On the 1d stochastic Schr{ö}dinger product
Aurélien Deya
TL;DR
The paper analyzes the 1D stochastic Schrödinger product under space-white, time-fractional noise (H>1/2) and demonstrates precise limits of a first-order Da Prato–Debussche-type expansion. By decomposing the solution u=Ψ+z and renormalizing the Schrödinger product, it derives sharp thresholds in Bourgain-type spaces Z^{c,b} for the convergence of the renormalized product tree and the resonant/non-resonant product operators. It shows that, for H∈(1/2,3/4), the first-order approach is insufficient beyond certain regimes: the renormalized tree remains controlled only in restricted (c,b) ranges, while both the resonant L^{∘,(n)} and the non-resonant L^{♯,(n)} components impose strict conditions (c≥3/2−2H and c<b−1/4, respectively). Consequently, the combined obstructions imply that, for H up to 9/16, the first-order method fails to extend, and even at white noise (H=1/2) the method breaks, pointing to the need for higher-order or paracontrolled techniques to address rough stochastic NLS in this setting. The results delineate rather concrete barriers to well-posedness via first-order expansions and highlight the role of renormalization in controlling stochastic Schrödinger products.
Abstract
We exhibit various restrictions about the wellposedness of the Schr{\''o}dinger product $$\cl:z \longmapsto -\imath \int\_0^t e^{\imath s {\cop \partial^2\_x}}\big( z\_s\cdot Ψ\_s\big) ds $$ where $Ψ$ refers to the so-called linear solution of the stochastic Schr{\''o}dinger problem. We focus more specifically on the case where $Ψ$ satisfies \begin{equation}\label{starting-equation-abstract} (\imath \partial\_t-\partial^2\_x)Ψ=\dot{B}, \quad Ψ\_0=0,\quad \quad t\in \R, \ x\in \mathbb{T}, \end{equation} where $\dot{B}$ is a white noise in space with fractional time covariance of index $H>\frac12$. \smallskip As an consequence of our analysis, we obtain that if $H$ is close to $\frac12$ (that is $\dot{B}$ is close to a space-time white noise), then it is essentially impossible to treat the stochastic NLS problem \begin{equation*} (\imath \partial\_t-\partial^2\_x)u= |u|^2+\dot{B}, \quad u\_0=0,\quad \quad t\in \R, \ x\in \mathbb{T}, \end{equation*} using only a first-order expansion of the solution (\enquote{$u=Ψ+z$}).
