English

A Critical Drift-Diffusion Equation: Intermittent Behavior via Geometric Brownian Motion on $ \textbf{SL}(n)$

Probability 2025-11-20 v1 Analysis of PDEs

Abstract

This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions n2n \geq 2, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou, Morfe, Otto, and Wang [13]. It begins by reformulating the approximation scheme of that work in terms of SDEs in the length scale LL. This exposes an unexpected connection with a certain geometric Brownian motion on the special linear group SL(n)\textbf{SL}(n). The analysis of this process sheds light on the original problem, particularly as it pertains to intermittent behavior exhibited by the (averaged) Lagrangian coordinate.

Keywords

Cite

@article{arxiv.2511.15473,
  title  = {A Critical Drift-Diffusion Equation: Intermittent Behavior via Geometric Brownian Motion on $ \textbf{SL}(n)$},
  author = {Peter S. Morfe and Felix Otto and Christian Wagner},
  journal= {arXiv preprint arXiv:2511.15473},
  year   = {2025}
}

Comments

This preprint subsumes and significantly improves our previous arXiv posts arXiv:2404.00709, arXiv:2404.13641, and arXiv:2410.15983. Only this one will be submitted for publication in a journal