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 $\mathbb{R}^d$ 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 $\nabla^\perp$ of the Gaussian free field in two dimensions. We show the variance of the diffusion process at a large time $t$ behaves like $2 c_* t (\log t)^{1/2}$, in a quenched sense and with a precisely determined, universal prefactor constant $c_*>0$. 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.
- Publication:
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arXiv e-prints
- Pub Date:
- April 2024
- DOI:
- 10.48550/arXiv.2404.01115
- arXiv:
- arXiv:2404.01115
- Bibcode:
- 2024arXiv240401115A
- Keywords:
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- Mathematics - Probability;
- Mathematical Physics;
- Mathematics - Analysis of PDEs
- E-Print:
- 164 pages, 2 figures