Dynamics of singular stochastic nonlinear dispersive PDEs

Lead Research Organisation: University of Birmingham
Department Name: School of Mathematics

Abstract

Dispersion exists ubiquitously in nature. The most famous example of dispersion is seen in a rainbow, where dispersion effect separates the white light spatially into components of different wavelengths (different colours). Nonlinear dispersive partial differential equations (PDEs), such as nonlinear Schrodinger equations (NLS) and nonlinear wave equations (NLW), appear naturally in models describing wave phenomena in the real world. In the past thirty years, the study of deterministic nonlinear dispersive PDEs has seen significant development, in which harmonic analysis has played a fundamental role, led by Kenig, Bourgain and Tao, among others. In recent years, a combination of deterministic analysis with probability theory has played an increasingly important role in the field. This probabilistic perspective allows us to go beyond the limits of deterministic analysis. More importantly, it is also essential to understand the effect of stochastic perturbation in practice since such stochastic perturbation is ubiquitous.

The main objective of this research is to develop novel mathematical ideas and techniques to clarify long-standing fundamental questions in the study of stochastic nonlinear dispersive PDEs, with primary examples given by stochastic NLS and stochastic NLW. In the field of singular stochastic parabolic PDEs, significant progress has been taking place led by Hairer and Gubinelli with their collaborators. This has enabled striking theories which are changing the landscape of the study in this field. However, their new theories are designed to handle parabolic problems, and it is not a priori clear on how to adapt them to solve dispersive equations. Despite some exciting recent progress, our understanding of stochastic dispersive PDEs is still very far from satisfactory.

In these proposed projects, the principal investigator (PI) will study several open problems in the field of stochastic dispersive PDEs. More specifically, the PI will focus on studying the properties of invariant measures and the local and global-in-time solutions to stochastic NLS and NLW in periodic domains. The PI plans to address these problems by combining tools from dispersive PDEs, stochastic analysis, probability theory and harmonic analysis with recent progress.

Planned Impact

This research lies at the interface of dispersive partial differential equations (PDEs) and stochastic analysis and aims to make substantial progress towards resolving long-standing open problems in the field of stochastic dispersive PDEs. More precisely, it concerns the dynamics of nonlinear Schrodinger equations and nonlinear wave equations under singular random perturbations. These equations appear naturally in various models in natural science. Therefore this research is expected to have a substantial impact within mathematics and beyond.

Within Mathematics:

This research will substantially forward our understanding of stochastic dispersive PDEs, such as the stochastic nonlinear Schrodinger and wave equations arising from various settings. With his collaborators, The PI has made exciting progress recently, by incorporating ideas from harmonic analysis, dynamical systems and even number theory in an innovative way, placing this research at the cutting edge position in this field. Thus proposal will facilitate the PI to keep ahead by forming and leading his own group, and consequently, this proposal will enhance the study of this subject and thus strengthen the UK's leading position on a global scale.

Beyond Mathematics:

Dispersive PDEs such as the nonlinear Schrodinger equations and nonlinear wave equations appear naturally in models describing wave phenomena in applied mathematics, physics and engineering. The proposal aims to develop systematic methods to understand the properties of stochastic nonlinear dispersive PDEs, underpinning applications in various areas. The nonlinear Schrodinger equation (NLS) in Project A is a fundamental model in nonlinear optics and thus plays a key role in optical fibre communication systems. The stochastic nonlinear wave equation in Project B, also known as canonical stochastic quantisation, together with the sine-Gordon medal and Liouville models in Project C, play important roles in quantum field theory. The mathematical analysis of these singular dispersive models will potentially provide solid foundations for these fields and thus promote natural science and technology advances, in particular, in fibre communication systems and quantum field theory.

