Brownian particle in the curl of 2-d stochastic heat equations
Guilherme L. Feltes, Hendrik Weber

TL;DR
This paper investigates the long-term behavior of a Brownian particle in dynamic random environments related to the 2D stochastic heat equation, revealing superdiffusive and diffusive regimes depending on the environment's parameters.
Contribution
It extends previous work by analyzing a family of Gaussian environments, establishing conditions for superdiffusive and diffusive behavior, and connecting results to classical scaling arguments.
Findings
Superdiffusive behavior for s ≥ 1
Diffusive behavior for s < 1
Examples of log^a-super diffusive behavior for a in (0,1/2]
Abstract
We study the long time behaviour of a Brownian particle evolving in a dynamic random environment. Recently, [G. Cannizzaro, L. Haunschmid-Sibitz, F. Toninelli, preprint arXiv:2106.06264] proved sharp -super diffusive bounds for a Brownian particle in the curl of (a regularisation of) the 2-d Gaussian Free Field (GFF) . We consider a one parameter family of Markovian and Gaussian dynamic environments which are reversible with respect to the law of . Adapting their method, we show that if , with corresponding to the standard stochastic heat equation, then the particle stays -super diffusive, whereas if , corresponding to a fractional heat equation, then the particle becomes diffusive. In fact, for , we show that this is a particular case of [T. Komorowski, S. Olla, J. Func. Anal., 2003], which yields an…
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Point processes and geometric inequalities
