Effective diffusivities in periodic KPZ

IF 1.5 1区 数学 Q2 STATISTICS & PROBABILITY
Yu Gu, Tomasz Komorowski
{"title":"Effective diffusivities in periodic KPZ","authors":"Yu Gu, Tomasz Komorowski","doi":"10.1007/s00440-024-01297-x","DOIUrl":null,"url":null,"abstract":"<p>For the KPZ equation on a torus with a <span>\\(1+1\\)</span> spacetime white noise, it was shown in Dunlap et al. (Commun Pure Appl Math, 2023, https://doi.org/10.1002/cpa.22110) and Gu and Komorowski (Ann Inst H Poincare Prob Stat, 2021, arXiv:2104.13540v2) that the height function satisfies a central limit theorem, and the variance can be written as the expectation of an exponential functional of Brownian bridges. In this paper, we consider another physically relevant quantity, the winding number of the directed polymer on a cylinder, or equivalently, the displacement of the directed polymer endpoint in a spatially periodic random environment. It was shown in Gu and Komorowski (SIAM J Math Anal, arXiv:2207.14091) that the polymer endpoint satisfies a central limit theorem on diffusive scales. The main result of this paper is an explicit expression of the effective diffusivity, in terms of the expectation of another exponential functional of Brownian bridges. Our argument is based on a combination of tools from Malliavin calculus, homogenization, and diffusion in distribution-valued random environments.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":1.5000,"publicationDate":"2024-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Theory and Related Fields","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s00440-024-01297-x","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0

Abstract

For the KPZ equation on a torus with a \(1+1\) spacetime white noise, it was shown in Dunlap et al. (Commun Pure Appl Math, 2023, https://doi.org/10.1002/cpa.22110) and Gu and Komorowski (Ann Inst H Poincare Prob Stat, 2021, arXiv:2104.13540v2) that the height function satisfies a central limit theorem, and the variance can be written as the expectation of an exponential functional of Brownian bridges. In this paper, we consider another physically relevant quantity, the winding number of the directed polymer on a cylinder, or equivalently, the displacement of the directed polymer endpoint in a spatially periodic random environment. It was shown in Gu and Komorowski (SIAM J Math Anal, arXiv:2207.14091) that the polymer endpoint satisfies a central limit theorem on diffusive scales. The main result of this paper is an explicit expression of the effective diffusivity, in terms of the expectation of another exponential functional of Brownian bridges. Our argument is based on a combination of tools from Malliavin calculus, homogenization, and diffusion in distribution-valued random environments.

周期性 KPZ 中的有效扩散系数
对于具有(1+1)时空白噪声的环上 KPZ 方程,Dunlap 等人(Commun Pure Appl Math, 2023, https://doi.org/10.1002/cpa.22110)以及 Gu 和 Komorowski(Ann Inst H Poincare Prob Stat, 2021, arXiv:2104.13540v2)的研究表明,高度函数满足中心极限定理,方差可以写成布朗桥指数函数的期望。在本文中,我们将考虑另一个物理相关量,即圆柱体上有向聚合物的缠绕数,或者等价于有向聚合物端点在空间周期性随机环境中的位移。Gu 和 Komorowski(SIAM J Math Anal,arXiv:2207.14091)的研究表明,聚合物端点满足扩散尺度上的中心极限定理。本文的主要结果是用布朗桥的另一个指数函数的期望值来明确表达有效扩散性。我们的论证基于马利亚文微积分、均质化和分布值随机环境中的扩散等工具的结合。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
Probability Theory and Related Fields
Probability Theory and Related Fields 数学-统计学与概率论
CiteScore
3.70
自引率
5.00%
发文量
71
审稿时长
6-12 weeks
期刊介绍: Probability Theory and Related Fields publishes research papers in modern probability theory and its various fields of application. Thus, subjects of interest include: mathematical statistical physics, mathematical statistics, mathematical biology, theoretical computer science, and applications of probability theory to other areas of mathematics such as combinatorics, analysis, ergodic theory and geometry. Survey papers on emerging areas of importance may be considered for publication. The main languages of publication are English, French and German.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信