Skip to main content
Log in

Weak Universality of the Dynamical \({{\Phi }_{3}^{4}}\) Model on the Whole Space

  • Published:
Potential Analysis Aims and scope Submit manuscript

Abstract

We prove that the large scale behavior of a class of stochastic weakly nonlinear reaction-diffusion models on \(\mathbb {R}^{3}\) converges to the dynamical \({{\Phi }^{4}_{3}}\) model using paracontrolled distributions on weighted Besov spaces. Our approach depends on the delicate choice of the weight, the localization operator technique and a modified version of the maximum principle from Gubinelli and Hofmanová (Commun. Math. Phys. 368, 1201–1266, 5).

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

References

  1. Albeverio, S., Röckner, M.: Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms. Probab. Theory Related Field 89, 347–386 (1991)

    Article  MATH  Google Scholar 

  2. Catellier, R., Chouk, K.: Paracontrolled distributions and the 3-dimensional stochastic quantization equation. Ann Probab. 46(5), 2621–2679 (2018)

    Article  MATH  Google Scholar 

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

    Article  MATH  Google Scholar 

  4. Furlan, M., Gubinelli, M.: Weak universality for a class of 3d stochastic reaction-diffusion models. Probab. Theory Relat. Fields 173, 1099–1164 (2019)

    Article  MATH  Google Scholar 

  5. Gubinelli, M., Hofmanová, M.: Global solutions to elliptic and parabolic Φ4 models in Euclidean space. Commun. Math Phys. 368, 1201–1266 (2019)

    Article  MATH  Google Scholar 

  6. Gubinelli, M., Hofmanová, M.: A PDE construction of the Euclidean Φ4 quantum field theory. arXiv:1810.01700

  7. Gubinelli, M., Imkeller, P., Perkowski, N.: Paracontrolled distributions and singular PDEs. Forum Math. Pi 6, 3 (2015)

    MATH  Google Scholar 

  8. Hairer, M.: Solving the KPZ equation. Ann. of Math. 178(2), 559–664 (2013)

    Article  MATH  Google Scholar 

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

    Article  MATH  Google Scholar 

  10. Hairer, M., Matetski, K.: Discretisations of rough stochastic PDEs. Ann. Prob. 46(3), 1651–1709 (2018)

    Article  MATH  Google Scholar 

  11. Hairer, M., Quastel, J.: A class of growth models rescaling to KPZ. Forum Math Pi (2018)

  12. Hairer, M., Shen, H.: The dynamical sine-Gordon model. Comm. Math. Phys. 341(3), 933–989 (2016)

    Article  MATH  Google Scholar 

  13. Hairer, M., Xu, W.: Large scale behaviour of 3d phase coexistence models. Comm. Pure Appl. Math. 71(4), 688–746 (2018)

    Article  MATH  Google Scholar 

  14. Hairer, M., Xu, W.: Large-scale limit of interface fluctuation models. Ann. Probab. 47(6), 3478–3550 (2019)

    Article  MATH  Google Scholar 

  15. Kardar, M., Parisi, G., Zhang, Y.-C.: Dynamic scaling of growing interfaces. Phys. Rev. Lett. 56(9), 889–892 (1986)

    Article  MATH  Google Scholar 

  16. Martin, J., Perkowski, N.: Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model. Ann. Inst. Henri Poincaré, Probab. Stat. 55(4), 2058–2110 (2019)

    Article  MATH  Google Scholar 

  17. Mourrat, J.-C., Weber, H.: Convergence of the two-dimensional dynamic Ising-Kac model to \({{\Phi }^{4}_{2}}\). Commun. Pure Appl. Math. 70(4), 717–812 (2017)

    Article  MATH  Google Scholar 

  18. Mourrat, J.-C., Weber, H.: Global well-posedness of the dynamic Φ4 model in the plane. Ann. Probab. 45(4), 2398–2476,07 (2017)

    Article  MATH  Google Scholar 

  19. Mourrat, J.-C., Weber, H.: The dynamic \({{\Phi }^{4}_{3}}\) model comes down from infinity. Commun. Math. Phys. 356(3), 673–753 (2017)

