{"title":"周期性 KPZ 中的有效扩散系数","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":"{\"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}","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
摘要
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。
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.