MIT Document Services Room 4-0551 77 Massachusetts Avenue Cambridge, MA 02139 ph: 617/253-5668 1fx: 617/253-1690 email: docs @mit.edu http://libraries. mit.edu/docs DISCLAIMER OF QUALITY Due to the condition of the original material, there are unavoidable flaws in this reproduction. We have made every effort to provide you with the best copy available. If you are dissatisfied with this product and find it unusable, please contact Document Services as soon as possible. Thank you. August 1988 LIDS-P- 1807 LATTICE APPROXIMATION IN THE STOCHASTIC QUANTIZATION OF (04)2 FIELDS 1 by Vivek S. Borkar Sanjoy K. Mitter 1The research of the second author was supported in part by the U.S. Army Research Office, Contract No. DAAL03-86-K-0171 (Center for Intelligent Control Systems, M.I.T.), and the Air Force Office of Scientific Research AFOSR-850227. -c-f-- St 5" , ; +0t zher_-:! 'V e .,! Z-Z -sre rie_ to appear in Proceedings, Meezing on Stochastic Partial Differential Eauations and Applications II, Trento, Italy, 2/88. LATTICE APPROXLMATION IN. .THE-STOCHASTIC 1 _ELDS QUANT.IZATIONOd-0,5.( .4-),-.-F Vivek S. Borkar Institute for Fundamental Research P. 0. Box 1234, Bangalore, India Tata (TIFR) Sanjoy K. Mitter Department of Electrical Engineering and Computer Science Laboratory for Information and Decision Systems (LIDS) Center for !ntellicent Control Systems - 'MassachusettsInstitute of Technology Canridce, MA. 02139 U.S.A. - -I. INTRODUCTION The Parisi-Wu program of.stochastic cquantization struction of a carried out for a K.K.itter in proves - finite volume [6]. These (eC4) related limit This program was measure by G. imi_ theorem. theorem, viz., that rigorously Jona-Lasinio and results .aere extended in a finite to infinite volume is to prove a involves con- stochastic process which has a prescribed Euclidean cuan--- turn field measure as its invariant measure. P. [8] [2], The of the which also aim of tis note finite dimensi- onal processes obtained by stochastic cuantization of the lattice fields to their continuum limit, __ The proof imitates that i.e., the (c:) 2 of the limit theorem of though the technical details differ. Note process [2] that of [2], (c&) 2 [6]. in broad terms, this limit theorem can also be construed as an alternative construction of the (¢) process - in finite vol-,me. The next section recalls the fi ite volue (4) =rocess. Section 2 ____ IT srumzarizes the relevant facts the (Y4) field from Sections 9.5 aSut the lattice approxim ation to and 9.6 of [4]. Section IV proves the lim.it theorem. -- iT:e research of the second author was suoore=in- -art -y the U.S. Army Research Office, Contract NO. A.__LDo3-86-K-0!17 (Center for Intelliaent Control Systems, assa cuse_-s Institu-e of Technology), and-by the AFrorce O0f of Scie-fi=Rescarch, Contract o. AFOSR-85-0227. -- II. THE PROCESS- (~4) 2 2 2 Let ICR be a fi i-teb-rectangte,-whichirfor simplicity, we take to be the unit cube 3 x = (xeS (x- [0-J<L:, 1 2 1 :xnt:¢e]j .hLet A denote - K J -byth&Ebasis ek (x) = 2 kk, 2 2 k) = n7r, 2' + k2. Fcr aR, 1 (k2)' = n> 1, let H 2 denote the Hilbert space obtained by completing ,.