| Mass gap for the fractional \(\Phi^4_2\)
model |
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Institute of Mathematics
Polish Academy of Sciences
Poland
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Mathematical Institute
University of Oxford
United Kingdom
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Email:
gubinelli@maths.ox.ac.uk
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We present a new, simple and self-contained technique for
proving a mass gap for Euclidean quantum field theories in the
high-temperature regime using the stochastic quantisation approach. As
an application, we establish exponential decay of spatial correlations
for the fractional \(\Phi^4\) model on the plane in the Wick-ordering
regime. The key idea is to analyse the propagation of perturbations
using the linearised stochastic quantisation equation. Spatial
propagation is controlled by an auxiliary random walk, while the
potentially destabilising effect of the renormalised nonlinearity is
controlled by combining dissipative energy estimates for the nonlinear
dynamic with the Boué–Dupuis variational formula.
Contents
1Introduction and main results
1
2Spatial propagation
4
2.1Block decomposition and random walk
representation 4
2.2An abstract propagation criterion
6
3Stochastic enhancement and remainder
dynamic 8
4Pathwise energy and Rayleigh estimates
9
4.1Weighted energy inequality
9
4.2Coming down from infinity and dissipation 9
4.3Local Rayleigh-quotient bound
10
5Path estimates and
Boué–Dupuis 11
5.1Bounds along block paths
11
5.2Exponential path bound 12
6Proof of the mass gap
12
Appendix ARandom-walk estimates 13
Appendix BWeighted lattice Besov estimates
16
Appendix CExtension to the \(O (N)\)-invariant
model 18
Appendix DSynchronisation by noise 19
Bibliography 19
1Introduction and main results
Set \(\Lambda_{\varepsilon} = \varepsilon \mathbb{Z}^2\) and
\(\Lambda_{\varepsilon, \ell} = \Lambda_{\varepsilon} / \ell
\mathbb{Z}^2\), where the ultraviolet and volume cutoffs are
| \(\displaystyle \varepsilon = 2^{- n},
\qquad \ell = ML, \qquad n \in \mathbb{N}_0, \quad M
\in
\mathbb{N}.\) |
(1.1) |
Here \(L \in \mathbb{N}\) is a fixed constant chosen below. For \(z \in
\Lambda_{\varepsilon}\), we define the nearest neighbour Laplacian
\(\displaystyle \Delta_{\varepsilon} f (z) := \varepsilon^{- 2} \sum_{j
= 1}^2 (f (z +
\varepsilon e_j) + f (z - \varepsilon e_j) - 2 f (z)) .\)
For \(\sigma \in (0, 2]\), the operator \(\mathcal{A}_{\varepsilon} :=
(I - \Delta_{\varepsilon})^{\sigma / 2}\) is defined on
\(\Lambda_{\varepsilon}\) as the Fourier multiplier. Write
\(\nu_{\varepsilon, \ell}\) for the Gaussian measure on
\(\mathbb{R}^{\Lambda_{\varepsilon, \ell}}\) with covariance
\(\mathcal{A}_{\varepsilon}^{- 1}\). The interacting fractional
\(\Phi^4_2\) measure on \(\mathbb{R}^{\Lambda_{\varepsilon, \ell}}\) is
| \(\displaystyle \mu_{\varepsilon, \ell}
(\text{d} \phi) := \frac{1}{\mathcal{Z}_{\varepsilon,
\ell}} \exp
\left( - \frac{\lambda}{4} \varepsilon^2 \sum_{z
\in
\Lambda_{\varepsilon, \ell}} (\phi (z)^4 - 6 C_{\varepsilon, \ell}
\phi (z)^2
+ 3 C_{\varepsilon, \ell}^2) \right) \nu_{\varepsilon,
\ell} (\text{d} \phi) .\) |
(1.2) |
We study the above measure in the regime in which the so-called Wick
renormalisation is sufficient to control the continuum limit
\(\varepsilon \searrow 0\). Hence, the counterterm coincides with
| \(\displaystyle C_{\varepsilon, \ell} :=
\sum_{k \in \mathbb{Z}^2} G_{\varepsilon} (k \ell),\) |
(1.3) |
where \(G_{\varepsilon}\) is the kernel of
\(\mathcal{A}_{\varepsilon}^{- 1}\) on \(\Lambda_{\varepsilon}\). Let
\(A \subset \Lambda_{\varepsilon, \ell}\). An observable \(F =
F_{\varepsilon, \ell} \in C^1\) is called \(A\)-supported if
\(\text{supp} \nabla F (\phi) \subseteq A\), where \(\nabla F\) is the
gradient relative to \(\langle \cdot, \cdot \rangle\). We denote by
\(d_{\ell}\) the \(\ell^{\infty}\) distance on the torus
\(\mathbb{T}_{\ell}^2 =\mathbb{R}^2 / (\ell \mathbb{Z}^2)\) and write
\(d_{\ell} (A, B)\) for the distance between the \(\ell\)-periodic sets
\(A, B \subset \mathbb{T}_{\ell}^2\).
Theorem 1.1. Let
\(\sigma \in (4 / 3, 2]\). There exists \(\lambda_0 > 0\) such that
the following holds. For every \(R < \infty\) there is \(C_R <
\infty\) such that, for every \(\lambda \in (0, \lambda_0]\), every
pair \((\varepsilon, \ell)\) as in (1.1),
and all bounded observables \(F, G\) with bounded gradients and
support sets \(A, B\) of diameter at most \(R\),
| \(\displaystyle |
\text{Cov}_{\mu_{\varepsilon, \ell}} (F, G) | \leqslant C_R e^{-
d_{\ell}
(A, B) / (2 L)} \sup_{\phi \in L^2} \| \nabla F
(\phi)\|_2 \sup_{\phi \in L^2}
\| \nabla G (\phi)\|_2 .\) |
(1.4) |
The assumption that \(\lambda > 0\) is small enough corresponds to the
high-temperature regime. The case \(\sigma = 2\) corresponds to the
standard \(\Phi^4_2\) model. The exponential decay relies on our choice
of the fractional operator \((1 - \Delta_{\varepsilon})^{\sigma / 2}\).
For \(\sigma < 2\), the alternative natural choice \(1 + (-
\Delta_{\varepsilon})^{\sigma / 2}\) gives a Gaussian measure whose
covariance decays only polynomially.
The proof technique does not use the scalar nature of the model and
extends to the vectorial model as briefly discussed in Appendix C.
By a straightforward adaptation of the technique developed in [DGR26],
after a suitable extension to \(\mathscr{S}' (\mathbb{R}^2)\), the
family of measures \((\mu_{\varepsilon, \ell})_{\varepsilon, \ell}\) is
tight in the entire subcritical regime \(\sigma \in (1, 2]\), for a
suitable choice of counterterm that coincides with (1.3) when \(\sigma \in (4 / 3, 2]\). The bound (1.4) holds for any accumulation point for
\(\sigma \in (4 / 3, 2]\). The extension for \(\sigma \in (1, 4 / 3]\),
that is beyond the Wick-ordering regime, requires additional technical
arguments, which we leave for future work.
The proof of the above theorem is presented in Section 6.
It uses the Helffer–Sjöstrand covariance representation
[HS94] combined with the analysis of the parabolic stochastic
quantisation equation of the model,
| \(\displaystyle \text{d} \Phi_t = -
[\mathcal{A}_{\varepsilon} \Phi_t + \lambda (\Phi_t^3 -
3
C_{\varepsilon, \ell} \Phi_t)] \text{d} t + \sqrt{2} \hspace{0.17em}
\text{d}
W_t, \qquad \Phi_0 = \phi,\) |
(1.5) |
where \(W\) is standard Brownian motion in \(L^2 = L^2
(\Lambda_{\varepsilon, \ell}, \varepsilon^2 \text{counting
measure})\)
extended periodically to \(\Lambda_{\varepsilon}\). In particular,
\(\displaystyle \mathbb{E} [W_t (z) W_s (y)] = \varepsilon^{- 2}
\textbf{1}_{\{z = y
\hspace{0.17em} (\text{mod} \hspace{0.17em} \ell)\}}
\hspace{0.17em} \min (t,
s) .\)
At fixed cutoffs (1.5) is a globally
well-posed finite-dimensional SDE. Its unique invariant measure is
(1.2), and the Markov semigroup
\(P_t\) is reversible in \(L^2 (\mu_{\varepsilon, \ell})\). Write \(t
\mapsto \Phi_t^{\phi}\) for the solution of (1.5)
started from \(\phi\) at time \(0\). For an arbitrary initial time
\(s\), we write \(t \mapsto \Phi_{s, t}^{\phi}\) for the solution
satisfying \(\Phi_{s, s}^{\phi} = \phi\). Its derivative with respect to
the initial condition is
\(\displaystyle U_{s, t}^{\phi} = D_{\phi} \Phi_{s, t}^{\phi} .\)
Note that \(t \mapsto U_{s, t}^{\phi} f\) solves
| \(\displaystyle \partial_t v_t +
[\mathcal{A}_{\varepsilon} + 3 \lambda ((\Phi_{s,
t}^{\phi})^2 -
C_{\varepsilon, \ell})] v_t = 0, \qquad v_s = f.\) |
(1.6) |
We divide the lattice \(\Lambda_{\varepsilon, \ell}\) into blocks of
size \(L\) and denote by \(\chi_{\alpha}\) a bump function supported in
a block centred at a lattice point \(\alpha\); see Section 2.1.
Our main technical result is the following contractive estimate for the
linearised dynamic.
Theorem 1.2. Let
\(\sigma \in (4 / 3, 2]\). There exist \(\lambda_0, C > 0\), uniform
in the cutoffs and block indices, such that for every \(\lambda \in
(0, \lambda_0]\), every pair \((\varepsilon, \ell)\) as in (1.1), every \(T \geqslant 0\) and all
block indices \(\alpha, \beta\), we have
| \(\displaystyle \mathbb{E} \sup_{\psi
\in \mathfrak{S}_1} \, \sup_{f \in
\mathscr{\mathfrak{B}}^2
(\Lambda_{\varepsilon, \ell})} \| \chi_{\beta} U_{1,
1 + T}^{\psi}
(\chi_{\alpha} f) \|_{L^2 (\Lambda_{\varepsilon, \ell})}^2
\leqslant
Ce^{- T / 4 - d_{\ell} (\beta, \alpha) / L},\) |
(1.7) |
where \(\mathscr{\mathfrak{B}}^2 (\Lambda_{\varepsilon, \ell})\) is
the unit ball in \(L^2 (\Lambda_{\varepsilon, \ell})\) centred at zero
and \(\mathfrak{S}_1 := \{\Phi_1^{\phi} : \phi \in L^2
(\Lambda_{\varepsilon,
\ell})\}\) is the random set of fields that can
be reached at time one from arbitrary initial conditions.
Proof. Proposition 5.2 proves the
hypothesis (2.14) of Proposition 2.2, which then implies the stated bound.\(\Box\)
The bound (1.7) shows that a
perturbation of the initial condition decays in time and has
exponentially small influence on distant spatial regions uniformly in
the cutoffs. This estimate extends to the infinite-volume continuum
dynamic and yields exponential synchronisation of solutions driven by
the same noise. Consequently, the dynamic is ergodic and admits a unique
invariant measure, with every solution converging exponentially fast to
the unique stationary solution. The invariant measure is invariant under
all Euclidean transformations and satisfies reflection positivity. We
give a self-contained proof of the results stated as theorems. The
aforementioned conclusions about the limiting dynamic and its invariant
measure are not proved here, but follow easily along the lines of
[DHYZ25; GH21]. The proof of synchronisation by noise is outlined in
Appendix D.
Proof idea.
We first divide the lattice into blocks and dominate the propagation
of the linearised equation by a conservative random walk
\(\mathcal{J}\) on the block lattice, whose jump rates have uniformly
bounded exponential moments (see Proposition
2.1). The
resulting estimate for the localised energy contains a deterministic
dissipative term and a random contribution that may weaken the
dissipation, measured by the local Rayleigh quotient
\(\hat{\mathcal{R}}_{\alpha}\) introduced in
(2.4).
Note that \(\hat{\mathcal{R}}_{\alpha}\) involves the Hessian of the
potential of the model, which is not bounded from below because of the
presence of the counterterm. This is the principal reason why
estimating \(\hat{\mathcal{R}}_{\alpha}\) and the corresponding
accumulated loss of dissipation is highly nontrivial. The
Feynman–Kac representation reduces the problem to estimating
exponential moments of the accumulated loss of dissipation along paths
of the walk (see Proposition
2.2). The key tool is the
Boué–Dupuis variational formula [BD98], which allows us
to estimate this exponential moment by studying how the loss of
dissipation changes when an arbitrary adapted drift \(u\) is added to
the driving Wiener process (see Proposition
5.2). More
precisely, the formula
(5.4)
expresses the logarithm of the exponential moment as the supremum of
the expected loss of dissipation for the equation with additional
drift \(u\), minus a cost functional equal to the squared \(L^2\)-norm
of \(u\). Thus, it suffices to bound the expected loss of dissipation
uniformly over all such drifts, allowing an additional term at most
quadratic in \(u\), with a sufficiently small coefficient to be
absorbed by the cost functional (see Lemma
5.1). To
establish this estimate, we write the solution of the stochastic
quantisation equation
(1.5) with
the additional drift \(u\) as \(\Phi^u = Z + \Psi^u\), separating the
explicitly constructed random field \(Z\) independent of the control
\(u\) from the more regular remainder \(\Psi^u\). The stochastic
bounds of Section
3 and the dissipative energy estimates
of Section
4 control the loss of dissipation uniformly in
the initial condition after a positive time. The coercive bound from
Proposition
4.1 depends quadratically on the drift \(u\),
which, as explained above, is crucial for the application in the
Boué–Dupuis representation.
