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

Guilherme de Lima Feltes, Hendrik Weber

Research output: Contribution to journalArticlepeer-review

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

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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