    Article  MATH  Google Scholar 

  20. Parisi, G., Wu, Y.S.: Perturbation theory without gauge fixing. Sci. Sinica 24(4), 483–496 (1981)

    MATH  Google Scholar 

  21. Röckner, M., Zhu, R., Zhu, X.: Restricted Markov uniqueness for the stochastic quantization of p(ϕ)2 and its applications. J. Funct. Anal. 272(10), 4263–4303 (2017)

    Article  MATH  Google Scholar 

  22. Röckner, M., Zhu, R., Zhu, X.: Ergodicity for the stochastic quantization problems on the 2D-torus. Commun. Math. Phys. 352(3), 1061–1090 (2017)

    Article  MATH  Google Scholar 

  23. Shen, H., Xu, W.: Weak universality of dynamical \({{\Phi }^{4}_{3}}\): non-Gaussian noise. Stoch. Partial Differ. Equ. Anal. Comput. 6(2), 211–254 (2018)

    MATH  Google Scholar 

  24. Triebel, H.: Theory of Function Spaces III. Basel, Birkhäuser (2006)

    MATH  Google Scholar 

  25. Zhu, R., Zhu, X.: Three-dimensional Navier-Stokes equations driven by space-time white noise. J. Differ. Equ. 259, 9(5), 4443–4508 (2015)

    Article  MATH  Google Scholar 

  26. Zhu, R., Zhu, X.: Approximating three-dimensional Navier-Stokes equations driven by space-time white noise. Infinite Dimensional Analysis, Quantum Probability and Related Topics 20, 04 (2017)

    Article  Google Scholar 

  27. Zhu, R., Zhu, X.: Lattice approximation to the dynamical \({{\Phi }_{3}^{4}}\) model. Ann. Probab. 46(1), 397–455 (2018)

    Article  Google Scholar 

  28. Zhu, R., Zhu, X.: Dirichlet form associated with the \({{\Phi }_{3}^{4}}\) model. Electron J. Probab. 23(78), 1–31 (2018)

    Google Scholar 

Download references

Acknowledgements

We would like to thank Professor Massimiliano Gubinelli for suggesting this work to us. We also thank the referee for useful suggestions, which help us improve the presentation of the paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Xiangchan Zhu.

Additional information

Publisher’s Note

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

This work is supported by National Key R&D Program of China (No. 2020YFA0712700). R.Z. are grateful to the financial supports of the NSFC (No. 11922103). X.Z. is grateful to the financial supports of the NSFC (No. 11771037, 12090014, 11688101) and the support by key Lab of Random Complex Structures and Data Science, Youth Innovation Promotion Association (2020003), Chinese Academy of Science.

Appendices

Appendix A: Extra Estimates

A.1 Extra Estimates for ϕ in \(C\mathcal {C}^{\alpha }(\rho ^{\frac {3+6\alpha }{2m}})\)

The calculations in this section is similar as in [5]. Only the weights are more delicate. The idea is to use Lemma 2.2 to control terms containing \({\mathscr{V}}_>\). Then by paraproduct estimate the result follows. For the terms in Φ omitted in Section ?? we use Lemma 2.2 to choose L in the localization operator to have

which combined with paraproduct estimate Lemma 2.5 imply the following estimates:

figure bc
figure bd
figure be

2.1 A.2 Extra Estimates for ϕ in \(C\mathcal {C}^{\frac {1}{2}+\alpha }(\rho ^{\frac {3+6\alpha }{2m}})\)

In this subsection we consider the extra terms which we omit in Section ??. Similar as in Section ?? we have to use \(\|\psi \|_{L^{\infty } L^{\infty }(\rho ^{\frac {1}{2}+\alpha })}\) to control various power of 2L. By the localization operator chosen in Section A and Lemma 2.2 we have

figure bf

which combined with Lemma 2.5 and (??), (??) yield the following estimates:

