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# Nonequilibrium evolution of Φ⁴ theory in 1+1 dimensions in the 2𝑃𝑃𝐼 formalism

## I Introduction

There has recently been considerable activity in investigating the nonequilibrium evolution of quantum field theory beyond the large-$`N`$ approximation. In particular there has been formulated Berges:2001fi ; Aarts:2002dj  a systematic approach (2PI-NLO) in which all next-to leading order contributions in the $`1/N`$ expansion are included, using the CJT or 2PI formalism Cornwall:1974vz  generalized to nonequilibrium evolution in Ref. Calzetta:1987ey , using the closed time path (CTP) or Schwinger-Keldysh skform  formalism. A similar approximation including some but not all contributions of next-to-next-to leading order is the bare vertex approximation (BVA) Mihaila:2001sr . Numerical simulations have been performed mostly in $`1+1`$ dimensions, for the classical or quantum $`\mathrm{\Phi }^4`$ theory with a symmetric Berges:2001fi ; Aarts:2001yn ; Blagoev:2001ze ; Cooper:2002ze ; Berges:2000ur  and with a double well Cooper:2002qd  potential. A first simulation in an O$`(N)`$ model for $`N1`$ in $`3+1`$ dimensions has just appeared Berges:2002cz , for a symmetric potential. The analysis of models with $`N1`$ and with spontaneous symmetry breaking, i.e., a Mexican hat potential, should be very important for understanding the rôle of the Goldstone modes and their influence on the phase structure of the theory in a certain approximation.

A more modest step beyond leading order large $`N`$ has been taken in Ref. Baacke:2001zt , where the Hartree approximation was used in an O$`(N)`$ model in $`3+1`$ dimensions. This approach includes some terms of the nonleading orders, but not all of them. Our investigation made evident the role of parametric resonance in the system of “sigma” and “pion” modes, and the role of the Goldstone modes in stabilizing the evolution in the regions where the equilibrium effective potential is complex, features still to be investigated in the systematic $`1/N`$ motivated approximations.

An approach for including nonleading orders in a self-consistent resummation scheme has been proposed some time ago by Verschelde and collaborators Verschelde:bs ; Coppens:zc , the so-called 2PPI expansion. Like in the 2PI or CJT formalism the mean field and the internal Green functions are determined self-consistently. As in the 2PI formalism the equations of motion follow from an effective action, which here is a functional of a mean field $`\varphi =\mathrm{\Phi }`$ and an effective mass $``$. In contrast to the 2PI approach only local insertions into the Green function are resummed, so the Green function is, in all orders, a functional of the local mass term $``$ that in general will depend on $`x=(t,𝐱)`$. In particular this Green function is different from the physical Green function. As far as the resummation is concerned the approach is less powerful: one has to include more diagrams if one wants to reach the same order in a loop or $`1/N`$ expansion as in the 2PI expansion. The fact that the propagators have a simpler structure may be a disadvantage as by this structure the approximation is less flexible than 2PI. On the other hand the calculations are technically less involved, in particular the formalism does not require ladder resummations which complicate the renormalization of the 2PI approach vanHees:2001ik . In one-loop order the approach is equivalent to the Hartree approximation. Recent progress in the 2PPI formalism includes the demonstration or renormalizability Verschelde:2000ta ; Verschelde:2000dz  and some finite-temperature two-loop calculations in $`3+1`$ dimensions. An interesting result was that for $`N=1`$ Smet:2001un  and for $`N1`$ Baacke:2002pi  the order of the phase transition between the spontaneously broken and symmetric phases becomes second order in the 2-loop approximation, while it is first order in the Hartree approximation. The results for the 2PPI expansion have been compared to exact results in Okopinska:1995mi  for the anharmonic oszillator; even more recently Dudal:2002zn  the two-loop approximation has been compared, in $`1+1`$ dimensions, with exact results of the Gross-Neveu model.

In this paper we will present the formulation and some numerical results for the nonequilibrium evolution of the mean field and the self-consistent mass in the 2PPI scheme, applied to $`\mathrm{\Phi }^4`$ theory in $`1+1`$ dimensions. We go beyond the one-loop (Hartree) approximation by including the sunset graph, which represents the full two-loop contribution in this formalism. We explicitly formulate a conserved energy functional which is used to monitor the numerical accuracy. As this is the first investigation of the 2PPI formalism at two loops out of equilibrium we do not attempt a detailed study; rather we aim at presenting the main new features of this approach, as well as compared to the one-loop Hartree approximation and as compared to the other approaches (2PI-NLO and BVA) mentioned above. We consider both the case of the symmetric $`\mathrm{\Phi }^4`$ potential and the case of the double well potential which displays spontaneous symmetry breaking on the classical as well as on the one-loop level.

The plan of the paper is as follows: In section 2 we formulate the model and present the 2PPI formalism as applied to the system out of equilibrium. In section 3 we specify the two-loop approximation by giving the explicit expressions for the basic graphs, the equations of motion, the conserved energy and by discussing the initial conditions and renormalization. In section 4 we give details of the numerical implementation. The numerical results are presented and discussed in section 5. We end with conclusions and an outlook in section 6. The paper is completed by two appendices.

## II Formulation of the model

We consider the $`\mathrm{\Phi }^4`$ quantum field theory defined by the Lagrange density

$$=\frac{1}{2}_\mu \mathrm{\Phi }^\mu \mathrm{\Phi }\frac{1}{2}m^2\mathrm{\Phi }^2\frac{\lambda }{24}\mathrm{\Phi }^4.$$
(2.1)
If $`m^2>0`$ we refer to as the symmetric theory, and with $`m^2<0`$ which we refer to as theory with spontaneous symmetry breaking. These terms relate to the classical theory and do not imply the occurrence of spontaneous symmetry breaking in the quantum field theory.

The 2PPI formalism proposed by Verschelde and Coppens Verschelde:bs ; Coppens:zc  is based on an effective action which is formulated in terms of a mean field $`\varphi `$ and a local insertion $`\mathrm{\Delta }`$. It is the Legendre transformation of a generating functional with a source $`J(x)`$ for the field $`\varphi (x)`$ and another local source $`K(x)`$ for $`\varphi ^2(x)`$. Here lies the difference to the well-known CJT formalism, where one introduces a bilocal source $`K(x,x^{})`$ for a Green function $`G(x,x^{})`$. Graphically the 2PPI scheme resums all local insertion into a Green function which in all orders remains a generalized free particle Green function, or Green function in an external field, i.e.

$$G^1(x,x^{})=i\left[\mathrm{}+^2(x)\right]\delta (xx^{}),$$
(2.2)
where

$$^2(x)=m^2+\frac{\lambda }{2}\varphi ^2(x)+\frac{\lambda }{2}\mathrm{\Delta }(x).$$
(2.3)
So in contrast to the 2PI formalism this Green function is not a variational object, it is a functional of $`^2(x)`$. It is not the physical Green function.

The 2PPI formalism in its original form is based on the action

$$\mathrm{\Gamma }[\varphi ,\mathrm{\Delta }]=S_{\mathrm{class}}[\varphi ]+\mathrm{\Gamma }^{2\mathrm{P}\mathrm{P}\mathrm{I}}[\varphi ,^2]+\frac{\lambda }{8}d^2x\mathrm{\Delta }^2(x).$$
(2.4)
Here $`\mathrm{\Gamma }^{2\mathrm{P}\mathrm{P}\mathrm{I}}[\varphi ,^2]`$ is the sum of all 2PPI graphs; these are defined as graphs which do not decay into two parts of two lines joining at a point are cut. In the 2PI formalism one includes into the analogous $`\mathrm{\Gamma }^{2\mathrm{P}\mathrm{I}}`$ all graphs which do not decay into two parts if any two lines are cut. In order to visualize the difference we show examples of 2PR and 2PPR graphs in Fig. 1. It should be emphasized that in the 2PPI formalism the lines in the graphs are Green functions with the variational mass term $`^2(x)`$ as defined via Eq. (2.2), while in the 2PI formalism the internal lines refer to the variational Green functions induced by the bilocal sources. When comparing the sets of irreducible graphs in both formalisms one has to take into account this difference in the meaning of internal lines.

The insertion $`\mathrm{\Delta }(x)`$ is given by

$$\mathrm{\Delta }(x)=2\frac{\delta \mathrm{\Gamma }^{2\mathrm{P}\mathrm{P}\mathrm{I}}[\varphi ,^2]}{\delta ^2(x)}.$$
(2.5)
As we have stated before it is simpler to formulate the action in terms of $`\varphi `$ and $`^2`$. We solve Eq. (2.3) with respect to $`\mathrm{\Delta }`$ and insert this into Eq. (2.4). Using the explicit form of $`S_{\mathrm{class}}`$ we obtain

$`\mathrm{\Gamma }[\varphi ,^2]`$ $`=`$ $`{\displaystyle }d^2x[{\displaystyle \frac{1}{2}}_\mu \varphi (x)^\mu \varphi (x){\displaystyle \frac{1}{2}}^2(x)\varphi ^2(x)`$ (2.6)
$`+{\displaystyle \frac{\lambda }{12}}\varphi ^4(x)]`$
$`+{\displaystyle \frac{1}{2\lambda }}{\displaystyle d^2x\left[^2(x)m^2\right]^2}`$
$`+\mathrm{\Gamma }^{2\mathrm{P}\mathrm{P}\mathrm{I}}[\varphi ,^2].`$
One easily checks that the equations of motion obtained by varying this action with respect to $`\varphi (x)`$ and $`^2(x)`$ take the form

$`0`$ $`=`$ $`\mathrm{}\varphi +^2(x)\varphi (x){\displaystyle \frac{\lambda }{3}}\varphi ^3(x)`$ (2.7)
$`{\displaystyle \frac{\delta \mathrm{\Gamma }^{2\mathrm{P}\mathrm{P}\mathrm{I}}[\varphi ,^2]}{\delta \varphi (x)}}`$
$`^2(x)`$ $`=`$ $`m^2+{\displaystyle \frac{\lambda }{2}}\varphi ^2(x)\lambda {\displaystyle \frac{\delta \mathrm{\Gamma }^{2\mathrm{P}\mathrm{P}\mathrm{I}}[\varphi ,^2]}{\delta ^2(x)}}.`$ (2.8)
The latter equation being identical to Eq. (2.3), we will refer to it as gap equation.

Here we will consider states of the system that are spatially homogeneous; so in Eqs. (2.7) and (2.8) the arguments $`x=(t,x)`$ should be replaced simply by $`t`$. Furthermore, in Eq. (2.6) the space integration simply gives a volume (length) factor, and in the nonequilibrium formalism the time integration should be replaced by the closed time path (CTP) displayed in Fig. 2.

The equation for the Green function separates into space and time dependence. Using the homogeneity of the state in space the Green function can be written as

$$G(t,t^{};x,x^{})=_{\mathrm{}}^{\mathrm{}}\frac{dp}{2\pi }e^{ip(xx^{})}G(t,t^{};p).$$
(2.9)
As the equation is local in time the Green function $`G(t,t^{};p)`$ can be expressed in terms of mode functions

$`G(t,t^{};p)`$ $`=`$ $`{\displaystyle \frac{1}{2\omega _p}}[f(t,p)f^{}(t^{},p)\mathrm{\Theta }(tt^{})`$ (2.10)
$`+f(t^{},p)f^{}(t,p)\mathrm{\Theta }(t^{}t)]`$
where $`\omega _p`$ is defined below, and where the mode functions $`f(t,p)`$ satisfy

$$\ddot{f}(t,p)+\left[p^2+^2(t)\right]f(t,p)=0.$$
(2.11)
Here we choose the initial conditions for the mode functions at $`t=0`$ as for wave functions of free particles with mass

$$m_0^2=^2(0)=m^2+\frac{\lambda }{2}\varphi ^2(0)+\frac{\lambda }{2}\mathrm{\Delta }(0).$$
(2.12)
This means that $`f(0,p)=1`$ and $`\dot{f}(0,p)=i\omega _p`$ with $`\omega _p=\sqrt{p^2+m_0^2}`$. This defines an initial Fock space. We continue the discussion on initial conditions in section III.4.

