Skip to main content
Log in

Surface quasi-geostrophic equation perturbed by derivatives of space-time white noise

  • Published:
Mathematische Annalen Aims and scope Submit manuscript

Abstract

We consider a family of singular surface quasi-geostrophic equations

$$\begin{aligned} \partial _{t}\theta +u\cdot \nabla \theta =-\nu (-\Delta )^{\gamma /2}\theta +(-\Delta )^{\alpha /2}\xi ,\qquad u=\nabla ^{\perp }(-\Delta )^{-1/2}\theta , \end{aligned}$$

on \([0,\infty )\times {\mathbb {T}}^{2}\), where \(\nu \geqslant 0\), \(\gamma \in [0,3/2)\), \(\alpha \in [0,1/4)\) and \(\xi \) is a space-time white noise. For the first time, we establish the existence of infinitely many non-Gaussian

  • probabilistically strong solutions for every initial condition in \(C^{\eta }\), \(\eta >1/2\);

  • ergodic stationary solutions.

The result presents a single approach applicable in the subcritical, critical as well as supercritical regime in the sense of Hairer (Invent Math 198(2):269–504, 2014). It also applies in the particular setting \(\alpha =\gamma /2\) which formally possesses a Gaussian invariant measure. In our proof, we first introduce a modified Da Prato–Debussche trick which, on the one hand, permits to convert irregularity in time into irregularity in space and, on the other hand, increases the regularity of the linear solution. Second, we develop a convex integration iteration for the corresponding nonlinear equation which yields non-unique non-Gaussian solutions satisfying powerful global-in-time estimates and generating stationary as well as ergodic stationary solutions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

Data availability

Data sharing not applicable to this article as no datasets were generated or analyzed during the current study.

References

  1. Bruned, Y., Chandra, A., Chevyrev, I., Hairer, M.: Renormalising SPDEs in regularity structures. J. Eur. Math. Soc. 23, 869–947 (2021)

    Article  MathSciNet  Google Scholar 

  2. Bruned, Y., Hairer, M., Zambotti, L.: Algebraic renormalisation of regularity structures. Invent. Math. 215(3), 1039–1156 (2019)

    Article  MathSciNet  Google Scholar 

  3. Buckmaster, T., Shkoller, S., Vicol, V.: Nonuniqueness of weak solutions to the SQG equation. Commun. Pure Appl. Math. 72(9), 1809–1874 (2019)

    Article  MathSciNet  Google Scholar 

  4. Cannizzaro, G., Erhard, D., Schönbauer, P.: 2D anisotropic KPZ at stationarity: scaling, tightness and nontriviality. Ann. Probab. 49, 122–156 (2021)

    Article  MathSciNet  Google Scholar 

  5. Cannizzaro, G., Erhard, D., Toninelli, F.L.: Weak coupling limit of the anisotropic KPZ equation. Duke Math. J. 172(16), 3013–3104 (2023)

    Article  MathSciNet  Google Scholar 

  6. Cannizzaro, G., Gubinelli, M., Toninelli, F.: Gaussian fluctuations for the stochastic Burgers equation in dimension \(d\ge 2\). arXiv:2304.05730 (2023)

  7. Caravenna, F., Sun, R., Zygouras, N.: The two-dimensional KPZ equation in the entire subcritical regime. Ann. Probab. 48, 1086–1127 (2020)

    Article  MathSciNet  Google Scholar 

  8. Caravenna, F., Sun, R., Zygouras, N.: The critical 2D stochastic heat flow. Invent. Math. 233, 325–460 (2023)

    Article  MathSciNet  Google Scholar 

  9. Chandra, A., Hairer, M.: An analytic BPHZ theorem for regularity structures. arXiv:1612.08138

  10. Chatterjee, S., Dunlap, A.: Constructing a solution of the \((2+1)\)-dimensional KPZ equation. Ann. Probab. 48, 1014–1055 (2020)

    Article  MathSciNet  Google Scholar 

  11. Chen, W., Dong, Z., Zhu, X.: Sharp non-uniqueness of solutions to stochastic Navier–Stokes equations. SIAM J. Math. Anal. 56(2), 2248–2285 (2024)

    Article  MathSciNet  Google Scholar 

  12. Cheng, Xinyu, Kwon, Hyunju, Li, Dong: Non-uniqueness of steady-state weak solutions to the surface quasi-geostrophic equations. Commun. Math. Phys. 388(3), 1281–1295 (2021)

    Article  MathSciNet  Google Scholar 

  13. Cheskidov, A., Luo, X.: \( L^ 2\)-critical nonuniqueness for the 2D Navier–Stokes equations. arXiv:2105.12117 (2020)

  14. Cheskidov, A., Luo, X.: Sharp nonuniqueness for the Navier–Stokes equations. Invent. Math. 229, 987–1054 (2022)

    Article  MathSciNet  Google Scholar 

  15. Comets, F., Cosco, C., Mukherjee, C.: Renormalizing the Kardar–Parisi–Zhang equation in \(d\ge 3\) in weak disorder. J. Stat. Phys. 179, 713–728 (2020)

