Edwards-Wilkinson limit for a stochastic advection-diffusion PDE
Probability
2025-10-20 v2
Abstract
We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the density converge to a Gaussian limit, described by an additive stochastic heat equation. In the case where the environment is divergence-free, our result can be interpreted as computing the scaling limit of the first-order correction to the quenched Central Limit Theorem.
Cite
@article{arxiv.2509.07956,
title = {Edwards-Wilkinson limit for a stochastic advection-diffusion PDE},
author = {Sotirios Kotitsas and Dejun Luo and Mario Maurelli},
journal= {arXiv preprint arXiv:2509.07956},
year = {2025}
}
Comments
28 pages, minor corrections, added references, submitted