In the CTP formalism skform  one uses Green functions with different time orderings. The Green function $`G(t,t^{};p)`$ as defined above is identical to the Green function $`G_>(t,t^{};p)`$ with normal time ordering; the anti-time-ordered Green function $`G_<(t,t^{};p)`$ is given by $`G_<(t,t^{};p)=G_>(t^{},t;p)`$. In the explicit formulae one can use this identity in order to express all relevant Green functions by $`G(t,t^{},p)`$.

## III  One-loop and two-loop contributions

Having established the general formalism we can now discuss the leading terms in a loop expansion. The two relevant graphs are depicted in Fig. 3, graphs a and b. The leading bubble diagram is the “log det” contribution. It leads to the tadpole insertion into the Green function. The next diagram represents the only contribution on the two-loop level. We will separately discuss these two contributions in the following.

### III.1 The bubble diagram

The bubble diagram defines the leading Hartree contribution. It is independent of $`\varphi `$ and so does not yield an explicit contribution to the equation of motion for $`\varphi `$. Of course it enters, indirectly, via its contribution to $`^2`$. Its contribution to $`\mathrm{\Gamma }^{2\mathrm{P}\mathrm{P}\mathrm{I}}(\varphi ,^2)`$ is given by

$$\mathrm{\Gamma }^{(1)}[\varphi ,^2]=\frac{i}{2}\mathrm{Tr}\mathrm{ln}\left[G^1[^2]\right].$$
(3.1)
Its functional derivative with respect to $`^2`$ is given by

$`{\displaystyle \frac{\delta \mathrm{\Gamma }^{(1)}[\varphi ,^2]}{\delta ^2(t)}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{\Delta }^{(1)}(t)={\displaystyle \frac{1}{2}}{\displaystyle \frac{dp}{2\pi }G(t,t;p)}`$ (3.2)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{dp}{2\pi 2\omega _p}\left|f(t,p)\right|^2}.`$
The energy density can be derived ItzyksonZuber  by considering a variation of the action under $`tt+\tau (t)`$, which induces $`\delta \varphi (t)=\dot{\varphi }(t)\tau (t)`$, $`\delta \dot{\varphi }(t)=\ddot{\varphi }(t)\tau (t)+\dot{\varphi }(t)\dot{\tau }(t)`$ and $`\delta ^2(t)=\tau (t)d^2(t)/dt`$. The one-loop action only depends on $`^2(t)`$. One then finds that the contribution of the bubble graph to the energy is defined by the relation

$`{\displaystyle \frac{dE^{(1)}(t)}{dt}}`$ $`=`$ $`{\displaystyle \frac{\delta \mathrm{\Gamma }^{(1)}[\varphi ,^2]}{\delta ^2(t)}}{\displaystyle \frac{d^2}{dt}}`$ (3.3)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{dp}{2\pi }G(t,t;p)\frac{d^2}{dt}}.`$
This equation can be integrated explicitly; indeed one checks easily, using the mode equation (2.11), that the naive quantum energy defined by

$`E^{(1)}(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle }{\displaystyle \frac{dp}{2\pi 2\omega _p}}\left\{\right|\dot{f}(t,p)|^2`$ (3.4)
$`+[p^2+^2(t)]\left|f(t,p)|^2\right\}.`$
is consistent with the defining equation (3.3). This is of course well-known. If only this one-loop contribution is included, the approximation is referred to as Hartree approximation.

### III.2 The sunset diagram

The unique two-loop contribution to $`\mathrm{\Gamma }^{2\mathrm{P}\mathrm{P}\mathrm{I}}`$ is the sunset diagram which in the CTP formalism is explicitly given by

$$\mathrm{\Gamma }^{(2)}[\varphi ,^2]=i\frac{\lambda ^2}{12}𝑑x𝑑x^{}𝑑t\varphi (t)𝑑t^{}G_P^3(t,t^{};x,x^{})\varphi (t^{})$$
(3.5)
where the $`t`$ and $`t^{}`$ integrations are over a CTP contour and where $`G_P`$ is the path-ordered Green function.

The functional derivative with respect to $`\varphi (t)`$ is given by

$$\frac{\delta \mathrm{\Gamma }^{(2)}[\varphi ,^2]}{\delta \varphi (t)}=𝒮(t)$$
(3.6)
with

$$𝒮(t)=i\frac{\lambda ^2}{6}_0^t𝑑t^{}\varphi (t^{})\underset{\mathrm{}=1}{\overset{3}{}}\left(\frac{dp_{\mathrm{}}}{2\pi }\right)2\pi \delta \left(\underset{\mathrm{}=1}{\overset{3}{}}p_{\mathrm{}}\right)\left[\underset{\mathrm{}=1}{\overset{3}{}}G(t,t^{};p_{\mathrm{}})\underset{\mathrm{}=1}{\overset{3}{}}G(t^{},t;p_{\mathrm{}})\right].$$
(3.7)
This contribution to the equation of motion for $`\varphi (t)`$, an amputated sunset diagram is represented graphically in Fig. 4a.

The functional derivative with respect to $`^2(t)`$ is given by

$`{\displaystyle \frac{\delta \mathrm{\Gamma }^{(2)}[\varphi ,^2]}{\delta ^2(t)}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{\Delta }^{(2)}(t)`$
$`=`$ $`{\displaystyle \frac{\lambda ^2}{2}}{\displaystyle _0^t}𝑑t^{}\varphi (t^{}){\displaystyle _0^t^{}}𝑑t^{\prime \prime }\varphi (t^{\prime \prime }){\displaystyle \underset{\mathrm{}=1}{\overset{3}{}}\left(\frac{dp_{\mathrm{}}}{2\pi }\right)2\pi \delta \left(\underset{\mathrm{}=1}{\overset{3}{}}p_{\mathrm{}}\right)}`$
$`\times \left[G(t,t^{};p_3)G(t^{},t;p_3)\right]`$
$`\times \left[G(t^{},t^{\prime \prime };p_1)G(t^{},t^{\prime \prime };p_2)G(t,t^{\prime \prime };p_3)G(t^{\prime \prime },t^{};p_1)G(t^{\prime \prime },t^{};p_2)G(t^{\prime \prime },t;p_3)\right].`$
This graph which contributes to the gap equation is depicted in Fig. 4b. It is a tadpole diagram with fish insertion.

Considering again a variation $`tt+\tau (t)`$ one finds the contribution of the sunset term to the energy to be defined by

$$\frac{dE^{(2)}(t)}{dt}=\dot{\varphi }(t)𝒮(t)+\frac{1}{2}\frac{d^2(t)}{dt}\mathrm{\Delta }^{(2)}(t).$$
(3.9)
As far as we see this expression cannot be integrated explicitly; but the relation can be integrated numerically to obtain $`E^{(2)}`$.

$$E^{(2)}(t)=_0^t𝑑t^{}\left[\dot{\varphi }(t^{})𝒮(t^{})+\frac{1}{2}\frac{d^2(t^{})}{dt^{}}\mathrm{\Delta }^{(2)}(t^{})\right]$$
(3.10)
### III.3 Equations of motion and energy

Having determined the functional derivatives of the action with respect to $`\varphi (t)`$ and $`^2(t)`$ we can explicitly write down the equations of motion in the two-loop approximation:

$`0`$ $`=`$ $`\ddot{\varphi }(t)+^2(t)\varphi (t){\displaystyle \frac{\lambda }{3}}\varphi ^3(t)+𝒮(t)`$ (3.11)
$`^2(t)`$ $`=`$ $`m^2+{\displaystyle \frac{\lambda }{2}}\left[\varphi ^2(t)+\mathrm{\Delta }^{(1)}(t)+\mathrm{\Delta }^{(2)}(t)\right].`$ (3.12)
We define the “classical” energy as the zero-loop expression

$`E^{(0)}(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\dot{\varphi }^2(t)+{\displaystyle \frac{1}{2}}^2(t)\varphi ^2(t){\displaystyle \frac{\lambda }{12}}\varphi ^4(t)`$ (3.13)
$`{\displaystyle \frac{1}{2\lambda }}\left[^2(t)m^2\right]^2.`$
We have defined the one-loop and two-loop contributions in Eqs. (3.4) and (3.10). One can check, using the equations of motion, that the total energy

$$E_{\mathrm{tot}}=E^{(0)}+E^{(1)}+E^{(2)}$$
(3.14)
is conserved.

### III.4 Renormalization and initial conditions

There is a wide choice of initial conditions for the system. So one may choose an initial mean field $`\varphi (0)`$ and one may modify the Green function by including contributions from the kernel of $`G^1(x,x^{})`$. In the one-loop approximation the latter possibility is equivalent to choosing initial ensembles for which the modes $`f(t,p)`$ are populated, or to Bogoliubov rotations of the initial Fock space. In the two-loop approximation this simple particle picture is no longer appropriate.

However the choice of initial conditions is not entirely arbitrary because of initial singularities Cooper:1987pt ; Maslov:1998bf ; Baacke:1998zz . Starting with some nonzero value of $`\varphi (0)`$ and with $`m_0`$ a solution of the gap equation no initial time singularities are encountered. So such a choice is a physically acceptable one. In order to solve the gap equation at $`t=0`$ we have to know the contributions $`\mathrm{\Delta }^{(1)}(0)`$ and $`\mathrm{\Delta }^{(2)}(0)`$. $`\mathrm{\Delta }^{(2)}`$ has already be defined such that it vanishes at $`t=0`$; by this choice we erase the memory of the past. $`\mathrm{\Delta }^{(1)}`$ is given by an integral over the fluctuations, so it does not vanish. Furthermore it is divergent and so we have to discuss renormalization.

In $`\mathrm{\Phi }^4`$ theory in $`1+1`$ dimensions there is only one primitive divergence, the one of the tadpole graph. Renormalization reduces, therefore, to making a shift in the tadpole term which can be absorbed by a shift in the mass. Using dimensional regularization we rewrite the tadpole contribution $`\mathrm{\Delta }^{(1)}`$, see Eq. (3.2), as

$$\mathrm{\Delta }^{(1)}(t)=\mathrm{\Delta }_{\mathrm{fin}}^{(1)}(t)+\frac{1}{4\pi }\left\{\frac{2}{ϵ}\gamma +\mathrm{ln}\frac{4\pi \mu ^2}{m_0^2}\right\}$$
(3.15)
with the finite part of $`\mathrm{\Delta }^{(1)}`$ defined as

$$\mathrm{\Delta }_{\mathrm{fin}}^{(1)}(t)=\frac{dp}{2\pi 2\omega _p}\left[\left|f(t,p)\right|^21\right].$$
(3.16)
This is the expression used in the numerical computation.

Including a mass counter term the gap equation now takes the form

$`^2(t)`$ $`=`$ $`m^2+\delta m^2`$
$`+{\displaystyle \frac{\lambda }{2}}[\varphi ^2(t)+\mathrm{\Delta }_{\mathrm{fin}}^{(1)}(t)`$
$`+{\displaystyle \frac{1}{4\pi }}\{{\displaystyle \frac{2}{ϵ}}\gamma +\mathrm{ln}{\displaystyle \frac{4\pi \mu ^2}{m_0^2}}\}+\mathrm{\Delta }^{(2)}(t)].`$
Choosing

$$\delta m^2=\frac{\lambda }{8\pi }\left\{\frac{2}{ϵ}\gamma +\mathrm{ln}\frac{4\pi \mu ^2}{m^2}\right\}$$
(3.18)
the finite gap equation takes the form

$$^2(t)=m^2+\delta m_{\mathrm{fin}}^2+\frac{\lambda }{2}\left[\varphi ^2(t)+\mathrm{\Delta }_{\mathrm{fin}}^{(1)}(t)+\mathrm{\Delta }^{(2)}(t)\right]$$
(3.19)
with

$$\delta m_{\mathrm{fin}}^2=\frac{\lambda }{8\pi }\mathrm{ln}\frac{m^2}{m_0^2}.$$
(3.20)
Initial conditions and renormalization are equivalent to those in the one-loop approximation, which facilitates a comparison between the two-loop 2PPI and the Hartree approximation.