Related literature.
The mass gap for scalar Euclidean field theories with polynomial
interactions in two dimensions was studied in the classical works
[Sim73; GJS74; GRS75]. For weakly coupled \(\Phi^4_3\), the existence
of the infinite-volume theory and exponential decay of correlations
were established in [FO76; MS76; BFS83]. The mass gap for
two-dimensional Euclidean fields with exponential interactions was
proved in [AH74], while more recently a proof based on stochastic
quantisation was given in [GHR25]. Uniqueness of ultraregular Gibbs
states for weakly coupled \(P (\phi)_2\) models was proved in [AHZ89].
Logarithmic Sobolev inequalities for the \(\Phi^4_2\) and \(\Phi^4_3\)
measures throughout the entire high-temperature phase were established
in [BD24]. Building on this result, [BDW25] proved uniqueness of the
invariant measure for the infinite-volume \(\Phi^4_2\) stochastic
quantisation dynamic in the same regime. Ergodicity of the
infinite-volume \(\Phi^4_3\) stochastic quantisation dynamic at high
temperature, together with exponential decay of spatial correlations
of its invariant measure, was established in [DHYZ25]. For the
construction of the fractional \(\Phi^4_3\) model and its stochastic
dynamic, we refer to [Duc25; DGR26].
Comparison with [DHYZ25].
Our approach differs substantially from that of [DHYZ25], where the
linearised evolution is estimated by a time-chopping argument. This
technique was originally introduced in [CLL13] to study integrability
and tail estimates for rough differential equations, and was
subsequently applied to the dynamic \(\Phi^4_2\) model on a torus in
[KT25]. The main idea is to divide the time interval into sufficiently
many random subintervals such that on every subinterval the stochastic
terms are small enough to obtain a pathwise contractive estimate by
fixed point arguments. The number of subintervals needed to reach a
deterministic time is controlled with the use of the strong Markov
property and probabilistic bounds for the stopping times. Note that in
this approach the stochastic objects have to be constructed with zero
initial condition on every subinterval to ensure smallness. This
excludes the possibility of working with stationary stochastic data.
In contrast, our approach avoids completely the stopping-time argument
and instead controls the possible loss of dissipation for the dynamic
described by the linearised equation directly. The key ingredients are
the Boué–Dupuis variational representation combined with
elementary energy estimates for the nonlinear dynamic driven by the
noise shifted by the Boué–Dupuis control. Moreover, an
auxiliary random walk representation is used to analyse the spatial
propagation of perturbations.
Notation.
We identify functions \(f : \Lambda_{\varepsilon, \ell} \rightarrow
\mathbb{R}\) with periodic functions on \(\Lambda_{\varepsilon}\).
Kernels of operators are defined with respect to \(\varepsilon^2\)
times counting measure. The convolution is defined by
\(\displaystyle (K_{\varepsilon} \ast f) (z) := \varepsilon^2 \sum_{y
\in
\Lambda_{\varepsilon}} K_{\varepsilon} (z - y) f (y) .\)
The \(L^2\) inner product and \(L^p\) norms are over
\(\Lambda_{\varepsilon, \ell}\). In particular,
\(\displaystyle \langle f, g \rangle := \varepsilon^2 \sum_{z \in
\Lambda_{\varepsilon,
\ell}} f (z) g (z), \qquad \|f\|_2 = \| f \|_{L^2
(\Lambda_{\varepsilon,
\ell})} := \langle f, f \rangle^{1 / 2} .\)
We stress that sums in inner products, norms and quadratic forms always
run over \(\Lambda_{\varepsilon, \ell}\), whereas the sum in the
definition of the convolution is over \(\Lambda_{\varepsilon}\).
Acknowledgements.
M.G. acknowledges support from the UKRI Frontier Research / EPSRC
grant “Stochastic Analysis of Quantum fields”
(EP/Z534328/1) and of the Simons Collaboration on “Probabilistic
QFT”. This paper has been written in TEXMACS (
www.texmacs.org).
AI disclosure statement.
An AI model helped with the derivation of the random-walk estimates
stated in Lemmas
A.1 and
A.3. It was also
used to review the entire manuscript after its completion, correct
some mathematical arguments, improve presentation as well as prepare
the bibliographic entries. The authors take full responsibility for
the content of the paper.
2Spatial propagation
2.1Block decomposition and random
walk representation
We begin by studying how a perturbation of the initial data propagates
under the linearised dynamic (1.6).
We divide the spatial lattice into overlapping blocks of size \(L\),
indexed by their centres \(\alpha\). For each block, we define the local
\(L^2\) energy \(e_{\alpha}\) of the linearised solution inside a block
\(\alpha\). The kinetic operator \(\mathcal{A}_{\varepsilon}\) transfers
energy between blocks, and controlling this transfer is essential for
establishing decay of correlations. The main result shows that the
transfer of energy between blocks is dominated by an auxiliary random
walk with exponentially decaying jump rates. This reduces the problem of
studying spatial propagation to estimating the auxiliary evolution
(2.7) on the lattice
\(\mathscr{B}_{\ell}\) of block centres.
Fix a nonnegative function \(\chi \in C_c^{\infty} (\mathbb{R}^2)\),
supported in \([- 1, 1]^2\) and strictly positive on \([- \tfrac{1}{2},
\tfrac{1}{2}]^2\). The parameter \(L > 16\) introduced below is fixed
sufficiently big, depending only on \(\sigma\) and \(\chi\), such that
the bounds (2.5), (2.6), (A.3) and
(A.4) below hold true. Subsequently,
the constant \(\lambda_0 > 0\) is fixed sufficiently small. In what
follows, constants \(C \in (0, \infty)\) may change from line to line,
and are always independent of the cutoffs, the coupling constant
\(\lambda \in (0, \lambda_0]\), and block indices.
For torus size \(\ell = M L\), let
\(\displaystyle \mathscr{B}_{\ell} := L\mathbb{Z}^2 / \ell \mathbb{Z}^2
\subset
\Lambda_{\varepsilon, \ell}\)
be the lattice of block centres. We reserve the symbols \(\alpha, \beta,
\bar{\alpha}, \bar{\beta} \in \mathscr{B}_{\ell}\) for block labels. For
\(z \in \Lambda_{\varepsilon, \ell}\), set
\(\displaystyle \tilde{\chi}_{\alpha} (z) := \sum_{n \in \mathbb{Z}^2}
\chi \left( \frac{z -
\alpha + \ell n}{L} \right), \qquad \chi_{\alpha}
(z) :=
\frac{\tilde{\chi}_{\alpha} (z)}{\left( \sum_{\beta \in
\mathscr{B}_{\ell}}
\tilde{\chi}_{\beta} (z)^2 \right)^{1 / 2}} .\)
By our assumptions on \(\chi\), the denominator is strictly positive.
Thus, \(\chi_{\alpha}\) is smooth, and
\(\displaystyle \sum_{\alpha \in \mathscr{B}_{\ell}} \chi_{\alpha}^2 =
1, \qquad \text{supp}
\chi_{\alpha} \subset B_{\alpha} := \{z : d_{\ell}
(z, \alpha) \leqslant L\} .\)
The support assumption gives
\(\displaystyle \text{supp} \chi_{\alpha} \cap \text{supp} \chi_{\beta}
\ne \varnothing \quad
\Longrightarrow \quad d_{\ell} (\alpha, \beta)
\leqslant 2 L.\)
Put
\(\displaystyle \mathcal{H}_{\alpha}^{\text{loc}} := \{\varphi \in L^2 :
\text{supp} \varphi
\subset B_{\alpha} \}, \qquad w_{\alpha} (z) :=
\left( 1 + \frac{d_{\ell} (z,
\alpha)}{L} \right)^{- 2} .\)
In two dimensions, we have
| \(\displaystyle \varepsilon^2 \sum_z
w_{\alpha} (z)^2 \leqslant CL^2, \qquad \sup_z
\sum_{\alpha}
w_{\alpha} (z)^2 \leqslant C, \qquad \chi_{\alpha}
\leqslant
Cw_{\alpha} .\) |
(2.1) |
Let \(q_{\varepsilon} (z, y)\) be the kernel introduced in Lemma A.1 such that
\(\displaystyle ((I -\mathcal{A}_{\varepsilon}) v) (z) = \varepsilon^2
\sum_y q_{\varepsilon}
(z, y) (v (y) - v (z)), \qquad q_{\varepsilon}
(z, z) = 0.\)
For any lattice field \(v\) define the local energy and the localisation
error
| \(\displaystyle e_{\alpha} (v) := \|
\chi_{\alpha} v\|_2^2, \qquad \mathcal{I}_{\alpha} (v)
:=
\varepsilon^4 \sum_{z, y} q_{\varepsilon} (z, y) (\chi_{\alpha} (z)
-
\chi_{\alpha} (y))^2 v (z) v (y) .\) |
(2.2) |
A direct computation yields
| \(\displaystyle \langle \chi_{\alpha}^2
v, \mathcal{A}_{\varepsilon} v \rangle = \langle
\chi_{\alpha} v,
\mathcal{A}_{\varepsilon} (\chi_{\alpha} v) \rangle -
\frac{1}{2}
\mathcal{I}_{\alpha} (v) .\) |
(2.3) |
For each deterministic initial condition \(\phi\), define
| \(\displaystyle
\mathcal{R}^{\phi}_{\alpha} (t) :=
\inf_{\text{\scriptsize{$\begin{array}{c}
\varphi \in
\mathcal{H}_{\alpha}^{\text{loc}}\\
\| \varphi \|_2 =
1
\end{array}$}}} \{ \langle \varphi, \mathcal{A}_{\varepsilon}
\varphi \rangle
+ 3 \lambda \langle (\Phi_t^{\phi})^2 -
C_{\varepsilon, \ell}, \varphi^2
\rangle \}, \qquad
\hat{\mathcal{R}}^{\phi}_{\alpha} (t) =
(1
-\mathcal{R}^{\phi}_{\alpha} (t))_+ .\) |
(2.4) |
Note that the local Rayleigh quotient \(\mathcal{R}^{\phi}_{\alpha}
(t)\) describes the smallest value of the quadratic form of the random
Schrödinger operator
\(\displaystyle \mathcal{A}_{\varepsilon} + 3 \lambda ((\Phi_t^{\phi})^2
- C_{\varepsilon,
\ell}),\)
appearing in the linearised equation (1.6),
on functions supported in a given block \(\alpha\).
Proposition 2.1. There exists a conservative Markov generator \(\mathcal{J}\)
on \(\mathscr{B}_{\ell}\), with nonnegative rates \(j_{\alpha
\beta}\), \(\beta \ne \alpha\), such that, for every real lattice
field \(v\),
| \(\displaystyle \mathcal{I}_{\alpha}
(v) \leqslant (\mathcal{J}e (v))_{\alpha} + e_{\alpha}
(v), \qquad
(\mathcal{J}e)_{\alpha} = \sum_{\beta \ne \alpha} j_{\alpha
\beta}
(e_{\beta} - e_{\alpha}),\) |
(2.5) |
and
| \(\displaystyle \sup_{\ell, \alpha}
\sum_{\beta \ne \alpha} j_{\alpha \beta} e^{d_{\ell}
(\alpha, \beta)
/ L} \leqslant \frac{1}{2} .\) |
(2.6) |
Moreover, if \(v\) solves the linearised equation (1.6) along \(\Phi^{\phi}\), then
| \(\displaystyle \partial_t e_{\alpha}
\leqslant (\mathcal{J}e)_{\alpha} - e_{\alpha} +
2
\hat{\mathcal{R}}^{\phi}_{\alpha} e_{\alpha} .\) |
(2.7) |
Proof. Set
\(\displaystyle k_{\alpha} (z) = \varepsilon^2 \sum_y q_{\varepsilon}
(z, y) (\chi_{\alpha}
(z) - \chi_{\alpha} (y))^2 .\)
By symmetry and Cauchy–Schwarz,
| \(\displaystyle \mathcal{I}_{\alpha} (v)
\leqslant \varepsilon^2 \sum_z k_{\alpha} (z) v
(z)^2 .\) |
(2.8) |
The bound \(| \chi_{\alpha} (z) - \chi_{\alpha} (y) | \leqslant CL^{- 1}
d_{\ell} (z, y)\) and (A.2) imply
\(k_{\alpha} (z) \leqslant CL^{- 2}\). If \(d_{\ell} (z, \alpha) > L\),
then \(\chi_{\alpha} (z) = 0\) and \(\chi_{\alpha} (y) \ne 0\) can only
hold if \(d_{\ell} (z, y) \geqslant d_{\ell} (z, \alpha) - L\). Thus,
\(\displaystyle k_{\alpha} (z) \leqslant \frac{C}{L^2} e^{- (d_{\ell}
(z, \alpha) - L)_+ / 4}
\leqslant \frac{C}{L^2} e^{- 2 d_{\ell} (z,
\alpha) / L},\)
where the last inequality holds for \(L \geqslant 8\), after increasing
\(C\).
