Superdiffusive central limit theorem for a class of driven diffusive systems at the critical dimension
Giuseppe Cannizzaro, Tom Klose, Quentin Moulard

TL;DR
This paper proves a superdiffusive central limit theorem for driven diffusive systems modeled by the stochastic Burgers equation at the critical dimension, showing convergence to a Gaussian fixed point with renormalized coefficients.
Contribution
It extends the universality results of the stochastic Burgers equation to the critical dimension and out-of-equilibrium systems, with new estimates and approximation techniques.
Findings
Convergence to a Gaussian fixed point under superdiffusive scaling.
First universality result for out-of-equilibrium driven diffusive systems.
New methods for handling non-quadratic nonlinearities in stochastic PDEs.
Abstract
We study the large-scale behaviour of a class of driven diffusive systems modelled by a Stochastic Partial Differential Equation, the Stochastic Burgers Equation (SBE) with general nonlinearity, at the critical dimension and in infinite volume. Our main result shows that, under a logarithmically superdiffusive space-time scaling, it is given by the same explicit Gaussian Fixed point obtained in [G. Cannizzaro, Q. Moulard, & F. Toninelli, arxiv.org/abs/2501.00344, 2025] for the quadratic SBE, but with suitably renormalised coefficients, thereby rigorously justifying and partly correcting the classical Physics derivation of the SBE in [H. van Beijeren, R. Kutner, & H. Spohn, Phys. Rev. Lett., 1986] based on Spohn's theory of nonlinear fluctuating hydrodynamics. Besides, ours is the first universality-type result for out-of-equilibrium systems and the first extension of [M. Hairer, J.…
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Taxonomy
TopicsNavier-Stokes equation solutions · Stability and Controllability of Differential Equations · Stochastic processes and financial applications