## IV Numerical Implementation

In the 2PPI approximation the Green function factorizes and so one can work with mode functions. This considerably facilitates the numerical computation of the “memory” integrals introduced by the sunset graph. In particular one has to store only functions of one time argument, of course still for all times and all momenta. The storage requirements grow only linearly with time, so the evolution can be followed for relatively long times. Furthermore the differential equations are ordinary differential equations that can be solved precisely using a Runge-Kutta algorithm. This can be important if one has to trace parametric resonance phenomena. Of course if the approximation itself is poor these numerical advantages are useless. Still, the possibility of doing the calculations with good precision allows to study the quality of the approximation reliably, including its possible shortcomings.

The time integration was done in steps of $`\mathrm{\Delta }t=0.001`$ to $`0.005`$. The Wronskians of the mode functions were constant with a relative precision of $`10^8`$. For the momentum cutoff, which is a cutoff of a convergent integral, we have chosen $`p_{\mathrm{max}}=20`$. As one can see from the momentum spectra, this is a rather generous choice. It should be mentioned that momentum conservation leads to momenta that can be beyond the cutoff. This is a problem that can hardly be avoided, and a relatively large momentum range should make such “losses” tolerable. A more serious problem is the momentum grid. We observe parametric resonance <sup>1</sup><sup>1</sup>1We here use the term parametric resonance in a colloquial way, not in the strict sense of a solution of Mathieu or Lamé equations Traschen:1990sw ; Kofman:1994rk ; Boyanovsky:1996sq ; Baacke:2001zt . Obviously, see Fig. 7, the oscillations of the mass term lead, in spite of variations in amplitude, to a resonance-like enhancement that closely resembles the one found for true parametric resonance. , and this leads to amplitudes that vary strongly in time and momentum. In the typical large-$`N`$ studies this fact has lead the various groups to choose much finer grids with several thousand momenta. This is not possible here, we think that the essential features of the low momentum region with parametric resonance and/or exponential growth subsist with a less refined grids. This concerns in particular the self-stabilization of the system in the classically unstable regions. We have chosen $`\mathrm{\Delta }p=0.05`$, i.e., a grid of $`400`$ equidistant momenta. In principle such a grid can lead Destri:1999hd  to “lattice artefacts”, corresponding here to a lattice size $`L=2\pi /\mathrm{\Delta }p=40\pi `$ in inverse mass units. Indeed we do not observe any phenomena that suggest such artefacts. The choice of $`\mathrm{\Delta }p`$ is also discussed in Appendix B.

## V Discussion of the results

We have performed several simulations for the case of a symmetric $`\mathrm{\Phi }^4`$ potential and for a double well potential which classically leads to spontaneous symmetry breaking. The initial configuration has been, in all cases, a mean field $`\varphi `$ different from its classical expectation value, and a quantum ensemble corresponding to the ground state of a Fock space characterized by an initial mass $`m_0=(0)`$. We have obtained results for the time evolution of the mean field $`\varphi (t)`$, for the self-consistent mass $`^2(t)`$ and for the energy. The relative importance of the two-loop contributions can be seen in their contribution to $`^2`$. In all cases we have compared the evolution with the one obtained in the Hartree approximation.

### V.1 Results for the symmetric $`\mathrm{\Phi }^4`$ potential

In Figs. 5 and 6 we display our numerical results for the time evolution of the mean field (Figs. 5a and 6a), of the dynamical mass $`^2(t)`$ (Figs. 5b and 6b), of the sunset contribution $`𝒮(t)`$ in the classical equation of motion (2.7) (Figs. 5c and 6c) and of the classical and quantum parts of the energy (3.14) (Figs. 5d and 6d).

In the latter diagrams we define the classical energy as the standard expression

$$E_{\mathrm{cl}}=\frac{1}{2}\dot{\varphi }^2+\frac{1}{2}\left(m^2+\delta m_{\mathrm{fin}}^2\right)\varphi ^2+\frac{\lambda }{24}\varphi ^4.$$
(5.1)
Indeed the repartition between classical and quantum energy is to some extent arbitrary in a self-consistent framework where, e.g., $`^2`$ contains classical as well as quantum parts. In Figs. 5a,b and 6a,b we also display the time evolution in the one-loop or Hartree approximation.

We observe the following characteristic features: after an initial period of time in which the field amplitude stays roughly constant and close to the Hartree time evolution a period of effective dissipation sets in. For small initial amplitudes evidently the dissipative phase ends and the mean field reaches a roughly constant amplitude of oscillation, again. For large initial amplitudes such a “shut off” is less evident. A closer investigation shows that initially the quantum modes build up until the sunset diagram becomes important. From then on the Hartree and two-loop evolutions differ substantially. The increase of the sunset diagram triggers dissipation, until the sunset diagram again becomes small due to the decrease of the external fields. Once the sunset diagram has lost its importance the amplitude of oscillation of the classical field becomes roughly constant again. This is seen in particular in Fig. 6a, where, due to a relatively small initial amplitude, the quantum modes and therefore the sunset diagram are less important than for large initial amplitudes (or energy densities), as, e.g., in Fig. 5a. We have not followed the evolution at really large times. So we cannot decide between a constant and a slowly decreasing amplitude as found, e.g., in the large-$`N`$ case Boyanovsky:1998zg .

The total energy, displayed in Figs. 5d and 6d, is constant as it should. Numerically this is the case within five significant digits or better; here $`E^{(2)}`$ was obtained by Runge-Kutta integration of Eq. (3.9).

We also present, in Fig. 7, typical momentum spectra. We have chosen the simulation with $`\varphi (0)=1.2`$ and show the spectra for an early time $`t=10`$ and at the end of the simulation. Along with the results for the two-loop approximation we display those for the Hartree approximation. Obviously the spectrum evolves more strongly for the two-loop approximation. At late times it shows the typical features of a parametric resonance band Traschen:1990sw ; Kofman:1994rk ; Boyanovsky:1996sq ; Baacke:2001zt . Above this band the spectra drop to small values and decrease to zero. It should be evident that our momentum cutoff of $`p_{\mathrm{max}}=20`$ will be sufficiently high even for the multiple integrals. On the other hand the numerical integration cannot take into account the finer details of the spectra, in particular at later times. Of course to some extent these details are washed out if averaged over time. Still, to some extent the finer details of the time evolution of $`\varphi (t)`$ show some dependence on the choice of $`\mathrm{\Delta }p`$. However, neither here nor in the case of the double well potential the qualitative features are affected by these details.

We have restricted our presentation to one single coupling parameter $`\lambda =6`$. We have performed simulations for smaller values of $`\lambda `$, as well; for such values of $`\lambda `$ the time evolution is stretched; the dissipation sets in later and extends over a larger span of time. For $`\lambda =1`$ the dispersive phase extends to typically $`t=300`$. The general, qualitative, characteristics of the time evolution are similar.

### V.2 Results for the double well potential

The numerical simulations for the double well potential are presented in Figs. 8, 9 and 10. We take the coupling $`\lambda =1`$ and $`m^2=1/6`$, so that the classical minimum of the double well potential is at $`\varphi =v=1`$. We consider initial values $`\varphi (0)`$ equal to $`1.5,1.4`$ and $`1.2`$. Classically the system can cross the barrier between the two minima for $`\varphi (0)>\sqrt{2}`$. The first of our initial values is above this critical value, the second one is slightly below it. In the Hartree approximation the system evolves as expected from this classical consideration. In the two-loop 2PPI approximation the system evolves towards the symmetric phase where the system oscillates around $`\varphi =0`$ in the later stages of evolution. The transition between a motion in the region of the classical minimum and $`\varphi =0`$ is accompanied by an increase of the sunset contribution and of the mass $`^2`$. The transition happens early for $`\varphi (0)=1.4`$. In this case we are just below the critical value, one sees that the transition towards $`\varphi 0`$ happens at a time where the sunset contribution is still small and where $`^2`$ only slightly deviates from its Hartree value. For $`\varphi (0)=1.2`$ we are deeply in the well. Here it takes a long time before the evolution towards $`\varphi 0`$ sets in. If we start with values $`\varphi (0)`$ even nearer to the classical minimum $`\varphi =1`$ the transitions happens at even later times and we expect the discretization of the momentum spectrum to affect our results so as to make them unreliable.

In Fig. 11 we display momentum spectra for $`|f(t,p)|^21`$ for the simulation with $`\varphi (0)=1.4`$ at $`t=20`$ and at $`t=50`$, along with the spectra obtained in the Hartree approximation. For the two-loop simulation the spectrum at $`t=20`$ is characterized by a strong peak at low momentum, which apparently is due to a passing of $`^2`$ to slightly negative values. At $`t=50`$ the effective mass of the modes is positive, the spectrum shows a characteristic band as typical for parametric resonance.

In all simulations the Hartree approximation displays a rather clean periodicity which signals a strong coherence between the evolutions of the classical field and of the quantum modes. This effect is much stronger than in $`3+1`$ dimensions, in the Hartree Baacke:2001zt  or large-$`N`$ Boyanovsky:1996sq ; Cooper:1997ii  approximations.

The nonequilibrium evolution of $`\mathrm{\Phi }^4`$ quantum field theory with a double well potential has been studied recently by Cooper et al. Cooper:2002qd , with somewhat different initial conditions. These authors find a transition towards a symmetric phase in the 2PI formalism extended to next-to leading order in $`1/N`$ (2PI-NLO), while in the bare vertex approximation (BVA) the system remains in the broken phase for initial energy densities below some critical value. The exact theory has no phase transition at finite temperature and, therefore, is not expected to have one at finite energy density Griffiths .

## VI Summary, conclusions and outlook

In this paper we have considered the out-of-equilibrium evolution of a classical condensate field $`\varphi =\mathrm{\Phi }`$ and its quantum fluctuations for a $`\mathrm{\Phi }^4`$ model in $`1+1`$ dimensions, with a symmetric and a double well potential. Our investigation was based on the 2PPI formalism in the two-loop approximation. We have generalized the 2PPI formalism to nonequilibrium quantum field theory. In order to find the main features of this approximation we have performed a first set of numerical simulations and compared the results to the ones obtained in the Hartree approximation.
We summarize our results as follows:

In the symmetric $`\mathrm{\Phi }^4`$ theory we observe that the mean field shows a stronger dissipation than the one found in the Hartree approximation. The dissipation is roughly exponential in an intermediate time region. This dissipation is obviously related to the sunset contributions. As these involve the mean field amplitude they become unimportant when the amplitude goes to zero. Therefore, for later times the system seems to develop a stage of weak dissipation. However, we have not extended our study to “late” times in the sense of an asymptotic analysis of the evolution.

In the theory with spontaneous symmetry breaking, i.e., with a double well potential, the field amplitude tends to zero, i.e., to the symmetric configuration. This is expected on general grounds: in $`1+1`$ dimensional quantum field theory there is no spontaneous symmetry breaking for $`T>0`$, and so there should be none at finite energy density (microcanonical ensemble), either.

We observe in both cases that parametric resonance phenomena are important, and that the momentum spectra show no sign of thermalization. In contrast to the 2PI approximation the interaction between the modes is via the spatially homogenous (zero momentum) mass term; so there is no direct momentum exchange between the modes via a Schwinger-Dyson equation and the analysis of Ref. Calzetta:2002ub  concerning thermalization in the 2PI formalism therefore does not apply. Our numerical analysis does not allow definite conclusions about thermalization at later times.

In conclusion we have shown that the 2PPI formalism can be generalized to nonequilibrium quantum field theory and that the simulations in the two-loop approximation in $`1+1`$ dimensions show sizeable differences when compared to the Hartree approximation. Both the stronger dissipation and the correct symmetry structure overcome obvious deficits of the Hartree approximation. We therefore think that it is worthwhile to further investigate the properties of this approximation, in and out of equilibrium.

Obvious generalizations of this investigation include the analysis of an $`O(N)`$ model with $`N>1`$ in $`1+1`$ dimensions and analogous studies in $`3+1`$ dimensions. The technical requirements for such simulations are considerably reduced when compared to the 2PI formalism in the analogous approximation, due to the factorization of the Green functions; moreover the problem of renormalization in $`3+1`$ dimensions has been solved in equilibrium Verschelde:2000ta ; Verschelde:2000dz . In the 2PI approach the three-loop renormalization has been considered in vanHees:2001ik  for the mean field $`\varphi =0`$ case; an analysis of renormalization beyond the Hartree approximation is still lacking for $`\varphi 0`$.

