Scaling Limits of Stochastic Transport Equations on Manifolds
Abstract
In this work, we generalize some results on scaling limits of stochastic transport equations on the torus, developed recently by Flandoli, Galeati and Luo in Galeati (2020); Flandoli and Luo (2020); Flandoli et al. (2024), to manifolds. We consider the stochastic transport equations driven by colored space-time noise (smooth in space, white in time) on a compact Riemannian manifold without boundary. Then we study the scaling limits of stochastic transport equations, tuning the noise in such a way that the space covariance of the noise on the diagonal goes to the identity matrix but the covariance operator itself goes to zero. This includes the large scale analysis regime with diffusive scaling. We obtain different scaling limits depending on the initial data. With space white noise as initial data, the solutions to the stochastic transport equations converge in distribution to the solution to a stochastic heat equation with additive noise. With square integrable initial data, the solutions to the stochastic transport equations converge to the solution to the deterministic heat equation, and we provide quantitative estimates on the convergence rate.
Keywords
Cite
@article{arxiv.2308.15350,
title = {Scaling Limits of Stochastic Transport Equations on Manifolds},
author = {Wei Huang},
journal= {arXiv preprint arXiv:2308.15350},
year = {2025}
}
Comments
Revised version after submitted to SPDE: Anal. Comp. Improved quantitative convergence rates with L^2 initial data