Effective diffusivities in periodic KPZ
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arXiv
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| Format: | Preprint |
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2023
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| _version_ | 1866910496223920128 |
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| author | Gu, Yu Komorowski, Tomasz |
| author_facet | Gu, Yu Komorowski, Tomasz |
| contents | For the KPZ equation on a torus with a $1+1$ spacetime white noise, it was shown in \cite{GK21,ADYGTK22} that the height function satisfies a central limit theorem, and the variance can be written as the expectation of an exponential functional of Brownian bridges. In this paper, we consider another physically relevant quantity, the winding number of the directed polymer on a cylinder, or equivalently, the displacement of the directed polymer endpoint in a spatially periodic random environment. It was shown in \cite{YGTK22} that the polymer endpoint satisfies a central limit theorem on diffusive scales. The main result of this paper is an explicit expression of the effective diffusivity, in terms of the expectation of another exponential functional of Brownian bridges. Our argument is based on a combination of tools from Malliavin calculus, homogenization, and diffusion in distribution-valued random environments. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2306_11219 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Effective diffusivities in periodic KPZ Gu, Yu Komorowski, Tomasz Probability Mathematical Physics For the KPZ equation on a torus with a $1+1$ spacetime white noise, it was shown in \cite{GK21,ADYGTK22} that the height function satisfies a central limit theorem, and the variance can be written as the expectation of an exponential functional of Brownian bridges. In this paper, we consider another physically relevant quantity, the winding number of the directed polymer on a cylinder, or equivalently, the displacement of the directed polymer endpoint in a spatially periodic random environment. It was shown in \cite{YGTK22} that the polymer endpoint satisfies a central limit theorem on diffusive scales. The main result of this paper is an explicit expression of the effective diffusivity, in terms of the expectation of another exponential functional of Brownian bridges. Our argument is based on a combination of tools from Malliavin calculus, homogenization, and diffusion in distribution-valued random environments. |
| title | Effective diffusivities in periodic KPZ |
| topic | Probability Mathematical Physics |
| url | https://arxiv.org/abs/2306.11219 |