We feel that it is very important to accompany the numerical simulations of nonequilibrium systems in various formalisms and approximations by equivalent analyses for systems in thermal equilibrium. Such analyses are still lacking entirely.

## Acknowledgments

The authors take pleasure in thanking Stefan Michalski, Hendrik van Hees and Henri Verschelde for useful and stimulating discussions and the Deutsche Forschungsgemeinschaft for financial support under contract Ba703/6-1.

## Appendix A Comparison between 2PI and 2PPI

In this section we are giving some comments on the differences between the 2PI (two particle irreducible) and the 2PPI (two particle *point* irreducible) formalism at the two-loop level.

The 2PI effective action reads Cornwall:1974vz

$`\mathrm{\Gamma }[\varphi ,G]`$ $`=`$ $`S[\varphi ]+{\displaystyle \frac{1}{2}}i\mathrm{Tr}\mathrm{ln}G^1+{\displaystyle \frac{1}{2}}i\mathrm{Tr}\left(D^1G\right)`$ (A.1)
$`+\mathrm{\Gamma }_2[\varphi ,G],`$
where $`iD^1(x,x^{})=(\mathrm{}+m^2)\delta (xx^{})\frac{\lambda }{2}\varphi ^2(x)\delta (xx^{})`$ is the classical propagator. If we truncate $`\mathrm{\Gamma }_2`$ including two-loop order terms we have

$`\mathrm{\Gamma }_2^{(2)}[\varphi ,G]=\text{}+\text{}.`$ (A.2)
A variation of $`\mathrm{\Gamma }_2^{(2)}`$ with respect to $`G`$ gives the self energy

$`\mathrm{\Sigma }^{(2)}(x,x^{})`$ $`=`$ $`2i{\displaystyle \frac{\delta \mathrm{\Gamma }_2^{(2)}[\varphi ,G]}{\delta G(x,x^{})}}`$ (A.3)
$`=`$ $`\text{}+\text{}.`$
The two point function $`G`$ fulfills the Schwinger-Dyson equation Cornwall:1974vz

$`iG^1(x,x^{})=iD^1(x,x^{})i\mathrm{\Sigma }^{(2)}(x,x^{})`$ (A.4)
and is a variational parameter of the formalism.

The relevant formula for the 2PPI formalism in the two-loop approximation are given in section III.2. Note that although the sunset contribution to the effective action in both the 2PI and 2PPI approach is depicted by the same diagram, they have different implications. We think that it is instructive to compare some implicit 1PI graphs of both approximations to emphasize the differences. These 1PI graphs are hidden in the resummation and arise via the self consistent Schwinger-Dyson or gap equation of the 2PI (see Eq. (A.4)) or 2PPI formalism (see Eq. (3.12)), respectively.

In Fig. 12 we present such a generic 1PI but 2PPR graph in the two-loop 2PPI approximation. In Fig. 13 we display a similar graph in the two-loop 2PI approach. As the 2PPI formalism resums all *local* contributions to the propagator *no ladder diagrams* are introduced via resummation. In the 2PI formalism in addition nonlocal insertions are taken into account which lead to infinite ladder resummations. An example for such a ladder diagram is depicted in Fig. 14. It can be identified in the lower part of Fig. 13.

As ladder diagrams do not fall apart if two lines meeting at the same point are cut, they are indeed 2PPI and thus join in the 2PPI formalism explicitly as higher order corrections to the effective action functional $`\mathrm{\Gamma }`$. We have shown a three-loop diagram of “ladder-type” in Fig. 1b.

The BVA and NLO-1/N approximations in the 2PI formalism sum an even larger class of diagrams as in these approximations already $`\mathrm{\Gamma }^{2\mathrm{P}\mathrm{I}}[\varphi ,G]`$ contains an infinite series of vacuum diagrams with all loop orders. This infinite series of chain diagrams can be formulated in a very compact way within the auxiliary field formalism Blagoev:2001ze ; Aarts:2002dj . The diagrams have the topology of chains of bubble-graphs (see Fig. 15 for two generic vacuum graphs contributing to $`\mathrm{\Gamma }^{2\mathrm{P}\mathrm{I}}`$). Depending on a given approximation these diagrams contribute in the 2PPI formalism as well.

## Appendix B Some more comments on the numerics and momentum integrations

In our simulations we have used a momentum cutoff of $`p_{\mathrm{max}}=20`$ and an equidistant momenum grid with $`\mathrm{\Delta }p=0.05`$. Both choices are somewhat generous; we have not attempted an optimization with respect to CPU time and storage requirements as one would certainly have to do for simulations in $`3+1`$ dimensions. In this Appendix we more closely investigate the cutoff and momentum grid dependences.

* The choice of $`\mathrm{\Delta }p`$. We have repeated the simulation of Fig. 9 for values of $`\mathrm{\Delta }p`$ between $`0.04`$ and $`0.2`$ while leaving $`p_{\mathrm{max}}=20`$ fixed. We display in Fig. 16 the time evolution of the classical field $`\varphi (t)`$ and of the effective mass $`^2(t)`$. The numerical results for these quantities are seen to converge for $`\mathrm{\Delta }p0.07`$. The curves for $`\mathrm{\Delta }p=0.067`$ and $`\mathrm{\Delta }p=0.04`$ cannot be distinguished. While the qualitative behavior of $`\varphi (t)`$ does not change even for larger values of $`\mathrm{\Delta }p`$ the late time averages of the mass $`^2`$ show a considerable dependence beyond $`\mathrm{\Delta }p.07`$.
* The cutoff dependence. The momentum cutoff is a cutoff for convergent integrals. As one may conclude already from the momentum spectra displayed in Fig. 11 the cutoff can be reduced appreciably. In Fig. 17 we show the dependence of $`^2(t)`$ on $`p_{\mathrm{max}}`$. One sees that even for a cutoff as low as $`p_{\mathrm{max}}=5`$ the deviations are only at the percent level and for $`p_{\mathrm{max}}=5`$ the results are already satisfactory. This may change at later times if the momentum distributions get broader by rescattering.
* The time grid. For our simulations we have chosen $`\mathrm{\Delta }t=0.001`$, except for the simulation in Fig. 8 where $`\mathrm{\Delta }t=0.005`$. We compare the results for the simulation in Fig. 9 obtained with $`\mathrm{\Delta }t=0.0005,0.001`$ and $`0.005`$. The results for the first two values agree very well; those for $`\mathrm{\Delta }t=0.005`$ start to differ at late times. This means that a choice $`\mathrm{\Delta }t=0.001`$ is appropriate. In the case of Fig. 8 the variations with time are much slower, so that the choice $`\mathrm{\Delta }t=0.005`$ is sufficient.

We would finally like to point out that it is in no way inherent in our numerical approach to use an equidistant momentum grid. Indeed it is more economical to choose $`\mathrm{\Delta }p`$ small for small momenta and to let it increase for larger ones, as was done, .e.g., in previous computations of our group. In one space dimension the choice of equidistant momenta turns momentum conservation in a trivial algebra of indices. In three space dimensions one may use the O$`(3)`$ invariance of the mode functions as functions of $`𝐩`$. Then, due to angular integrations, the momentum integrals become convolutions of mode functions with phase space functions and an equidistant momentum grid does not lead to any major simplification.


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# Relating a gluon mass scale to an infrared fixed point in pure gauge QCD

## Acknowledgments

This research was partially supported by the Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) (A.A.N.) and by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) (A.C.A. and P.S.R.S.).


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# Ergodicity and Mixing for Stochastic Partial Differential Equations

## 1. Introduction

The goal of this paper is to consider stochastic partial differential equations and to study conditions on the random perturbation that imply exponential convergence to a stationary state. In fact, one wants ‘minimal’ conditions, in the following sense: by expanding the solution in a basis of eigenfunctions of a linear operator associated with the PDE, one can write the latter as an infinite dimensional system of coupled differential equations. The question, then, is: to how many such equations do we need to add noise in order to make the system ergodic and mixing?

The physical motivation for this question comes from the fact that isotropic turbulence is often mathematically modelled by Navier Stokes equation subjected to an external stochastic driving force which is stationary in space and time. If the solution is expanded into Fourier modes, the driving force, which, in the language of physicists, acts on “large scale”, should not perturb, or perturb very weakly, the high modes which represent the small scale properties of the system. So, one would like to show that the system becomes ergodic and mixing by adding noise to as few modes as possible. Obviously, this requires some detailed understanding of the nonlinear dynamics of the deterministic PDE.

This problem is interesting from another point of view. As we shall see below, one can show that all but a finite number of modes converge to equilibrium provided the remaining ones do. So, we can reduce ourselves to a finite dimensional problem, which would be standard, except for the fact that the discarded modes produce a memory effect on the remaining ones, so that the problem is no longer Markovian. At this point, one introduces techniques coming from the study of the statistical mechanics of one-dimensional systems (where the unique dimension corresponds physically to space rather than time) with “long range, exponentially decaying, interactions” which have already been very useful in the study of SRB measures in dynamical systems (see ).

At present, the best results require that the number of modes to which noise must be added depends on the parameters of the system, although a stronger result is likely to hold (see Remark 4 after Theorem 1.1).

The type of question discussed here (for the Navier-Stokes equation but also for other equations) has been at the center of attention of several groups of people (see Remark 3 after Theorem 1.1 below). In this paper, I shall try to explain, in a simplified form, the approach followed by A. Kupiainen, R. Lefevere and myself in  (see also  for previous results).

To be concrete, consider the stochastic Navier-Stokes equation for the velocity field $`u(t,x)𝐑^2`$ defined on the torus $`𝐓=(𝐑/2\pi 𝐙)^2`$:

$`du+((u)u\nu ^2u+p)dt=df`$ (1.1)
where $`f(t,x)`$ is a Wiener process with covariance

$`Ef_\alpha (t,x)f_\beta (t^{},y)=\mathrm{min}\{t,t^{}\}C_{\alpha \beta }(xy)`$ (1.2)
and $`C_{\alpha \beta }`$ is a smooth function satisfying $`_\alpha _\alpha C_{\alpha \beta }=0`$. Equation (1.1) is supplemented with the incompressibility condition $`u=0=f`$, and we will also assume that the averages over the torus vanish: $`_𝐓u(0,x)=0=_𝐓f(t,x)`$, which imply that $`_𝐓u(t,x)=0`$ for all times $`t`$.

It is convenient to change (1.1) to dimensionless variables so that $`\nu `$ becomes equal to one. This is achieved by setting $`u(t,x)=\nu u^{}(\nu t,x).`$ Then $`u^{}`$ satisfies (1.1), (1.2) with $`\nu `$ replaced by $`1`$, and $`C`$ by

$$C^{}=\nu ^3C.$$

From now on, we work with such variables and drop the primes. The dimensionless control parameter in the problem is the (rescaled) energy injection rate $`\frac{_1}{^2}\text{tr}C^{}(0)`$ , customarily written as $`(\mathrm{Re})^3`$ where $`\mathrm{Re}`$ is the Reynolds number:

$$\mathrm{Re}=ϵ^{\frac{_1}{^3}}\nu ^1,$$

and $`ϵ=\frac{_1}{^2}\text{tr}C(0)`$ is the energy injection rate in the original units (for explanations of the terminology see ).

In two dimensions, the incompressibility condition can be conveniently solved by expressing the velocity field in terms of the vorticity $`\omega =_1u_2_2u_1`$. First (1.1) implies the transport equation

$`d\omega +((u)\omega ^2\omega )dt=db,`$ (1.3)
where $`b=_1f_2_2f_1`$ has the covariance

$`Eb(t,x)b(t^{},y)=\mathrm{min}\{t,t^{}\}(2\pi )^1\gamma (xy)`$
with $`\gamma =2\pi \nu ^3\mathrm{\Delta }\text{tr}C`$.