figure bg
figure bh
figure bi
figure bj
figure bk

2.2 A.3 Extra Estimates for 𝜗

In this subsection we consider the extra terms which we omit in Section ??. By the localization operator chosen in Section A and Lemma 2.2 we have

figure bl

which combined with Lemma 2.5 and (??), (??), (??) yield

figure bm
figure bn
figure bo
figure bp
figure bq

2.3 A.4 Extra Bounds for ψ in \(C\mathcal {C}^{2-\gamma }(\rho ^{\frac {3}{2}+\gamma _{1}})\)

In this section we deduce the extra bounds for Section ??. Besides Lemmas 2.2 and 2.5 we also need to use commutator estimate in Lemmas 2.6 and 2.7. We first concentrate on the terms not containing localization operators. By (??) and Lemma 2.2 we have

figure br

Using Lemma 2.5 and Lemma 2.7, (??) and Lemma 2.1 we deduce

figure bs

By Lemma 2.6 and (??) we have

figure bt
figure bu

Lemma 2.5 and (??) imply that

figure bv

By Lemma 2.5 and (??) we find

figure bw

Using (??) we obtain

figure bx

Using paraproduct estimates Lemma 2.5 and (??)–(??) we deduce

figure by
figure bz

Furthermore, by using Lemma 2.2 we have

figure ca

which combined with Lemma 2.5, (??) and γ1 > 4α give

figure cb
figure cc
figure cd

Moreover, we also use Lemma 2.2 to have

figure ce

which combined with Lemma 2.5 and (??) imply

figure cf
figure cg
figure ch

We also have

figure ci

provided .

Appendix B:: Global Well-Posedness for Smooth Noise Case

Proposition B.1

Let T > 0,C0 > 0, \(\eta \in C^{\infty }([0,T]\times \mathbb {T}^{d})\), \(\varphi _{0}\in C^{\infty }(\mathbb {T}^{d})\) and G as given in the introduction. There exists a unique classical solution \(\varphi \in L_{T}^{\infty } \mathcal {C}_{T}^{2+\alpha }(\mathbb {T}^{d})\cap C^{1}L^{\infty }(\mathbb {T}^{d})\) to

$$ \mathcal{L} \varphi + C_{0}\varphi^{m} =-G(\varphi) +\eta,\qquad\varphi(0)=\varphi_{0}. $$
(B.1)

Proof

The existence and uniqueness of weak solutions can be obtained by monotonicity argument. We then prove a priori estimate in Lp, p > 1. We test by φ2p− 1 to obtain

$$ \begin{array}{@{}rcl@{}} &&\frac{1}{2p}\partial_{t}{\int}_{\mathbb{T}^{d}} |\varphi|^{2p}dx+(2p-1){\int}_{\mathbb{T}^{d}} |\varphi|^{2p-2}|\nabla\varphi|^{2} dx+C_{0}{\int}_{\mathbb{T}^{d}} |\varphi|^{2p+m-1}dx \\&\leq&{\int}_{\mathbb{T}^{d}} |G(\varphi)||\varphi|^{2p-1}dx+{\int}_{\mathbb{T}^{d}} |\eta||\varphi|^{2p-1}dx. \end{array} $$

By our assumption on G(φ) we know that for κ > 0 |G(φ)|≤C + (C0κ)|φ|m, which implies the right hand side of the above inequality can be controlled by

$$ (C_{0}-\kappa){\int}_{\mathbb{T}^{d}} |\varphi|^{2p+m-1}dx+C{\int}_{\mathbb{T}^{d}} |\varphi|^{2p-1}dx. $$

Then we have

$$ \frac{1}{2p}\partial_{t}{\int}_{\mathbb{T}^{d}} |\varphi|^{2p}dx+(2p-1){\int}_{\mathbb{T}^{d}} |\varphi|^{2p-2}|\nabla\varphi|^{2} dx+C_{0}{\int}_{\mathbb{T}^{d}} |\varphi|^{2p+m-1}dx\leq C_{T,p}. $$

