Skip to main content
Log in

The Edwards–Wilkinson Limit of the Random Heat Equation in Dimensions Three and Higher

  • Published:
Communications in Mathematical Physics Aims and scope Submit manuscript

Abstract

We consider the heat equation with a multiplicative Gaussian potential in dimensions d ≥ 3. We show that the renormalized solution converges to the solution of a deterministic diffusion equation with an effective diffusivity. We also prove that the renormalized large scale random fluctuations are described by the Edwards–Wilkinson model, that is, the stochastic heat equation (SHE) with additive white noise, with an effective variance.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Alberts T., Khanin K., Quastel J.: The intermediate disorder regime for directed polymers in dimension 1 + 1. Ann. Probab. 42, 1212–1256 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  2. Amir G., Corwin I., Quastel J.: Probability distribution of the free energy of the continuum directed random polymer in 1+1 dimensions. Commun. Pure Appl. Math. 64, 466–537 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bertini L., Giacomin G.: Stochastic Burgers and KPZ equations from particle systems. Commun. Math. Phys. 183, 571–607 (1997)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  4. Betz V., Spohn H.: A central limit theorem for Gibbs measures relative to Brownian motion. Probab. Theory Relat. Fields 131, 459–478 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  5. Billingsley P.: Convergence of Probability Measures. Academic Press, Cambridge (1999)

    Book  MATH  Google Scholar 

  6. Bolthausen E.: A note on the diffusion of directed polymers in a random environment. Commun. Math. Phys. 123, 529–534 (1989)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  7. Caravenna F., Sun R., Zygouras N.: Universality in marginally relevant disordered systems. Ann. Appl. Probab. 27, 3050–3112 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  8. Chandra A., Shen H.: Moment bounds for SPDEs with non-Gaussian fields and application to the Wong–Zakai problem. Electron. J. Probab. 22, 68 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  9. Comets, F.: Directed polymers in random environments, Lecture Notes in Mathematics, vol. 2175, Springer, Cham, 2017, Lecture notes from the 46th Probability Summer School held in Saint-Flour, (2016)

  10. Comets F., Liu Q.: Rate of convergence for polymers in a weak disorder. J. Math. Anal. Appl. 455, 312–335 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  11. Dautray R., Lions, J.-L.: Mathematical Analysis and Numerical Methods in Science and Technology. Volume 3: Spectral Theory and Applicaitons, Springer, (1990)

  12. Feng, Z. S.: Rescaled Directed Random Polymer in Random Environment in Dimension 1+ 2, Ph.D. thesis, University of Toronto (Canada), (2016)

  13. Gu Y., Bal G.: Homogenization of parabolic equations with large time-dependent random potential. Stoch. Proc. Appl. 125, 91–115 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  14. Gu, Y., Tsai, L.-C.: Another look into the Wong–Zakai theorem for stochastic heat equation, arXiv preprint arXiv:1801.09164, (2018)

  15. Gubinelli M.: Gibbs measures for self-interacting Wiener paths. Markov Proc. Relat. Fields 12, 747–766 (2006)

    MathSciNet  MATH  Google Scholar 

  16. Gubinelli, M., Imkeller, P., Perkowski, N.: Paracontrolled distributions and singular PDEs, In: Forum of Mathematics, Pi, vol. 3, Cambridge University Press, p. e6. (2015)

  17. Hairer M.: Solving the KPZ equation. Ann. Math. 178, 559–664 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  18. Hairer M.: A theory of regularity structures. Invent. Math. 198, 269–504 (2014)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  19. Hairer M., Labbé C.: Multiplicative stochastic heat equations on the whole space. J. Eur. Math. Soc. 20, 1005–1054 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  20. Hairer M., Pardoux É.: A Wong–Zakai theorem for stochastic PDEs. J. Math. Soc. Jpn. 67, 1551–1604 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  21. Hu Y., Nualart D.: Stochastic integral representation of the L 2 modulus of continuity of Brownian local time and a central limit theorem. Electron. Commun. Probab. 14, 529–539 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  22. Hu Y., Nualart D., Song J.: Integral representation of renormalized self-intersection local times. J. Funct. Anal. 255, 2507–2532 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  23. Imbrie J. Z., Spencer T.: Diffusion of directed polymers in a random environment. J. Stat. Phys. 52, 609–626 (1988)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  24. Kupiainen, A.: Renormalization group and stochastic PDEs, In: Annales Henri Poincaré, vol. 17, Springer, pp. 497–535. (2016)

  25. Magnen J., Unterberger J.: The Scaling Limit of the KPZ Equation in Space Dimension 3 and Higher. J. Stat. Phys. 171, 543–598 (2018)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  26. Mukherjee, C.: A central limit theorem for the annealed path measures for the stochastic heat equation and the continuous directed polymer in d ≥ 3, arXiv preprint arXiv:1706.09345, (2017)

  27. Mukherjee, C., Shamov, A., Zeitouni, O.: Weak and strong disorder for the stochastic heat equation and continuous directed polymers in d ≥ 3. Electr. Commun. Probab. 21 (2016)

  28. Otto, F., Weber, H.: Quasilinear SPDEs via rough paths, arXiv preprint arXiv:1605.09744, (2016)

  29. Stone C.: A local limit theorem for nonlattice multi-dimensional distribution functions. Ann. Math. Stat. 36, 546–551 (1965)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yu Gu.

Additional information

Communicated by H. Spohn

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Gu, Y., Ryzhik, L. & Zeitouni, O. The Edwards–Wilkinson Limit of the Random Heat Equation in Dimensions Three and Higher. Commun. Math. Phys. 363, 351–388 (2018). https://doi.org/10.1007/s00220-018-3202-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00220-018-3202-0

Navigation