Next, going to the Fourier transform, $`\omega _k(t)=\frac{_1}{^{2\pi }}_𝐓e^{ikx}\omega (t,x)𝑑x`$, with $`k𝐙^2`$; we may express $`u`$ as $`u_k=i\frac{_{(k_2,k_1)}}{^{k^2}}\omega _k`$, and write the vorticity equation as

$`d\omega (t)=F(\omega (t))dt+db(t),`$ (1.4)
where the drift is given by

$`F(\omega )_k=k^2\omega _k+{\displaystyle \frac{_1}{^{2\pi }}}{\displaystyle \underset{l𝐙^2\backslash \{0,k\}}{}}{\displaystyle \frac{_{k_1l_2l_1k_2}}{^{|l|^2}}}\omega _{kl}\omega _l`$ (1.5)
and $`\{b_k\}`$ are Brownian motions with $`\overline{b}_k=b_k`$ and

$$Eb_k(t)b_l(t^{})=\mathrm{min}\{t,t^{}\}\delta _{k,l}\gamma _k.$$

The dimensionless control parameter for the vorticity equation is

$`R={\displaystyle \underset{k𝐙^2}{}}\gamma _k=2\pi \gamma (0)`$ (1.6)
which is proportional to the $`\omega `$ injection rate, and also to the third power of the Reynolds number. One is interested in the turbulent region, where $`R`$ is large; therefore, we will always assume below, when it is convenient, that $`R`$ is sufficiently large.

For turbulence one is interested in the properties of stationary state of the stochastic equation (1.4) in the case of smooth forcing (see  for some discussion of this issue) and, ideally, one would like to consider the case where one excites only a finite number of modes,

$$\gamma _k0,k^2N,$$

with $`N`$ of order of one (for that, see Remark 4 below). In this paper we assume that $`N`$ scales as

$`N=\kappa R,`$ (1.7)
with $`\kappa `$ a constant, taken large enough. We set all the other $`\gamma _k=0`$, although this condition can easily be relaxed. Let us denote the minimum of the covariance by

$$\rho =\mathrm{min}\{|\gamma _k||k|^2N\}.$$

Before stating our result, we need some definitions. Let $`P`$ be the orthogonal projection in $`H=L^2(𝐓)`$ to the subspace $`H_s`$ of functions having zero Fourier components for $`|k|^2>N`$. We will write

$$\omega =s+l$$

with $`s=P\omega `$, $`l=(1P)\omega `$ (respectively, the small $`k`$ and large $`k`$ parts of $`\omega `$). Denote also by $`H_l`$ the complementary subspace (containing the nonzero components of $`l`$). $`H`$ is our probability space, equipped with $``$, the Borel $`\sigma `$-algebra.

The stochastic equation (1.4) gives rise to a Markov process $`\omega (t)`$ and we denote by $`P^t(E|\omega )`$ the transition probability of this process.

The main result of  is the

Theorem 1.1. The stochastic Navier-Stokes equation  (1.4) defines a Markov process with state space $`(H,)`$ and for all $`R<\mathrm{}`$, $`\rho >0`$ it has a unique invariant measure $`\mu `$ there. Moreover, $`\omega H`$, for all Borel sets $`EH_s`$ and for all bounded Hölder continuous functions $`F`$ on $`H_l`$, we have,

$`|{\displaystyle }P^t(d\omega ^{}|\omega )1_E(s^{})F(l^{}){\displaystyle }\mu (d\omega ^{})1_E(s^{})F(l^{}))|C||F||_\alpha e^{mt}`$ (1.8)
where $`C=C(\omega ,R,\rho )<\mathrm{}`$, $`m=m(R,\rho ,\alpha )>0`$, and $`F_\alpha `$ is the Hölder norm of exponent $`\alpha `$.

Remark 1. In , we stated, for convenience, Theorem 1.1 by saying that the constant $`C`$ in (1.8) was a function of $`\omega `$ which was almost surely finite. Since this was stressed e.g. in , it is worth remarking that $`C`$ is simply a function of $`\omega `$ (depending also on the parameters $`R`$ and $`\rho `$), which is finite $`\omega H`$. To check this, we refer the reader to equations (86) and (97) in . The main reason why this bound holds, however, lies in the fact that the only dependence of our estimates on $`\omega `$ appears in Lemma 4.1 below and occurs through $`\omega `$.

Remark 2. In  it was proven that, with probability 1, the functions on the support of the measure constructed here are real analytic. In particular all correlation functions of the form

$$\mu (d\omega )\underset{i}{}^{n_i}u(x_i)$$

exist. For further results on analyticity, see .

Remark 3. While the existence of the invariant measure follows with soft methods , its uniqueness and the ergodic and mixing properties of the process has been harder to establish. With a nonsmooth forcing (meaning that the strength of the noise, $`\gamma _k`$, decays only polynomially with $`|k|`$) this was established in  and for large viscosity in . However, those results did not cover the most physically interesting situations. The first result for a smooth forcing was by Kuksin and Shirikyan  who considered a periodically kicked system with bounded kicks (for results on exponential convergence in that model, see ). In particular they could deal with the case where only a finite number of modes are excited by the noise (the number of modes depends both on the viscosity and the size of the kicks). In , we proved uniqueness and exponential mixing for such a kicked system where the kicks have a Gaussian distribution, but we required that there be a nonzero noise for each mode. An essential ingredient in analysis of , which was used in  and by other authors, is the Lyapunov-Schmidt type reduction that allows to transform the original Markov process with infinite dimensional state space to a non-Markovian process with finite dimensional state space. While the analysis of  was limited to bounded noise acting at discrete times, it was extended in  to cover unbounded noise and continuous time, as well as to obtain results on the strong law of large number and the central limit theorem. The first results on ergodicity of the system with unbounded noise and finitely many excited modes were obtained in  (see also  for applications to other equations) and, for exponential convergence, in , which was also proved in . For results on related problems, see .

Remark 4. What one would like to obtain is a result similar to Theorem 1.1, but with $`N`$ finite, independently of $`R`$. An interesting result in that direction was obtained by Weinan E and Mattingly  who showed that, if one adds noise to only $`2`$ (suitably chosen) modes, ergodicity holds, provided one truncates the system (1.4, 1.5), by keeping only a finite, but arbitrarily large, number of modes. This of course suggests that the $`2`$ stochatically perturbed modes produce an “effective noise” on any finite number of modes, in particular on all those with $`k^2\kappa R`$; then, one could hope to combine this with the results in  to obtain ergodicity and mixing for the full system. This, however, has not been done.

Remark 5. The parameters in our problem are $`R`$ and $`\rho `$. All constants that do not depend on them will be generically denoted by $`C`$ or $`c`$. These constants can vary from place to place.

Let me now explain the connection with ideas coming from statistical mechanics.

First, observe that, if one neglects the nonlinear term in (1.4-1.5), one expects $`\omega `$ to be of order $`R^{\frac{_1}{^2}}`$, for typical realizations of the noise ($`R^{\frac{_1}{^2}}`$ is the typical size of the noise, and the $`k^2\omega _k`$ term will dominate in eq. (1.4) for larger values of $`\omega `$). It turns out that similar probabilistic estimates hold for the full equation (1.4) as shown in Section 4. Now, if $`\omega `$ is of size $`R^{\frac{_1}{^2}}`$, the $`k^2\omega _k`$ term will dominate the nonlinear term (which is roughly of size $`\omega ^2`$) in eq. (1.4), for $`|k|\kappa R^{\frac{_1}{^2}}`$, and one can expect that those modes (corresponding to $`l`$ above) will behave somewhat like the solution of the heat equation and, in particular, that they will converge to a stationary state.

Thus, the first step is to express the $`l`$-modes in terms of the $`s`$-modes at previous times. This is done in Section 2 and produces a process for the $`s`$-modes that is no longer Markovian but has an infinite memory. In statistical mechanics, this would correspond to a system of unbounded spins (the $`s`$-modes) with infinite range interactions, with the added complications that, here, the measure is not given in a Gibbsian form, but only through a Girsanov formula, i.e. (2.9) below, and that time is continuous. Hence, we have to solve several problems: the possibility that $`\omega `$ be atypically large, the long range “interactions”, and finally, showing that a version of the $`s`$-process with a suitable cutoff is ergodic and mixing.

In Section 3, I introduce a “toy model”, namely a process with infinite memory, but with bounded variables, so that the problems caused by the unprobably large values of $`\omega `$ does not occur. In that model, I explain how the statistical mechanical techniques, developed to study systems on one dimensional lattices, can be adapted to our setting.

The large $`\omega `$ problem is treated in Section 4, using probabilistic estimates developed in , which, in statistical mechanics, would be called stability estimates. In Section 5, I sketch how the remaining problems are handled: showing that the techniques explained in Section 3 can be applied here. However, this is where several technical complications enter, for the treatment of which I refer to . The problem is that, even though for typical noise, hence for typical $`\omega `$’s, the $`l`$-modes depend exponentially weakly on their past (see Section 2), thus producing, typically, “interactions” that decay exponentially fast, they may depend sensitively on their past when the noise is large. In the language of statistical mechanics, atypically large noise produces long range correlations, and that is the source of many technical difficulties. My goal here is to present the main conceptual tools used in , putting aside those difficulties.

## 2. Finite dimensional reduction

Using an idea of , one can reduce the problem of the study of a Markov process with infinite dimensional state space to that of a non-Markovian process with finite dimensional state space.

For this purpose, write the equation (1.4) for the small and large components of $`\omega `$ separately:

$`ds(t)`$ $`=`$ $`PF(s(t)+l(t))dt+db(t)`$ (2.1)
$`{\displaystyle \frac{_d}{^{dt}}}l(t)`$ $`=`$ $`(1P)F(s(t)+l(t)).`$ (2.2)
The idea of  is to solve the $`l`$ equation for a given function $`s`$, thereby defining $`l(t)`$ as a function of the entire history of $`s(t^{})`$, $`t^{}t`$. Then, the $`s`$ equation will have a drift with memory. Let us fix some notation. For a time interval $`I`$, we denote the restriction of $`\omega `$ (or $`s`$, $`l`$ respectively) to $`I`$ by $`\omega (I)`$, and use the boldface notation $`𝐬(I)`$, to contrast it with $`s(t)`$, the value of $`s`$ at a single time. $``$ will denote the $`L^2`$ norm. In  it was proven that, for any $`\tau <\mathrm{}`$, there exists a set $`_\tau `$ of Brownian paths $`bC([0,\tau ],H_s)`$ of full measure such that, for $`b_\tau `$, (1.4) has a unique solution with $`\omega (t)<\mathrm{}`$, $`\omega (t)<\mathrm{}`$ for all $`t`$ (actually, $`\omega (t)`$ is real analytic). In particular, the projections $`s`$ and $`l`$ of this solution are in $`C([0,\tau ],H_{s(l)})`$ respectively.

On the other hand, let us denote, given any $`𝐬C([0,\tau ],H_s)`$, the solution — whose existence will be discussed below — of (2.2), with initial condition $`l(0)`$ by $`l(t,𝐬([0,t]),l(0))`$. More generally, given initial data $`l(t^{})`$ at time $`t^{}<\tau `$ and $`𝐬([t^{},\tau ])`$, the solution of (2.2) is denoted, for $`\sigma \tau `$, by $`l(\sigma ,𝐬([t^{},\sigma ]),l(t^{}))`$ and the corresponding $`\omega `$ by $`\omega (\sigma ,𝐬([t^{},\sigma ]),l(t^{}))`$. The existence and key properties of those functions are given by:

Proposition 2.1. Let $`l(0)H_l`$ and $`sC([0,\tau ],H_s)`$ . Then $`l(,𝐬([0,t]),l(0))C([0,\tau ],H_l)L^2([0,\tau ],H_l^1)`$, where $`H_l^1=H_lH^1`$, and $`H^1`$ is the first Sobolev space. Moreover, given two initial conditions $`l_1,l_2`$ and $`t\tau `$

$`l(t,𝐬([0,t]),l_1)l(t,𝐬([0,t]),l_2)\mathrm{exp}\left[\kappa Rt+a{\displaystyle _0^t}\omega _1^2\right]l_1l_2`$ (2.3)
where $`a=(2\pi )^2|k|^4`$ and $`\omega _1(t)=s(t)+l_1(t,𝐬([0,t]),l_1)`$. The solution also satisfies

$`l(t,𝐬([0,t]),l(0))=l(t,𝐬([\tau ,t]),l(\tau ,𝐬([0,\tau ]),l(0))).`$ (2.4)
Remark. What this Proposition shows is that the dependence of the function $`l`$ upon its initial condition $`l_i`$, $`i=1,2`$, decays exponentially in time (i.e. like the solution of the heat equation), provided $`\omega `$ is not too large, in the sense that $`_0^t\omega _1^2cRt`$, for a suitable constant $`c`$. As we will see in Section 4, this event is highly probable.