& to the inner product < f-, g > the Dirichlet 2- Laslace oyerator on A. is diagoal 'd sin (kx-) sin (k x), x= (x, X), k3 = 11 22 1 2 i = 1, 2 . In fact, -A e= k 2 where k-k 2 -D (A) with respec -- <f, ek> <g, ek> _k3 _. where < ,-> is the L scalar product. Topologize Q=UHa by the countable: _,family of semi.ntor~s 11*n= <'. > ani- Q'=UHvia duality. Let C = 1)- (-A + C(-, -) its integral kernel, C" its a-th " operator power, and pC the centered Gaussian measure cn 'H with covariance C [2], [6]. Let denote the Wick ordering with respect to C (see [4], Ch. 38 for a definition). The (¢4) measure on HP- is ,^~9~~~~~~~~~~~ -'~~~~2 2 -defined by cdu = ex (- j ( -exp dx) I / Z 2.1 -,_ where Z = e dx) d& J <00 See [4], Section 8.6, for details. Le. 0-<s <1 and Brovmnian motions. W(t) = L (-), ks3, a collection of^ ide=eeden- standard Define (k-) This defines an H k - 1 -(- > -)/2t -valued Wiener process with covariance C2- C [2, [6] The ecuation d¢(t) (C_-) - - + C(t).)+ with init-i l law B can be shown to hav tion_ as. az. H.-- v-=lue- -process, defi.ini -(4) process. 2S See !12], [6] for details. dt a dW(t) nie an erodc ta a-e na-y w =process -- called [2.2] - . so u- -- th_ . . r-- .-en - - - tex: ot sezon - 3 : azna succeeancr- pe: 'i here. .. c2 l;eEve a__:Iorr.: s-me..Sie tr, . mc.rc-s ;'_- 1III. LATTICE APPROXIMATION 2 Let A = {2- n, n l}- and pick-6cA. The finite lattice A. with spacing *naier!ne=---r^s m.o-r.,n-. 6=2 6 is defined as follows:, 'Let6Z { zzcZ '2rA, intA-int fl 6 2 , 2 3--A= BAf)6Z = int-A -UBA= Arl 6Z2 .2 , (int A.)-is the Hilbert space with inner product : <f,f> intA lfxEl , xcint A6 6 2 (A6) _ viewed as a subspace of - in direction a by 6' (6, af) £2(6Z 2 ), define the forward gradient On (x)= 6 'ff(x+du a ) -f(x) ] unit vector in the a -th direction for a= 1,2. is the The backward gradient 2 a, where va is its adjoint with respect to the Z2 (6Z ) inner product. * . - Let -LA6= a 6,11 6,1 + 6,2 a,2 6,2' Then )f ( 62 (-4f(x) + (x) = 6 where the summation is over the nearest neighbours of x. £2(6Z -projection 2 ) -[2(int A6). _ f(y) Let n be the The Dirichlet difference Laplacian LA 0 is defined as T AI and agrees with A6 on int A. 6 Choose as a basis on Q 6 {= (x) = (x)lxE int A., (int A6 ) k = -_Lemma 3.1 ([4], p. 221) {e ,,2 ... the (6-1-1)2 functions ,(6o1 -1)r; a =1,2. diagonalize -Ao with i=l Also, <, k -Lemma 3.2 ding- of-- > -{'int ([4], p. 222) (int At) 2 =1 if k= 0 L 2 , =0 otherwise 6n The map io e + defines an isometic- i.ed- (A). Let HO be the projection operator on L (A) which truncates the 0 2 Fourier series at k /r = 6' , so that T_, I6 ek = > =k= (k.1 .k) 2 1)< - a°<ek < where o6-l, - dE enotes the i=1,2.- (t ) o 0 2 0 via the above isometry, i.e., let consider C. (resp.left) is -- 2 wich when restricted to the latt ce LeITma 3.3 - Mcreover, ([4], supD- pp. 222-224) C C6 -~~~~~ C (x(6 H( where C - zoints ni- on £2 (int <r(O ) _' -. L (A), the right_ - Con an operator onL9 (A) - i we can , its kernel ' --e matrix entries of CO as an ocerator o - - 0- 6 - sum=_ation over (-nt A.) as a:n oper-_r i ey) ' (' i- Then 2 acts on £2 (int.)(resp.L (.').As C"(x,y) - 62) t A 6 , coinci es with . A.). 0 as operators for at<(r < (2p ',1). o on L (A), -' --- e=;n text ot seon= ania suzc=eeo;ng pae--s nerr. .o t ive r-' a-::ton' If ~ is a Gaussian field with covariance C, x 2 maaro;n- IrsE :he tr.me. (i) 6(x) (x) for i= C i int A 6 defines a Gaussian lattice field with covariance C The field 0. real.lizedby a.Gaussian measure on L (Rlintisl) can b &1 -- Explicitly, letting x d-eno-te+-he.Lebesgue Ij?int A i, R int A6, the above-measure- is given by 15 1 int . m!