If \(\chi_{\beta} (z) \ne 0\), then \(d_{\ell} (\alpha, \beta) \leqslant
d_{\ell} (z, \alpha) + L\) by the triangle inequality. Using
\(\sum_{\beta} \chi_{\beta}^2 = 1\), we obtain
\(\displaystyle k_{\alpha} (z) \leqslant \sum_{\beta} a_{\alpha \beta}
\chi_{\beta} (z)^2,
\qquad a_{\alpha \beta} := \frac{C}{L^2} e^{- 2
d_{\ell} (\alpha, \beta) / L}
.\)
It follows from (2.8) that
| \(\displaystyle \mathcal{I}_{\alpha} (v)
\leqslant \sum_{\beta} a_{\alpha \beta} e_{\beta}
(v) .\) |
(2.9) |
We have
| \(\displaystyle \sup_{\alpha}
\sum_{\beta} a_{\alpha \beta} + \sup_{\alpha} \sum_{\beta}
a_{\alpha
\beta} e^{d_{\ell} (\alpha, \beta) / L} \leqslant \frac{C}{L^2}
.\) |
(2.10) |
Let \(\mathcal{J}\) be a conservative Markov generator with rates
\(j_{\alpha \beta} = a_{\alpha \beta}\) for \(\beta \ne \alpha\). Then
\(\displaystyle \mathcal{I}_{\alpha} (v) \leqslant \sum_{\beta}
a_{\alpha \beta} e_{\beta} (v)
= (\mathcal{J}e (v))_{\alpha} + \left(
\sum_{\beta} a_{\alpha \beta} \right)
e_{\alpha} (v) .\)
Choosing \(L\) sufficiently large and using (2.10)
we obtain (2.5) and (2.6).
Finally, differentiating \(e_{\alpha} (v)\) in time and using (1.6), the localisation identity (2.3), the definition of the Rayleigh
quotient (2.4), and (2.5) gives (2.7).\(\Box\)
2.2An abstract propagation criterion
The local energy inequality (2.7)
contains two competing terms: a dissipative term \(- e_{\alpha}\), which
produces exponential decay, and a random potential
\(\hat{\mathcal{R}}^{\phi}_{\alpha}\), which may produce a local
instability. The Feynman–Kac representation allows us to express
the resulting energy bound as an average over paths of an auxiliary
random walk \(\Pi\) on spatial blocks. For \(T \geqslant 0\), \(k
\geqslant 1\), and a piecewise-constant path \(\pi : [1, 1 + T] \to
\mathscr{B}_{\ell}\), define
\(\displaystyle I_k^T := [k, k + 1) \cap [1, 1 + T), \qquad \textsf{V}_k
(\pi) := \{\pi (r) :
r \in I_k^T \},\)
and
| \(\displaystyle \mathcal{N} (\pi) :=
\sum_{k \geqslant 1} | \textsf{V}_k (\pi) |, \qquad
\mathcal{T} (\pi)
:= \sum_{k \geqslant 1} e^{- k / 2} | \textsf{V}_k (\pi) | .\) |
(2.11) |
Along each path, the random potential in (1.6)
produces an exponential factor determined by the accumulated loss of
dissipation. To preserve exponential decay, we formulate the criterion
(2.14), which allows a small cost
\(\mathcal{N} (\pi) / 8\) for each block visited by the walk during a
unit time interval. It also permits an additional, potentially big,
contribution \(\mathcal{T} (\pi)\) arising from the
coming-down-from-infinity estimate for the nonlinear dynamic (see the
first term on the RHS of (4.4)). The
distinction between these two contributions matters. Since the jump
rates of the block walk are uniformly bounded, the exponential moments
of \(\mathcal{N} (\pi)\) grow at most exponentially in \(T\). Thus,
their growth must be sufficiently small to be dominated by the
deterministic dissipation. In contrast, the exponentially decaying
weights in \(\mathcal{T} (\pi)\) imply that its exponential moments are
bounded uniformly in \(T\), even when multiplied by an arbitrarily large
fixed constant. Thus the contribution involving \(\mathcal{T} (\pi)\)
changes only the multiplicative constant in the final estimate, whereas
the contribution involving \(\mathcal{N} (\pi)\) reduces the exponential
decay rate. Note also that the naive bounds
\(\displaystyle \mathcal{R}^{\phi}_{\alpha} (t) \geqslant 1 - 3 \lambda
C_{\varepsilon, \ell},
\qquad \hat{\mathcal{R}}^{\phi}_{\alpha} (t)
\leqslant 3 \lambda
C_{\varepsilon, \ell},\)
cannot be used directly to verify our criterion as \(C_{\varepsilon,
\ell} \rightarrow \infty\) as \(\varepsilon \searrow 0\). To show (2.14) one has to exhibit stochastic
cancellations in the local Rayleigh quotient
\(\mathcal{R}^{\phi}_{\alpha} (t)\). These cancellations will be
analysed in subsequent sections.
We also introduce the path functional
| \(\displaystyle \mathcal{O}^{\phi} (\pi)
:= \int_1^{1 + T} \hat{\mathcal{R}}^{\phi}_{\pi (r)}
(r)
\hspace{0.17em} \text{d} r, \qquad \mathcal{O}_{\ast} (\pi) =
\sup_{\phi
\in L^2} \mathcal{O}^{\phi} (\pi),\) |
(2.12) |
measuring the accumulated loss of dissipation, where the supremum in the
definition of \(\mathcal{O}_{\ast} (\pi)\) runs over deterministic
initial conditions \(\phi\). Since \(\mathcal{O}^{\phi} (\pi)\) depends
continuously on \(\phi\) and the finite dimensional state space is
separable, \(\mathcal{O}_{\ast} (\pi)\) is measurable. The terminal time
\(T + 1\) is determined by the domain of \(\pi\). Let \(\Pi\) be the
continuous-time random walk on \(\mathscr{B}_{\ell}\) generated by
\(\mathcal{J}\), independent of the noise, and denote by
\(\boldsymbol{E}_{\beta}^{\Pi}\) the expectation conditioned on \(\Pi_0
= \beta\). Define the uniform exponential jump cost
| \(\displaystyle \kappa (b) := \sup_{\ell,
\alpha} \sum_{\beta \ne \alpha} j_{\alpha \beta}
(e^{d_{\ell}
(\alpha, \beta) / L + b} - 1),\) |
(2.13) |
where \(j_{\alpha \beta}\) is the jump kernel of \(\mathcal{J}\) from
(2.5).
Proposition 2.2. Suppose that, for every \(T \geqslant 0\), and every
deterministic piecewise-constant path \(\pi : [1, 1 + T] \to
\mathscr{B}_{\ell}\), one has
| \(\displaystyle \mathbb{E} \exp
(2\mathcal{O}_{\ast} (\pi)) \leqslant \exp \left(
C\mathcal{T}(\pi)
+ \tfrac{1}{8} \mathcal{N}(\pi) \right)\) |
(2.14) |
with a deterministic \(C\) independent of \(T, \pi\) and the
cutoffs. Then for every \(T \geqslant 0\), (1.7)
holds with deterministic \(C\) independent of \(\alpha, \beta, T,
\varepsilon, \ell\).
Proof. Let \(v^{\phi}\) solve the linearised
equation (1.6) along \(\Phi^{\phi}\)
on \([1, 1 + T]\), with \(v_1^{\phi} = \chi_{\alpha} f\), and put
\(e^{\phi}_{\alpha} (t) = \| \chi_{\alpha} v^{\phi}_t \|_2^2\). The
positive-semigroup comparison applied to (2.7)
and backward Feynman–Kac formula yield
| \(\displaystyle e^{\phi}_{\beta} (1 + T)
\leqslant e^{- T} \boldsymbol{E}_{\beta}^{\Pi}
\left[ \exp \left( 2
\int_0^T \hat{\mathcal{R}}^{\phi}_{\Pi_r} (1 + T - r)
\hspace{0.17em}
\text{d} r \right) e^{\phi}_{\Pi_T} (1) \right] .\) |
(2.15) |
The inequality holds pathwise for every initial condition. Since
\(v_1^{\phi} = \chi_{\alpha} f\), we have
\(\displaystyle e_{\gamma}^{\phi} (1) = \| \chi_{\gamma} \chi_{\alpha}
f\|_2^2 \leqslant e^{2
- d_{\ell} (\gamma, \alpha) / L} \|f\|_2^2 .\)
Define the random backward path \(\pi (r) = \Pi_{1 + T - r}\). Taking
the supremum over initial conditions in (2.15)
gives
\(\displaystyle \begin{aligned}
\sup_{\phi \in L^2} e_{\beta}^{\phi}
(1 + T) & \leqslant e^{- T}
\boldsymbol{E}_{\beta}^{\Pi} [\exp
(2\mathcal{O}_{\ast} (\pi)) \|
\chi_{\Pi_T} \chi_{\alpha} f\|_2^2]\\
& \leqslant e^{2 - T} \|f\|_2^2 \boldsymbol{E}_{\beta}^{\Pi} [\exp
(2\mathcal{O}_{\ast} (\pi)) e^{- d_{\ell} (\Pi_T, \alpha) / L}]
.
\end{aligned}\)
Taking the supremum over \(\|f\|_2 \leqslant 1\) therefore yields
\(\displaystyle \sup_{\phi \in L^2} \| f \mapsto \chi_{\beta} U_{1, 1 +
T}^{\Phi_1^{\phi}}
(\chi_{\alpha} f) \|_{L^2 \to L^2}^2 \leqslant e^{2
- T}
\boldsymbol{E}_{\beta}^{\Pi} [\exp (2\mathcal{O}_{\ast} (\pi))
e^{- d_{\ell}
(\Pi_T, \alpha) / L}] .\)
Hence by (2.14), we obtain
\(\displaystyle \mathbb{E} [\sup_{\phi \in L^2} \| f \mapsto
\chi_{\beta} U_{1, 1 +
T}^{\Phi_1^{\phi}} (\chi_{\alpha} f) \|_{L^2 \to
L^2}^2] \leqslant e^{2 - T}
\boldsymbol{E}_{\beta}^{\Pi} \left[ \exp
\left( C\mathcal{T}(\pi) +
\tfrac{1}{8} \mathcal{N}(\pi) \right) e^{-
d_{\ell} (\Pi_T, \alpha) / L}
\right] .\)
Lemma A.3, applied with \(a = C\) and \(b = 1 / 8\), now
gives
\(\displaystyle \mathbb{E} [\sup_{\phi \in L^2} \| f \mapsto
\chi_{\beta} U_{1, 1 +
T}^{\Phi_1^{\phi}} (\chi_{\alpha} f) \|_{L^2 \to
L^2}^2] \leqslant Ce^{-
d_{\ell} (\beta, \alpha) / L} e^{- [1 - 1 / 8 -
\kappa (1 / 8)] T} .\)
Finally, by (2.6),
| \(\displaystyle \frac{1}{8} + \kappa (1 /
8) \leqslant \frac{1}{8} + \frac{1}{2} e^{1 / 8} <
\frac{3}{4}
.\) |
(2.16) |
This proves (1.7).\(\Box\)
3Stochastic enhancement and
remainder dynamic
The energy estimates discussed in Section 4 will be applied
to a decomposition of the stochastic quantisation solution into an
explicit singular stochastic part and a more regular remainder. We first
introduce the stationary Gaussian field \(X\) and its Wick powers. For
\(\sigma > 3 / 2\), the Wick cube \(X^{: 3 :}\) is sufficiently regular
to be treated directly as a forcing term in the energy estimates, and
one may simply use the decomposition \(\Phi = X + \bar{\Psi}\). To cover
the entire range \(\sigma > 4 / 3\), we introduce the second order
correction \(Y\) to remove \(X^{: 3 :}\) from the remainder equation.
Let \(W\) be the two sided Wiener process. Define stationary stochastic
convolutions
\(\displaystyle (\partial_t +\mathcal{A}_{\varepsilon}) X = \sqrt{2}
\hspace{0.17em} \dot{W},
\qquad X^{: 2 :} = X^2 - C_{\varepsilon, \ell},
\qquad X^{: 3 :} = X^3 - 3
C_{\varepsilon, \ell} X, \qquad (\partial_t
+\mathcal{A}_{\varepsilon}) Y =
X^{: 3 :},\)
where \(C_{\varepsilon, \ell}\) is the counterterm introduced in (1.3). Note that \(C_{\varepsilon, \ell}
=\mathbb{E} [X_t (z)^2]\). Let \(p_t^{\varepsilon}\) be the
infinite-lattice convolution kernel of \(e^{-
t\mathcal{A}_{\varepsilon}}\). We have
\(\displaystyle X (t, z) = \sqrt{2} \int_{- \infty}^t (p_{t -
r}^{\varepsilon} \ast \text{d}
W_r) (z), \qquad Y (t, z) = \int_{-
\infty}^t (p_{t - r}^{\varepsilon} \ast
X^{: 3 :} (r)) (z)
\hspace{0.17em} \text{d} r.\)
Put \(Z := X - \lambda Y\) and
\(\displaystyle V := X^{: 2 :} - 2 \lambda XY + \lambda^2 Y^2 = Z^2 -
C_{\varepsilon, \ell},
\qquad H := - 3 \lambda X^{: 2 :} Y + 3 \lambda^2
XY^2 - \lambda^3 Y^3 .\)
The fields \(V\) and \(H\) play the role of the random potential and the
forcing term in the equation for the remainder \(\Psi := \Phi - Z\).