Now, if $`s=P\omega `$ with $`\omega `$ as above being the solution of (1.4) with noise $`b_\tau `$ then the $`l(𝐬)`$ constructed in the Proposition equals $`(1P)\omega `$ and the stochastic process $`s(t)`$ satisfies the reduced equation

$`ds(t)=f(t)dt+db(t)`$ (2.5)
with

$`f(t)=PF(\omega (t)).`$ (2.6)
where $`\omega (t)`$ is the function on $`C([0,t],H_s)\times H_l`$ given by

$`\omega (t)=s(t)+l(t,𝐬([0,t]),l(0)).`$ (2.7)
(2.5) has almost surely bounded paths and we have a Girsanov representation for the transition probability of the $`\omega `$-process in terms of the $`s`$-variables

$`P^t(F|\omega (0))={\displaystyle \mu _{\omega (0)}^t(d𝐬)F(\omega (t))}`$ (2.8)
with

$`\mu _{\omega (0)}^t(d𝐬)=e^{_0^t(f(\tau ),\gamma ^1(ds(\tau )\frac{_1}{^2}f(\tau )d\tau ))}\nu _{s(0)}^t(d𝐬)`$ (2.9)
where $`\nu _{s(0)}^t`$ is the Wiener measure with covariance $`\gamma `$ on paths $`𝐬=𝐬([0,t])`$ with starting point $`s(0)`$ and $`(,)`$ the $`\mathrm{}^2`$ scalar product. Define the operator $`\gamma ^1`$ in terms of its action on the Fourier coefficients:

$`(f,\gamma ^1f)={\displaystyle \underset{|k|^2N}{}}|f_k|^2\gamma _k^1.`$ (2.10)
The Girsanov representation (2.8) is convenient since the problem of a stochastic PDE has been reduced to that of a stochastic process with finite dimensional state space. The drawback is that this process has infinite memory. In the next section, I will show how to deal with this problem in a simplified situation.

## 3. A Toy Model

In order to explain the main ideas in the proof, I will consider first a ‘toy model’ and then explain the steps needed to control the full model.

Let us consider variables $`x_t[0,1]`$, $`t𝐙`$ about which a set of (consistent) conditional probability densities $`p(x_t|𝐱_{[\mathrm{},t1]})`$ is given, i.e. one is given the probability densities of the variables $`x_t`$, at time $`t`$, given a ‘past history’ $`𝐱_{[\mathrm{},t1]}`$, where we write, for $`I𝐙`$, $`𝐱_I=(x_t)_{tI}[0,1]^I`$.

Before stating precise assumptions on $`p`$, here is what one wants to prove: $`C<\mathrm{}`$, $`m>0`$ and a probability $`\overline{p}`$ on $`[0,1]`$ such that $`E[0,1]`$, $`E`$ measurable,

$`|p(x_TE|𝐱_{[\mathrm{},0]})\overline{p}(E)|Ce^{mT}`$ (3.1)
for all $`T>0`$ and all $`𝐱_{[\mathrm{},0]}`$, where

$`p(x_T|𝐱_{[\mathrm{},0]})={\displaystyle _0^1}{\displaystyle \underset{t=1}{\overset{T1}{}}}dx_t{\displaystyle \underset{t=1}{\overset{T}{}}}p(x_t|𝐱_{[1,t1]}𝐱_{[\mathrm{},0]})`$ (3.2)
and $`𝐱_{[1,t1]}𝐱_{[\mathrm{},0]}`$ denotes the obvious configuration on $`[\mathrm{},t1]`$.

Now let us state the assumptions on $`p`$ that will imply (3.1); obviously, we assume that:

$`p(x_t|𝐱_{[\mathrm{},t1]})0`$ (3.3)
and

$`{\displaystyle _0^1}𝑑x_tp(x_t|𝐱_{[\mathrm{},t1]})=1`$ (3.4)
for all $`𝐱_{[\mathrm{},t1]}`$. Moreover, we assume that $`p(|)`$ is invariant under translations of the lattice $`𝐙`$, in a natural way. The non-trivial assumptions are:

a) Let, for $`s<t2`$,

$`\delta _{s,t}(𝐱_{[s,t]})p(x_t|𝐱_{[s,t1]}\mathrm{𝟎})p(x_t|𝐱_{[s+1,t1]}\mathrm{𝟎}),`$ (3.5)
where $`𝐱_I\mathrm{𝟎}`$ denotes the configuration equal to $`x_t`$ for $`tI`$ and equal to zero elsewhere. We assume that $`C<0`$, $`m>0`$ such that $`s,t𝐙`$ as above,

$`\delta _{s,t}_{\mathrm{}}C\mathrm{exp}(m|ts|).`$ (3.6)
b) Define, for $`N1`$, the Markov chain on $`\mathrm{\Omega }=[0,1]^N`$ by the transition probability

$`P(𝐱_{[1,N]}|𝐱_{[N+1,0]})={\displaystyle \underset{t=1}{\overset{N}{}}}p(x_t|𝐱_{[tN,t1]}\mathrm{𝟎}).`$ (3.7)
We assume that this Markov chain satisfies : $`\delta >0,B\mathrm{\Omega },𝐱,𝐱^{}\mathrm{\Omega }`$,

$`P(B|𝐱)+P(B^c|𝐱^{})\delta `$ (3.8)
where $`\delta `$ is independent of $`N`$ (see however the Remark following the proof of Proposition 3.1 for a generalization).

Proposition 3.1. Under assumptions a) and b) above, (3.1) holds.

Remark 1. The techniques used here can also prove the analogue of (3.1) with $`x_T`$ replaced by $`x_{[T,TL]}`$, for any finite $`L`$, and this, in turn, allows one to associate to the system of conditional probabilities a unique probability distribution on $`[0,1]^𝐙`$ (which is called, in statistical mechanics, the Gibbs state associated to the system of conditional probabilities), but I will not go into that, because I want to give here only an elementary idea of the techniques used in . Of course, this type of results is not new (see e.g. , Lecture 12, for a similar result, applied to dynamical systems, with a somewhat different proof).

To prove the Proposition, we first use a result of Doob (, p. 197–198):

Lemma 3.1 For the Markov chain defined in b) above, there exists a probability distribution $`P`$ on $`\mathrm{\Omega }`$ such that $`𝐱\mathrm{\Omega }`$, $`B\mathrm{\Omega }`$, $`n1`$,

$`|P^n(B|𝐱)P(B)|(1\delta )^n.`$ (3.9)
Proof. Let $`\overline{P}(B,n)=sup_𝐱P^n(B|𝐱)`$ and $`\underset{¯}{P}(B,n)=inf_𝐱P^n(B|𝐱)`$. It is easy to see that $`\overline{P}(B,n)`$ is decreasing in $`n`$, while $`\underset{¯}{P}(B,n)`$ is increasing in $`n`$. Thus, it is sufficient to prove the bound (3.9) for the difference $`|\overline{P}(B,n)\underset{¯}{P}(B,n)|`$ and, for that, we shall prove:

$`0\overline{P}(B,n+1)\underset{¯}{P}(B,n+1)(1\delta )(\overline{P}(B,n)\underset{¯}{P}(B,n)).`$ (3.10)
Since $`\overline{P}(B,n)\underset{¯}{P}(B,n)1`$, (3.9) follows.

Define a signed measure on subsets of $`\mathrm{\Omega }`$:

$`\mathrm{\Psi }_{𝐱,𝐱^{}}(E)=P(E|𝐱)P(E|𝐱^{})`$ (3.11)
and let $`S^+`$ (resp. $`S^{}`$) denote the set where $`\mathrm{\Psi }_{𝐱,𝐱^{}}(E)0`$ for $`ES^+`$ (resp. $`0`$).

We have:

$`\overline{P}(B,n+1)\underset{¯}{P}(B,n+1)=\underset{𝐱,𝐱^{}}{sup}{\displaystyle [P(d𝐱^{\prime \prime }|𝐱)P(d𝐱^{\prime \prime }|𝐱^{})]P^n(B|𝐱^{\prime \prime })}`$ (3.12)
$`=`$ $`\underset{𝐱,𝐱^{}}{sup}{\displaystyle \mathrm{\Psi }_{𝐱,𝐱^{}}(d𝐱^{\prime \prime })P^n(B|𝐱^{\prime \prime })}`$
$``$ $`\underset{𝐱,𝐱^{}}{sup}(\mathrm{\Psi }_{𝐱,𝐱^{}}(S^+)\overline{P}(B,n)+\mathrm{\Psi }_{𝐱,𝐱^{}}(S^{})\underset{¯}{P}(B,n)).`$
By definition, $`\mathrm{\Psi }_{𝐱,𝐱^{}}(S^{})=\mathrm{\Psi }_{𝐱,𝐱^{}}(S^+)`$, so that

$$\mathrm{\Psi }_{𝐱,𝐱^{}}(S^+)\overline{P}(B,n)+\mathrm{\Psi }_{𝐱,𝐱^{}}(S^{})\underset{¯}{P}(B,n)=\mathrm{\Psi }_{𝐱,𝐱^{}}(S^+)(\overline{P}(B,n)\underset{¯}{P}(B,n)).$$

Also, for any set $`E\mathrm{\Omega }`$, (3.8) implies

$$\mathrm{\Psi }_{𝐱,𝐱^{}}(E)=1(P(E^c|𝐱)+P(E|𝐱^{}))1\delta .$$

Applying this to $`E=S^+`$ in (3.12) implies (3.10).

Remark 2. We shall use this Lemma under the following form:

$`{\displaystyle _\mathrm{\Omega }}d𝐱|P^n(𝐱|𝐱^{})P(𝐱)|2(1\delta )^n`$ (3.13)
for all $`𝐱^{}\mathrm{\Omega }`$; this follows by applying (3.9) separately to the sets where the integrand is positive and negative.

Now, let us turn to the

Proof of Proposition 3.1.

We write each factor in (3.2) as

$`p(x_t|𝐱_{[\mathrm{},t1]})=p(x_t|𝐱_{[tN,t1]}\mathrm{𝟎})+{\displaystyle \underset{|st|>N}{}}\delta _{s,t}(𝐱_{[s,t]}),`$ (3.14)
where $`N`$ is an integer to be chosen later. Insert this in the product in (3.2), and expand: we get

$`p(x_T|𝐱_{[\mathrm{},0]})={\displaystyle \underset{I[1,T]}{}}{\displaystyle \underset{𝐬}{}}{\displaystyle \underset{t=1}{\overset{T1}{}}dx_t\underset{tI}{}\delta _{s,t}(𝐱_{[s,t]})\underset{tI}{}p(x_t|𝐱_{[tN,t1]}\mathrm{𝟎})},`$ (3.15)
where the sum over subsets $`I`$ corresponds to the choice in (3.14) between the first term and the sum, while the sum over $`𝐬=(s_t)_{tI}`$ corresponds to the possible choices of a term in that sum.

Now, let $`\overline{I}={\displaystyle \underset{tI}{}}[s_t,t]`$ and let

$`[1,T]\backslash \overline{I}={\displaystyle \underset{i}{}}J_i{\displaystyle \underset{\alpha }{}}I_\alpha ,`$ (3.16)
where each $`J_i`$ is a union of intervals of length $`N`$, containing at least two such intervals, and each $`I_\alpha `$ is an interval of length less than $`2N`$ between two connected intervals in $`\overline{I}`$ or an interval of length less than $`N`$ between an interval in $`\overline{I}`$ and an interval $`J_i`$. The reason for these definitions is that, in the RHS of (3.15), the only functions depending on $`x_s`$, with $`s`$ in the complement of $`\overline{I}`$, are the factors $`p(x_t|𝐱_{[tN,t1]})`$, so that, by integrating over these variables, one can obtain the transition probabilities of the Markov chain defined in condition b) above. For that, we need intervals of length at least $`2N`$, which are the $`J_i`$’s, while the intervals $`I_\alpha `$’s simply cover the leftover sites.

