Gaussian fluctuations for the stochastic heat equation with colored noise (Q2195559)

The authors consider a stochastic partial differential equation \[ \frac{\partial u}{\partial t}=\frac{1}{2}\Delta u+\sigma(u)\dot W \] on \(\mathbb R_+\times\mathbb R^d\) with the initial condition \(u(0,x)=1\), where \(\dot W(t,x)\) is a centered Gaussian noise with the covariance \(\mathbb E\,\left[\dot W(t,x)\dot W(s,y)\right]=\delta_0(t-s)|x-y|^{-\beta}\) for \(0<\beta<\min\,\{d,2\}\) and \(\sigma\) is a Lipschitz continuous function with \(\sigma(1)\ne 0\). Define \begin{align*} G_R(t)&=\int_{[|x|\le R]}\left[u(t,x)-1\right]\,dx,&\eta(t,x)&=\mathbb E\,\left[\sigma(u(t,x))\right], \\ \sigma^2_R&=\operatorname{Var}\,G_R(t),&k_\beta&=\int_{[|x_1|\le 1]}\int_{[|x_2|\le 1]}|x_1-x_2|^{-\beta}\,dx_1\,dx_2. \end{align*} Let \(d_{\operatorname{TV}}\) denote the total variation distance. Then it is proved that there exist constants \(C_{t,\beta}\) such that \[ d_{\operatorname{TV}}\left(\frac 1{\sigma_R}G_R(t),\mathcal N(0,1)\right)\le C_{t,\beta}R^{-\beta/2}, \] \(\sigma_R\) is of order \(R^{d-\frac{\beta}{2}}\) as \(R\to\infty\), \(\eta\) does not depend on the spatial variable \(x\), i.e., \(\eta(t)=\eta(t,x)\), and \[ R^{\frac{\beta}{2}-d}G_R\qquad\longrightarrow\qquad\sqrt{k_\beta}\int_0^\cdot\eta\,dY \] weakly on \(C([0,T])\) where \(Y\) is a standard Brownian motion.