For a deterministic initial condition \(\phi\) and a control \(u\), let
\(\Phi^{\phi, u}\) denote the solution of the stochastic quantisation
equation with the additional drift \(\sqrt{2} u\) and the initial
condition \(\Phi_0^{\phi, u} = \phi\). Define \(\Psi^{\phi, u} : =
\Phi^{\phi, u} - Z\). We suppress the dependence on the initial
condition in the notation when \(\phi\) is fixed, and write \(\Phi^u =
\Phi^{\phi, u}\) and \(\Psi^u = \Psi^{\phi, u}\).
Lemma 3.1. The
remainder \(\Psi^u\) satisfies
| \(\displaystyle (\partial_t
+\mathcal{A}_{\varepsilon}) \Psi^u + \lambda (\Psi^u)^3 = -
3
\lambda Z (\Psi^u)^2 - 3 \lambda V \Psi^u - \lambda H + \sqrt{2}
u.\) |
(3.1) |
Proof. Expand \((Z + \Psi^u)^3 - 3
C_{\varepsilon, \ell} (Z + \Psi^u)\) using \(Z = X - \lambda Y\), and
cancel the cubic Wick term using the equation for \(Y\).\(\Box\)
Fix \(0 < \delta < (3 \sigma - 4) / 12\) and set
| \(\displaystyle \eta = 1 -
\frac{\sigma}{2} + \delta .\) |
(3.2) |
Then \(\sigma - 4 \eta > 0\) and \(2 \eta < \sigma / 2\). Choose
\(\displaystyle p \in \mathbb{N}, \qquad p \geqslant \max \left\{ 8,
\frac{2 \sigma}{3 \sigma
- 4 - 6 \delta} \right\}, \qquad \theta =
\frac{1}{10 p}\)
and define
\(\displaystyle \omega_{\alpha} (z) = \left( 1 + \frac{d_{\ell} (z,
\alpha)}{L} \right)^{-
\theta} .\)
The corresponding weighted Besov norms are defined in Appendix B.
The constant \(p\) plays the role of the exponent of the size of the
enhancement \(\mathfrak{A}_{\alpha} (t)\) introduced below, and is
chosen sufficiently large to absorb the powers of
\(\mathfrak{A}_{\alpha} (t)\) arising later in the energy and
Rayleigh-quotient estimates in Section 4. The choice of
\(\theta\) ensures \(8 \theta < 2\), which guarantees the spatial
integrability of \(w_{\alpha}^2 \omega_{\alpha}^{- 8}\) used in Lemma B.5.
Definition 3.2. For \(\alpha \in \mathscr{B}_{\ell}\) and \(t \in
\mathbb{R}\), define
\(\displaystyle \begin{array}{ll}
\mathfrak{A}_{\alpha} (t) := & 1
+ \|X (t)\|_{\mathcal{C}^{- \eta}
(\omega_{\alpha})} + \|X^{: 2 :}
(t)\|_{\mathcal{C}^{- 2 \eta}
(\omega_{\alpha})}\\
& + \|Y
(t)\|_{\mathcal{C}^{\sigma - 3 \eta} (\omega_{\alpha})} + \|X^{: 2
:} Y (t)\|_{\mathcal{C}^{- 2 \eta} (\omega_{\alpha})}
.
\end{array}\)
Note that \(\mathfrak{A}_{\alpha} (t)\) does not depend on \(\lambda\).
By Lemma B.3, there is a deterministic constant \(C\) such
that for all \(\alpha \in \mathscr{B}_{\ell}\), \(t \in \mathbb{R}\),
and \(0 < \lambda \leqslant 1\),
| \(\displaystyle \|Z (t)\|_{\mathcal{C}^{-
\eta} (\omega_{\alpha})} \vee \|V (t)\|^{1 /
2}_{\mathcal{C}^{- 2
\eta} (\omega_{\alpha}^2)} \vee \|H (t)\|^{1 /
3}_{\mathcal{C}^{- 2
\eta} (\omega_{\alpha}^3)} \leqslant
C\mathfrak{A}_{\alpha} (t)
.\) |
(3.3) |
Proposition 3.3. For every \(p \geqslant 1\), there is \(C_p < \infty\) such
that
| \(\displaystyle \sup_{\varepsilon,
\ell} \sup_{\alpha \in \mathscr{B}_{\ell}} \sup_{t \in
\mathbb{R}}
\mathbb{E}\mathfrak{A}_{\alpha} (t)^p \leqslant C_p .\) |
(3.4) |
Proof. The result can be proved by adapting the
proof technique from Section 6 of [ZZ18], where analogous stochastic
estimates are proved in the more complicated setting of the \(\Phi^4_3\)
model.\(\Box\)
4Pathwise energy and Rayleigh
estimates
4.1Weighted energy inequality
To establish the exponential-moment bound (2.14)
required by Proposition 2.2, we shall apply in Section 5 the Boué–Dupuis variational formula. In this
section, we derive suitable pathwise energy estimates for solutions of
the stochastic quantisation equation (1.5)
with an additional drift \(u\), which will play the role of the control
in the Boué–Dupuis representation.
For \(q \geqslant 1\) define
\(\displaystyle \|f\|_q^q = \varepsilon^2 \sum_z |f (z) |^q, \qquad
\|f\|_{H^a} = \|(I -
\Delta_{\varepsilon})^{a / 2} f\|_2, \qquad a
\geqslant 0.\)
Let \(u \in L^2 ([0, t] ; L^2)\) be a control. Recall that the
controlled dynamic satisfies (1.5)
with an additional drift \(\sqrt{2} u\) and the initial condition
\(\Phi_0^u = \phi\). Define
| \(\displaystyle \mathcal{E}_{\alpha}^u
(t) := \|w_{\alpha} \Psi^u (t)\|_2^2, \qquad
\mathcal{D}_{\alpha}^u
(t) := \|w_{\alpha} \Psi^u (t)\|_{H^{\sigma / 2}}^2 +
\lambda
\|w_{\alpha}^{1 / 2} \Psi^u (t)\|_4^4,\) |
(4.1) |
where \(\Psi^u = \Phi^u - Z\).
Proposition 4.1. For \(\lambda \in (0, \lambda_0]\), there is \(C > 0\) uniform
in \(\varepsilon, \ell, \alpha\), the deterministic initial condition
\(\phi\), and the control \(u\), such that
| \(\displaystyle
\frac{\text{d}}{\text{d} t} \mathcal{E}_{\alpha}^u +
\frac{1}{2}
\mathcal{E}_{\alpha}^u + \frac{\lambda}{2 L^2}
(\mathcal{E}_{\alpha}^u)^2 +
\frac{1}{2} \mathcal{D}_{\alpha}^u
\leqslant C\|w_{\alpha} u\|_2^2 + C \lambda
\mathfrak{A}_{\alpha}
(t)^p .\) |
(4.2) |
Proof. Write
\(\displaystyle E =\mathcal{E}_{\alpha}^u, \qquad K = \|w_{\alpha}
\Psi^u \|_{H^{\sigma /
2}}^2, \qquad P = \|w_{\alpha}^{1 / 2} \Psi^u
\|_4^4 .\)
Testing (3.1) against \(2
w_{\alpha}^2 \Psi^u\) and applying Lemmas A.2 and B.5
gives
\(\displaystyle \frac{\text{d}}{\text{d} t} E + \frac{7}{4} K +
\frac{7}{4} \lambda P
\leqslant \frac{1}{8} E + 2 \sqrt{2} | \langle
w_{\alpha} \Psi^u, w_{\alpha} u
\rangle | + C \lambda
\mathfrak{A}_{\alpha}^p .\)
Since \(K \geqslant E\) and \(2 \sqrt{2} | \langle w_{\alpha} \Psi^u,
w_{\alpha} u \rangle | \leqslant
\frac{1}{4} E + C \|w_{\alpha}
u\|_2^2\), we obtain
\(\displaystyle \frac{\text{d}}{\text{d} t} E + \frac{11}{8} K +
\frac{7}{4} \lambda P
\leqslant C\|w_{\alpha} u\|_2^2 + C \lambda
\mathfrak{A}_{\alpha}^p .\)
Finally, (A.4) gives \(L^{- 2} E^2
\leqslant 2 P\). Hence
\(\displaystyle \frac{1}{2} E + \frac{1}{2} K \leqslant \frac{11}{8} K,
\qquad
\frac{\lambda}{2 L^2} E^2 + \frac{\lambda}{2} P \leqslant
\frac{7}{4} \lambda
P.\)
This proves (4.2).\(\Box\)
4.2Coming down from infinity and
dissipation
The energy inequality obtained above depends on the initial condition,
whereas the estimate stated in Theorem 1.2 is uniform in
the initial data. To obtain the desired bound, we use the
coming-down-from-infinity estimate (4.7)
below to bound the initial energy in terms of the forcing at earlier
times, with a weight decaying exponentially in time.
Lemma 4.2. Let
\(T \geqslant 0\), \(k \geqslant 1\), and recall the intervals
\(I_k^T\) introduced in Section 2. Define
| \(\displaystyle K_k^T (r) := e^{- (k -
r) / 2} \textbf{1}_{\{0 \leqslant r < k\}} +
\textbf{1}_{\{r \in
I_k^T \}} .\) |
(4.3) |
Then
| \(\displaystyle \lambda \int_{I_k^T}
\mathcal{D}_{\alpha}^u (r) \hspace{0.17em} \text{d} r
\leqslant CL^2
e^{- k / 2} + C \lambda \int_0^{1 + T} K_k^T (r) (\|w_{\alpha}
u
(r)\|_2^2 + \lambda \mathfrak{A}_{\alpha} (r)^p) \hspace{0.17em}
\text{d} r.\) |
(4.4) |
Moreover,
| \(\displaystyle \sup_{r \in [0, 1 + T]}
\sum_{k \geqslant 1} K_k^T (r) \leqslant C, \qquad
\sup_{k
\geqslant 1} \int_0^{1 + T} K_k^T (r) \hspace{0.17em} \text{d}
r
\leqslant C.\) |
(4.5) |
The constants \(C\) above are deterministic and independent of \(T,
k, \varepsilon, \ell, \alpha\), the initial condition \(\phi\), the
control \(u\), and \(\lambda \in (0, \lambda_0]\).
Proof. Let \(C\) be as in (4.2) and put
\(\displaystyle h (r) = C \int_0^r e^{- (r - s) / 2} (\|w_{\alpha} u
(s)\|_2^2 + \lambda
\mathfrak{A}_{\alpha} (s)^p) \hspace{0.17em}
\text{d} s.\)
Since \(\partial_r h + h / 2\) coincides with the forcing in (4.2) and \(h \geqslant 0\), setting \(g =
(\mathcal{E}_{\alpha}^u - h)_+\), we arrive at
| \(\displaystyle \partial_r g +
\frac{1}{2} g + \frac{\lambda}{2 L^2} g^2 \leqslant 0,\) |
(4.6) |
where we used \(\mathcal{E}_{\alpha}^u \geqslant g\). If \(g > 0\), the
inverse \(1 / g\) satisfies
\(\displaystyle \partial_r \frac{1}{g} \geqslant \frac{1}{2 g} +
\frac{\lambda}{2 L^2} .\)
Integrating this inequality gives
\(\displaystyle \frac{1}{g (r)} \geqslant \frac{e^{r / 2}}{g (0)} +
\frac{\lambda}{L^2} (e^{r
/ 2} - 1) \geqslant \frac{\lambda}{L^2}
(e^{r / 2} - 1) .\)
If \(g\) vanishes at some point in time, it must be identically zero by
(4.6). Consequently,
\(\displaystyle (\mathcal{E}_{\alpha}^u (r) - h (r))_+ \leqslant
\frac{L^2}{\lambda (e^{r / 2}
- 1)} .\)
Thus, independently of the initial energy,
| \(\displaystyle \mathcal{E}_{\alpha}^u
(r) \leqslant \frac{CL^2}{\lambda (e^{r / 2} - 1)} + C
\int_0^r e^{-
(r - s) / 2} (\|w_{\alpha} u (s)\|_2^2 +
\lambda
\mathfrak{A}_{\alpha} (s)^p) \hspace{0.17em} \text{d} s,
\qquad r > 0.\) |
(4.7) |
The bound (4.4) follows by
integrating (4.2) over \(I_k^T\),
discarding the nonnegative terms, and bounding the energy at \(k\) by
(4.7), using \((e^{k / 2} - 1)^{- 1}
\leqslant Ce^{- k / 2}\) for \(k \geqslant 1\). The kernel bounds follow
by elementary estimates.\(\Box\)
4.3Local Rayleigh-quotient bound
For a reference solution \(\Phi^u = Z + \Psi^u\) starting from the
initial condition \(\phi\) and driven by the noise shifted by \(u\), let
\(\mathcal{R}_{\alpha}^{\phi, u}\) be defined by (2.4)
with \(\Phi^{\phi}\) replaced by \(\Phi^{\phi, u}\), and set
\(\hat{\mathcal{R}}_{\alpha}^{\phi, u} = (1 -\mathcal{R}_{\alpha}^{\phi,
u})_+\). The main difficulty in estimating the local Rayleigh quotient
is the absence of a uniform lower bound on the random potential due to
the presence of the counterterm. The decomposition \(\Phi^u = Z +
\Psi^u\) of the nonlinear solution separates this potential into a
non-negative term quadratic in the remainder and two potentially
negative terms involving the stochastic coefficients,
| \(\displaystyle (\Phi^u)^2 -
C_{\varepsilon, \ell} = (\Psi^u)^2 + V + 2 Z \Psi^u .\) |
(4.8) |
We estimate the last two terms using the weighted Besov estimates, which
allow us to bound their contributions by the kinetic term and
\(\mathcal{D}_{\alpha}^u\). As a result, we can bound
\(\hat{\mathcal{R}}_{\alpha}^{\phi, u} (t)\) entirely in terms of the
dissipation \(\mathcal{D}_{\alpha}^u\) and the stochastic enhancement.
