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 is the Wiener measure on the circle, with variance , conditioned to have mean zero. It is shown that as , converges weakly to mean zero Gaussian white noise . As an application, we present a straightforward proof that 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.
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}
}