Impact on people:

This proposal supports early-career researchers. A postdoctoral research assistant (PDRA) will work under this project for 24 months and gain expertise in this active research area under the PI's supervision. Through the travel fund provided by this project, the PDRA can attend conferences and meet experts in this field, thus helping to build their own research network. The successful delivery of this research will attract young talents to pursue mathematical research through the public lecture that the PI plans to deliver. The School has promised to provide a full scholarship for a PhD to work with the PI on the successful award of the grant, which will help in nurturing homegrown talent and change the situation of lack of PhDs in analysis in the UK. The PI also foresees that the influence of this research will go beyond academia. Dispersive PDEs are fundamental models in optical fibres and has important applications in the telecommunications industry. Therefore in the longer term, it is envisaged that this research will have a potential economic impact in the telecommunications industry, thus helping to create high-tech jobs.

Publications

10 25 50
 
Description The primary objective of our work is to investigate dispersive partial differential equations (PDEs), specifically focusing on nonlinear Schrödinger equations (NLS) and nonlinear wave equations (NLW). These PDEs arise naturally in models describing wave phenomena in the real world. Our developed methods provide a deeper understanding of the dynamic behaviours of these equations and their associated infinite-dimensional Hamiltonian system. As a result of this research, we have produced nine completed papers-three published, two accepted, and four submitted-along with several ongoing projects.

In a joint work with Oh and Robert, we study the two-dimensional stochastic wave equation (SNLW) with an exponential nonlinearity forced by an additive space-time white noise. In particular, for the defocusing case, we go beyond the Da Prato-Debussche argument and introduce a decomposition of the nonlinear component, allowing us to recover a sign-definite structure for a rough part of the unknown, while the other part enjoys a stronger smoothing property. As a result, we reduce SdNLW into a system of equations (as in the paracontrolled approach for the dynamical F^4_3-model) and prove the local well-posedness of SNLW for the range. This result (translated to the context of random data well-posedness for the deterministic nonlinear wave equation with an exponential nonlinearity) solves an open question posed by Sun-Tzvetkov (2020). Furthermore, we prove almost sure global well-posedness and invariance of the Gibbs measures. This work has been published in the journal Communications in Mathematical Physics.

In a joint work with Robert, Seong, and Tolomeo, we study the Gibbs measures associated with the focusing nonlinear Schrödinger equation with harmonic potential on Euclidean spaces. We establish a dichotomy for normalizability vs non-normalizability in the one-dimensional case and under the radial assumption in the higher-dimensional cases. In particular, we complete the programs of constructing Gibbs measures in the presence of a harmonic potential initiated by Burq-Thomann-Tzvetkov (2005) in dimension one and Deng (2013) in dimension two with radial assumption. This work is to appear in the journal Annales de l'Institut Henri Poincaré - Probabilités et Statistiques. After finishing this work, we realised that our argument could be applied to more general traps. Notably, in the case of a subharmonic potential, we identify a novel critical nonlinearity (below the usual mass-critical exponent) for which the Gibbs measures exhibit a phase transition. This work has been posted on arxiv at arXiv:2312.06232.

I supervised Rui Liang as a PhD student at the University of Birmingham during the grant. We studied various questions about Schrödinger-type equations and their invariant measures (Gibbs measure in particular). We first looked at the construction of the Gibbs measures for the focusing mass-critical fractional nonlinear Schrödinger equation (FNLS) on the multidimensional torus. We identify the sharp mass threshold for normalizability and nonnormalizability of the focusing Gibbs measures, which generalises the influential works of Lebowitz-Rose-Speer (1988), Bourgain (1994), and Oh-Sosoe-Tolomeo (2022) on the one-dimensional nonlinear Schrödinger equations. This work has been published in the journal of SIAM Journal on Mathematical Analysis. Then, we move on to consider the associated dynamical problems. In particular, we considered the Cauchy problem for the one-dimensional weakly dispersive NLS with initial data distributed via Gibbs measure. We construct global strong solutions with the flow property on the support of the Gibbs measure in the full dispersive range, thus resolving a question proposed by Sun-Tzvetkov (2021). A preprint is available on the arxiv at https://arxiv.org/abs/2109.05626.

