (s) Hs = +∞.
s→T
4. Global well-posedness for the localized equation. In this section we establish global
well-posedness for the equation (LSNLW). In particular, we will prove the following.
P ROPOSITION 4.1. Let s > 45 . Then, the solution to (SNLW) with (u0 , u1 ) ∈ Hs can be
extended a.s. to a global solution u : R × T2 → R.
More precisely, for every T > 0, δ > 0, there exists a set T ,δ such that:
GWP FOR STOCHASTIC WAVE EQUATION ON R2 1415
• P(( T ,ε )c ) ≤ δ,
• For every ω ∈ T ,δ , there exists a unique solution u : [−T , T ] × R2 → R to (SNLW)
such that v(0, x) = u0 (x), vt (0, x) = u1 (x). Moreover, this solution satisfies the estimate
vL∞ s ≤ C(T , s, δ).
t ([−T ,T ];Hx )
By taking ε = 1 − s,
1 1 1 1
(4.6) E(v, vt ) := vt2 + v2 + |∇v|2 + v4,
2 2 2 4
we clearly have that
E(IN v, IN vt ) (IN v, IN vt )2H1 v, vt 2Hs .
The goal of this section will henceforth be showing finiteness of E(IN v, IN vt ). In the fol-
lowing we will abuse of notation and omit the subscript N whenever it is not important in
the analysis, writing I instead of IN . Similarly, we will write E instead of E(IN v, IN vt ) and
E(s) instead of E(IN v(s), IN vt (s)).
L EMMA 4.2.
d
E(t)
dt
(4.7) = −3 I vt (I v)2 I (ρψ)
(4.8) −3 I vt I vI ρ :ψ 2 : − I vt I ρ :ψ 3 :
1416 L. TOLOMEO
+ I vt (I v)3 − I v 3 + 3 (I v)2 I (ρψ) − I v 2 ρψ
(4.9)
+ 3 (I v)I ρ :ψ 2 : − I vρ :ψ 2 :
(4.10) + I vt I v.
P ROOF. We will show this proposition by a formal computation using (3.1). This com-
putation can be made rigorous a posteriori by using the estimates of this section. We omit this
part of the argument.
By (3.1),
d
E(t)
dt
= I vt I vtt − I v + (I v)3 + I v
= I vt −I v 3 + 3v 2 ρψ + 3vρ :ψ 2 : + ρ :ψ 3 : + (I v)3 + I v .
The lemma follows by adding and subtracting the terms 3(I v)2 I (ρψ) and 3(I v)I (ρ :ψ 2 :).
We will now proceed to estimate the various terms of the time derivative of E(I v, I vt )
with the goal of applying a Gronwall argument. The terms (4.10) and (4.8) are relatively
harmless. Estimating the commutator terms in (4.9) is the core of the I-method and will take
most of this section. However, from a technical point of view, the hardest term to estimate
will be (4.7) which will also give the main contribution to the estimate on the growth of E.
This term is also what makes the iteration of the I-method with varying N necessary.
L EMMA 4.3.
(4.11) (4.10) = I vt I v ≤ E(I v, I vt ).
P ROOF. By Hölder,
−3 I vt I vI ρ :ψ 2 : − I vt I ρ :ψ 3 :
I vt L2 I vL4 I ρ :ψ 2 : L4 + vt L2 I ρ :ψ 3 : L2
1 1 1
N γ E(I v, I vt ) 2 + 4 ρ :ψ 2 :W −γ ,4 + E(I v, I vt ) 2 ρ :ψ 3 :H −γ .
cancellation:
(I v)k − I v k
= I (vN + vN ) k − I (vN + vN )k
k−1
k k−l−1
= l
(I vN )vN (I vN )k−l−1 − I vN vN
l
vN .
l
l=0
We proceed to estimating the elements of this sum individually. In particular, (4.13) follows
if we prove that, for every l ≤ k − 1,
k−l−1
(4.15) (I vN )v l
N (I vN )
2
L N −(1−k(1−s)) I vkH 1
and
(4.16) I vN v l v k−l−1 2 N −(1−k(1−s)) I vk 1 .
