On the Parabolic and Hyperbolic Liouville Equations

We study the two-dimensional stochastic nonlinear heat equation (SNLH) and stochastic damped nonlinear wave equation (SdNLW) with an exponential nonlinearity $$\lambda \beta e^{\beta u }$$λ β e β u , forced by an additive space-time white noise. (i) We first study SNLH for general $$\lambda \in {\mathbb {R}}$$λ ∈ R . By establishing higher moment bounds of the relevant Gaussian multiplicative chaos and exploiting the positivity of the Gaussian multiplicative chaos, we prove local well-posedness of SNLH for the range $$0< \beta ^2 < \frac{8 \pi }{3 + 2 \sqrt{2}} \simeq 1.37 \pi $$0 < β 2 < 8 π 3 + 2 2 ≃ 1.37 π . Our argument yields stability under the noise perturbation, thus improving Garban’s local well-posedness result (2020). (ii) In the defocusing case $$\lambda >0$$λ > 0 , we exploit a certain sign-definite structure in the equation and the positivity of the Gaussian multiplicative chaos. This allows us to prove global well-posedness of SNLH for the range: $$0< \beta ^2 < 4\pi $$0 < β 2 < 4 π . (iii) As for SdNLW in the defocusing case $$\lambda > 0$$λ > 0 , we go beyond the Da Prato-Debussche argument and introduce a decomposition of the nonlinear component, allowing us to recover a sign-definite structure for a rough part of the unknown, while the other part enjoys a stronger smoothing property. As a result, we reduce SdNLW into a system of equations (as in the paracontrolled approach for the dynamical $$\Phi ^4_3$$Φ 3 4 -model) and prove local well-posedness of SdNLW for the range: $$0< \beta ^2 < \frac{32 - 16\sqrt{3}}{5}\pi \simeq 0.86\pi $$0 < β 2 < 32 - 16 3 5 π ≃ 0.86 π . This result (translated to the context of random data well-posedness for the deterministic nonlinear wave equation with an exponential nonlinearity) solves an open question posed by Sun and Tzvetkov (2020). (iv) When $$\lambda > 0$$λ > 0 , these models formally preserve the associated Gibbs measures with the exponential nonlinearity. Under the same assumption on $$\beta $$β as in (ii) and (iii) above, we prove almost sure global well-posedness (in particular for SdNLW) and invariance of the Gibbs measures in both the parabolic and hyperbolic settings. (v) In Appendix, we present an argument for proving local well-posedness of SNLH for general $$\lambda \in {\mathbb {R}}$$λ ∈ R without using the positivity of the Gaussian multiplicative chaos. This proves local well-posedness of SNLH for the range $$0< \beta ^2 < \frac{4}{3} \pi \simeq 1.33 \pi $$0 < β 2 < 4 3 π ≃ 1.33 π , slightly smaller than that in (i), but provides Lipschitz continuity of the solution map in initial data as well as the noise.