The Edwards-Wilkinson limit of the random heat equation in dimensions three and higher

DOI10.1007/S00220-018-3202-0zbMATH Open1400.82131arXiv1710.00344OpenAlexW3099809193MaRDI QIDQ1989873FDOQ1989873

Authors: Yu Gu, Lenya Ryzhik, Ofer Zeitouni 

Publication date: 29 October 2018

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We consider the heat equation with a multiplicative Gaussian potential in dimensions $dgeq3$. We show that the renormalized solution converges to the solution of a deterministic diffusion equation with an effective diffusivity. We also prove that the renormalized large scale random fluctuations are described by the Edwards-Wilkinson model, that is, the stochastic heat equation (SHE) with additive white noise, with an effective variance.

Full work available at URL: https://arxiv.org/abs/1710.00344

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zbMATH Keywords

random heat equationdeterministic diffusion equationEdwards-Wilkinson limit

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17) PDEs with randomness, stochastic partial differential equations (35R60) Processes in random environments (60K37) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

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Cited In (34)

• 2D anisotropic KPZ at stationarity: scaling, tightness and nontriviality
• On the moments of the \((2+1)\)-dimensional directed polymer and stochastic heat equation in the critical window
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