English

The heat equation with time-correlated random potential in d=2: Edwards-Wilkinson fluctuations

Probability 2025-01-20 v2

Abstract

We consider the stochastic PDE: tu(t,x)=12Δu(t,x)+βu(t,x)V(t,x),\partial_tu(t,x)=\frac{1}{2}\Delta u(t,x)+{\beta}{}u(t,x)V(t,x), in dimension d=2d=2, where the potential V is the space and time mollification of the two-dimensional space-time white noise. We show that after renormalizing, the fluctuations of the solution converge to the Edwards-Wilkinson limit with an explicit effective variance and constant effective diffusivity. Our main tool is a Markov chain on the space of paths which we use to establish an extension of the Kallianpur-Robbins law to a specific regenerative process.

Keywords

Cite

@article{arxiv.2405.01519,
  title  = {The heat equation with time-correlated random potential in d=2: Edwards-Wilkinson fluctuations},
  author = {Sotirios Kotitsas},
  journal= {arXiv preprint arXiv:2405.01519},
  year   = {2025}
}

Comments

56 pages, typo corrections, some minor corrections in the proofs, submitted