By using Sobolev embedding we know that \(\varphi , \varphi ^{m}, G(\varphi )\in L_{T}^{\infty } \mathcal {C}^{-\alpha }(\mathbb {T}^{d})\) for α > 0 and small enough. Then using Lemma 2.3 on the periodic setting, we know that \(\varphi \in L_{T}^{\infty } \mathcal {C}^{2-\alpha }(\mathbb {T}^{d})\cap C_{T}^{(2-\alpha )/2}L^{\infty }(\mathbb {T}^{d})\). Then by simple calculation we obtain that \( \varphi ^{m}, G(\varphi )\in L_{T}^{\infty } \mathcal {C}^{\alpha }(\mathbb {T}^{d})\), which implies that \(\varphi \in L_{T}^{\infty } \mathcal {C}_{T}^{2+\alpha }(\mathbb {T}^{d})\cap C^{1}L^{\infty }(\mathbb {T}^{d})\) is a classical solution to (B.1). □

Proposition B.2

Let T > 0,C0 > 0 and let ρ be a polynomial weight, \(\eta \in C_{T}\mathcal {C}^{\gamma }(\rho ^{\frac {3}{2}+\gamma _{1}})\cap L_{T}^{\infty } L^{\infty }(\rho ^{\frac {3+6\alpha }{2}}) \) and \(\varphi _{0}\in \mathcal {C}^{2+\gamma }(\rho ^{\frac {3}{2}+\gamma _{1}})\cap L^{\infty }(\rho ^{\frac {3+6\alpha }{2m}})\). There exists a unique classical solution \(\varphi \in C_{T}\mathcal {C}^{2+\gamma }(\rho ^{\frac {3}{2}+\gamma _{1}})\cap {C_{T}^{1}}L^{\infty }(\rho ^{\frac {3}{2}+\gamma _{1}})\cap L_{T}^{\infty } L^{\infty } (\rho ^{\frac {3+6\alpha }{2m}})\) to

$$ \mathcal{L} \varphi + C_{0}\varphi^{m} =-G(\varphi) +\eta,\qquad\varphi(0)=\varphi_{0}. $$
(B.2)

Proof

Consider the periodization ηM and \({\varphi _{0}^{M}}\) on \(\mathbb {T}^{d}_{M}\). By Proposition B.1 there exists a classical solution φM to (B.2) with η,φ0 replaced by ηM and \({\varphi _{0}^{M}}\), respectively. In the following we obtain the uniform estimates for φM. Since the estimate is independent of M, we omit M for simplicity. By similar argument as in the proof of Lemma 2.4 we have

$$ C_{0}\|\varphi\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m} \leq C_{0}\|\varphi_{0}\|_{L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m}+ \|G(\varphi)\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2}})}+\|\eta\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2}})}. $$

By Assumption 1 in introduction we know that

$$ \|G(\varphi)\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2}})}\leq C_{\delta}+(\frac{C_{1}}{m_{1}!}+\delta)\|\varphi\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m_{1}}\leq C_{\delta}+(C_{0}-\delta)\|\varphi\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m}, $$

where for m1 < m we can use Young’s inequality and for m1 = m we use (??) in the last inequality. Now we have

$$ \|\varphi\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m}\lesssim\|\varphi_{0}\|_{L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m} +\|\eta\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2}})}. $$

Moreover, we have

$$ \begin{array}{@{}rcl@{}} &&\|G(\varphi)\|_{C_{T}\mathcal{C}^{\gamma}(\rho^{\frac{3}{2}+\gamma_{1}})} + \| \varphi^{m}\|_{C_{T}\mathcal{C}^{\gamma}(\rho^{\frac{3}{2}+\gamma_{1}})}\lesssim (1 + \|\varphi\|_{L^{\infty}_{T} L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m-1})\|\varphi\|_{C_{T}\mathcal{C}^{\gamma}(\rho^{\frac{3+6\alpha}{2m}+\gamma_{1}-3\alpha})}\\ &\lesssim& (1+\|\varphi\|_{L_{T}^{\infty} L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m-\frac{\gamma}{2+\gamma}}) \|\varphi\|_{C_{T}\mathcal{C}^{2+\gamma}(\rho^{\frac{3}{2}+\gamma_{1}})}^{\frac{\gamma}{2+\gamma}} \\&\lesssim& \|\varphi_{0}\|_{L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m+1} +\|\eta\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2}})}^{2}+1+\delta_{0}\|\varphi\|_{C_{T}\mathcal{C}^{2+\gamma}(\rho^{\frac{3}{2}+\gamma_{1}})}, \end{array} $$