Since the model here is translation invariant, let us fix one interval $`J_i=J`$, and write it as a union of disjoint intervals of length $`N`$: $`J={\displaystyle \underset{l=0}{\overset{n}{}}}K_l`$ with $`K_l=[t+1+lN,t+(l+1)N]`$.

We have, by definition (3.7) of the transition probability $`P`$:

$`{\displaystyle \underset{l=1}{\overset{n1}{}}d𝐱_{K_l}\underset{l=1}{\overset{n}{}}\underset{tK_l}{}(p(x_t|𝐱_{[tN,t1]}\mathrm{𝟎}))}=P^n(𝐱_{K_n}|𝐱_{K_0}).`$ (3.17)
Now write this as

$`P^n(𝐱_{K_n}|𝐱_{K_0})P(𝐱_{K_n})+P(𝐱_{K_n}),`$ (3.18)
where $`P`$ is defined by (3.9). Apply this to each interval $`J_i`$ in (3.16), with $`n`$ replaced by $`n_i=\frac{|J_i|}{N}1`$. Insert that identity in (3.15) for each $`J_i`$ and expand the corresponding product over $`i`$ of $`A_i+B_i`$, where $`A=P^n(𝐱_{K_n}|𝐱_{K_0})P(𝐱_{K_n})`$ and $`B=P(𝐱_{K_n})`$.

For $`E`$ as in (3.1), integrate over $`E`$ each term in the resulting expansion, and write

$`p(x_TE|𝐱_{[\mathrm{},0]})=Q+R,`$ (3.19)
where $`Q`$ collects all the terms in the resulting sum where at least one factor $`P(𝐱_{K_{n_i}})`$ appears and $`R`$ all the rest. Now, the presence of one such factor $`P`$ ‘decouples’ $`x_T`$ from the initial conditions $`𝐱_{[\mathrm{},0]}`$, in the sense that, if we consider the difference

$`p(x_TE|𝐱_{[\mathrm{},0]})p(x_TE|𝐱_{[\mathrm{},0]}^{}),`$ (3.20)
for two different past histories, then the $`Q`$ sums are equal and only the $`R`$ sums contribute to the difference. Indeed, fix a $`K_{n_i}`$ and consider all the terms in our expansions where the factor $`P(𝐱_{K_{n_i}})`$ appears; let $`t_0`$ be the last time before the interval $`K_{n_i}`$. By construction, in all the terms under consideration, all the functions that depend on $`x_t`$, for $`t>t_0`$ do not depend on the variables $`x_t`$, for $`tt_0`$. So, if we resum, in the expansion, all the terms depending on the variables $`x_t`$, for $`tt_0`$, we obtain, for the two terms in (3.20), $`p(x_{t_0}|𝐱_{[\mathrm{},0]})`$, and $`p(x_{t_0}|𝐱_{[\mathrm{},0]}^{})`$ (we simply use (3.15) read from right to left, with $`T`$ replaced by $`t_0`$). But performing in (3.2) the integral over $`x_{t_0}`$ gives $`1`$ in both cases, which shows that the difference between the respective sums cancel.

So, if we show that, $`C<\mathrm{},m>0`$ such that

$`|R|Ce^{mT},`$ (3.21)
$`𝐱_{[\mathrm{},0]}`$, we obtain that the absolute value of (3.20) is exponentially small and, from that, (3.1) easily follows.

Using the bound (3.6) on $`\delta _{s,t}`$ and (3.13) on

$`{\displaystyle _\mathrm{\Omega }}{\displaystyle \underset{tK_n}{}}dx_t|P^n(𝐱_{K_n}|𝐱_{K_0})P(𝐱_{K_n})|,`$ (3.22)
and the fact that, by (3.4) and $`x_t[0,1]`$, all the integrals are bounded by $`1`$, , we get:

$`|R|{\displaystyle \underset{I}{}}{\displaystyle \underset{𝐬}{}}{\displaystyle \underset{tI}{}}(Ce^{m|ts_t|}){\displaystyle \underset{i}{}}(2(1\delta )^{n_i}),`$ (3.23)
where the second product runs over the intervals $`J_i`$ in (3.16), and where $`n_i=\frac{|J_i|}{N}1`$. Note that the length of each $`I_\alpha `$ in (3.16) is less than $`2N`$ and, since such intervals are always adjacent to a connected component of $`\overline{I}`$ (unless $`I=\mathrm{}`$, in which case this number is at most $`2`$), the number of intervals $`I_\alpha `$ is less than $`2|I|+2`$; the same bound holds for the number of intervals $`J_i`$ in (3.16) (in fact, a better bound holds here, but we won’t use it). So, we have:

$`{\displaystyle \underset{i}{}}n_i{\displaystyle \underset{i}{}}{\displaystyle \frac{|J_i|}{N}}(2|I|+2){\displaystyle \frac{(T|\overline{I}|)}{N}}c|I|2,`$ (3.24)
for some number $`c`$, where, in the second inequality, we use $`|I_\alpha |2N`$ and (3.16).

Using this, we can, by changing the constant $`C`$, bound (3.23) by:

$`C{\displaystyle \underset{I}{}}{\displaystyle \underset{𝐬}{}}{\displaystyle \underset{tI}{}}e^{m|ts_t|}C^{|I|}(1\delta )^{(T|\overline{I}|)/N}`$ (3.25)
Since by definition of $`\overline{I}`$, $`{\displaystyle \underset{tI}{}}|ts_t||\overline{I}|`$, we can, by considering separately the terms where $`|\overline{I}|\frac{T}{2}`$, and those where $`|\overline{I}|>\frac{T}{2}`$, bound the sum in (3.25) by

$`Ce^{\stackrel{~}{m}T}{\displaystyle \underset{I}{}}{\displaystyle \underset{𝐬}{}}{\displaystyle \underset{tI}{}}e^{\frac{m}{2}|ts_t|}C^{|I|}`$ (3.26)
where

$`\stackrel{~}{m}=\mathrm{min}({\displaystyle \frac{m}{4}},{\displaystyle \frac{\mathrm{ln}(1\delta )}{2N}}).`$ (3.27)
Now, choose $`N`$ so that

$`{\displaystyle \underset{|ts|>N}{}}e^{\frac{m}{2}|ts|}\eta ,`$ (3.28)
with

$`(1+C\eta )e^{\stackrel{~}{m}/2},`$ (3.29)
which is possible since, from (3.28) we see that, for large $`N`$, $`\eta =\mathrm{exp}(𝒪(N))`$ while, from (3.27), $`\stackrel{~}{m}=𝒪(N^1)`$.

We use (3.28) to control the sum over each $`s_t`$ in (3.26), and we get

$`(\text{3.26})Ce^{\stackrel{~}{m}T}{\displaystyle \underset{I[1,T]}{}}(C\eta )^{|I|}C(1+C\eta )^Te^{\stackrel{~}{m}T}`$ (3.30)
and, using (3.29), we get (3.21) with $`m=\frac{\stackrel{~}{m}}{2}`$.

This completes the proof of Proposition 3.1.

Remark 3. By considering (3.27, 3.28, 3.29), we see that one can extend the proof to a situation where $`\delta `$ in (3.8) depends on $`N`$, as long as $`\delta \mathrm{exp}(cN)`$ for a constant $`c`$ small enough.

Now, let us turn to the real model, and make a list of the difficulties not present in the toy model. The first one is that time is continuous rather than discrete, but that is a minor problem. We can easily introduce a discretization of time. A more serious problem is that one deals with what are called “unbounded spins” in statistical mechanics or what is also known as a “large field problem”, namely the variables $`s(\tau )`$ in (2.9), which play a role similar to the variables $`x_t`$ here, take value in $`𝐑^N`$ rather than $`[0,1]`$ (actually, if we consider the variable $`s`$ over a unit time interval, they take values in a space of functions from that interval into $`𝐑^N`$). And, what really causes a problem, is the fact that the bounds (3.6), (3.8) do not hold when the variables $`s`$ take large values. However, as we shall see in the next section, this is unprobable. Thus, before doing an expansion as in (3.15, 3.18), we must first distinguish between time intervals where the $`s`$ variables are large and those where they are small. Then, putting aside lots of technicalities, we perform the expansion (3.15) in the latter intervals and use estimates like (4.2) below to control the sum over the intervals where $`\omega `$ is large.

Finally, there is an additional difficulty coming from the fact that the definition of the probabilities here involve a Girsanov representation. In statistical mechanics, one usually deals with situations where the probabilities (3.3) can be written as:

$`p(x_t|𝐱_{[\mathrm{},t1]})=\mathrm{exp}({\displaystyle \underset{tI}{}}\varphi _I(x_I)),`$ (3.31)
where the $`\{\varphi _I\}`$’s represent “many body interactions’ (suitably normalized so that (3.4) holds) and the sum runs over intervals $`I𝐙`$ whose last point is $`t`$. Then, a bound of the form

$`\varphi _I_{\mathrm{}}C\mathrm{exp}(m|I|),`$ (3.32)
with $`C<\mathrm{}`$, $`m>0`$, is enough to obtain (3.6) and (3.8). But here the probabilities are not of that form, because of the stochastic integral $`_0^tf(\tau )\gamma ^1𝑑s(\tau )`$ in (2.9).

## 4. A priori estimates on the transition probabilities

The memory in the process (2.5) is coming from the dependence of the solution of (2.2) on its initial conditions. By Proposition 2.1, the dependence is weak if $`_0^t\omega ^2`$ is less than $`cRt`$ for a suitable $`c`$. It is convenient to define, for each unit interval $`[n1,n]𝐧`$, a quantity measuring the size of $`\omega `$ on that interval by:

$`D_n={\displaystyle \frac{_1}{^2}}\underset{t𝐧}{sup}\omega (t)^2+{\displaystyle _𝐧}\omega (t)^2𝑑t.`$ (4.1)
The following Proposition bounds the probability of the unlikely event that we are interested in:

Proposition 4.1. There exist constants $`c>0`$, $`c^{}<\mathrm{}`$, $`\beta _0<\mathrm{}`$, such that for all $`t,t^{}`$, $`1t<t^{}`$ and all $`\beta \beta _0`$,

$`P\left({\displaystyle \underset{n=t}{\overset{t^{}1}{}}}D_n(\omega )\beta R|t^{}t||\omega (0)\right)\mathrm{exp}({\displaystyle \frac{_1}{^R}}c^{}e^t\omega (0)^2)\mathrm{exp}(c\beta |t^{}t|).`$ (4.2)
Remark 1. This means that the probability that $`\omega `$ is large over an interval of time decays exponentially with the length of that interval, provided that $`\omega (0)`$ is not too large. And, if $`\omega (0)^2`$ is of order $`K`$, $`D_n(\omega )`$ will be, with large probability, of order $`R`$ after a time of order $`\mathrm{log}K`$.

The main idea in the proof is a probabilistic analogue of the so-called enstrophy balance: in the deterministic case, using integration by parts and $`u=0`$, on derives from (1.3) with $`db=0`$, the identity:

$$\frac{1}{2}\frac{d}{dt}\omega ^2=\omega ^2,$$

which implies that the enstrophy ($`\omega ^2`$) decreases in time. This basic property of equation (1.3) makes the proof of the following Lemma rather simple.