    Article  MathSciNet  Google Scholar 

  16. Conway, J.: A Course in Functional Analysis. Springer, New York (1985)

    Book  Google Scholar 

  17. Cosco, C., Nakajima, S., Nakashima, M.: Law of large numbers and fluctuations in the sub-critical and \(L^{2}\) regions for SHE and KPZ equation in dimension \(d\ge 3\). arXiv:2005.12689 (2020)

  18. Da Prato, G., Debussche, A.: Strong solutions to the stochastic quantization equations. Ann. Probab. 31(4), 1900–1916 (2003)

    Article  MathSciNet  Google Scholar 

  19. Dunlap, A., Gu, Y., Ryzhik, L., Zeitouni, O.: Fluctuations of the solutions to the KPZ equation in dimensions three and higher. Probab. Theory Relat. Fields 176, 1217–1258 (2020)

    Article  MathSciNet  Google Scholar 

  20. Forstner, P., Saal, M.: Surface quasi-geostrophic equation driven by space-time white noise. arXiv:2111.04644 (2021)

  21. Gräfner, L., Perkowski, N.: Energy solutions and generators of singular SPDEs (preprint)

  22. Gu, Y.: Gaussian fluctuations from the 2D KPZ equation. Stoch. Partial Differ. Equ. Anal. Comput. 8, 150–185 (2020)

    MathSciNet  Google Scholar 

  23. Gubinelli, M., Imkeller, P., Perkowski, N.: Paracontrolled distributions and singular PDEs. Forum Math. 3, e6 (2015)

    Article  MathSciNet  Google Scholar 

  24. Gubinelli, M., Jara, M.: Regularization by noise and stochastic Burgers equations. Stoch. Partial Differ. Equ. Anal. Comput. 1(2), 325–350 (2013)

    MathSciNet  Google Scholar 

  25. Gubinelli, M., Perkowski, N.: KPZ reloaded. Commun. Math. Phys. 349(1), 165–269 (2017)

    Article  MathSciNet  Google Scholar 

  26. Hairer, M.: A theory of regularity structures. Invent. Math. 198(2), 269–504 (2014)

    Article  MathSciNet  Google Scholar 

  27. Hairer, M., Rosati, T.: Global existence for perturbations of the 2D stochastic Navier–Stokes equations with space-time white noise. Ann. PDE 10, 3 (2024)

    Article  MathSciNet  Google Scholar 

  28. Hairer, M., Steele, R.: The BPHZ theorem for regularity structures via the spectral gap inequality. Arch. Ration. Mech. Anal. 248(1), 9 (2024)

    Article  MathSciNet  Google Scholar 

  29. Hofmanová, M., Zhu, R., Zhu, X.: Non-unique ergodicity for deterministic and stochastic 3D Navier–Stokes and Euler equations. arXiv:2208.08290 (2022)

  30. Hofmanová, M., Zhu, R., Zhu, X.: Global-in-time probabilistically strong and Markov solutions to stochastic 3D Navier–Stokes equations: existence and non-uniqueness. Ann. Probab. 51(2), 524–579 (2023)

    Article  MathSciNet  Google Scholar 

  31. Hofmanová, Martina, Zhu, Rongchan, Zhu, Xiangchan: Global existence and non-uniqueness for 3D Navier–Stokes equations with space-time white noise. Arch. Ration. Mech. Anal. 247, 46 (2023)

    Article  MathSciNet  Google Scholar 

  32. Hofmanová, M., Zhu, R., Zhu, X.: A class of supercritical/critical singular stochastic PDEs: existence, non-uniqueness, non-Gaussianity, non-unique ergodicity. J. Funct. Anal. 285, 110011 (2023)

    Article  MathSciNet  Google Scholar 

  33. Hofmanová, Martina, Zhu, Rongchan, Zhu, Xiangchan: Non-uniqueness in law of stochastic 3D Navier–Stokes equations. J. Eur. Math. Soc. 26(1), 163–260 (2024)

    Article  MathSciNet  Google Scholar 

  34. Isett, P., Ma, A.: A direct approach to nonuniqueness and failure of compactness for the SQG equation. Nonlinearity 34(5), 3122 (2021)

    Article  MathSciNet  Google Scholar 

  35. Isett, P., Vicol, V.: Hölder continuous solutions of active scalar equations. Ann. PDE 1(1), 77 (2015)

    Article  Google Scholar 

  36. Lü, H., Zhu, X.: Sharp non-uniqueness of solutions to 2D Navier–Stokes equations with space-time white noise. arXiv:2304.06526 (2023)

  37. Magnen, J., Unterberger, J.: The scaling limit of the KPZ equation in space dimension 3 and higher. J. Stat. Phys. 171(4), 543–598 (2018)

    Article  MathSciNet  Google Scholar 

  38. Marchand, F.: Existence and regularity of weak solutions to the quasi-geostrophic equations in the spaces \(L^p\) or \(\dot{H}^{-1/2}\). Commun. Math. Phys. 277(1), 45–67 (2008)

