English

Edwards-Wilkinson limit for a stochastic advection-diffusion PDE

Probability 2025-10-20 v2

Abstract

We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the density converge to a Gaussian limit, described by an additive stochastic heat equation. In the case where the environment is divergence-free, our result can be interpreted as computing the scaling limit of the first-order correction to the quenched Central Limit Theorem.

Keywords

Cite

@article{arxiv.2509.07956,
  title  = {Edwards-Wilkinson limit for a stochastic advection-diffusion PDE},
  author = {Sotirios Kotitsas and Dejun Luo and Mario Maurelli},
  journal= {arXiv preprint arXiv:2509.07956},
  year   = {2025}
}

Comments

28 pages, minor corrections, added references, submitted

R2 v1 2026-07-01T05:28:49.206Z