The Random Heat Equation in Dimensions Three and Higher: The Homogenization Viewpoint

We consider the stochastic heat equation $\partial_{s}u =\frac{1}{2}\Delta u +(\beta V(s,y)-\lambda)u$, driven by a smooth space-time stationary Gaussian random field $V(s,y)$, in dimensions $d\geq 3$, with an initial condition $u(0,x)=u_0(\varepsilon x)$. It is known that the diffusively rescaled solution $u^{\varepsilon}(t,x)=u(\varepsilon^{-2}t,\varepsilon^{-1}x)$ converges weakly to a scalar multiple of the solution $\bar u$ of a homogenized heat equation with an effective diffusivity $a$, and that fluctuations converge (again, in a weak sense) to the solution of the Edwards-Wilkinson equation with an effective noise strength $\nu$. In this paper, we derive a pointwise approximation $w^\varepsilon(t,x)=\bar u(t,x)\Psi^\varepsilon(t,x)+\varepsilon u_1^\varepsilon(t,x)$, where $\Psi^\varepsilon(t,x)=\Psi(t/\varepsilon^2,x/\varepsilon)$, $\Psi$ is a solution of the SHE with constant initial conditions, and $u_1$ is an explicit corrector. We show that $\Psi(t,x)$ converges to a stationary process $\tilde \Psi(t,x)$ as $t\to\infty$, that $w^\varepsilon(t,x)$ converges pointwise (in $L^1$) to $u^\varepsilon(t,x)$ as $\varepsilon\to 0$, and that $\varepsilon^{-d/2+1}(u^\varepsilon-w^\varepsilon)$ converges weakly to $0$ for fixed $t$. As a consequence, we derive new representations of the diffusivity $a$ and effective noise strength~$\nu$. Our approach uses a Markov chain in the space of trajectories introduced in Gu, Ryzhik, and Zeitouni, "The Edwards-Wilkinson limit of the random heat equation in dimensions three and higher", as well as tools from homogenization theory. The corrector $u_1^\varepsilon(t,x)$ is constructed using a seemingly new approximation scheme on "long but not too long time intervals".

[1]  C. Stone A LOCAL LIMIT THEOREM FOR NONLATTICE MULTI-DIMENSIONAL DISTRIBUTION FUNCTIONS' , 1965 .

[2]  Felix Otto,et al.  Quantitative results on the corrector equation in stochastic homogenization , 2014, 1409.0801.

[3]  Yu Gu High order correctors and two-scale expansions in stochastic homogenization , 2016, 1601.07958.

[4]  F. Otto,et al.  An optimal error estimate in stochastic homogenization of discrete elliptic equations , 2012, 1203.0908.

[5]  S. Armstrong,et al.  Quantitative Stochastic Homogenization and Large-Scale Regularity , 2017, Grundlehren der mathematischen Wissenschaften.

[6]  Invariant measures for stochastic heat equations , 1998 .

[7]  O. Zeitouni,et al.  The Edwards–Wilkinson Limit of the Random Heat Equation in Dimensions Three and Higher , 2017, Communications in Mathematical Physics.

[8]  Peter W. Glynn,et al.  Markov Chains and Stochastic Stability by Sean Meyn , 2009 .

[9]  S. Armstrong,et al.  The additive structure of elliptic homogenization , 2016, 1602.00512.

[10]  A Limit Theorem for Turbulent Diffusion , 1979 .

[11]  Fluctuation and Rate of Convergence for the Stochastic Heat Equation in Weak Disorder , 2018, 1807.03902.

[12]  F. Caravenna,et al.  On the Moments of the $$(2+1)$$-Dimensional Directed Polymer and Stochastic Heat Equation in the Critical Window , 2018, Communications in Mathematical Physics.

[13]  G. Papanicolaou,et al.  A limit theorem for stochastic acceleration , 1980 .

[14]  Yu Gu,et al.  Scaling Limit of Fluctuations in Stochastic Homogenization , 2016, Multiscale Model. Simul..

[15]  Donald A. Dawson,et al.  Spatially homogeneous random evolutions , 1980 .

[16]  J. Unterberger,et al.  The Scaling Limit of the KPZ Equation in Space Dimension 3 and Higher , 2017, 1702.03122.

[17]  F. Otto,et al.  Higher-order pathwise theory of fluctuations in stochastic homogenization , 2019, Stochastics and Partial Differential Equations: Analysis and Computations.

[18]  F. Otto,et al.  The Structure of Fluctuations in Stochastic Homogenization , 2016, Communications in Mathematical Physics.

[19]  S. Dharmadhikari,et al.  Bounds on the Moments of Martingales , 1968 .

[20]  Chiranjib Mukherjee Ju n 20 17 A CENTRAL LIMIT THEOREM FOR THE ANNEALED PATH MEASURES FOR THE STOCHASTIC HEAT EQUATION AND THE CONTINUOUS DIRECTED POLYMER IN d ≥ 3 , 2017 .

[21]  O. Zeitouni,et al.  Weak and Strong disorder for the stochastic heat equation and the continuous directed polymer in $d\geq 3$ , 2016, 1601.01652.

[22]  F. Caravenna,et al.  Universality in marginally relevant disordered systems , 2015, 1510.06287.

[23]  George Papanicolaou,et al.  A limit theorem for turbulent diffusion , 1979 .

[24]  Richard L. Tweedie,et al.  Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.

[25]  F. Otto,et al.  An optimal variance estimate in stochastic homogenization of discrete elliptic equations , 2011, 1104.1291.

[26]  GuYu,et al.  Scaling Limit of Fluctuations in Stochastic Homogenization , 2016 .