A critical drift-diffusion equation: intermittent behavior
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| Format: | Preprint |
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2024
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| author | Otto, Felix Wagner, Christian |
| author_facet | Otto, Felix Wagner, Christian |
| contents | We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off for well-posedness, and is interested in the marginally super-diffusive behavior on large scales.
In the presence of an (artificial) large-scale cut-off at scale L, as a consequence of standard stochastic homogenization theory, there exist harmonic coordinates with a stationary gradient $F_L$; the merit of these coordinates being that under their lens, the drift-diffusion process turns into a martingale.
It has recently been established that the second moments diverge as $\mathbb{E}|F_L|^2\sim\sqrt{\ln L}$ for $L\uparrow\infty$. We quantitatively show that in this limit, and in the regime of small Péclet number, $|F_L|^2/\mathbb{E}|F_L|^2$ is not equi-integrable, and that $\mathbb{E}|{\rm det}F_L|/\mathbb{E}|F_L|^2 $ is small. Hence the Jacobian matrix of the harmonic coordinates is very peaked and non-conformal.
We establish this asymptotic behavior by characterizing a proxy $\tilde F_L$ introduced in previous work as the solution of an Itô SDE w. r. t. the variable $\ln L$, and which implements the concept of a scale-by-scale homogenization based on a variance decomposition and admits an efficient calculus. For this proxy, we establish $\mathbb{E}|\tilde F_L|^4\gg(\mathbb{E}|\tilde F_L|^2)^2$ and $\mathbb{E}({\rm det}\tilde F_L-1)^2\ll 1$. In view of the former property, we assimilate this phenomenon to intermittency. In fact, $\tilde F_L$ behaves like a tensorial stochastic exponential, and as a field can be assimilated to multiplicative Gaussian chaos. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2404_13641 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A critical drift-diffusion equation: intermittent behavior Otto, Felix Wagner, Christian Probability Analysis of PDEs We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off for well-posedness, and is interested in the marginally super-diffusive behavior on large scales. In the presence of an (artificial) large-scale cut-off at scale L, as a consequence of standard stochastic homogenization theory, there exist harmonic coordinates with a stationary gradient $F_L$; the merit of these coordinates being that under their lens, the drift-diffusion process turns into a martingale. It has recently been established that the second moments diverge as $\mathbb{E}|F_L|^2\sim\sqrt{\ln L}$ for $L\uparrow\infty$. We quantitatively show that in this limit, and in the regime of small Péclet number, $|F_L|^2/\mathbb{E}|F_L|^2$ is not equi-integrable, and that $\mathbb{E}|{\rm det}F_L|/\mathbb{E}|F_L|^2 $ is small. Hence the Jacobian matrix of the harmonic coordinates is very peaked and non-conformal. We establish this asymptotic behavior by characterizing a proxy $\tilde F_L$ introduced in previous work as the solution of an Itô SDE w. r. t. the variable $\ln L$, and which implements the concept of a scale-by-scale homogenization based on a variance decomposition and admits an efficient calculus. For this proxy, we establish $\mathbb{E}|\tilde F_L|^4\gg(\mathbb{E}|\tilde F_L|^2)^2$ and $\mathbb{E}({\rm det}\tilde F_L-1)^2\ll 1$. In view of the former property, we assimilate this phenomenon to intermittency. In fact, $\tilde F_L$ behaves like a tensorial stochastic exponential, and as a field can be assimilated to multiplicative Gaussian chaos. |
| title | A critical drift-diffusion equation: intermittent behavior |
| topic | Probability Analysis of PDEs |
| url | https://arxiv.org/abs/2404.13641 |