English

Interpolation of Gibbs measures with White Noise for Hamiltonian PDE

Probability 2010-05-24 v1 Analysis of PDEs

Abstract

We consider the family of interpolation measures of Gibbs measures and white noise given by dQ_{0,\b}^{(p)} = Z_\b^{-1} \ind_{{\int_{\T} u^2\le K\b^{-1/2}\}} e^{-\int_{\T} u^2 +\b \int u^p} dP_{0,\b} where P0,\bP_{0, \b} is the Wiener measure on the circle, with variance β1\beta^{-1}, conditioned to have mean zero. It is shown that as β0\beta\to 0, Q0βQ_0^\beta converges weakly to mean zero Gaussian white noise Q0Q_0. As an application, we present a straightforward proof that Q0Q_0 is invariant for the Kortweg-de Vries equation (KdV). This weak convergence also shows that the white noise is a weak limit of invariant measures for the modified KdV and the cubic nonlinear Schr\"odinger equations.

Keywords

Cite

@article{arxiv.1005.3957,
  title  = {Interpolation of Gibbs measures with White Noise for Hamiltonian PDE},
  author = {Tadahiro Oh and Jeremy Quastel and Benedek Valko},
  journal= {arXiv preprint arXiv:1005.3957},
  year   = {2010}
}