A class of supercritical/critical singular stochastic PDEs: existence, non-uniqueness, non-Gaussianity, non-unique ergodicity

TL;DR

This paper proves the existence of infinitely many weak solutions for a class of supercritical and critical singular stochastic PDEs, using convex integration without probabilistic tools, revealing non-uniqueness and non-Gaussianity.

Contribution

It introduces a purely analytical convex integration approach to establish non-uniqueness and existence of multiple solutions for supercritical/critical SPDEs without probabilistic methods.

Findings

Existence of infinitely many weak solutions in specified function spaces.

Solutions can be prescribed with initial, terminal, and steady-state conditions.

Construction of non-Gaussian ergodic stationary solutions.

Abstract

We study the surface quasi-geostrophic equation with an irregular spatial perturbation $$ \partial_{t }\theta+ u\cdot\nabla\theta = -\nu(-\Delta)^{\gamma/2}\theta+ \zeta,\qquad u=\nabla^{\perp}(-\Delta)^{-1}\theta, $$ on $[0,\infty)\times\mathbb{T}^{2}$, with $\nu\geq 0$, $\gamma\in [0,3/2)$ and $\zeta\in B^{-2+\kappa}_{\infty,\infty}(\mathbb{T}^{2})$ for some $\kappa>0$. This covers the case of $\zeta= (-\Delta)^{\alpha/2}\xi$ for $\alpha<1$ and $\xi$ a spatial white noise on $\mathbb{T}^{2}$. Depending on the relation between $\gamma$ and $\alpha$, our setting is subcritical, critical or supercritical in the language of Hairer's regularity structures \cite{Hai14}. Based on purely analytical tools from convex integration and without the need of any probabilistic arguments including renormalization, we prove existence of infinitely many analytically weak solutions in $L^{p}_{\rm{loc}}(0,\infty;B_{\infty,1}^{-1/2})\cap C_{b}([0,\infty);B^{-1/2-\delta}_{\infty,1})\cap C^{1}_{b}([0,\infty);B^{-3/2-\delta}_{\infty,1})$ for all $p\in [1,\infty)$ and $\delta>0$. We are able to prescribe an initial as well as a terminal condition at a finite time $T>0$, and to construct steady state, i.e. time independent, solutions. In all cases, the solutions are non-Gaussian, but we may as well prescribe Gaussianity at some given times. Moreover, a coming down from infinity with respect to the perturbation and the initial condition holds. Finally, we show that the our solutions generate statistically stationary solutions as limits of ergodic averages, and we obtain existence of infinitely many non-Gaussian time dependent ergodic stationary solutions. We also extend our results to a more general class of singular SPDEs.