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In a physical set-up, one can consider an electrostatic problem where the charge density at each point in space is a random variable, and try to find the electric potential or electric field. To be more concrete, Consider a Poisson equation $$\nabla^2\phi (\mathbf{r}) = - \rho (\mathbf{r})$$ with free boundaries where $\rho$ is given by an uncorrelated white Gaussian noise, i.e. $$\langle \rho(\mathbf{r}) \rangle = 0, \qquad\qquad\left\langle \rho(\mathbf{r}) \rho(\mathbf{r}') \right\rangle = A \delta(\mathbf{r}-\mathbf{r}').$$ If I write down solutions in the Fourier space, they look like $\mathbf{q}^{-2} \rho(\mathbf{q})$ and on average the potential is zero. However, The correlations of $\phi$ then read $$\langle \phi(\mathbf{q}) \phi(\mathbf{q}') \rangle = \frac{\langle \rho(\mathbf{q}) \rho(\mathbf{q}') \rangle}{\mathbf{q}^2 {\mathbf{q}'}^2} = \frac{A \, (2\pi)^d \delta(\mathbf{q}+\mathbf{q}')}{\mathbf{q}^4}.$$ I think this is not a well-defined expression because of $q^{-4}$ term, and I cannot make sense of it. My guess is that this is because the charge density $\rho$ can assume configurations in which it is not localized in space, and attempting to solve the Poisson equation in that scenario leads to this failure (similar to $\nabla^2 \phi = cnst.$).

On the other hand, such configurations must occur with a vanishing probability (i.e. all space being filled with charges is improbable) and so I would naively expect them not to contribute to the correlations. How can I resolve this apparent contradiction?

Saïd M
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  • When $\mathbf{q} = \mathbf{q}' = \mathbf{0}$ there is clearly a problem, but not so much otherwise, I think. – md2perpe Jul 17 '20 at 13:13
  • This should help https://projecteuclid.org/euclid.ps/1456149586 – Abdelmalek Abdesselam Jul 17 '20 at 17:19
  • @md2perpe yes I agree. But I don't fully understand why that singularity exists at $q=0$ – Saïd M Jul 18 '20 at 15:26
  • @AbdelmalekAbdesselam thank you for the reference. Would it be possible to point which part is more relevant? My background is in physics, so I guess I won't be able to understand much of it, sadly – Saïd M Jul 18 '20 at 15:29
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    Well, the whole article is about rigorously defining your $\phi$ as should be evident already from the abstract. Their $W$ is your $\rho$, namely, white noise. Your $\phi$ is their FGF with $s=2$. – Abdelmalek Abdesselam Jul 20 '20 at 18:44

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If I understand correctly, the steps in the calculations are as follows:

You start with the Poisson equation $$ \nabla^2\phi (\mathbf{r}) = - \rho (\mathbf{r}) \\ $$ Then take the Fourier transform of it using $f(\mathbf{q}) = \int f(\mathbf{r}) e^{-i\mathbf{q}\cdot\mathbf{r}} d\mathbf{r}$ (just using the same notation for the function and its transform; the argument separates them), getting $$ -\mathbf{q}^2\phi(\mathbf{q}) = -\rho(\mathbf{q}) \\ $$ You solve this equation getting $$ \phi(\mathbf{q}) = \frac{\rho(\mathbf{q})}{\mathbf{q}^2} \\ $$

Then you form the correlator $$ \left< \phi(\mathbf{q}) \phi(\mathbf{q}') \right> = \left< \frac{\rho(\mathbf{q})}{\mathbf{q}^2} \frac{\rho(\mathbf{q}')}{\mathbf{q}'^2} \right> = \frac{\left< \rho(\mathbf{q}) \rho(\mathbf{q}') \right>}{\mathbf{q}^2 \mathbf{q}'^2} $$ where $$ \left< \rho(\mathbf{q}) \rho(\mathbf{q}') \right> = \left< \int \rho(\mathbf{r}) e^{-i\mathbf{q}\cdot\mathbf{r}} d\mathbf{r} \int \rho(\mathbf{r'}) e^{-i\mathbf{q}'\cdot\mathbf{r}'} d\mathbf{r}' \right> = \iint \left< \rho(\mathbf{r}) \rho(\mathbf{r'}) \right> e^{-i\mathbf{q}\cdot\mathbf{r}} e^{-i\mathbf{q}'\cdot\mathbf{r}'} d\mathbf{r} \, d\mathbf{r}' \\ = \iint A \delta(\mathbf{r} - \mathbf{r'}) e^{-i\mathbf{q}\cdot\mathbf{r}} e^{-i\mathbf{q}'\cdot\mathbf{r}'} d\mathbf{r} \, d\mathbf{r}' = \int A e^{-i(\mathbf{q}+\mathbf{q}')\cdot \mathbf{r}} d\mathbf{r} = A (2\pi)^d \delta(\mathbf{q}+\mathbf{q}') $$


There is one error above. The solution to the equation $-\mathbf{q}^2\phi(\mathbf{q}) = -\rho(\mathbf{q})$ actually has a couple of extra terms: $$ \phi(\mathbf{q}) = \frac{\rho(\mathbf{q})}{\mathbf{q}^2} + a\delta(\mathbf{q}) + \mathbf{b}\cdot \nabla\delta(\mathbf{q}), \\ $$ where $a$ and $\mathbf{b}$ are constants (scalar and vector respectively).

I'm not sure that helps, however.

md2perpe
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  • Interesting point. I guess in the real space $a$ gives a constant value while $b$ goes to $\mathbf{b} \cdot \mathbf{r} $ which is often discarded. These do not alter the averages, though. – Saïd M Jul 19 '20 at 23:52
  • @SaMaSo. Another thing that might be more interesting for you is that $\frac{1}{\mathbf{q}^2}$ is the finite part distribution, removing some of the problems at $\mathbf{q}=\mathbf{0}.$ – md2perpe Jul 20 '20 at 11:06
  • could you explain what you mean by the finite part? – Saïd M Jul 20 '20 at 11:58
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    @SaMaSo. The integral $\int_{-\infty}^{\infty} \frac{1}{x^2} \varphi(x) , dx$ isn't defined if $\varphi(0) \neq 0$ and $\varphi'(0) \neq 0.$ But it's possible to remove the infinities as you can see here: https://math.stackexchange.com/questions/1824486/derivative-of-principal-value-distribution-1-x-is-equal-to-finite-part-distrib – md2perpe Jul 20 '20 at 12:52