The random heat equation in dimensions three and higher: the homogenization viewpoint

DOI10.1007/S00205-021-01694-9MaRDI QIDQ2065716zbMATH OpenOpenAlexFDO

Authors Alexander Dunlap, Yu Gu, Lenya Ryzhik, Ofer Zeitouni

Publication date 12 January 2022

Published in Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.07557

zbMATH Keywords

Edwards-Wilkinson equationeffective diffusivity

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Heat equation (35K05) Initial value problems for second-order parabolic equations (35K15) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We consider the stochastic heat equation $$, with a smooth space-time stationary Gaussian random field $V(s,y)$, in dimensions $dgeq3$, with an initial condition $u(0,x)=u_0(varepsilonx)$ and a suitably chosen $lambdainmathbbR$. It is known that, for $$ small enough, the diffusively rescaled solution $u^{varepsilon}(t,x)=u(varepsilo{n}^{-2}t,varepsilo{n}^{-1}x)$ converges weakly to a scalar multiple of the solution $$ of the heat equation with an effective diffusivity $a$, and that fluctuations converge, also in a weak sense, to the solution of the Edwards-Wilkinson equation with an effective noise strength $u$ and the same effective diffusivity. In this paper, we derive a pointwise approximation $$, where $Ps{i}^{v}arepsilon(t,x)=Psi(t/varepsilo{n}^2,x/varepsilon)$, $Psi$ is a solution of the SHE with constant initial conditions, and $u^{v}arepsilo{n}_1$ is an explicit corrector. We show that $Psi(t,x)$ converges to a stationary process $ildePsi(t,x)$ as $toinfty$, that $mathbfE|u^{v}arepsilon(t,x)-w^{v}arepsilon(t,x){|}^2$ converges pointwise to $0$ as $varepsilono0$, and that $varepsilo{n}^{-d/2+1}(u^{v}arepsilon-w^{v}arepsilon)$ converges weakly to $0$ for fixed $t$. As a consequence, we derive new representations of the diffusivity $a$ and effective noise strength $u$. Our approach uses a Markov chain in the space of trajectories introduced in Gu, Ryzhik, and Zeitouni, "The Edwards-Wilkinson limit of the random heat equation in dimensions three and higher," as well as tools from homogenization theory. The corrector $u_1^{v}arepsilon(t,x)$ is constructed using a seemingly new approximation scheme on a mesoscopic time scale.

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Cited in

(14)

• The Edwards-Wilkinson limit of the random heat equation in dimensions three and higher
• Homogenization of a stochastically forced Hamilton-Jacobi equation
• A quenched local limit theorem for stochastic flows
• A forward-backward SDE from the 2D nonlinear stochastic heat equation
• Law of large numbers and fluctuations in the sub-critical and \(L^2\) regions for SHE and KPZ equation in dimension \(d \geq 3\)
• Fluctuations of the solutions to the KPZ equation in dimensions three and higher
• Another look into the Wong-zakai theorem for stochastic heat equation
• The intermediate disorder regime for Brownian directed polymers in Poisson environment
• Fluctuations of two-dimensional stochastic heat equation and KPZ equation in subcritical regime for general initial conditions
• The homogenization of the heat equation with mixed conditions on randomly subsets of the boundary
• Fluctuations of a nonlinear stochastic heat equation in dimensions three and higher
• Gaussian fluctuations for the stochastic Burgers equation in dimension \(d \geq 2\)
• Fluctuations of stochastic PDEs with long-range correlations
• Extremal behavior of the heat random field

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