English

Superdiffusive central limit theorem for a Brownian particle in a critically-correlated incompressible random drift

Probability 2024-09-19 v2 Mathematical Physics Analysis of PDEs math.MP

Abstract

We consider the long-time behavior of a diffusion process on Rd\mathbb{R}^d advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case includes \nabla^\perp of the Gaussian free field in two dimensions. We show the variance of the diffusion process at a large time tt behaves like 2ct(logt)1/22 c_* t (\log t)^{1/2}, in a quenched sense and with a precisely determined, universal prefactor constant c>0c_*>0. We also prove a quenched invariance principle under this superdiffusive scaling. The proof is based on a rigorous renormalization group argument in which we inductively analyze coarse-grained diffusivities, scale-by-scale. Our analysis leads to sharp homogenization and large-scale regularity estimates on the infinitesimal generator, which are subsequently transferred into quantitative information on the process.

Keywords

Cite

@article{arxiv.2404.01115,
  title  = {Superdiffusive central limit theorem for a Brownian particle in a critically-correlated incompressible random drift},
  author = {Scott Armstrong and Ahmed Bou-Rabee and Tuomo Kuusi},
  journal= {arXiv preprint arXiv:2404.01115},
  year   = {2024}
}

Comments

164 pages, 2 figures; previously announced at https://www.scottnarmstrong.com/2024/04/superdiffusive-CLT/