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The Renormalised Hamilton-Jacobi-Bellman Equation of the Wick-Square Problem

The renormalised equation asks that at every state of the Sobolev space of order -1 the Wick-ordered cutoff operators applied to the unknown converge, with limit zero.

Statement

In the setting of The Wick-Square Problem on the Torus: Standing Notation, let g:H−1→Rg:H^{-1}\to\mathbb{R} be a running cost, and let D\mathcal{D} and FF be the domain and the renormalised operator for gg.

The renormalised Hamilton-Jacobi-Bellman equation of the Wick-square problem for a function u:H−1→Ru:H^{-1}\to\mathbb{R} that is twice differentiable along the modes is

(u,x)∈DandF[u](x)=0for every x∈H−1.(u,x)\in\mathcal{D}\quad\text{and}\quad F[u](x)=0\qquad\text{for every }x\in H^{-1}.

Formally it reads γu−Lu+12∣Du∣2=β :x2:+g\gamma u-Lu+\tfrac12|Du|^{2}=\beta\,{:}x^{2}{:}+g, with the free-field generator LL, the gradient energy ∣Du∣2|Du|^{2} and the Wick square; but the Wick square exists only on the Wick domain, and the equation requires only the limit of the combined cutoff expressions, not of each term separately.

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