Superdiffusive central limit theorem for a Brownian particle in a critically-correlated incompressible random drift
Abstract
We consider the long-time behavior of a diffusion process on 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 of the Gaussian free field in two dimensions. We show the variance of the diffusion process at a large time behaves like , in a quenched sense and with a precisely determined, universal prefactor constant . 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/