N N L H
R EMARK 4.6. We do not expect any extra cancellation in the summands of (4.14). To
see this, let us writing one summand in Fourier transform, corresponding to the case k = 3,
1418 L. TOLOMEO
l = 1,
∧
(I vN )2 vN
l
− I vN
2 l
vN (ξ )
L EMMA 4.7. For every γ > 0, 0 < s̃ < 1, there exist p(γ ) > 1, η(γ ) > 0 such that
1−s̃
(4.17) (If )(Ig) − I (fg)
L2 γ ,s̃ N γ − 2 f H 1−s̃ gW −η(γ ),1 ∩W −η(γ ),p(γ ) .
(IV) − I (f 1 g).
N 2
We have that:
• I = 0, since If 1 =f 1 , IgN = gN by definition of I , and (f 1 gN ) (ξ ) = 0
N 2 N 2 N 2
1
only for |ξ | ≤ (N + N )/3 < N , so I (f
2 1 gN ) = f 1 gN as well.
N 2 N 2
• IIL2 can be written as suph =1 R2 h · (II). Calling f 1 = a, gN = b, expanding II
L2 N 2
in Fourier series and using Plancherel, we have to estimate
h · (II)
R2
• By duality (like for II), selfadjointness of I , fractional Liebnitz inequality, Sobolev em-
beddings and (4.3), we have
h · (IV)
=− hI (f 1 g)
N 2
=− I (h)f 1 g
N 2
I (h)f 1
W 2δ,(1−δ)
−1 gW −2δ,δ−1
N 2
gW −2δ,δ−1 I (h)H 2δ f 1 ( 21 −δ)−1
N 2 L
+ I (h) ( 21 −δ)−1 f 1 H 2δ
L N 2
gW −2δ,δ−1 I (h)H 2δ f 1 H 2δ
N 2
1
N 2δ N − 2 (1−s̃−2δ) gW −2δ,δ−1 hL2 f 1 1−s̃
N 2 H
1−s̃
N −( 2 −3δ) gW −2δ,δ−1 hL2 f 1 1−s̃ ,
N 2 H
1−s̃
so IVL2 N −( 2 −3δ) gW −2δ,δ−1 f H 1−s̃ .
L EMMA 4.8. Let 0 < k ≤ 2. For every γ > 0, there exist p(γ ) > 1, η(γ ) > 0 such that
I v k ρ :ψ 3−k : − (I v)k I ρ :ψ 3−k : 2
L
(4.18) 1−k(1−s)
s,γ N − 2 +γ I vk 1 ρ :ψ 3−k : H W −η(γ ),1 ∩W −η(γ ),p(γ ) .
1420 L. TOLOMEO
L EMMA 4.9. There exists c > 0 such that, for every 0 < η < 18 ,
T T
(4.7)(s) ds = −3 I vt (s) I v(s) 2 I ρψ(s) ds
t0 t0
(4.19)
T
1+ E 1+cη
I ψ η−1 .
t0 Lt,x
T 1−η
1
E 1+η 1−η I ψ η−1
t0 Lx,t
T 1+η
1+ E 1−η I ψ η−1 .
t0 Lx,t
L EMMA 4.10. Let T > 0. For every |t − t0 | ≤ T and for every 0 < η ≤ 18 , we have that,
for every γ > 0,
E(t) − E(t0 )
t
(4.20) s,γ ,T 1+ E 1+cη I ψ η−1
t0 Lt,x
t
(4.21) + N −(1−3(1−s)) E 2
t0
2 t 1−k(1−s) k+1
(4.22) + N− 2 +γ
E 2 :ψ 3−k :L∞ W −η(γ ),1 ∩W −ηk (γ ),p(γ )
t
k=0 t0
t 3 1
(4.23) + N γ E 4 ρ :ψ 2 :W −γ ,4 + E 2 ρ :ψ 3 :H −γ
t0
t
(4.24) + E(s) ds,
t0
where c is the one given by Lemma 4.9 and η(γ ), p(γ ) are the ones given by Lemma 4.8.
P ROOF. By Lemma 4.10, as long as E ≤ N α , since α < 1 − 3(1 − s), for N big enough
we have that (4.21) + (4.22) ≤ 1 + tT0 E. Similarly, from Young’s inequality, for some uni-
versal constant C, we have
T
(4.23) ≤ E(s) ds + CN 4γ M 4 .
t0
P ROOF OF P ROPOSITION 4.1. Let ε > 0, T > 0, let 2(1 − s) < β < α < 1 − 3(1 − s)
and let γ as in Lemma 4.11.
