English

A Critical Drift-Diffusion Equation: Connections to the Diffusion on $\textbf{SL}(2)$

Probability 2025-11-24 v2 Analysis of PDEs

Abstract

In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process XX with divergence-free and time-independent drift bb. The drift is given by a stationary Gaussian ensemble, and we focus on the critical case where a small-scale cut-off is necessary for well-posedness and the large-scale cancellations lead to a borderline super-diffusive behavior. On the other hand is the natural diffusion FF on the Lie group SL(2)\textbf{SL}(2) of matrices of determinant one. As a consequence of this connection, the strongly non-Gaussian character of FF transmits to how XX depends on its starting point.

Keywords

Cite

@article{arxiv.2410.15983,
  title  = {A Critical Drift-Diffusion Equation: Connections to the Diffusion on $\textbf{SL}(2)$},
  author = {Peter Morfe and Felix Otto and Christian Wagner},
  journal= {arXiv preprint arXiv:2410.15983},
  year   = {2025}
}

Comments

The results of this unpublished preprint are subsumed by the new preprint arXiv:2511.15473

R2 v1 2026-06-28T19:29:39.325Z