-2!2 *Xr-n-aqS 2 measure on A I d86 (x). x This is the lattice analog of PC ,now be defined as follows: -: (f) 62 Define for f s : 0^(,) The lattice analog p6 (int A), £2 f(x)- A XXint The lattice analog of p can O is given by This7 defines an L (Anvalued Wiener process with covariance Cf 0 Brownian motions. For O <s <1, define B (t) = 62 C& (X +1) (l-s)/2 Bk(t) ek(*) The £., t >0.- analog -6 of [2.2] lattice case is = 1 in the 4 (x): (1))dp8C Forhere the operators act on L (f).b (e) is viewed here as an L (a)d-valued 2 0 2 .ocess. Hoeve, leting e (t) = °- 6k(t)ek, [3(2] tansltes into an ec-uivalent _rocesses ents. stochastic differenial ec'a-c. ¢ok(.) with locally Linschitz ior many scalar finriely (in fact, polynomial) This ensures the existence o- an arsi to [3.2] up to an explosin time. etThct ise latter usd enceorth. shos that se' ctroabiity the operators a orehe _v a does not explode ase interret ation, enerxpator o -cdoin, on L on L iew (). te st an). By T . or!c 2.3 of $Ttgcu0=Jgu, is 2n a_ ismey-ing t-ht To -__ L. ., (t 2 ), via e re tain the (A)-e notatueion will be uniquet of [2], Section 3,solution y [3.2] is [33s, tne seme hosnonhe s for 2 __ intertretation of operzors pva ant on L20(u3). probability measure .. gr4 ga mllg i nJv~atnobbl .:: usedhencfrhAcoptinsiiatoato[2,Scon,:: -=bow~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~sthtte==--. -nt is 'on- . doces nodescribed That ov iTt, , s ofsimilar toa-s- associated trnsltion senicroun Secto .o on £2(int) as onlyt comutation the t -nres measure - unique strong solution ___proved by a standard a2clication of Khasm.inskii's test 'or exolosion exactly as in [G], Secticn.3. dy identifying the vectr 6 (t) 6, dt + dB 5st =rob can be considered =as coeffici- I- u --- egtn tet o- ss=on c for ~a(-). -..sz__..._ In fact, ec.rC - the resulting . rL.: le2ve always be considered with initial, law. v IV. , ,r--t- _ nS::E process will be ergodic. need this fact here, so we omit the details. 2 :21:-: ,- From now on, e, -. We won't [3.2] will _. THE CONTINUUM LIMIT This section establishes the main result of this paper, viz., the_ c.onvergence of 6 ( )to the (¢?) 2 process as6 in in n: the sense of weak convergence of Q'-valued processes. Thus we consider 46(-)as aQ'-valued process and u6 as- a measure.on Q'via the injection of L 2 t) into Q' From _ 9 -theorem .6 . 4 ,p. 2 2 8, [4] , it follorws that the finite diensional marginals of the -collection {1&6(ek),ksB under ~p converge weakly to the corresponding * ones under P as +-O in A. Since P, 1i are supported on H 1 , it follows that ii p~iweakly as probability measures on Q'. (A proof of the -former assertion would go as follows: ..morphic to a G subset of [0,1] a compactification of HF1 : Since H. lis Polish, it is homeo- whose closure T- As a measure on can be considered -1',{6 are tight and for any weak limit point U thereof, its restriction u' to H 'must yield the- same finite dimensional marginals for { (e;) ,ksB as p. Thus u =u' ='.) As a first step towards proving the continuum limit, we prove some tightness results. _- - Let 4..(t) = 2 (t) aa(t) 2 fCO(s)ts 2- 023 2C =2fJ t) .0 4 -- CO (s): S: ds 0 (t) for t < 0. Pick t < t 0 in [0,T], - > T> 0. In what follows, K denotes a ~~~- -1 2 positive constant (not always the same) that may depend on T, but not on 6. Let fsQ Lerr,a 4.1 c -[( C- C (t) (f) at) I < Kit _[4. - -Proof Using Jensen's inequalitv and stationarity of. (-) . -- E[(Sta CY d(t) 6 (f) dtC) < K 1 (0) C) I_ -_[c 12 t ()1 one obtains 144 - tl Letting A = ci / dt S __By Lemrnma in 6. -- -;: -- [4], l one & cC' a~''i c'C 9.6.2, Using the e '.o tecta-tion on_the rig-.t is bounded by 0 6 p. 227, [4], the second term above is bounded uni formly ey--man rap-n calculations, as in Theorem -.