Gaussian fluctuations of a nonlinear stochastic heat equation in dimension two
Ran Tao

TL;DR
This paper investigates the Gaussian fluctuations of a nonlinear stochastic heat equation in two dimensions driven by a specific Gaussian noise, demonstrating convergence to an Edwards-Wilkinson limit using Malliavin-Stein's method.
Contribution
It establishes the Gaussian fluctuation limit for a nonlinear stochastic heat equation in 2D with a novel noise scaling, extending the understanding of such equations.
Findings
Convergence to Edwards-Wilkinson limit after rescaling.
Use of Malliavin-Stein's method for the proof.
Functional version of the fluctuation result.
Abstract
We study the Gaussian fluctuations of a nonlinear stochastic heat equation in spatial dimension two. The equation is driven by a Gaussian multiplicative noise. The noise is white in time, smoothed in space at scale , and tuned logarithmically by a factor in its strength. We prove that, after centering and rescaling, the solution random field converges in distribution to an Edwards-Wilkinson limit as . The tool we used here is the Malliavin-Stein's method. We also give a functional version of this result.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Theoretical and Computational Physics