Proposition 4.3. For \(\lambda \in (0, \lambda_0]\) and any \(\varphi \in
\mathcal{H}_{\alpha}^{\text{loc}}\) such that \(\| \varphi \|_2 = 1\),
one has
| \(\displaystyle 3 \lambda \langle V (t)
+ 2 Z (t) \Psi^u (t), \varphi^2 \rangle \geqslant -
\tfrac{1}{2}
\langle \varphi, (\mathcal{A}_{\varepsilon} - I) \varphi \rangle
- C
(\lambda \mathcal{D}_{\alpha}^u (t) + \lambda \mathfrak{A}_{\alpha}
(t)^p)
.\) |
(4.9) |
In particular,
| \(\displaystyle
\hat{\mathcal{R}}_{\alpha}^{\phi, u} (t) \leqslant C
\lambda
(\mathcal{D}_{\alpha}^u (t) +\mathfrak{A}_{\alpha} (t)^p)
.\) |
(4.10) |
The constants are uniform in \(\varepsilon, \ell, \alpha, \phi,
u\).
Proof. By (3.3)
and Lemma B.4, we have
\(\displaystyle \begin{aligned}
| \langle V, \varphi^2 \rangle | &
\leqslant C\mathfrak{A}_{\alpha}^2 \|
\varphi \|_2 \| \varphi \|_{H^{2
\eta + 2 \delta}},\\
| \langle Z \Psi^u, \varphi^2 \rangle | &
\leqslant C\mathfrak{A}_{\alpha}
\|w_{\alpha} \Psi^u \|_{H^{\sigma /
2}} \| \varphi \|_{H^{\eta + \delta /
2}}^2 .
\end{aligned}\)
Since \(\| \varphi \|_2 = 1\), interpolation between Sobolev spaces
gives
\(\displaystyle \| \varphi \|_{H^{2 \eta + 2 \delta}} \leqslant \|
\varphi \|_{H^{\sigma /
2}}^{\nu}, \qquad \| \varphi \|_{H^{\eta +
\delta / 2}}^2 \leqslant \| \varphi
\|_{H^{\sigma / 2}}^{\gamma},\)
with
\(\displaystyle \nu = \frac{4 \eta + 4 \delta}{\sigma} < 1, \qquad
\gamma = \frac{4 \eta + 2
\delta}{\sigma} < 1.\)
Hence, by Young's inequality
\(\displaystyle \begin{array}{rl}
3 \lambda | \langle V, \varphi^2
\rangle | & \leqslant C \lambda
\mathfrak{A}_{\alpha}^2 \| \varphi
\|_{H^{\sigma / 2}}^{\nu} \leqslant
\lambda \| \varphi \|_{H^{\sigma /
2}}^2 + C \lambda
\mathfrak{A}_{\alpha}^{4 / (2 - \nu)},\\
6 \lambda
| \langle Z \Psi^u, \varphi^2 \rangle | & \leqslant C \lambda
\mathfrak{A}_{\alpha} \|w_{\alpha} \Psi^u \|_{H^{\sigma / 2}} \|
\varphi
\|_{H^{\sigma / 2}}^{\gamma} \leqslant \lambda \| \varphi
\|_{H^{\sigma /
2}}^2 + \lambda \| w_{\alpha} \Psi^u \|_{H^{\sigma /
2}}^2 + C \lambda
\mathfrak{A}_{\alpha}^{2 / (1 - \gamma)}
.
\end{array}\)
By the assumptions on \(\delta\) and \(p\) from Section 3,
\(\displaystyle \frac{4}{2 - \nu} < 4 \leqslant p, \qquad \frac{2}{1 -
\gamma} = \frac{2
\sigma}{3 \sigma - 4 - 6 \delta} \leqslant p.\)
Since \(\mathfrak{A}_{\alpha} \geqslant 1\), \(\| \varphi \|_{H^{\sigma
/ 2}}^2 \lesssim 1 + \langle \varphi,
(\mathcal{A}_{\varepsilon} - I)
\varphi \rangle\) and \(\|w_{\alpha} \Psi^u \|_{H^{\sigma / 2}}^2
\leqslant \mathcal{D}_{\alpha}^u\), the above estimates imply (4.9). Finally, using (2.4) and discarding the nonnegative first term in
(4.8), we obtain (4.10).\(\Box\)
5Path estimates and
Boué–Dupuis
5.1Bounds along block paths
For a path \(\pi : [1, 1 + T] \to \mathscr{B}_{\ell}\) and a control
\(u\), define \(\mathcal{O}^{\phi, u} (\pi)\) and \(\mathcal{O}^u_{\ast}
(\pi)\) by replacing \(\hat{\mathcal{R}}^{\phi}_{\alpha}\) with
\(\hat{\mathcal{R}}_{\alpha}^{\phi, u}\) in (2.12).
Explicitly, \(\mathcal{O}_{\ast}^u (\pi) := \sup_{\phi \in L^2}
\mathcal{O}^{\phi, u} (\pi)\). In this section, we estimate the
accumulated loss of dissipation \(\mathcal{O}_{\ast}^u (\pi)\) along a
fixed path \(\pi\) by combining the local Rayleigh-quotient bound with
the energy estimates for the nonlinear dynamic. The estimate is uniform
in the initial condition and the cutoffs and provides the main input for
the application of the Boué–Dupuis formula in the next
subsection.
Lemma 5.1. For
every \(\lambda \in (0, \lambda_0]\), every \(T \geqslant 0\), every
piecewise-constant path \(\pi : [1, 1 + T] \to \mathscr{B}_{\ell}\),
and every control \(u\),
| \(\displaystyle \mathcal{O}_{\ast}^u
(\pi) \leqslant C\mathcal{T} (\pi) + C \lambda \int_0^{1
+ T} \|u
(r)\|_2^2 \hspace{0.17em} \text{d} r + C \lambda \mathfrak{M}
(\pi),
\qquad \mathbb{E}\mathfrak{M} (\pi) \leqslant C\mathcal{N}
(\pi) .\) |
(5.1) |
The constant \(C\) is deterministic and uniform in \(\varepsilon,
\ell, \lambda, T, \pi, u\). The nonnegative random variable
\(\mathfrak{M} (\pi)\) depends only on the enhancement and the path,
not on \(u\) or \(\phi\).
Proof. For \(r \in I_k^T\), \(\pi (r) \in
\textsf{V}_k (\pi)\). Hence (4.10)
yields
\(\displaystyle \mathcal{O}^{\phi, u} (\pi) \leqslant C \lambda \sum_{k
\geqslant 1}
\sum_{\alpha \in \textsf{V}_k (\pi)} \int_{I_k^T}
(\mathcal{D}_{\alpha}^u (r)
+\mathfrak{A}_{\alpha} (r)^p)
\hspace{0.17em} \text{d} r.\)
The contribution from the first term on the RHS of (4.4) sums to \(CL^2 \mathcal{T} (\pi)\). As \(K_k^T
\geqslant \textbf{1}_{I_k^T}\) and \(\lambda \leqslant 1\), the
enhancement terms are bounded by \(C \lambda \mathfrak{M} (\pi)\), where
| \(\displaystyle \mathfrak{M} (\pi) =
\sum_{k \geqslant 1} \sum_{\alpha \in \textsf{V}_k
(\pi)} \int_0^{1 +
T} K_k^T (r) \mathfrak{A}_{\alpha} (r)^p \hspace{0.17em}
\text{d}
r.\) |
(5.2) |
By Proposition 3.3 and (4.5),
\(\mathbb{E}\mathfrak{M} (\pi) \leqslant C\mathcal{N} (\pi)\). The
contribution from the term on the RHS of (4.4)
involving the control \(u\) is bounded independently of the number of
blocks visited by the path. Indeed, by (2.1),
we have
\(\displaystyle \sum_{\alpha \in \textsf{V}_k (\pi)} \|w_{\alpha} u
(r)\|_2^2 \leqslant C \|u
(r)\|_2^2 .\)
Summing over \(k\) and using (4.5),
we bound the total control contribution by \(C \lambda \int_0^{1 + T}
\|u (r)\|_2^2 \hspace{0.17em} \text{d} r\). Since the estimates above
hold pathwise with a right-hand side independent of the initial
condition, taking the supremum over all initial conditions gives (5.1).\(\Box\)
5.2Exponential path bound
We finally establish the exponential-moment estimate in the propagation
criterion formulated in Proposition 2.2. This finishes the
proof of the decay estimate for the linearised evolution stated in
Theorem 1.2.
Proposition 5.2. There exists a sufficiently small \(\lambda_0 > 0\) such that,
for every \(\lambda \in (0, \lambda_0]\), every \(T \geqslant 0\), and
every piecewise-constant path \(\pi : [1, 1 + T] \to
\mathscr{B}_{\ell}\),
| \(\displaystyle \mathbb{E} \exp
(2\mathcal{O}_{\ast} (\pi)) \leqslant \exp \left(
C\mathcal{T}(\pi)
+ \tfrac{1}{8} \mathcal{N}(\pi) \right) .\) |
(5.3) |
The expectation is over the noise, and the constant \(C\) is
independent of \(\lambda, T, \pi\) and the cutoffs.
Proof. Since \(\mathcal{A}_{\varepsilon}
\geqslant I\) and \(3 \lambda (\Phi^2 - C_{\varepsilon, \ell}) \geqslant
- 3 \lambda
C_{\varepsilon, \ell}\), we have \(0 \leqslant
\mathcal{O}^{\phi, u} (\pi) \leqslant 3 \lambda C_{\varepsilon,
\ell}
T\). For deterministic initial data the functional \(\mathcal{O}^{\phi}
(\pi)\) depends only on the Wiener process after time zero. The same
properties are true for \(\mathcal{O}_{\ast} (\pi)\). Thus the
Boué–Dupuis formula [BD98] applies to this bounded
functional and yields
| \(\displaystyle \log
\mathbb{E}e^{2\mathcal{O}_{\ast} (\pi)} = \sup_u \mathbb{E}
\left[
2\mathcal{O}_{\ast}^u (\pi) - \frac{1}{2} \int_0^{1 + T} \|u
(r)\|_2^2
\hspace{0.17em} \text{d} r \right] .\) |
(5.4) |
The supremum is over controls \(u\) with finite expected \(L^2\) energy
progressively measurable with respect to the filtration generated by the
Wiener process after time zero. To bound the shifted functional, we use
the decomposition \(\Phi^{\phi, u} = Z + \Psi^{\phi, u}\) and use the
enhancement from Section 3, which depends on the original,
unshifted noise also before time zero. Note that the use of the noise
before time zero plays an auxiliary role and does not affect the
variational formulation. To finish the proof insert (5.1) and fix \(\lambda_0\) sufficiently small that \(2
C \lambda_0 \leqslant 1 / 8\).\(\Box\)
6Proof of the mass gap
To prove Theorem 1.1 we combine the estimate for the
linearised dynamic from Theorem 1.2 with the
Helffer–Sjöstrand [HS94] representation of the covariance.
The estimate for the linearised evolution uses the
coming-down-from-infinity property and becomes uniform in the initial
condition only after a positive time. To exploit this estimate in the
covariance representation below, we use stationarity to shift the
tangent evolution from \([0, T]\) to \([1, 1 + T]\).
