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The Gaussian free-field as a stream function: continuum version of the scale-by-scale homogenization result

Probability 2025-11-24 v2 Analysis of PDEs

Abstract

This note is about a drift-diffusion process XX with a time-independent, divergence-free drift bb, where bb is a smooth Gaussian field that decorrelates over large scales. In two space dimensions, this just fails to fall into the standard theory of stochastic homogenization, and leads to a borderline super-diffusive behavior. In a previous paper by Chatzigeorgiou, Morfe, Otto, and Wang (2022), precise asymptotics of the annealed second moments of XX were derived by characterizing the asymptotics of the effective diffusivity λL\lambda_L in terms of an artificially introduced large-scale cut-off LL. The latter was carried out by a scale-by-scale homogenization, and implemented by monitoring the corrector ϕL\phi_L for geometrically increasing cut-off scales L+=MLL^+=ML. In fact, proxies (ϕ~L,σ~L)(\tilde\phi_L,\tilde\sigma_L) for the corrector and flux corrector were introduced incrementally and the residuum fLf_L estimated. In this short supplementary note, we reproduce the arguments of the above paper in the continuum setting of M1M\downarrow 1. This has the advantage that the definition of the proxies (ϕ~L,σ~L)(\tilde\phi_L,\tilde\sigma_L) becomes more transparent -- it is given by a simple It\^{o} SDE with lnL\ln L acting as a time variable. It also has the advantage that the residuum fLf_L, which is a martingale, can be efficiently and precisely estimated by It\^{o} calculus. This relies on the characterization of the quadratic variation of the (infinite-dimensional) Gaussian driver.

Keywords

Cite

@article{arxiv.2404.00709,
  title  = {The Gaussian free-field as a stream function: continuum version of the scale-by-scale homogenization result},
  author = {Peter Morfe and Felix Otto and Christian Wagner},
  journal= {arXiv preprint arXiv:2404.00709},
  year   = {2025}
}

Comments

The results of this unpublished preprint are subsumed by the newer preprint arXiv:2511.15473