Our research enables a better understanding of the dynamics of NLW and NLS from both deterministic and probabilistic perspectives. Our arguments are robust and can be applied to other infinite-dimensional Hamiltonian systems.
Exploitation Route The construction of focusing Gibbs measures has sparked significant new research. On one hand, our results provide insights into the derivation of these measures from many-body quantum Gibbs states. On the other hand, the methods developed here allow us to explore deeper properties of the dynamics of nonlinear dispersive partial differential equations (PDEs) as a Halmotian system. These properties include recurrence behaviour and ergodicity.
Sectors Other

 
Description Existence, uniqueness, and universality of global dynamics for the fractional hyperbolic F^4_3-model, joint with Ruoyuan Liu (University of Edinburth) and Nikolay Tzvetkov (Ecole Normale Superieure de Lyon) 
Organisation University of Edinburgh
Department School of Mathematics
Country United Kingdom 
Sector Academic/University 
PI Contribution This project was initially proposed by my EPSRC NIA application (EP/V003178/1).
Collaborator Contribution My collaborators verified the globalisation argument using the Oh-Okamoto-Tolomeo (2021) framework. They also suggested adding the weak universality part.
Impact Existence, uniqueness, and universality of global dynamics for the fractional hyperbolic F43-model, arXiv:2311.00543v1.
Start Year 2021
 
Description Existence, uniqueness, and universality of global dynamics for the fractional hyperbolic F^4_3-model, joint with Ruoyuan Liu (University of Edinburth) and Nikolay Tzvetkov (Ecole Normale Superieure de Lyon) 
Organisation École normale supérieure de Lyon (ENS Lyon)
Country France 
Sector Academic/University 
PI Contribution This project was initially proposed by my EPSRC NIA application (EP/V003178/1).
Collaborator Contribution My collaborators verified the globalisation argument using the Oh-Okamoto-Tolomeo (2021) framework. They also suggested adding the weak universality part.
Impact Existence, uniqueness, and universality of global dynamics for the fractional hyperbolic F43-model, arXiv:2311.00543v1.
Start Year 2021
 
Description Focusing Gibbs measure with harmonic potentials, with Tristan Robert (IECL), Kihoon Seong (Max-Planck Institute), and Leonardo Tolomeo (University of Edinburgh). 
Organisation Max Planck Society
Department Max Planck Institute for Mathematics
Country Germany 
Sector Academic/University 
PI Contribution I proposed this project and the potential road map to its solution.
Collaborator Contribution With my collaborators, we finished this project by providing a sharp result in terms of measure construction.
Impact Focusing Gibbs measures with harmonic potential, arXiv:2212.11386v1.
Start Year 2022
 
Description Focusing Gibbs measure with harmonic potentials, with Tristan Robert (IECL), Kihoon Seong (Max-Planck Institute), and Leonardo Tolomeo (University of Edinburgh). 
Organisation University of Edinburgh
Country United Kingdom 
Sector Academic/University 
PI Contribution I proposed this project and the potential road map to its solution.
Collaborator Contribution With my collaborators, we finished this project by providing a sharp result in terms of measure construction.
Impact Focusing Gibbs measures with harmonic potential, arXiv:2212.11386v1.
Start Year 2022
 
Description Focusing Gibbs measure with harmonic potentials, with Tristan Robert (IECL), Kihoon Seong (Max-Planck Institute), and Leonardo Tolomeo (University of Edinburgh). 
Organisation University of Lorraine
Country France 
Sector Academic/University 
PI Contribution I proposed this project and the potential road map to its solution.
Collaborator Contribution With my collaborators, we finished this project by providing a sharp result in terms of measure construction.
Impact Focusing Gibbs measures with harmonic potential, arXiv:2212.11386v1.
Start Year 2022
 
Description Gibbs measure construction and Gibbs dynamics for the nonlinear Schrodinger equation, with Rui Liang (University of Birmingham). 
Organisation University of Birmingham
Country United Kingdom 
Sector Academic/University 
PI Contribution I proposed these projects and suggested strategies for solving these problems.
Collaborator Contribution Rui Liang has been my Ph.D. student since 2020. He participated in various discussions during this project, particularly verifying the latices counting estimates.
Impact Gibbs measure for the focusing fractional NLS on the torus, SIAM. J. Math. Anal. 54 (2022), no. 6, 6096-6118. Gibbs dynamics for the weakly dispersive nonlinear Schrödinger equations, arXiv:2306.07645v1.
Start Year 2021
 