for 0 < δ0 < 1. Now we have the following uniform estimate by Lemma 2.3

$$ \begin{array}{@{}rcl@{}} &&\| \varphi\|_{C_{T}\mathcal{C}^{2+\gamma}(\rho^{\frac{3}{2}+\gamma_{1}})}+\| \varphi\|_{{C_{T}^{1}}L^{\infty}(\rho^{\frac{3}{2}+\gamma_{1}})} \\&\lesssim& \|\varphi_{0}\|_{L^{\infty}(\rho^{\frac{3+6\alpha}{2m}})}^{m+1}+\|\varphi_{0}\|_{\mathcal{C}^{2+\gamma}(\rho^{\frac{3}{2}+\gamma_{1}})} +\|\eta\|_{L_{T}^{\infty}L^{\infty}(\rho^{\frac{3+6\alpha}{2}})}^{2}+\|\eta\|_{C_{T}\mathcal{C}^{\gamma}(\rho^{\frac{3}{2}+\gamma_{1}})}+1. \end{array} $$

Since the constant we omit in the above estimate is independent of M, we can obtain compactness of the approximate sequence φM in a slightly worse space, which allows to pass to the limit in the approximate equation. We can also obtain the solution belong to the spaces where the uniform bounds hold. For the uniqueness in the above weighted space we can also choose time dependent weight \(\pi (t,x)=\exp (-t\rho ^{-2b}(x))\) for ρ = 〈x− 1 and b ∈(0,1/2) as in [5]. Take two different solutions φ1 and φ2 starting from the same initial data φ0 and satisfying the above bounds. Set u := φ1φ2. Then we have

$$ \mathcal{L} u + C_{0}({\varphi_{1}^{m}}-{\varphi_{2}^{m}}) =-G(\varphi_{1})+G(\varphi_{2}). $$

Now we take inner product with π2u in L2 and use tπ = −πρ− 2b to have

$$ \frac{1}{2}\partial_{t}\|u\|_{L^{2}(\pi)}^{2}+\|\nabla u\|_{L^{2}(\pi)}^{2} +\|\rho^{-b}u\|_{L^{2}(\pi)}^{2} \!\leq \!\langle-G(\varphi_{1})+G(\varphi_{2}),u\pi^{2}\rangle+C_{\delta} \|u\|_{L^{2}(\pi)}^{2}+\delta\|\nabla u\|_{L^{2}(\pi)}^{2}, $$

where we use \(|\frac {\nabla \pi }{\pi }|\lesssim 1\).

$$ \begin{array}{@{}rcl@{}} |\langle-G(\varphi_{1})+G(\varphi_{2}),u\pi^{2}\rangle|&\lesssim & (1+\|\varphi_{1}\|_{L^{\infty}(\rho^{\frac{b}{m_{1}-1}})}^{m_{1}-1}+\|\varphi_{2}\|_{L^{\infty}(\rho^{\frac{b}{m_{1}-1}})}^{m_{1}-1})\|\rho^{-\frac{b}{2}}u\|_{L^{2}(\pi)}^{2} \\&\lesssim & \delta\|\rho^{-b}u\|_{L^{2}(\pi)}^{2}+C_{\delta}\|u\|_{L^{2}(\pi)}^{2}. \end{array} $$

Now the uniqueness follows by Gronwall’s Lemma. □

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Zhu, R., Zhu, X. Weak Universality of the Dynamical \({{\Phi }_{3}^{4}}\) Model on the Whole Space. Potential Anal 58, 295–330 (2023). https://doi.org/10.1007/s11118-021-09941-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11118-021-09941-0

Keywords

Mathematics Subject Classification (2010)

Navigation