A Critical Drift-Diffusion Equation: Connections to the Diffusion on $\textbf{SL}(2)$

Peter Morfe; Felix Otto; Christian Wagner

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arXiv · 2410.15983

A Critical Drift-Diffusion Equation: Connections to the Diffusion on $\textbf{SL}(2)$

Peter Morfe·Felix Otto·Christian Wagner

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Abstract

In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we focus on the critical case where a small-scale cut-off is necessary for well-posedness and the large-scale cancellations lead to a borderline super-diffusive behavior. On the other hand is the natural diffusion $F$ on the Lie group $\textbf{SL}(2)$ of matrices of determinant one. As a consequence of this connection, the strongly non-Gaussian character of $F$ transmits to how $X$ depends on its starting point.

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Peter Morfe, Felix Otto, Christian Wagner. 2024-10-21. A Critical Drift-Diffusion Equation: Connections to the Diffusion on $\textbf{SL}(2)$. https://arxiv.org/abs/2410.15983

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