Lemma 4.1. For all $`\omega (0)L^2`$, and all $`t0`$,

$`E\left[e^{\frac{_1}{^{4R}}\omega (t)^2}|\omega (0)\right]3e^{\frac{_1}{^{4R}}e^t\omega (0)^2},`$ (4.3)
and

$`P(\omega (t)^2D|\omega (0))3e^{\frac{D}{4R}}e^{\frac{_1}{^{4R}}e^t\omega (0)^2}.`$ (4.4)
Proof. Let $`x(\tau )=\lambda (\tau )\omega (\tau )^2=\lambda (\tau )_k|\omega _k|^2`$ for $`0\tau t`$. Then by Ito’s formula (remember that, by (1.6), $`_k\gamma _k=R`$ and thus $`\gamma _kR`$, $`k`$):

$`{\displaystyle \frac{_d}{^{d\tau }}}E[e^x]`$ $`=`$ $`E[(\dot{\lambda }\lambda ^1x2\lambda {\displaystyle \underset{k}{}}k^2|\omega _k|^2+\lambda {\displaystyle \underset{k}{}}\gamma _k+2\lambda ^2{\displaystyle \underset{k}{}}\gamma _k|\omega _k|^2)e^x]`$ (4.5)
$``$ $`E[((\dot{\lambda }\lambda ^12+2\lambda R)x+\lambda R)e^x],`$
where $`E`$ denotes the conditional expectation, given $`\omega (0)`$, and where we used the Navier-Stokes equation (1.3), $`|k|1`$ for $`\omega _k0`$, and the fact that the nonlinear term does not contribute (using integration by parts and $`u=0`$). Take now $`\lambda (\tau )=\frac{_1}{^{4R}}e^{(\tau t)}`$ so that $`\lambda \frac{_1}{^{4R}}`$, $`\dot{\lambda }\lambda ^1=1`$, $`\dot{\lambda }\lambda ^12+2\lambda R\frac{1}{2}`$ and $`\lambda R\frac{1}{4}`$. So,

$`{\displaystyle \frac{_d}{^{d\tau }}}E[e^x]E[({\displaystyle \frac{1}{4}}{\displaystyle \frac{1}{2}}x)e^x]{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{4}}E[e^x],`$
where the last inequality follows by using $`(12x)e^x2e^x`$. Thus, Gronwall’s inequality implies that:

$`E[e^{x(\tau )}]e^{\frac{\tau }{4}}e^{x(0)}+23e^{x(0)},`$
i.e., using the definition of $`\lambda (\tau )`$,

$`E\left[\mathrm{exp}({\displaystyle \frac{e^{\tau t}}{4R}}\omega (\tau )^2)\right]3\mathrm{exp}({\displaystyle \frac{e^t\omega (0)^2}{4R}}).`$
This proves (4.3) by putting $`\tau =t`$; (4.4) follows from (4.3) by Chebychev’s inequality.

Since the $`D_n`$ in (4.2) is the supremum over unit time intervals of

$`D_t(\omega )={\displaystyle \frac{1}{2}}\omega (t)^2+{\displaystyle _{n1}^t}\omega ^2𝑑\tau n1tn,`$ (4.6)
which does not involve only $`\omega (t)^2`$, we need to control also the evolution of $`D_t(\omega )`$ over a unit time interval, taken, for now, to be $`[0,1]`$. From the Navier-Stokes equation (1.3) and Ito’s formula, we obtain

$`D_t(\omega )=D_0(\omega )+Rt+{\displaystyle _0^t}(\omega ,db)`$ (4.7)
(since the nonlinear term does not contribute, as in (4.5)).

Our basic estimate is:

Lemma 4.2. There exist $`C<\mathrm{}`$, $`c>0`$ such that, $`A3D_0(\omega )`$

$`P(\underset{t[0,1]}{sup}D_t(\omega )A|\omega (0))C\mathrm{exp}({\displaystyle \frac{_{cA}}{^R}}).`$ (4.8)
Remark 2. While the previous Lemma showed that $`\omega (t)^2`$ tends to decrease as long as it is larger than $`𝒪(R)`$, this Lemma shows that, in a unit interval, $`D_t(\omega )`$ does not increase too much relative to $`D_0(\omega )=\frac{1}{2}\omega (0)^2`$. Thus, by combining these two Lemmas, we see that $`D_n(\omega )=\underset{t[n1,n]}{sup}D_t(\omega )`$ is, with large probability, less than $`\omega (0)^2`$, when the latter is larger than $`𝒪(R)`$, at least for $`nn_0`$ not too small. Thus, it is unlikely that $`D_n(\omega )`$ remains much larger than $`R`$ over some interval of (integer) times, and this is the basis of the proof of Proposition 4.1.

Without entering into details, here are the main ideas in the proof of (4.8). From (4.7), we see that it is enough to get an upper bound on

$`P\left(\underset{t[0,1]}{sup}|{\displaystyle _0^t}(\omega ,db)|(AD_0R)|\omega (0)\right).`$ (4.9)
We use (see  for more details) Doob’s inequality (see e.g., p.24), to reduce the control over the supremum over $`t`$ to estimates on $`|_0^1(\omega ,db)|`$. Letting $`E`$ denote the conditional expectation, given $`\omega (0)`$. and using Novikov’s bound (see e.g. the proof of Lemma 5.2 below), we get

$`E(e^{\pm \epsilon _0^1(\omega ,db)})\left(E(e^{2\epsilon ^2_0^1𝑑\tau (\omega (\tau ),\gamma \omega (\tau ))})\right)^{1/2}`$ (4.10)
$``$ $`\left({\displaystyle _0^1}𝑑\tau E(e^{2\epsilon ^2(\omega (\tau ),\gamma \omega (\tau ))})\right)^{1/2}\left({\displaystyle _0^1}𝑑\tau E(e^{2\epsilon ^2R\omega (\tau )^2})\right)^{1/2}`$
where the last two inequalities follow from Jensen’s inequality, applied to $`e^{2\epsilon ^2_0^1𝑑\tau (\omega (\tau ),\gamma \omega (\tau ))}`$, and from $`\gamma _kR`$ (see (1.6)). Now, choosing $`\epsilon `$ so that $`2\epsilon ^2R=\frac{1}{4R}`$, i.e. $`\epsilon =\frac{1}{\sqrt{8}R}`$, we can use (4.4) to bound the RHS of (4.10). Combining this with Chebychev’s inequality gives bounds on (4.9).

## 5. Decoupling estimates

In this section, I shall give a very brief sketch of the ideas used to prove the analogue of assumptions (3.6) and (3.8) of section 3 in the present setting, at least in the probable regions where $`\omega `$ is small. The main point is to understand the analogue of the bound (3.32), which expresses the exponential decay of interactions. What plays the role of the right hand side of (3.31) is, see (2.9):

$`g_te^{_{t1}^t(f(\tau ),\gamma ^1(ds(\tau )\frac{_1}{^2}f(\tau )d\tau ))}`$ (5.1)
where, for simplicity, I consider a unit time interval $`[t1,t]`$. We want to show that this depends weakly on the past; so consider two functions $`g_1`$, $`g_2`$, defined in terms of two functions $`f_1`$, $`f_2`$, themselves defined through different $`l_1`$ and $`l_2`$ (see (2.6, 2.7)). And, by analogy with what we did in section 3, we choose $`l_1=l(t,𝐬([0,t]),l(0)=0)`$, $`l_2=l(t,𝐬([1,t]),l(1)=0)`$, i.e. we set the large $`k`$ modes equal to zero at different times ($`0`$ or $`1`$). Using (2.4), we see that $`l_1=l(t,𝐬([1,t]),l_1(1))`$, with $`l_1(1)=l_1(1,𝐬([0,1]),l(0)=0)`$, so that we have, at time $`t=1`$, two initial conditions, $`l_1(1)`$, $`l_2(1)=0`$, with $`l_1(1)l_2(1)=l_1(1)`$ of order one, if $`\omega `$ is small in the interval $`[0,1]`$.

Now, if $`g_t`$ depends weakly on the past, it should mean that, for large $`t`$, $`g_1`$ and $`g_2`$ are, in some sense, exponentially close. To measure the difference, write:

$`g_1g_2=(1{\displaystyle \frac{g_2}{g_1}})g_1(1H)g_1,`$ (5.2)
which will be convenient, since we deal with unbounded variables for which sup norm estimates like in (3.32) are not available. Explicitly:

$`H=e^{_{t1}^t(\delta f(t),\gamma ^1(ds(t)f_1(t)dt))\frac{_1}{^2}_{t1}^t(\delta f(t),\gamma ^1\delta f(t))𝑑t}`$ (5.3)
where $`\delta f=f_2f_1`$. What we want to show is that $`1H`$ is, in a suitable sense, small.

The next Lemma gives a bound on $`\delta f`$ in terms of $`\delta l`$, and $`\omega `$; $`\delta l`$ is controlled by Proposition 2.1, provided that $`\omega `$ is small, in the sense discussed in section 4, in which case $`\omega `$ is also controlled, using $`sup_{t𝐧}\omega (t)(2D_n)^{\frac{_1}{^2}}`$.

Lemma 5.1. Let $`f(\omega )=PF(\omega )`$ and $`\omega =s+l`$, $`\omega ^{}=s+l^{}`$. Then,

$`\delta f=f(\omega )f(\omega ^{})C(R)(2\omega \delta l+\delta l^2)`$ (5.4)
with $`\delta l=ll^{}`$ and $`C(R)`$ a constant depending on the parameter $`R`$ (see (1.6)).

Proof. We have

$`|f_k(\omega )f_k(\omega ^{})|{\displaystyle \underset{p}{}}|\omega _{kp}\omega _p\omega _{\kappa p}^{}\omega _p^{}|{\displaystyle \frac{|k|}{|p|}}`$
which, since $`|k|\sqrt{\kappa R}`$ is bounded by

$`\sqrt{\kappa R}{\displaystyle \underset{p}{}}|s_{kp}\delta l_p+s_p\delta l_{kp}+l_pl_{kp}l_p^{}l_{kp}^{}|.`$ (5.5)
Writing $`l_pl_{kp}l_p^{}l_{kp}^{}=l_p\delta l_{kp}+l_{kp}\delta l_p\delta l_p\delta l_{kp}`$ and using Schwarz’ inequality, we get

$`(\text{5.5})\sqrt{\kappa R}(2\omega \delta l+\delta l^2)`$
which proves (5.4), since $`f_k0`$ only for $`k\kappa R`$, so that the sum in the $`L^2`$ norm $`\delta f`$ runs over $`C(R)`$ terms.

This Lemma would be enough to control $`(1H)`$ if we had only in (5.3) the factor $`e^{\frac{_1}{^2}_{t1}^t(\delta f(t),\gamma ^1\delta f(t))𝑑t}`$, which involves only ordinary integrals.

To control the stochastic integral, it is convenient to undo the Girsanov transformation, i.e. to change variables from $`s`$ back to $`b`$. Let $`E`$ denote the expectation with respect to the Brownian motion $`b`$ with covariance $`\gamma `$ on the time interval $`[t1,t]`$. We get, using (2.5):

$`H=e^{_{t1}^t(\delta f(t),\gamma ^1db(t))\frac{_1}{^2}_{t1}^t(\delta f(t),\gamma ^1\delta f(t))𝑑t}.`$ (5.6)
Write now $`(1H)^2=12H+H^2`$; to give a flavour of the estimates, let us see how one could show that the expectation with respect to $`E`$ of $`2H+H^2`$is close to $`1`$, i.e. that the expectation of $`(1H)^2`$ is close to zero. One can rather easily bound from below the expectation of $`H`$, using Jensen’s inequality; to get an upper bound on the expectation of $`H^2`$, one uses:

Lemma 5.2. Let $`\zeta (t)C([0,1],H_s)`$ be progressively measurable. Then

$`Ee^{_0^1(\zeta ,\gamma ^1db)+\lambda _0^1(\zeta ,\gamma ^1\zeta )𝑑t}e^{2(1+\lambda )\zeta ^2\rho ^1}`$ (5.7)
where $`\zeta =sup_\tau \zeta (\tau )_2`$.

Proof. This is just a Novikov bound: we bound the LHS, using Schwarz’ inequality, by

$$(Ee^{_0^1(2\zeta ,\gamma ^1db)2_0^1(\zeta ,\gamma ^1\zeta dt)})^{\frac{_1}{^2}}(Ee^{2(1+\lambda )_0^1(\zeta ,\gamma ^1\zeta )𝑑t})^{\frac{_1}{^2}}$$

and note that the expression inside the first square root is the expectation of a martingale and equals one.

We can then apply this Lemma to $`\zeta =2\delta f`$, $`\lambda =\frac{1}{4}`$, replacing $`[0,1]`$ by $`[t1,t]`$, and use the estimates coming from Lemma 5.1 and Proposition 2.1 to show that the RHS of (5.7) is exponentially close to $`1`$, for $`t`$ large. This gives a rough idea of why the “interactions” here are exponentially decaying, but it must be said that the full story is far more complicated and I refer to reader to  for more details.

Acknowledgments.

I wish to thank my coauthors, Antti Kupiainen and Raphael Lefevere without whom this work would not have been possible. This work was supported in part by ESF/PRODYN.