By Proposition 2.1(iv), :ρψ 3−k :L∞ ([−T ,T ];W −(max(ηk (γ ),γ )),max(pk (γ ),2) ) < +∞ a.s., so there
t
γ γ
exists M = M(T , ε) such that P( M ) ≥ 1 − 2ε , where M is defined in (4.26). Moreover, by
Proposition 2.1(v),
≤ CT ,ρ,m − log N = N log CT ,ρ,m −log .
c log N
P (N)
GWP FOR STOCHASTIC WAVE EQUATION ON R2 1423
and similarly backward in time. Therefore, because of the blowup condition (3.3), Propos-
tion 4.1 is shown if we show (4.32). Proceeding inductively, we know (4.32) for N1 and,
proceeding as in (4.30),
E INk+1 v(t0 + kτ ), INk vt (t0 + kτ )
2(1−s)
Nk+1 v(t0 + kτ ), vt (t0 + kτ ) 2H s + v(t0 + kτ )4H s
2(1−s) 2
Nk+1 E INk v(t0 + kτ ), INk vt (t0 + kτ ) + E INk v(t0 + kτ ), INk vt (t0 + kτ )
2(1−s) β
Nk+1 Nkα + Nk2α Nk+1 ,
β
so E(INk+1 v(t0 + kτ ), INk vt (t0 + kτ )) ≤ 12 Nk+1 , and we have (4.32).
5. Independence from the cutoff and global well-posedeness for the global equation.
In this section we prove that, on appropriate space-time regions, the solution to (LSNLW)
does not depend on the particular choice of the cutoff ρ and proceed to the proof of Theo-
rem 1.1.
1424 L. TOLOMEO
C OROLLARY 5.2. Let T > 0, let t0 = 0 and let ρ1 , ρ2 be two cutoff functions such
that ρ1 (x) = ρ2 (x) = 1 for every x ∈ B2T . Let s > 45 . Let (u0 , u1 ) ∈ Hloc s , and let v , v
1 2
be, respectively, the solutions to (LSNLW) with cutoff function ρ1 and ρ2 and initial data,
respectively, (ρ1 u0 , ρ1 u1 ) and (ρ2 u0 , ρ2 u1 ). Then, v1 (t, x) = v2 (t, x) for every |x|, |t| < T .
P ROOF OF T HEOREM 1.1. Let ρn be a cutoff function such that ρN (x) = 1 for every
|x| ≤ n. Let (u0 , u1 ) ∈ Hloc
s , and let v be the solution of (LSNLW) with cutoff function ρ
n n
and initial data (ρn u0 , ρn u1 ). By Proposition 4.1, we will have vn ∈ C(R; Hs ). By Corol-
lary 5.2,
v := lim vn
n→+∞
is well defined, and we have that v|[−T ,T ]×BR = vT ∨R |[−T ,T ]×BR . By Proposition 4.1 again,
v will also be a continuous function of (u0 , u1 ) with values in C([−T , T ]; Hloc s ). There-
fore, the theorem is proven if we show that every solution ũ = ψ + ṽ of (SNLW) with
GWP FOR STOCHASTIC WAVE EQUATION ON R2 1425
s ) satisfies ṽ(t) = v(t) for every t ≤ T . Let φ ∈ C ∞ ((−T , T ) × R2 ) be a
v ∈ C([−T , T ]; Hloc c
test function. Let n ∈ N be such that supp(φ) ⊆ [−n, n] × Bn . By Proposition 5.1, we have
that
ṽ|[−n,n]×Bn = vn |[−n,n]×Bn = v|[−n,n]×Bn .
Therefore, ṽ, φ = v, φ, so ṽ = v as space-time distributions. Since they both belong to
the space C([−T , T ]; Hloc
s ), the equality must hold in the space C([−T , T ]; Hs ) as well;
loc
hence, ṽ(t) = v(t) for every t ≤ T .
Acknowledgements. The author would like to thank his PhD supervisor Tadahiro Oh for
suggesting the problem and his constant help and support. The author was supported by the
European Research Council (grant no. 637995 “ProbDynDispEq”), by The Maxwell Insti-
tute Graduate School in Analysis and its Applications, a Centre for Doctoral Training funded
by the U.K. Engineering and Physical Sciences Research Council (grant EP/L016508/01),
the Scottish Funding Council, Heriot-Watt University and the University of Edinburgh and
by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Ger-
many’s Excellence Strategy-EXC-2047/1-390685813 through the Collaborative Research
Centre (CRC) 1060.
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