The heat equation with time-correlated random potential in d=2: Edwards-Wilkinson fluctuations

Fuente: arXiv
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Main Author: Kotitsas, Sotirios
Format: Preprint
Published: 2024
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author Kotitsas, Sotirios
author_facet Kotitsas, Sotirios
contents We consider the stochastic PDE: $\partial_tu(t,x)=\frac{1}{2}Δu(t,x)+β{}u(t,x)V(t,x),$ in dimension $d=2$, where the potential V is the space and time mollification of the two-dimensional space-time white noise. We show that after renormalizing, the fluctuations of the solution converge to the Edwards-Wilkinson limit with an explicit effective variance and constant effective diffusivity. Our main tool is a Markov chain on the space of paths which we use to establish an extension of the Kallianpur-Robbins law to a specific regenerative process.
format Preprint
id arxiv_https___arxiv_org_abs_2405_01519
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The heat equation with time-correlated random potential in d=2: Edwards-Wilkinson fluctuations
Kotitsas, Sotirios
Probability
We consider the stochastic PDE: $\partial_tu(t,x)=\frac{1}{2}Δu(t,x)+β{}u(t,x)V(t,x),$ in dimension $d=2$, where the potential V is the space and time mollification of the two-dimensional space-time white noise. We show that after renormalizing, the fluctuations of the solution converge to the Edwards-Wilkinson limit with an explicit effective variance and constant effective diffusivity. Our main tool is a Markov chain on the space of paths which we use to establish an extension of the Kallianpur-Robbins law to a specific regenerative process.
title The heat equation with time-correlated random potential in d=2: Edwards-Wilkinson fluctuations
topic Probability
url https://arxiv.org/abs/2405.01519