Brownian Particle in the Curl of 2-D Stochastic Heat Equations

Guilherme de Lima Feltes, Hendrik Weber

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2 Citations (SciVal)

Abstract

We study the long time behaviour of a Brownian particle evolving in a dynamic random environment. Recently, Cannizzaro et al. (Ann Probab 50(6):2475–2498, 2022) proved sharp log -super diffusive bounds for a Brownian particle in the curl of (a regularisation of) the 2-D Gaussian Free Field (GFF) ω̲ . We consider a one parameter family of Markovian and Gaussian dynamic environments which are reversible with respect to the law of ω̲ . Adapting their method, we show that if s≥ 1 , with s= 1 corresponding to the standard stochastic heat equation, then the particle stays log -super diffusive, whereas if s< 1 , corresponding to a fractional heat equation, then the particle becomes diffusive. In fact, for s< 1 , we show that this is a particular case of Komorowski and Olla (J Funct Anal 197(1):179–211, 2003), which yields an invariance principle through a Sector Condition result. Our main results agree with the Alder–Wainwright scaling argument (see Alder and Wainwright in Phys Rev Lett 18:988–990, 1967; Alder and Wainwright in Phys Rev A 1:18–21, 1970; Alder et al. in Phys Rev A 4:233–237, 1971; Forster et al. in Phys Rev A 16:732–749, 1977) used originally in Tóth and Valkó (J Stat Phys 147(1):113–131, 2012) to predict the log -corrections to diffusivity. We also provide examples which display log a -super diffusive behaviour for a∈ (0 , 1 / 2 ] .

Original languageEnglish
Article number16
Number of pages31
JournalJournal of Statistical Physics
Volume191
Issue number2
Early online date28 Jan 2024
DOIs
Publication statusPublished - 29 Feb 2024

Funding

GF would like to thank Bálint Tóth for presenting him the paper [11 ] and for inspiring discussions. GF also gratefully acknowledges funding via the EPSRC Studentship 2432406 in EP/V520305/1. HW acknowledges financial support by the Royal Society through the University Research Fellowship UF140187. Moreover, GF and HW are funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany’s Excellence Strategy EXC 2044 -390685587, Mathematics Münster: Dynamics-Geometry-Structure.

FundersFunder number
Engineering and Physical Sciences Research Council2432406, EP/V520305/1
Royal SocietyUF140187
Deutsche ForschungsgemeinschaftEXC 2044 -390685587

Keywords

  • Diffusion in dynamic random environment
  • Gaussian Free Field
  • Stochastic heat equation
  • Super-diffusivity

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics

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