{"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.
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.