A Critical Drift-Diffusion Equation: Connections to the Diffusion on $\textbf{SL}(2)$
Probability
2025-11-24 v2 Analysis of PDEs
Abstract
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process with divergence-free and time-independent drift . The drift is given by a stationary Gaussian ensemble, and we focus on the critical case where a small-scale cut-off is necessary for well-posedness and the large-scale cancellations lead to a borderline super-diffusive behavior. On the other hand is the natural diffusion on the Lie group of matrices of determinant one. As a consequence of this connection, the strongly non-Gaussian character of transmits to how depends on its starting point.
Cite
@article{arxiv.2410.15983,
title = {A Critical Drift-Diffusion Equation: Connections to the Diffusion on $\textbf{SL}(2)$},
author = {Peter Morfe and Felix Otto and Christian Wagner},
journal= {arXiv preprint arXiv:2410.15983},
year = {2025}
}
Comments
The results of this unpublished preprint are subsumed by the new preprint arXiv:2511.15473