Description Hyperbolic Phi_2 model on the plane, with Tadahiro Oh (University of Edinburgh), Leonardo Tolomeo (University of Edinburgh), and Guangqu Zheng (University of Liverpool). 
Organisation University of Edinburgh
Department School of Mathematics
Country United Kingdom 
Sector Academic/University 
PI Contribution This collaboration started during a conference in Edinburgh in the summer of 2022. I helped to verify the model's coming down from infinity property.
Collaborator Contribution My collaborator introduced me to this problem.
Impact Hyperbolic P(F)_2-model on the plane, arxiv link: https://arxiv.org/abs/2211.03735
Start Year 2022
 
Description Hyperbolic Phi_2 model on the plane, with Tadahiro Oh (University of Edinburgh), Leonardo Tolomeo (University of Edinburgh), and Guangqu Zheng (University of Liverpool). 
Organisation University of Liverpool
Country United Kingdom 
Sector Academic/University 
PI Contribution This collaboration started during a conference in Edinburgh in the summer of 2022. I helped to verify the model's coming down from infinity property.
Collaborator Contribution My collaborator introduced me to this problem.
Impact Hyperbolic P(F)_2-model on the plane, arxiv link: https://arxiv.org/abs/2211.03735
Start Year 2022
 
Description Statistical mechanics of the radial focusing nonlinear Schrödinger equation in general traps, joint with V.D. Dinh (ENS de Lyon), N. Rougerie (ENS de Lyon), L. Tolomeo (University of Edinburgh). 
Organisation University of Edinburgh
Department School of Mathematics
Country United Kingdom 
Sector Academic/University 
PI Contribution After finishing our previous work on ``arXiv:2212.11386", we noticed the work "arXiv:2301.02544" by Dinh-Rougerie, which sparked this collaboration.
Collaborator Contribution This project arose from various discussions with my collaborators.
Impact Statistical mechanics of the radial focusing nonlinear Schrödinger equation in general traps, arXiv:2312.06232v2.
Start Year 2023
 
Description Statistical mechanics of the radial focusing nonlinear Schrödinger equation in general traps, joint with V.D. Dinh (ENS de Lyon), N. Rougerie (ENS de Lyon), L. Tolomeo (University of Edinburgh). 
Organisation École normale supérieure de Lyon (ENS Lyon)
Country France 
Sector Academic/University 
PI Contribution After finishing our previous work on ``arXiv:2212.11386", we noticed the work "arXiv:2301.02544" by Dinh-Rougerie, which sparked this collaboration.
Collaborator Contribution This project arose from various discussions with my collaborators.
Impact Statistical mechanics of the radial focusing nonlinear Schrödinger equation in general traps, arXiv:2312.06232v2.
Start Year 2023
 
Description Study stochastic wave equations with non-polynomial nonlinearity jointly with Tadahiro Oh, Tristan Robert, and Nikolay Tzvetkov 
Organisation Bielefeld University
Country Germany 
Sector Academic/University 
PI Contribution This collaboration started during my postdoctoral work under the supervision of Tadahiro Oh. My interaction with the Birmingham harmonic analysis group motivated me to use harmonic analysis in Gaussian multiplicative chaos. We continued this collaboration after I finished my postdoc position.
Collaborator Contribution My collaborators have introduced me to the study of dispersive PDEs with non-polynomial nonlinearity, such as the sine-Gordon equation and Liouville equation.
Impact Stochastic quantization of Liouville conformal field theory, arxiv link: https://arxiv.org/abs/2004.04194 On the parabolic and hyperbolic Liouville equations, https://link.springer.com/article/10.1007/s00220-021-04125-8
Start Year 2019
 