Lemma 6.1. Let
\(\Phi\) be a stationary solution of (1.5)
with initial law \(\mu_{\varepsilon, \ell}\). For bounded \(C^1\)
observables \(F, G\) with bounded gradients, one has
| \(\displaystyle
\text{Cov}_{\mu_{\varepsilon, \ell}} (F, G) =
\int_0^{\infty}
\mathbb{E}_{\mu_{\varepsilon, \ell}} [\langle
U_{1, 1 + T}^{\Phi_1} \nabla F
(\Phi_1), \nabla G (\Phi_{1 + T})
\rangle] \text{d} T.\) |
(6.1) |
Proof. Let \(P_T\) be the Markov semigroup
associated to (1.5) and write \(\mu =
\mu_{\varepsilon, \ell}\) for the invariant measure. Reversibility and
integration by parts give
\(\displaystyle \frac{\text{d}}{\text{d} T} \int FP_T G \hspace{0.17em}
\text{d} \mu = - \int
\langle \nabla F, \nabla P_T G \rangle
\hspace{0.17em} \text{d} \mu .\)
Since the finite-dimensional dynamic (1.5)
is ergodic, \(P_T G \to \int G \hspace{0.17em} \text{d} \mu\) in \(L^2
(\mu)\) as \(T \to \infty\). Integrating the preceding identity yields
\(\displaystyle \text{Cov}_{\mu} (F, G) = \int_0^{\infty} \int \langle
\nabla F, \nabla P_T G
\rangle \hspace{0.17em} \text{d} \mu
\hspace{0.17em} \text{d} T.\)
By the chain rule,
\(\displaystyle \langle \nabla P_T G (\phi), f \rangle =\mathbb{E} [
\langle \nabla G
(\Phi_T^{\phi}), U_{0, T}^{\phi} f \rangle] .\)
Combining the last two identities and using stationarity to shift the
time proves (6.1).\(\Box\)
Proof of Theorem 1.1. Let \(\Phi\)
be stationary with fixed-time law \(\mu_{\varepsilon, \ell}\), and set
\(\displaystyle f = \nabla F (\Phi_1), \qquad g = \nabla G (\Phi_{1 +
T}) .\)
By the partition of unity,
\(\displaystyle \langle U_{1, 1 + T}^{\Phi_1} f, g \rangle =
\sum_{\alpha, \beta} \langle
\chi_{\beta} U_{1, 1 + T}^{\Phi_1}
(\chi_{\alpha}^2 f), \chi_{\beta} g \rangle
.\)
Set
\(\displaystyle F_{\alpha} = \sup_{\phi \in L^2} \| \chi_{\alpha} \nabla
F (\phi)\|_2, \qquad
G_{\beta} = \sup_{\phi \in L^2} \| \chi_{\beta}
\nabla G (\phi)\|_2 .\)
Cauchy–Schwarz and Theorem 1.2, applied conditionally
on \(\Phi_0\) with initial data \(\chi_{\alpha} f\) for the linearised
dynamic, give
\(\displaystyle \begin{aligned}
| \mathbb{E}_{\mu} \langle U_{1, 1 +
T}^{\Phi_1} f, g \rangle | & \leqslant
\sum_{\alpha, \beta} G_{\beta}
(\mathbb{E}_{\mu} \| \chi_{\beta} U_{1, 1 +
T}^{\Phi_1}
(\chi_{\alpha}^2 f)\|_2^2)^{1 / 2}\\
& \leqslant Ce^{- T / 8}
\sum_{\alpha, \beta} F_{\alpha} G_{\beta} e^{-
d_{\ell} (\alpha,
\beta) / (2 L)} .
\end{aligned}\)
As \(A\) and \(B\) have diameter at most \(R\), there are only finitely
many \(\alpha\) and \(\beta\) such that \(\text{supp} \chi_{\alpha} \cap
A \neq \emptyset\) and \(\text{supp} \chi_{\beta} \cap B \neq
\emptyset\). Moreover, for such indices,
\(\displaystyle d_{\ell} (\alpha, \beta) \geqslant d_{\ell} (A, B) - 2
L.\)
Consequently,
\(\displaystyle | \mathbb{E}_{\mu} \langle U_{1, 1 + T}^{\Phi_1} f, g
\rangle | \leqslant C_R
e^{- T / 8 - d_{\ell} (A, B) / (2 L)} \sup_{\phi
\in L^2} \| \nabla F
(\phi)\|_2 \sup_{\phi \in L^2} \| \nabla G
(\phi)\|_2 .\)
Integrating over \(T \geqslant 0\) and using (6.1)
proves (1.4).\(\Box\)
Appendix ARandom-walk
estimates
In this appendix we collect estimates for the discrete random walk. We
first represent the nonlocal operator \(I -\mathcal{A}_{\varepsilon}\)
as the generator of a symmetric random walk and establish exponential
moment bounds for its jump kernel. These bounds are then used to control
errors in the spatial localisation. Finally, we estimate exponential
moments of the number of blocks visited by the random walk. The latter
estimate is the key ingredient in the proof of the abstract propagation
criterion (2.14).
Lemma A.1. The
operator \(I -\mathcal{A}_{\varepsilon}\) is a symmetric conservative
Markov generator. There is a nonnegative symmetric periodic kernel
\(q_{\varepsilon}\), with \(q_{\varepsilon} (z, z) = 0\), such
that
| \(\displaystyle ((I
-\mathcal{A}_{\varepsilon}) f) (z) = \varepsilon^2
\sum_y
q_{\varepsilon} (z, y) (f (y) - f (z)) .\) |
(A.1) |
Moreover,
| \(\displaystyle \sup_{\varepsilon,
\ell, z} \varepsilon^2 \sum_y q_{\varepsilon} (z, y)
d_{\ell} (z,
y)^2 e^{d_{\ell} (z, y) / 4} \leqslant C_{\sigma} .\) |
(A.2) |
Proof. For \(\sigma = 2\), the kernel is given,
for \(y \ne z\), by
\(\displaystyle q_{\varepsilon} (z, y) = \varepsilon^{- 4} \sum_{j =
1}^2 \left(
\textbf{1}_{\{y = z + \varepsilon \text{e}_j \hspace{0.17em}
(\text{mod}
\hspace{0.17em} \ell)\}} + \textbf{1}_{\{y = z - \varepsilon
\text{e}_j
\hspace{0.17em} (\text{mod} \hspace{0.17em} \ell)\}}
\right),\)
where \(\text{e}_1 = (1, 0)\) and \(\text{e}_2 = (0, 1)\). The claimed
properties follow directly.
Suppose \(\sigma < 2\). Let \(S_s\) be the continuous-time
nearest-neighbour walk on \(\Lambda_{\varepsilon}\), started at \(0\),
with generator \(\Delta_{\varepsilon}\), and let \(\bar{S}_s\) denote
its projection onto \(\Lambda_{\varepsilon, \ell}\). The identity
\(\displaystyle I -\mathcal{A}_{\varepsilon} = \frac{\sigma / 2}{\Gamma
(1 - \sigma / 2)}
\int_0^{\infty} e^{- s} s^{- 1 - \sigma / 2} (e^{s
\Delta_{\varepsilon}} - I)
\hspace{0.17em} \text{d} s\)
gives the desired generator representation with \(q_{\varepsilon} (z, z)
= 0\) and, for \(y \ne z\),
\(\displaystyle q_{\varepsilon} (z, y) = \frac{\sigma / 2}{\varepsilon^2
\Gamma (1 - \sigma /
2)} \int_0^{\infty} e^{- s} s^{- 1 - \sigma / 2}
\mathbb{P} (\bar{S}_s = y -
z) \hspace{0.17em} \text{d} s.\)
In particular, \(q_{\varepsilon}\) is nonnegative and symmetric. Let
\(\varsigma \in \{- 1, 1\}^2\). Since \(z \mapsto e^{\vartheta \varsigma
\cdot z}\) is an eigenfunction of \(\Delta_{\varepsilon}\) with
eigenvalue \(4 \varepsilon^{- 2} (\cosh (\varepsilon \vartheta) - 1)\),
we obtain
\(\displaystyle \mathbb{E}e^{\vartheta \varsigma \cdot S_s} = \exp
\left( \frac{4
s}{\varepsilon^2} (\cosh (\varepsilon \vartheta) - 1)
\right) .\)
Differentiating twice in \(\vartheta\), summing over \(\varsigma\), and
using \(0 < \varepsilon \leqslant 1\), we obtain
\(\displaystyle \mathbb{E} [|S_s |^2 e^{|S_s | / 4}] \leqslant C (s +
s^2) e^{cs}, \qquad c =
4 (\cosh (1 / 4) - 1) < 1.\)
Since \(d_{\ell} (0, \bar{S}_s) \leqslant |S_s |\), it follows that
\(\displaystyle \begin{aligned}
& \varepsilon^2 \sum_y
q_{\varepsilon} (z, y) d_{\ell} (z, y)^2
e^{d_{\ell} (z, y) / 4}\\
&
\qquad \leqslant \frac{\sigma / 2}{\Gamma (1 - \sigma / 2)}
\int_0^{\infty} e^{- s} s^{- 1 - \sigma / 2} \mathbb{E} [|S_s |^2
e^{|S_s |
/ 4}] \hspace{0.17em} \text{d} s\\
& \qquad \leqslant
C_{\sigma} \int_0^{\infty} (s + s^2) s^{- 1 - \sigma /
2} e^{- (1 -
c) s} \hspace{0.17em} \text{d} s \leqslant C_{\sigma} .
\end{aligned}\)
The integral is finite because \(\sigma < 2\) and \(c < 1\). This proves
(A.2).\(\Box\)
Lemma A.2. For
the fixed sufficiently large \(L\), all \(\alpha \in
\mathscr{B}_{\ell}\), and all real lattice fields \(\psi\),
| \(\displaystyle 2 \langle w_{\alpha}^2
\psi, \mathcal{A}_{\varepsilon} \psi \rangle \geqslant
2\|w_{\alpha}
\psi \|_{H^{\sigma / 2}}^2 - \frac{1}{8} \|w_{\alpha}
\psi
\|_2^2\) |
(A.3) |
and
| \(\displaystyle L^{- 2} \|w_{\alpha}
\psi \|_2^4 \leqslant 2 \|w_{\alpha}^{1 / 2} \psi
\|_4^4 .\) |
(A.4) |
Proof. Using the fact that \(\rho \mapsto \log
(1 + \rho / L)\) is Lipschitz on \([0, \infty)\) with Lipschitz constant
\(L^{- 1}\), as well as the triangle inequality for \(d_{\ell}\), we
obtain \(| \log w_{\alpha} (z) - \log w_{\alpha} (y) | \leqslant 2
d_{\ell} (z, y) / L\). Consequently, for \(L \geqslant 8\), we have
\(\displaystyle \frac{(w_{\alpha} (z) - w_{\alpha} (y))^2}{w_{\alpha}
(z) w_{\alpha} (y)} = 2
(\cosh (\log w_{\alpha} (z) - \log w_{\alpha}
(y)) - 1) \leqslant
\frac{C}{L^2} d_{\ell} (z, y)^2 e^{d_{\ell} (z, y) /
4} .\)
By (A.1) we have
\(\displaystyle 2 \langle w_{\alpha}^2 \psi, \mathcal{A}_{\varepsilon}
\psi \rangle =
2\|w_{\alpha} \psi \|_{H^{\sigma / 2}}^2 - \varepsilon^4
\sum_{z, y}
q_{\varepsilon} (z, y) (w_{\alpha} (z) - w_{\alpha} (y))^2
\psi (z) \psi (y)
.\)
Therefore, (A.2) together with \(2
|ab| \leqslant a^2 + b^2\) give
\(\displaystyle 2 \langle w_{\alpha}^2 \psi, \mathcal{A}_{\varepsilon}
\psi \rangle \geqslant
2 \|w_{\alpha} \psi \|_{H^{\sigma / 2}}^2 - CL^{-
2} \|w_{\alpha} \psi \|_2^2
.\)
Taking \(L\) sufficiently large proves (A.3).
For the second inequality, we note that
\(\displaystyle \varepsilon^2 \sum_z w_{\alpha} (z)^2 \leqslant
\varepsilon^2 \sum_{z \in
\Lambda_{\varepsilon}} (1 + |z| / L)^{- 4}
\leqslant (1 + \varepsilon / L)^4
\int_{\mathbb{R}^2} (1 + |x| / L)^{-
4} \hspace{0.17em} \text{d} x \leqslant 2
L^2 .\)
Consequently, Cauchy–Schwarz gives
\(\displaystyle \|w_{\alpha} \psi \|_2^4 \leqslant \left( \varepsilon^2
\sum_z w_{\alpha}
(z)^2 \right) \|w_{\alpha}^{1 / 2} \psi \|_4^4
\leqslant 2 L^2
\|w_{\alpha}^{1 / 2} \psi \|_4^4,\)
which proves (A.4).\(\Box\)
Lemma A.3. For
every fixed \(a, b \geqslant 0\) there is \(C_{a, b} < \infty\),
independent of \(T\), the cutoffs, and the block indices \(\alpha,
\beta\), such that
| \(\displaystyle
\boldsymbol{E}_{\beta}^{\Pi} [e^{a\mathcal{T}(\pi) +
b\mathcal{N}(\pi)} e^{-
d_{\ell} (\Pi_T, \alpha) / L}] \leqslant
C_{a, b} e^{- d_{\ell} (\beta,
\alpha) / L} e^{[b + \kappa (b)] T}
.\) |
(A.5) |
Here \(\pi (r) = \Pi_{1 + T - r}\) and \(\kappa\) is the
exponential jump cost (2.13).
Proof. Set \(c_{\ast} = \sum_{k \geqslant 1}
e^{- k / 2} < \infty\). For almost every \(r \in [0, T]\), let \(k (r)\)
be fixed by \(1 + T - r \in I_{k (r)}^T\). In the following, sums over
\(s < r \leqslant T\) run over the times when the walk \(\Pi\) jumps. We
have
\(\displaystyle \mathcal{N} (\pi) \leqslant T + 1 + N_T^{\Pi}, \qquad
\mathcal{T} (\pi)
\leqslant c_{\ast} + \sum_{0 < r \leqslant T} e^{- k
(r) / 2},\)
where \(N^{\Pi}_T\) is the number of jumps of \(\Pi\) during \([0, T]\).