    Article  Google Scholar 

  39. Otto, F., Sauer, J., Smith, S., Weber, H.: A priori bounds for quasi-linear SPDEs in the full sub-critical regime. arXiv:2103.11039 (2021)

  40. Pedlosky, J.: Geophysical Fluid Dynamics. Springer Science and Business Media, New York (1982)

    Book  Google Scholar 

  41. Shvydkoy, R.: Convex integration for a class of active scalar equations. J. Am. Math. Soc. 24(4), 1159–1174 (2011)

    Article  MathSciNet  Google Scholar 

  42. Yamazaki, K.: Non-uniqueness in law of the two-dimensional surface quasi-geostrophic equations forced by random noise. arXiv:2208.05673 (2022)

  43. Zhang, X., Zhu, R., Zhu, X.: Singular HJB equations with applications to KPZ on the real line. Probab. Theory Relat. Fields 183(3–4), 789–869 (2022)

    Article  MathSciNet  Google Scholar 

  44. Zhu, R., Zhu, X.: Three-dimensional Navier–Stokes equations driven by space-time white noise. J. Differ. Equ. 259(9), 4443–4508 (2015)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Rongchan Zhu.

Ethics declarations

Conflict of interest

The authors have no Conflict of interest to declare that are relevant to the content of this article.

Additional information

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

R.Z. and X.Z. are grateful for the financial supports by National Key R &D Program of China (No. 2022YFA1006300). R.Z. gratefully acknowledges financial support from the NSFC (No. 11922103, 12271030). X.Z. is grateful for the financial supports in part by National Key R &D Program of China (No. 2020YFA0712700) and the NSFC (Nos. 12090014, 12288201) and the support by key Lab of Random Complex Structures and Data Science, Youth Innovation Promotion Association (2020003), Chinese Academy of Science. The research of M.H. was funded by the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (Grant Agreement No. 949981). The research of M.H., R.Z. and X.Z. was funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation)—SFB 1283/2 2021—317210226.

Appendix A. Some auxiliary results

Appendix A. Some auxiliary results

In this part, we recall some auxiliary lemmas from [12]. The first result is rather classical and permits to rewrite the nonlinearity and formulate the notion of weak solution as in Definition 1.1.

Proposition A.1

[12, Proposition 5.1] Let \({\mathcal {R}}={\mathcal {R}}_{j}\), \(j=1,2\). Assume that \(\phi \in H^{3}\) and \(\theta \in {\dot{H}}^{-1/2}\). Then we have

$$\begin{aligned} \Vert [{\mathcal {R}},\phi ]\theta \Vert _{{\dot{H}}^{1/2}}\lesssim \Vert \phi \Vert _{{\dot{H}}^{3}}\Vert \theta \Vert _{{\dot{H}}^{-1/2}}. \end{aligned}$$

The second result is a kind of Leibniz rule useful in the estimate of the new stress in Sect. 6.5.

Lemma A.2

[12, Lemma 2.1] Let \(|l|=1,\lambda l\in {\mathbb {Z}}^2\), and \(g(x)=a(x)\cos (\lambda l\cdot x).\) Then

$$\begin{aligned} \Lambda g=\lambda g+l\cdot \nabla a \sin (\lambda l\cdot x)+ (T^{(1)}_{\lambda l}a) \cos (\lambda l\cdot x)+(T^{(2)}_{\lambda l}a) \sin (\lambda l\cdot x), \end{aligned}$$

where

$$\begin{aligned} \widehat{T_{\lambda l}^{(1)}a}(k)= & {} \bigg (\frac{|\lambda l+k|+|\lambda l-k|}{2}-\lambda \bigg ){\hat{a}}(k),\\ \widehat{T_{\lambda l}^{(2)}a}(k)= & {} i\bigg (\frac{|\lambda l+k|-|\lambda l-k|}{2}-l\cdot k\bigg ){\hat{a}}(k). \end{aligned}$$

Finally, in order to control the operators in Lemma A.2, we rely on the following.

Lemma A.3

[12, Lemma 3.3] Assume \(b_0:{{\mathbb {T}}}^2\rightarrow {{\mathbb {R}}}\) with \({{\,\textrm{supp}\,}}({\hat{b}}_0)\subset \sup \{|k|\leqslant \mu \}\) and \(10\leqslant \mu \leqslant \frac{1}{2}\lambda \). Then

$$\begin{aligned} \Vert T_{\lambda l}^{(1)}b_0\Vert _{L^\infty }\lesssim \lambda ^{-1}\mu ^2\Vert b_0\Vert _{L^\infty }, \\ \Vert T_{\lambda l}^{(2)}b_0\Vert _{L^\infty }\lesssim \lambda ^{-2}\mu ^3\Vert b_0\Vert _{L^\infty }. \end{aligned}$$

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Hofmanová, M., Luo, X., Zhu, R. et al. Surface quasi-geostrophic equation perturbed by derivatives of space-time white noise. Math. Ann. (2024). https://doi.org/10.1007/s00208-024-02881-1

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s00208-024-02881-1

Navigation