Superdiffusive Central Limit Theorem for the Stochastic Burgers Equation at the critical dimension
Giuseppe Cannizzaro, Quentin Moulard, Fabio Toninelli

TL;DR
This paper proves that the two-dimensional Stochastic Burgers Equation exhibits logarithmic superdiffusivity with a precise constant, and establishes a Gaussian fixed point under superdiffusive scaling, advancing understanding of critical singular SPDEs.
Contribution
It provides the first rigorous scaling limit for a critical singular SPDE beyond weak coupling, identifying superdiffusive behavior and a Gaussian fixed point.
Findings
2d-SBE is logarithmically superdiffusive with a $( ext{log } t)^{2/3}$ divergence
The constant prefactor of the logarithm is proportional to $ extlambda^{4/3}$
Under superdiffusive rescaling, the SBE converges to a Gaussian fixed point
Abstract
The Stochastic Burgers Equation (SBE) is a singular, non-linear Stochastic Partial Differential Equation (SPDE) that describes, on mesoscopic scales, the fluctuations of stochastic driven diffusive systems with a conserved scalar quantity. In space dimension d = 2, the SBE is critical, being formally scale invariant under diffusive scaling. As such, it falls outside of the domain of applicability of the theories of Regularity Structures and paracontrolled calculus. In apparent contrast with the formal scale invariance, we fully prove the conjecture first appeared in [H. van Beijeren, R. Kutner, & H. Spohn, Phys. Rev. Lett., 1986] according to which the 2d-SBE is logarithmically superdiffusive, i.e. its diffusion coefficient diverges like as , thus removing subleading diverging multiplicative corrections in [D. De Gaspari & L. Haunschmid-Sibitz, Electron. J.…
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Taxonomy
TopicsStochastic processes and financial applications · advanced mathematical theories · Stochastic processes and statistical mechanics