Moreover, the triangle inequality and \(\Pi_0 = \beta\) give
\(\displaystyle d_{\ell} (\beta, \alpha) \leqslant d_{\ell} (\Pi_T,
\alpha) + \sum_{0 < r
\leqslant T} d_{\ell} (\Pi_{r -}, \Pi_r) .\)
Combining the preceding estimates yields
| \(\displaystyle e^{a\mathcal{T} (\pi) +
b\mathcal{N} (\pi)} e^{- d_{\ell} (\Pi_T, \alpha) /
L} \leqslant
e^{ac_{\ast} + b (T + 1) - d_{\ell} (\beta, \alpha) / L} \exp
\left(
\sum_{0 < r \leqslant T} F_r (\Pi_{r -}, \Pi_r) \right),\) |
(A.6) |
where
\(\displaystyle F_r (\bar{\alpha}, \bar{\beta}) := \frac{d_{\ell}
(\bar{\alpha},
\bar{\beta})}{L} + b + ae^{- k (r) / 2} .\)
For \(0 \leqslant s \leqslant T\), set
\(\displaystyle h (s, \bar{\alpha}) := \boldsymbol{E}_{s,
\bar{\alpha}}^{\Pi} \exp \left(
\sum_{s < r \leqslant T} F_r (\Pi_{r -},
\Pi_r) \right),\)
where \(\boldsymbol{E}_{s, \bar{\alpha}}^{\Pi}\) denotes the expectation
for the walk started at \(\bar{\alpha}\) at time \(s\). By conditioning
on the first jump, \(h\) satisfies, for almost every \(s \in [0, T]\),
\(\displaystyle - \partial_s h (s, \bar{\alpha}) = \sum_{\bar{\beta} \ne
\bar{\alpha}}
j_{\bar{\alpha} \bar{\beta}} (e^{F_s (\bar{\alpha},
\bar{\beta})} h (s,
\bar{\beta}) - h (s, \bar{\alpha})), \qquad h (T,
\bar{\alpha}) = 1.\)
Set
\(\displaystyle m (r) = \sup_{\bar{\alpha}} \sum_{\bar{\beta} \ne
\bar{\alpha}}
j_{\bar{\alpha} \bar{\beta}} (e^{F_r (\bar{\alpha},
\bar{\beta})} - 1) .\)
The spatially constant function \(v (s) = \exp \left( \int_s^T m (r)
\hspace{0.17em} \text{d} r \right)\) is a supersolution of the above
backward equation, with the same terminal condition. Since the
off-diagonal coefficients are nonnegative, comparison gives \(h (0,
\beta) \leqslant v (0)\), proving
| \(\displaystyle
\boldsymbol{E}_{\beta}^{\Pi} \exp \left( \sum_{0 < r \leqslant T} F_r
(\Pi_{r
-}, \Pi_r) \right) \leqslant \exp \left( \int_0^T
\sup_{\bar{\alpha}}
\sum_{\bar{\beta} \ne \bar{\alpha}}
j_{\bar{\alpha} \bar{\beta}} (e^{F_r
(\bar{\alpha}, \bar{\beta})} - 1)
\hspace{0.17em} \text{d} r \right) .\) |
(A.7) |
By (2.13), (2.6),
and \(e^{a \rho} - 1 \leqslant ae^a \rho\) for \(0 \leqslant \rho
\leqslant 1\),
\(\displaystyle \begin{aligned}
\sum_{\bar{\beta} \ne \bar{\alpha}}
j_{\bar{\alpha} \bar{\beta}} (e^{F_r
(\bar{\alpha}, \bar{\beta})} -
1) & = \sum_{\bar{\beta} \ne \bar{\alpha}}
j_{\bar{\alpha}
\bar{\beta}} (e^{d_{\ell} (\bar{\alpha}, \bar{\beta}) / L +
b} - 1) +
e^b (e^{ae^{- k (r) / 2}} - 1) \sum_{\bar{\beta} \ne
\bar{\alpha}}
j_{\bar{\alpha} \bar{\beta}} e^{d_{\ell} (\bar{\alpha},
\bar{\beta}) /
L}\\
& \leqslant \kappa (b) + \tfrac{1}{2} ae^{a + b} e^{- k (r) / 2}
.
\end{aligned}\)
We have
\(\displaystyle \int_0^T e^{- k (r) / 2} \hspace{0.17em} \text{d} r
\leqslant \sum_{k
\geqslant 1} | \{r : k (r) = k\} | e^{- k / 2}
\leqslant \sum_{k \geqslant 1}
e^{- k / 2} \leqslant c_{\ast} .\)
Consequently, by (A.7) we arrive at
\(\displaystyle \boldsymbol{E}_{\beta}^{\Pi} \exp \left( \sum_{0 < r
\leqslant T} F_r (\Pi_{r
-}, \Pi_r) \right) \leqslant \exp \left( \kappa
(b) T + \tfrac{1}{2} ae^{a +
b} c_{\ast} \right) .\)
Combining this with (A.6), we obtain
(A.5) with \(C_{a, b} = \exp (b +
ac_{\ast} + \tfrac{1}{2} ae^{a + b} c_{\ast})\).\(\Box\)
Appendix BWeighted lattice Besov
estimates
In this appendix we collect deterministic estimates in weighted Besov
spaces on the lattice \(\Lambda_{\varepsilon}\) used to control products
involving the singular stochastic terms and the nonlinear remainder.
Definition B.1.
Choose a smooth dyadic partition of unity \((\varphi_j)_{j
\geqslant - 1}\) on \(\mathbb{R}^2\) as in [MP19, Section 2.4]. Given
the lattice spacing \(\varepsilon > 0\), let \(J_{\varepsilon}\) be
the smallest index such that the support of
\(\varphi_{J_{\varepsilon}}\) intersects the boundary of the Brillouin
zone and set
\(\displaystyle \varphi_j^{\varepsilon} = \varphi_j, \qquad j <
J_{\varepsilon},
\hspace{4em}
\varphi_{J_{\varepsilon}}^{\varepsilon} = 1 - \sum_{j <
J_{\varepsilon}}
\varphi_j .\)
Let \(K_j^{\varepsilon}\) be the inverse Fourier transform of
\(\varphi_j^{\varepsilon}\) on the infinite lattice. For periodic
\(f\): \(\Lambda_{\varepsilon} \rightarrow \mathbb{R}\), define
\(\displaystyle \Delta_j^{\varepsilon} f = K_j^{\varepsilon} \ast f,
\qquad - 1 \leqslant j
\leqslant J_{\varepsilon} .\)
For \(\rho \in \mathbb{R}\), \(m \geqslant 0\), \(q \geqslant 1\),
and periodic \(F, f\): \(\Lambda_{\varepsilon} \rightarrow
\mathbb{R}\), define
| \(\displaystyle
\|F\|_{\mathcal{C}^{\rho} (\omega_{\alpha}^m)} = \sup_{- 1 \leqslant
j
\leqslant J_{\varepsilon}} 2^{j \rho} \|
\omega_{\alpha}^m
\Delta_j^{\varepsilon} F\|_{\infty}\) |
(B.1) |
and
| \(\displaystyle \|f\|_{B^{\rho}_{1, 1}
(\omega_{\alpha}^m)} = \sum_{j = -
1}^{J_{\varepsilon}} 2^{j \rho}
\| \omega_{\alpha}^m \Delta_j^{\varepsilon}
f\|_1, \qquad
\|f\|_{B^{\rho}_{q, \infty} (\omega_{\alpha}^m)} = \sup_{-
1
\leqslant j \leqslant J_{\varepsilon}} 2^{j \rho} \|
\omega_{\alpha}^m
\Delta_j^{\varepsilon} f\|_q\) |
(B.2) |
We omit the weight in the notation if it is identically equal to
\(1\).
Note that by Minkowski's inequality and \(\omega (z)^m / \omega (z -
x)^m \leqslant C (1 + |x| / L)^{m \theta}\), we have
| \(\displaystyle \| \omega^m (K \ast
f)\|_q \leqslant C \left( \varepsilon^2 \sum_{z
\in
\Lambda_{\varepsilon}} |K (z) | (1 + |z| / L)^{m \theta} \right)
\| \omega^m
f\|_q .\) |
(B.3) |
The Fourier symbol of \(- \Delta_{\varepsilon}\) satisfies
\(\displaystyle \frac{4}{\pi^2} | \xi |^2 \leqslant
\frac{4}{\varepsilon^2} \sum_{i = 1}^2
\sin^2 \left( \frac{\varepsilon
\xi_i}{2} \right) \leqslant | \xi |^2\)
on the Brillouin zone. Therefore, for \(\rho \in \mathbb{R}\),
| \(\displaystyle \|f\|_{H^{\rho}}^2 \asymp
\sum_{j = - 1}^{J_{\varepsilon}} 2^{2 j \rho}
\|
\Delta_j^{\varepsilon} f\|_2^2 .\) |
(B.4) |
Lemma B.2. For
\(0 < \rho < 1\), \(0 \leqslant m \leqslant 3\), and periodic \(F, f :
\Lambda_{\varepsilon} \rightarrow \mathbb{R}\),
| \(\displaystyle | \langle F, f
\rangle | \leqslant C \|F\|_{\mathcal{C}^{-
\rho}
(\omega_{\alpha}^m)} \| \omega_{\alpha}^{- m}
f\|_{B^{\rho}_{1, 1}} .\) |
(B.5) |
Proof. The result follows by Besov duality from
[GH21, Lemmas A.1–A.2]. Note that the periodic weights
\(\omega_{\alpha}^m\) may be replaced with smooth periodic weights,
without changing the norms.\(\Box\)
Lemma B.3. Let
\(a, b \in \mathbb{R}\) with \(a + b > 0\), and \(m, n \geqslant 0\)
with \(m + n \leqslant 3\). For periodic \(f, g :
\Lambda_{\varepsilon} \rightarrow \mathbb{R}\),
| \(\displaystyle
\|fg\|_{\mathcal{C}^{\min \{a, b\}} (\omega_{\alpha}^{m + n})}
\leqslant C
\|f\|_{\mathcal{C}^a (\omega_{\alpha}^m)}
\|g\|_{\mathcal{C}^b
(\omega_{\alpha}^n)} .\) |
(B.6) |
Proof. Apply the Bony decomposition of the
product and use [MP19, Lemma 4.2].\(\Box\)
Lemma B.4. For
every \(\alpha \in \mathscr{B}_{\ell}\), every \(\varphi \in
\mathcal{H}_{\alpha}^{\text{loc}}\), and periodic \(F, G, \psi :
\Lambda_{\varepsilon} \rightarrow \mathbb{R} \),
\(\displaystyle \begin{array}{rl}
| \langle
F, \varphi^2 \rangle | & \leqslant C \|F\|_{\mathcal{C}^{- 2 \eta}
(\omega_{\alpha}^2)} \| \varphi \|_2 \| \varphi \|_{H^{2 \eta + 2
\delta}},
\hspace{3cm} \text{(B.7)} \\
| \langle G \psi,
\varphi^2 \rangle | & \leqslant C \|G\|_{\mathcal{C}^{-
\eta}
(\omega_{\alpha})} \|w_{\alpha} \psi \|_{H^{\sigma / 2}} \|
\varphi
\|_{H^{\eta + \delta / 2}}^2, \hspace{3cm} \text{(B.8)}
\end{array}\)
where \(\eta\) is defined by (3.2).
Proof. Write \(w = w_{\alpha}\) and \(\omega =
\omega_{\alpha}\). Since \(\text{supp} \varphi \subset B_{\alpha}\), the
weights and their inverses are bounded and Lipschitz on a fixed
neighbourhood of \(\text{supp} \varphi\). Hence, the Sobolev multiplier
estimate yields
| \(\displaystyle \| \omega^{- 1} \varphi
\|_{H^b} + \|(w \omega)^{- 1 / 2} \varphi \|_{H^b}
\leqslant C \|
\varphi \|_{H^b}, \qquad 0 \leqslant b \leqslant \sigma / 2.\) |
(B.9) |
By (B.5) and [GH21, Lemma A.7],
\(\displaystyle | \langle F, \varphi^2 \rangle | \leqslant C
\|F\|_{\mathcal{C}^{- 2 \eta}
(\omega^2)} \|(\omega^{- 1} \varphi)^2
\|_{B^{2 \eta}_{1, 1}} \leqslant C
\|F\|_{\mathcal{C}^{- 2 \eta}
(\omega^2)} \| \varphi \|_2 \| \varphi \|_{H^{2
\eta + 2 \delta}} .\)
This proves (B.7). For the second
estimate, first note that the paraproduct bounds of [MP19, Lemma 4.2],
together with the Sobolev embeddings, yield
\(\displaystyle \|f_1 f_2 f_3 \|_{B^{\eta}_{1, 1}} \leqslant C \prod_{i
= 1}^3 \|f_i
\|_{H^{s_i}}, \qquad \eta < s_i \leqslant 1, \quad \sum_{i
= 1}^3 s_i > 1 +
\eta .\)
Apply this with \(f_1 = w \psi\), \(f_2 = f_3 = (w \omega)^{- 1 / 2}
\varphi\) and \(s_1 = \sigma / 2\), \(s_2 = s_3 = \eta + \delta / 2\).
The bound (B.8) follows then by
(B.5) and (B.9).\(\Box\)
Lemma B.5. For
every \(t \in \mathbb{R}\), \(\alpha \in \mathscr{B}_{\ell}\), and
periodic \(\psi : \Lambda_{\varepsilon} \to \mathbb{R}\),
| \(\displaystyle \begin{array}{l}
6 |
\langle Z (t), w_{\alpha}^2 \psi^3 \rangle | + 6 | \langle V (t),
w_{\alpha}^2 \psi^2 \rangle | + 2 | \langle H (t), w_{\alpha}^2 \psi
\rangle
|\\
\qquad \leqslant \frac{1}{4} \|w_{\alpha} \psi
\|_{H^{\sigma / 2}}^2 +
\frac{1}{4} \|w_{\alpha}^{1 / 2} \psi
\|_4^4 + C\mathfrak{A}_{\alpha} (t)^p
.
