English

Mosco convergence of gradient forms with non-convex potentials II

Probability 2024-08-29 v1

Abstract

This article provides a scaling limit for a family of skew interacting Brownian motions in the context of mesoscopic interface models. Let dNd\in\mathbb N, y1,,yMRy_1,\dots,y_M\in\mathbb R and fCb(R)f\in C_b(\mathbb R) be fixed. For each NNN\in\mathbb N we consider a kNk_N-dimensional, skew reflecting distorted Brownian motion (XtN,i)i=1,,kN(X^{N,i}_t)_{i=1,\dots,k_N}, t0t\geq 0, and investigate the scaling limits for NN\to\infty. The drift includes skew reflections at height levels y~j:=N1d2yj\tilde y_j:=N^{1-\frac{d}{2}}y_j with intensities βj/Nd\beta_j/N^d for j=1,,Mj=1,\dots,M. The corresponding SDE is given by \begin{equation} d X^{N,i}_t=-\big(A_N X^{N}_t\big)_id t-\frac{1}{2}N^{-\tfrac{d}{2}-1}\,f\big(N^{\frac{d}{2}-1}X^{N,i}_t\big)d t \\+\sum_{j=1}^M\tfrac{1-e^{-\beta_j/N^d}}{1+e^{-\beta_j/N^d}}d l_t^{N,i, \tilde y_j} +d B_t^{N,i}, \end{equation} where (BtN,i)t0{(B_t^{N,i})}_{t\geq 0}, i=1,,kNi=1,\dots, k_N, are independent Brownian motions and ltN,i,y~j l_t^{N,i, \tilde y_j} denotes the local time of (XtN,i)t0{(X^{N,i}_t)}_{t\geq 0} at y~j\tilde y_j. We prove the weak convergence of the equilibrium laws of \begin{equation*} u_t^N=\Lambda_N\circ X^{N}_{N^2t},\quad t\geq 0, \end{equation*} for NN\to\infty, choosing suitable injective, linear maps ΛN:RkN{hh:DR}\Lambda_N:\mathbb R^{k_N}\to \{h\,|\,h:D\to\mathbb R\}. The scaling limit is a distorted Ornstein-Uhlenbeck process whose state space is the Hilbert space H=L2(D,dz)H=L^2(D, dz). We characterize a class of height maps, such that the scaling limit of the dynamic is not influenced by the particular choice of (ΛN)NN{(\Lambda_N)}_{N\in\mathbb N} within that class.

Keywords

Cite

@article{arxiv.2408.15437,
  title  = {Mosco convergence of gradient forms with non-convex potentials II},
  author = {Martin Grothaus and Simon Wittmann},
  journal= {arXiv preprint arXiv:2408.15437},
  year   = {2024}
}
R2 v1 2026-06-28T18:26:01.658Z