TheoremBase

The Cutoff Hamilton-Jacobi-Bellman Equations of the Wick-Square Problem, Wick-Ordered and Bare

At each cutoff, the Wick-ordered equation sets the Wick-ordered cutoff operator to zero at every state and the bare equation does the same for the bare cutoff operator.

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, let N∈NN\in\mathbb{N}, and let u:H−1→Ru:H^{-1}\to\mathbb{R} be twice differentiable along the modes.

1. (Wick-ordered) The Wick-ordered Hamilton-Jacobi-Bellman equation at cutoff NN for uu is: FN[u](x)=0F_{N}[u](x)=0 for every x∈H−1x\in H^{-1}, with FNF_{N} the Wick-ordered cutoff operator for gg; that is,

γ u(x)−LNu(x)+12 ∣DNu(x)∣2=β :x2:N+g(x)(x∈H−1).\gamma\,u(x)-L_{N}u(x)+\tfrac12\,|D_{N}u(x)|^{2}=\beta\,{:}x^{2}{:}_{N}+g(x)\qquad(x\in H^{-1}).

2. (Bare) The bare Hamilton-Jacobi-Bellman equation at cutoff NN for uu is: FN0[u](x)=0F_{N}^{0}[u](x)=0 for every x∈H−1x\in H^{-1}, with FN0F_{N}^{0} the bare cutoff operator for gg; that is,

γ u(x)−LNu(x)+12 ∣DNu(x)∣2=β∑k∈ΓNx(k)2+g(x)(x∈H−1).\gamma\,u(x)-L_{N}u(x)+\tfrac12\,|D_{N}u(x)|^{2}=\beta\sum_{k\in\Gamma_{N}}x(k)^{2}+g(x)\qquad(x\in H^{-1}).

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