\end{array}\) |
(B.10) |
The constant \(C\) is independent of \(\varepsilon, \ell, \alpha,
t, \psi\), and \(\lambda \in (0, 1]\).
Proof. Write \(w = w_{\alpha}\) and \(\omega =
\omega_{\alpha}\). Since \(8 \theta < 2\), we have
\(\displaystyle \varepsilon^2 \sum_{z \in \Lambda_{\varepsilon, \ell}}
w (z)^2 \omega (z)^{-
8} \leqslant C.\)
Therefore,
\(\displaystyle \|w^{1 / 4} \omega^{- 1} \|_8 + \|w^{1 / 2} \omega^{- 2}
\|_4 + \|w \omega^{-
3} \|_2 \leqslant C.\)
We use the weighted Besov estimates of [GH21, Appendix A], replacing our
periodic weight by comparable smooth periodic weights. Observe also that
by (3.2) and the choice of
\(\delta\),
\(\displaystyle \eta + 2 \delta < \frac{\sigma}{4}, \qquad 2 \eta + 2
\delta <
\frac{\sigma}{2} .\)
By [GH21, Lemmas A.1, A.3 and A.4], we obtain
\(\displaystyle \|w \omega^{- 1} \psi \|_{H^{\eta + 2 \delta}} \leqslant
C \|w^{1 / 4}
\omega^{- 1} \|_8 \| \psi \|_{B^{\sigma / 4}_{8 / 3,
\infty} (w^{3 / 4})}
\leqslant C \|w \psi \|_{H^{\sigma / 2}}^{1 / 2}
\|w^{1 / 2} \psi \|_4^{1 /
2} .\)
Hence, by (B.5) and [GH21, Lemma
A.7], we have
\(\displaystyle \begin{aligned}
| \langle Z (t), w^2 \psi^3 \rangle |
& \leqslant C \|Z
(t)\|_{\mathcal{C}^{- \eta} (\omega)} \|w^{1 / 2}
\psi \|_4^2 \|w \omega^{-
1} \psi \|_{H^{\eta + 2 \delta}}\\
&
\leqslant C \|Z (t)\|_{\mathcal{C}^{- \eta} (\omega)} \|w \psi
\|_{H^{\sigma / 2}}^{1 / 2} \|w^{1 / 2} \psi \|_4^{5 / 2}
.
\end{aligned}\)
Similarly, the quadratic estimate of [GH21, Lemma A.7] gives
\(\displaystyle \begin{aligned}
| \langle V (t), w^2 \psi^2 \rangle |
& \leqslant C \|V
(t)\|_{\mathcal{C}^{- 2 \eta} (\omega^2)} \|w
\omega^{- 2} \psi \|_2 \|w
\psi \|_{H^{2 \eta + 2 \delta}}\\
&
\leqslant C \|V (t)\|_{\mathcal{C}^{- 2 \eta} (\omega^2)} \|w \psi
\|_{H^{\sigma / 2}} \|w^{1 / 2} \psi \|_4 .
\end{aligned}\)
For the linear term, weighted Besov embedding and Hölder's
inequality give
\(\displaystyle \begin{aligned}
| \langle H (t), w^2 \psi \rangle | &
\leqslant C \|H (t)\|_{\mathcal{C}^{-
2 \eta} (\omega^3)} \|w
\omega^{- 3} \|_2 \|w \psi \|_{H^{2 \eta +
\delta}}\\
& \leqslant C
\|H (t)\|_{\mathcal{C}^{- 2 \eta} (\omega^3)} \|w \psi
\|_{H^{\sigma /
2}} .
\end{aligned}\)
Combining these estimates and applying Young's inequality, we get
\(\displaystyle \begin{aligned}
& 6 | \langle Z (t), w^2 \psi^3
\rangle | + 6| \langle V (t), w^2 \psi^2
\rangle | + 2| \langle H (t),
w^2 \psi \rangle |\\
& \qquad \leqslant \frac{1}{4} \|w \psi
\|_{H^{\sigma / 2}}^2 + \frac{1}{4}
\|w^{1 / 2} \psi \|_4^4 + C (\|Z
(t)\|_{\mathcal{C}^{- \eta} (\omega)}^8
+\|V (t)\|_{\mathcal{C}^{- 2
\eta} (\omega^2)}^4 +\|H (t)\|_{\mathcal{C}^{-
2 \eta} (\omega^3)}^2)
.
\end{aligned}\)
The result follows now from (3.3),
since \(p \geqslant 8\).\(\Box\)
Appendix CExtension to the \(O
(N)\)-invariant model
We briefly discuss the extension to the \(\Phi^4\) model with fields
valued in \(\mathbb{R}^N\), for fixed \(N \in \mathbb{N}\). The
interaction potential is
\(\displaystyle \frac{\lambda}{4} : \! | \phi |^4 := \frac{\lambda}{4}
(| \phi |^4 - 2 (N +
2) C_{\varepsilon, \ell} | \phi |^2 + N (N + 2)
C_{\varepsilon, \ell}^2),
\qquad | \phi |^2 := | \phi^1 |^2 + \cdots + |
\phi^N |^2 .\)
The corresponding stochastic quantisation equation is
\(\displaystyle \text{d} \Phi_t = - [\mathcal{A}_{\varepsilon} \Phi_t +
\lambda (| \Phi_t |^2
- (N + 2) C_{\varepsilon, \ell}) \Phi_t]
\hspace{0.17em} \text{d} t + \sqrt{2}
\hspace{0.17em} \text{d} W_t,
\qquad \Phi = (\Phi^1, \ldots, \Phi^N),\)
where the components of \(W = (W^1, \ldots, W^N)\) are independent.
Let us explain how to adapt the construction of the stochastic objects
from Section 3. We define \(X\) to be the stationary
vector-valued Gaussian convolution and set
\(\displaystyle (\partial_t +\mathcal{A}_{\varepsilon}) Y =
\hspace{0.17em} : \hspace{-0.17em}
|X|^2 X \hspace{-0.17em} :
\hspace{0.17em} = (|X|^2 - (N + 2) C_{\varepsilon,
\ell}) X, \qquad Z =
X - \lambda Y.\)
The scalar Wick square \(X^{: 2 :}\) is replaced by the matrix \(B_X = X
\otimes X - C_{\varepsilon, \ell} I_N\). Summing up, the required
enhancement consists of
\(\displaystyle X^k, \qquad (B_X)^{i j}, \qquad Y^k, \qquad (B_X)^{i j}
Y^k, \quad 1 \leqslant
i, j, k \leqslant N,\)
with the same weighted Besov regularities as \(X\), \(X^{: 2 :}\),
\(Y\), and \(X^{: 2 :} Y\) in the scalar case.
To see why the deterministic estimates have the same structure, put
\(\Phi^u = Z + \Psi^u\) and \(B_Z = Z \otimes Z - C_{\varepsilon, \ell}
I_N\), where \(I_N\) is the identity matrix. Expansion of the original
cubic nonlinearity produces the coercive term \(\lambda | \Psi^u |^2
\Psi^u\), quadratic in \(\Psi^u\) term involving \(Z\), a linear term
involving \(B_Z\), and a forcing coinciding with a linear combination of
terms of the types \(B_X Y\), \(XY^2\), and \(Y^3\). In order to obtain
a desired energy bound we can apply componentwise the product estimates
in Lemma B.5.
The main point in the local Rayleigh estimate is that the Hessian of the
interaction is matrix-valued but has the decomposition
\(\displaystyle \begin{aligned}
& (| \Phi^u |^2 - (N + 2)
C_{\varepsilon, \ell}) I_N + 2 \Phi^u \otimes
\Phi^u\\
& \quad = |
\Psi^u |^2 I_N + 2 \Psi^u \otimes \Psi^u + (\text{tr} B_Z) I_N
+ 2 B_Z
+ 2 (Z \cdot \Psi^u) I_N + 2 (Z \otimes \Psi^u + \Psi^u \otimes
Z),
\end{aligned}\)
where the first two terms have quadratic form \(| \Psi^u |^2 |v|^2 + 2
(\Psi^u \cdot v)^2 \geqslant 0\). The remaining terms are controlled
componentwise by the quadratic and trilinear bounds of Lemma B.4.
This gives the analogue of Proposition 4.3, with the
vector-valued local Rayleigh quotient defined using the symmetric
quadratic form above.
Finally, the localisation and block-transfer argument acts on the scalar
energies \(e_{\alpha} = \| \chi_{\alpha} v\|_2^2\) and requires no
positivity of a matrix-valued propagator. The block walk,
Boué–Dupuis argument (with vector-valued controls), and
covariance representation do not require any modifications. Thus, the
proofs of Theorems 1.1 and 1.2 require only
very minor modifications.
Appendix DSynchronisation by
noise
Let us explain how to conclude almost sure exponential synchronisation
of solutions of the infinite volume continuum equation driven by the
same noise. This requires a minor extension of Theorem 1.2.
Recall that \(\mathfrak{S}_1 = \{\Phi_1^{\phi} : \phi \in L^2 \}\). We
claim that the estimate (1.7) is also
valid when the supremum over \(\psi \in \mathfrak{S}_1\) is replaced
with the supremum over its closed convex hull \(\overline{\text{co}}
(\mathfrak{S}_1)\).
Let us first show that (4.4) holds
uniformly over \(\psi \in \overline{\text{co}} (\mathfrak{S}_1)\). By
convexity of the squared \(L^2\) norm,
\(\displaystyle \sup_{\psi \in \overline{\text{co}} (\mathfrak{S}_1^u)}
\|w_{\alpha} (\psi -
Z_1)\|_2^2 \leqslant \sup_{\phi \in L^2}
\|w_{\alpha} (\Phi_1^{\phi, u} -
Z_1)\|_2^2,\)
where \(\mathfrak{S}_1^u := \{\Phi_1^{\phi, u} : \phi \in L^2 \}\) and
\(Z\) is the process introduced in Section 3. The RHS is
bounded by the coming-down estimate (4.7).
Consequently, applying the energy inequality (4.2)
to solutions restarted at time one with the initial condition \(\psi \in
\overline{\text{co}} (\mathfrak{S}_1^u)\) yields (4.4).
Thus, the proof of Lemma 5.1 applies uniformly over
\(\overline{\text{co}} (\mathfrak{S}_1^u)\). Under a
Cameron–Martin shift, \(\mathfrak{S}_1\) is transformed into
\(\mathfrak{S}_1^u\), so Proposition 5.2 and the argument
of Proposition 2.2 prove (1.7)
with the supremum over \(\psi \in \overline{\text{co}}
(\mathfrak{S}_1)\). This proves the convex hull extension of Theorem 1.2.
To establish synchronisation, we study the random diameter of the
solution set at time \(t\),
\(\displaystyle \mathfrak{D}_{\alpha} (t) := \sup_{\phi_1, \phi_2} \|
\chi_{\alpha}
(\Phi_t^{\phi_1} - \Phi_t^{\phi_2}) \|_{L^2},\)
where the supremum runs over all initial conditions. For arbitrary
initial conditions \(\phi_1, \phi_2\), write \(\psi_i =
\Phi_1^{\phi_i}\). Differentiability of the solution map gives
\(\displaystyle \Phi_{1 + T}^{\phi_1} - \Phi_{1 + T}^{\phi_2} = \int_0^1
U_{1, 1 + T}^{(1 - a)
\psi_2 + a \psi_1} (\psi_1 - \psi_2) \text{d}
a.\)
Since \((1 - a) \psi_2 + a \psi_1 \in \overline{\text{co}}
(\mathfrak{S}_1)\), we obtain
\(\displaystyle \mathfrak{D}_{\beta} (1 + T) \leqslant \sum_{\alpha \in
\mathscr{B}_{\ell}}
\mathcal{K}_{\beta \alpha} (T) \mathfrak{D}_{\alpha}
(1), \qquad
\mathcal{K}_{\beta \alpha} (T) := \sup_{\psi \in
\overline{\text{co}}
(\mathfrak{S}_1)} \| \chi_{\beta} U_{1, 1 +
T}^{\psi} \chi_{\alpha} \|_{L^2
\to L^2} .\)
By (4.7), (2.1),
and Proposition 3.3,
\(\displaystyle \sup_{\varepsilon, \ell, \alpha}
\mathbb{E}\mathfrak{D}_{\alpha} (1)^2
\leqslant C_{\lambda} .\)
Consequently, by the convex-hull extension of (1.7),
discussed above, and the Cauchy–Schwarz inequality, we obtain
\(\displaystyle \mathbb{E}\mathfrak{D}_{\beta} (1 + T) \leqslant
C_{\lambda} e^{- T / 8}
\sum_{\alpha \in \mathscr{B}_{\ell}} e^{-
d_{\ell} (\beta, \alpha) / (2 L)}
\leqslant C_{\lambda} e^{- T / 8} .\)
This implies almost sure exponential contraction of the diameter with a
deterministic decay rate independent of the cutoffs. Unlike [GT20;
DHYZ25], this argument does not use order preservation and is therefore
applicable to the vector-valued model.
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