For a large class of discrete- and continuous-time models satisfying a linear flow property, we prove convergence to the critical $2d$ stochastic heat flow under diffusive scaling of space and time. Convergence is in the sense of finite-dimensional distributions in the space of measure-valued stochastic flows. The class of discrete models we consider includes random walks in space-time random environments with finite-range jumps, and directed polymer models with finite-range spatial correlations. The class of continuum models we consider includes several distinct types of linear-multiplicative stochastic PDEs whose driving noise is Gaussian with a smooth and compactly supported covariance kernel.
In this note, we consider the advection-diffusion equation on the $d$-dimensional torus, where $d$ is arbitrary. First, for the associated transport equation, we provide an explicit example of a space-time smooth, divergence-free, random velocity field that is a universal exponential mixer. Second, we set the molecular...
In this article, we consider the stochastic nonlinear heat equation driven by L\'evy space-time white noise in dimension one. For the spatial average of the solution, we prove quantitative and functional central limit theorems under $m_1+m_{2p}<\infty$ for some $p\in(1,\frac{3}{2})$. These results extend the Gaussian f...
We prove a large deviation principle for additive functionals of local Lipschitz functions of a one-dimensional symmetric zero-range process on the diffusive scale. The rate function is obtained from the dynamical large deviation principle for the empirical density and is characterized by a variational constraint invol...
We consider the one-dimensional random growth surface introduced by Adhikari and Chatterjee [AC24], where the height function is defined recursively via the heights at two neighboring sites and an independent noise term at each space-time point. In the subcritical regime, assuming uniformly bounded eighth moments of th...
Dang-Zheng Liu, Fang-Zhou Luo, Tian Wu et al.· 0 citations
For a class of stochastic fractional diffusion equations, we prove the existence of Stratonovich solutions and obtain the precise values of the Lyapunov exponents governing the large $t$-asymptotics of their $p$-th moments for all real $p\in\{1\}\cup[2,\infty)$, as well as the large $p$-asymptotics of the $p$-th moment...
We investigate martingale properties of heat dissipated by generic non-equilibrium overdamped Langevin dynamics with multiple dimensions and transport coefficients that may depend explicitly on time and/or space. We find quantitative criteria that establish that heat dissipation may exhibit transient martingale (time-c...