Description Study stochastic wave equations with non-polynomial nonlinearity jointly with Tadahiro Oh, Tristan Robert, and Nikolay Tzvetkov 
Organisation Cergy-Pontoise University
Country France 
Sector Academic/University 
PI Contribution This collaboration started during my postdoctoral work under the supervision of Tadahiro Oh. My interaction with the Birmingham harmonic analysis group motivated me to use harmonic analysis in Gaussian multiplicative chaos. We continued this collaboration after I finished my postdoc position.
Collaborator Contribution My collaborators have introduced me to the study of dispersive PDEs with non-polynomial nonlinearity, such as the sine-Gordon equation and Liouville equation.
Impact Stochastic quantization of Liouville conformal field theory, arxiv link: https://arxiv.org/abs/2004.04194 On the parabolic and hyperbolic Liouville equations, https://link.springer.com/article/10.1007/s00220-021-04125-8
Start Year 2019
 
Description Study stochastic wave equations with non-polynomial nonlinearity jointly with Tadahiro Oh, Tristan Robert, and Nikolay Tzvetkov 
Organisation University of Edinburgh
Country United Kingdom 
Sector Academic/University 
PI Contribution This collaboration started during my postdoctoral work under the supervision of Tadahiro Oh. My interaction with the Birmingham harmonic analysis group motivated me to use harmonic analysis in Gaussian multiplicative chaos. We continued this collaboration after I finished my postdoc position.
Collaborator Contribution My collaborators have introduced me to the study of dispersive PDEs with non-polynomial nonlinearity, such as the sine-Gordon equation and Liouville equation.
Impact Stochastic quantization of Liouville conformal field theory, arxiv link: https://arxiv.org/abs/2004.04194 On the parabolic and hyperbolic Liouville equations, https://link.springer.com/article/10.1007/s00220-021-04125-8
Start Year 2019
 
Description A research visit to Chinese Academy of Sciences 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Prof Chenjie Fan invited me to give a seminar talk at the Chinese Academy of Sciences on our recent research (on 16 January 2024). This visit would potentially spark further collaboration.
Year(s) Of Engagement Activity 2024
 
Description A seminar talk at University of York (Mathematical Finance and Stochastic Analysis Seminar) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Prof Zdzislaw Brzezniak invited me to give a talk on our recent work joint with Rui Liang (detailed in the collaboration section) on 18 March 2024. We expected this visit would spark potential collaborations.
Year(s) Of Engagement Activity 2024
 
Description Give a talk at the conference "Harmonic Analysis, Stochastics and PDEs" 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact This workshop will bring together researchers in different fields (analysis, probability and PDEs) to generate cross-disciplinary research interactions and an exchange of ideas and methods from PDEs, probability and harmonic analysis. There will be participants ranging over elliptic, parabolic, dispersive and hyperbolic equations, and other PDEs, which allows researchers in different PDE communities to interact as well. The workshop will be accessible to researchers who are not specialists in certain areas of the proposed workshop. .
Year(s) Of Engagement Activity 2022
URL https://www.icms.org.uk/workshops/2022/harmonic-analysis-stochastics-and-pdes-0
 
Description Organize the workshop "Dispersive day 2022 at Edinburgh" 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Study participants or study members
Results and Impact This is a one-day workshop with the primary theme of promoting the development of the subject of dispersive partial equations. International speakers from America, Italy, Korea, and France gave talks on various topics, particularly the dispersive PDEs with random data.
Year(s) Of Engagement Activity 2022
URL https://www.maths.ed.ac.uk/~toh/Files/dispersive2022
 
Description Organize the workshop "Probabilistic Aspects of Nonlinear Dispersive Equations" 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Schools
Results and Impact The purpose of the activity was to increase my research visibility and strengthen my research network in the United Kingdom, which is of crucial importance in establishing my career at the early stage. The scheduled talks focused on an emerging interdisciplinary subject - the dynamics of nonlinear dispersive partial differential equations from a probabilistic point of view.
Year(s) Of Engagement Activity 2021,2022
URL https://web.mat.bham.ac.uk/Y.Wang/One_day_workshop/One-day_workshop2022.html
 
Description mini-workshop on Stochastic Dynamics and Stochastic Equations 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The workshop will be held at the Bernoulli centre, EPFL, March 25 (Monday) -March 27 (Wed), 2024. The focus will be on SDEs, SPDEs, stochastic dynamics of stochastic equations, and related topics.
Year(s) Of Engagement Activity 2024
URL https://memento.epfl.ch/event/mini-workshop-on-stochastic-dynamics-and-stochasti/