- has ... . ,-- ,~ 11 8~1 .- l .-- 53, p ..191, ... ' - .P-|d, r II c 4CW)< (* K r - - f i': Now =1:12fe, f -C-icf1 ~1;C ~2 ; -, , (-+ e _ _ >; (k+1)) IksB ; . --The summand on the right can bedom.inatedin absolute value by K < fek>2 X2 which is summable for fcQ. k By the dominated convergence theorem; lirm s f II-C -C_ f 112= 1 CfI implying sup -Lemma 4.2 0 [4. 1]3 follows. <. CE(C(t) _° J :() QED dt)c] < Kt -t2 ° - 2 [4.2] 1 ,-2 This follows along similar lines. E[(B ()(f4 -Lemma 4.3 1 ) (f) Proof The lefthand side ecuals -'=t 2 31 CC (f,f) 2 It < 3 sp f 14] < Kt'--t <2. [4.3] 1 2 It, t 12 Ti C As in the t t proof- in proo of Lemma 4.1, one can prove _ - z±= lI 6+0 / Thus sup lCs('-E Corollary 4.1 f -- ~' fl 2<- and the claim follows. QED (f)14 < Kit 2 -t,]2 E[1.(t z) (f) -(t) Proof Follows from [3.2] Lermma 4.4 -O and [4.1] --[4.3]. The laws of the processes QD3('),( [ (C(0,); Q'))4--valued ' (') 061 viewed as [4.4] 02 8). )] J03 random variables remain tichIt as . varies over A. Proof By Theorem 3.1 of of [l ( ) (f) 6 ( [7], (f) - ) it suffices to establish the tightness (f) ) (f)] g8 (C([0,T]; R)) -valued random variables This, however, d.e is i from te c'r abrStrary T> fiom tness of weakly as a measure. on H '), the est-nmates criterion of [13, on [0,T] as a0 nd f-Q. ,u4 (since [4 .1]-[4.4] 6: and the p. 95. QED Recall that a familv of probability measures on a product of Polish spaces is tight if and only if its -mages under projection onto space are. each factor - This implies, - 6, ()(), Letting in vi ew o =e denote an en; meration of t [d f regoing, C. (e), ) . ) Ce), '01 {~:;} along A. _collection Lc ::-rc tr;:C C e === i ;: Then fcr an.- g,...,g ' e :vorcTr:,i; - _ .: of : . -' -- C _-- _-==:= ::=:. _:; as at. the y converg_ in law as subse finite li-neair are ti**t droppinng to a subsequence of. A, denoted by A again, we =ay assm. e -0 (e), ) ..... ()) (e) ..)] 2..... (C([0,o]; R)) -valued random variables. - ( {ei. {t ·,, 1 ,...,} combinaions rC r.- of [0,] of - =--d a , the . - t , .e n Tir1 '., 7f-r~rr.= a __' O__.F- z cl(tj)(gj), joint laws of L-collection f E[! 6 Eli 2 E[[E we have _ - e ; Consider a <... . . .... _gj _r. , _ _4.5] [. -a)2 I.] (f -r -j -gj .. f4.6] )!2 - ) (fj -gj) [2] < MI] C 1 (tj *' converge. <j < t (tt.) (fj )I.<Mifj-j:-. t) (tj)(fj -gj) ] < MIl CI Er!¢53 (tj)(fj M s' Using the kind of estimates used in the proofs of Lemnas 4-.1-4-.3, 2 _ i < i < 4, in Q. ... ,, - )/2 (f j [4 8] As 6O0 in A, 'for a suitable constant M depending on max (t ,...,tk). -the right-hand sides of [4.6] - [4.8] converge to the correspondina quanSince cj can be obtained by suitably trun- -tities with C replacing C6 . cating thne Foui er series of f le_, each of these limiting expres- in [4.5] can be made smaller than any pre- -sions and the righthand side of -- scribed n >O uniformly in 1 <j <k by a suitable choice of {gj}. can be made smaller [4.5] - [4.8] -:,follows that the righthand sides of It than any prescribed Ti-+0 uniformly in 6cA and 1 <j <k by a suitable g;j. of 'choice be an enumeration of fi nite linear combinations of {ei Let {h2z By a well-known theorem of Skorohod with rational coefficients. p. 9), we can construct on some