Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 203 / 4

The space of test functions $C_0^{\infty }(D)$ consists of infinitely differentiable real-valued functions whose support of a function is a compact subset of $D$.

Equip $C_0^{\infty }(D)$ with the Dirichlet inner productThe zero-boundary Sobolev space $H_0^1(D)$ is its Hilbert space completion in the norm $\Vert f{\Vert }_{\nabla }=(f,f{)}_{\nabla }^{1/2}$.

The zero-boundary Gaussian free field $h$ on $D$ is the isonormal Gaussian process over $H_0^1(D)$: for $f,g\in H_0^1(D)$, the variables $(h,f{)}_{\nabla }$ are centered jointly Gaussian and satisfyEquivalently, for an orthonormal basis $(e_n)$ of $H_0^1(D)$ and independent standard normal variables $({\xi }_n)$,as a random generalized function.

For an open subdomain $U\subset D$, identify $H_0^1(U)$ with the closed subspace of $H_0^1(D)$ obtained by zero extension. Its orthogonal complement isIf $f\in {\mathcal{H}}_U$, then testing against $C_0^{\infty }(U)$ and integrating by parts gives $\Delta f=0$ in $U$ in the distributional derivative sense. The Weyl lemma therefore gives a representative harmonic on $U$.

The orthogonal decomposition by a closed subspace givesProject the isonormal process defining $h$ onto these two orthogonal subspaces. The projections are jointly Gaussian and uncorrelated, hence independent. The first projection is a zero-boundary Gaussian free field $h_U$ on $U$; the second is a random distribution $h^{\mathrm{har}}$ that is harmonic on $U$. Thuswith independent summands. This proves the Domain Markov property of the Gaussian free field.

The zero-Dirichlet Green function of the Laplacian $G_D(x,y)$ is symmetric, vanishes at the boundary in the appropriate sense, is harmonic in $x$ away from $y$, and satisfiesas a distribution. Equivalently, for suitable $\varphi$,

For $\varphi \in C_0^{\infty }(D)$, setand define the distributional pairing byIt is centered Gaussian by the definition of the GFF. Integration by parts givesThis is the Test-function pairing with a Gaussian free field.

Choose an orthonormal basis $(e_n)$ of $H_0^1(D)$ and write the GFF formally as $h={\sum }_n{\xi }_n{e}_n$, where the ${\xi }_n$ are independent standard normal variables. The Green-kernel expansion in the Dirichlet space givesConsequently the seriesconverges in $L^2$. Its partial sums are centered Gaussian and their variances converge to the displayed Green energy. The $L^2$ limit is therefore Gaussian with mean zero and varianceThis constructs the Finite-Green-energy measure pairing with a Gaussian free field independently of the chosen orthonormal basis.