probability space random variables 6sA, :Xij, ' Y.ij law with -in i <4, 1 < j <k, Z > 1, 1 <i random variables joint law of ['i(tj) and E[IX Yij i0 (tj) (h 0 ) } for each fi-ed 6 and Xij struct on it [Z6 ij {XijQ} such that 3v augmenting this probabilitv space, if A. -of ([5], a-s i as 6 necessary, we may con- s above, such that the (~,i,j) (h) (t) (hj, (fj),t ... ] agrees with that s Yij Si-ce Xcij -or each 6, i,j. (h)[] ican be bounded uniformly in 6 'for each 3 Xij2' I]. Zasij arees - E[L 6 = t) ] i,j,Z by estim,a-;es analogous to [4.5]- [4.3], we have E[Xc j6i -Yij i 2 ]0 - 0, we can On the other hand, given as 6 0 in A for each i,j,r. pick Z(j), 1 < j < k, such that setting gj')= n [A.5] - [4.8] makes + _. -allthe Z_-anti ]!ira :[ _t - es on the righthand side j -^Zj1- there less than n. , i < 2_ A ,a. rrt ('j ) -r..... = 2r Thus Z 6 . converge in mean sauare fc- each i,j as 6 (C([0,o]; Q') denote its thn l .i -'i ) --v a l u ed nlim-_-. 2in 32] law -- (f -X sA £ o, int laws of*_ ^ '(tjt) that the 5 3-. [7, [7, now im-les that Thus r , (-)] '' random variabscs. as. "' ' along an aapro*rz It f1llows ,;Thosrse. <k} conve Cj <k i< i< < ',< 1 <_j (, Z21re' 0 in A. e con-erve ['' (-), t .I nenceo Orth). s=-n=ecue=e, as (] ) , - ( ) By ( ) 7 taing - :.::.-. -- _ 2 (t) = ._ :. -, ._...... ¢1 (o) + Theorem 4.1 - f-tr - ci(t) j i=2 2 (*) is - ; - as- 14. 91 the__(g) 2 process. Proof We prove the theore --bv dent a- -iter of Let fQ.. f ....... _-~-Y,. - in ~ ter of- [4.9. [4.9]. Byc ensen's inequality and stationarity, E[I j (s) (C f) ds |2 |¢(s) (Ccf.) ds|] <1 tE[I (o)(C ) < K_-1C-f C2 _____ .. he rig.thadna side ends to zero as o6- 0 employed in the proof of Lemma 4.1. - J t¢, (t) (fS)=2 (s) : [j: t E d () (C 6 ds ,- analocous to those 2above. i. (-), (°6 s) : (C 0 c f) ds] as in 6o O in A, by a-ruments Hence (s) :O (CO .f) I, (Cf)d) s) a f) ds (0): (CC (()(-, |. tg() 0 6 SLilarly [ _< Thus - 1.15i. 6+0 t foll ows t-t -. 2, y arguments similar to those ds) = ((1 (f)) (),-2d(t) -. = - ___ Let_ a > o in _Et < . - A. Then - Et[ * .i.l. *(f:: (4,) (S), (C s): (0) : ds (C s): (.C: f) ., (C [4.10 f) ds (C -,s ° /, is ..t(.(=: by Ji . * - (ts) $ e) * -hst(. e :, 1d a Suitab.;1 p, 228, [4]. vThus <)] C() f. _. 0-,- 0 ~) :f)ds) O >O un io rmiy in o6 as o6 O, by virtue of (9.6.9), -he richqthand side c f [4.01] e-l..als -1_J. d) (s).0~(C : - w-tere- e- (C _. (s). f-o (C ) ds) -- ecrn text -The Tcsfezo=nc anr sucree-m ,F -c;Z;..2 z nerc.=. -. 4,ma rr cir_ ts * .- above limit equals 1 t 1-C (S): (C f) ds), .,-, a Thus )3 (t) (f) = 1 t r.; -(s): :-- (C f) .... ds a-s- U Finally, it is easy to check that Q4 () covariance C-. Thus satisfies s)(-) uniqueness in law of this equation -clude that 6 [3.2] with initial law yp. (proved in [2], Section IV), By the we conQED ( ') converge in law to random variables as 6 be a Wiener process with (~ )2 process. 1 (-)isthe .-Corrollary 4.2 will -0 4 (-) as C([0,]; Q'-valued in A, as defined originally. -Proof A careful look at the foregoing shows that any subsequence of A -will have a further subsequence along which the above convergence holds. QED ACKNOWLEDGEMENTS .r work was done while both of us were at the Scuola Normale -This Superiore, Pisa. Vivek S. Borkar would like to thank C.I.R.M., Italy, for travel support, and the Scuola Normale Superiore for financial support, which made this visit possible. 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