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Scott Armstrong

Publications and source records attributed to Scott Armstrong.

At least 19 recordsLinked to original sources

Fluctuation bounds for rotationally invariant first-passage percolation

We prove that in rotationally invariant first-passage percolation on $\mathbb{R}^d$ with $d\geq2$, the passage time $T_n$ over a distance $n$ satisfies $\mathbb{E}[\exp(|T_n-μn|/n^{\frac{1}{2}(1-\varepsilon)})]\leq C$ for some $\varepsilon>0$, where $μ$ is the time constant. This implies that its variance is at most a constant times $n^{1-\varepsilon}$, the bound that Basu, Sidoravicius and Sly proved in the planar case. As in their work, our argument is an induction on the scale, but in place of their proof that the geodesic is chaotic, we use the averaging argument of Benjamini, Kalai and Schramm together with a logarithmic improvement of the Efron-Stein inequality due to Benaïm and Rossignol.

math.PR↗

Coarse ellipticity and De Giorgi-Nash-Moser theory in the optimal range

We extend the theory of De Giorgi-Nash-Moser to elliptic equations with symmetric coefficients $\mathbf{a}(x)$ which are possibly degenerate and unbounded but satisfy a coarse ellipticity condition. We prove local upper bounds for weak subsolutions, a weak Harnack inequality for nonnegative supersolutions, and a Harnack inequality for nonnegative solutions. The coarse ellipticity hypothesis requires spatial moments of coarse-grained matrices, suitably discounted and summed across scales, to be finite. In particular, it holds if, for some $α,β\geq0$ and $1 0$. For $α=β=0$, it corresponds to the results of Bella and Schäffner [8].

math.AP↗

Anomalous scaling limit of a Brownian particle in a log-correlated potential

We study a Brownian particle in $\mathbb{R}^d$, $d\geq2$, with drift given by the gradient of a log-correlated Gaussian potential. At weak disorder, we prove convergence to a scaling limit whose law is singular with respect to Brownian motion and whose invariant measure is given by Gaussian multiplicative chaos. The proof uses a renormalization group induction: at each scale, the elliptic operator is well approximated by a Laplacian with effective diffusivity decaying as a power of scale. We compute this exponent exactly in dimension two.

math.PR↗

Superdiffusive central limit theorem for a Brownian particle in a critically-correlated incompressible random drift

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case includes $\nabla^\perp$ of the Gaussian free field in two dimensions. We show the variance and the second moment of the displacement at a large time $t$ behave like $2dc_*^{1/2} t (\log t)^{1/2}$, in a quenched sense and with a precisely determined prefactor $c_*=c_*(\mathbb{P})>0$, independent of $ν$. We also prove a quenched invariance principle under this superdiffusive scaling. The proof is based on a rigorous renormalization group argument in which we inductively analyze coarse-grained diffusivities, scale-by-scale. Our analysis leads to sharp homogenization and large-scale regularity estimates on the infinitesimal generator, which are subsequently transferred into quantitative information on the process.

math.PR↗

Superdiffusion and anomalous regularization in self-similar random incompressible flows

We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k} $ with positive Hurst exponent $γ> 0$, so the resulting random environment is multiscale and self-similar. In the perturbative regime $γ\ll 1$, we prove quenched power-law superdiffusion: for a typical realization of the environment, the displacement variance at time $t$ grows like $t^{2/(2-γ)}$, the scaling predicted by renormalization group heuristics. We also identify the leading prefactor up to a random (quenched) relative error of order $γ^{\frac12}\left| \log γ\right|^{9/2}$. The proof implements a Wilsonian renormalization group scheme at the level of the infinitesimal generator $\nabla \cdot (νI_d + \mathbf{k} ) \nabla$, based on a self-similar induction across scales. We demonstrate that the coarse-grained generator is well-approximated, at each scale $r$, by a constant-coefficient Laplacian with effective diffusivity growing like $r^γ$. This approximation is inherently scale-local: reflecting the multifractal nature of the environment, the relative error does not decay with the scale, but remains of order $γ^{\frac12}\left| \log γ\right|^{7/2}$. We also prove anomalous regularization under the quenched law: for almost every realization of the drift, solutions of the associated elliptic equation are Hölder continuous with exponent $1 - Cγ^{\frac12}$ and satisfy estimates which are uniform in the molecular diffusivity $ν$ and the scale.

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Formalization of De Giorgi--Nash--Moser Theory in Lean

We present a formalization in Lean of the core interior De Giorgi--Nash--Moser theory for uniformly elliptic divergence-form equations with bounded measurable coefficients. The formalized results include local boundedness of weak subsolutions, the weak Harnack inequality for positive weak supersolutions, Moser's Harnack inequality for positive weak solutions, and interior Hölder regularity. This is, to our knowledge, the first machine-checked formalization of a major theorem in modern PDE theory. The development also required substantial new infrastructure for Sobolev spaces on bounded domains, weak solutions of elliptic equations, and quantitative regularity estimates. More broadly, it suggests that large-scale autoformalization of hard analysis in Lean is now within reach.

math.AP↗

Coarse-grained ellipticity and De Giorgi-Nash-Moser theory

We prove local boundedness and a Harnack inequality for nonnegative weak solutions of the equation $-\nabla\cdot(\mathbf{a}(x)\nabla u)=0$ under a coarse-grained ellipticity assumption on the symmetric coefficient field $\mathbf{a}$. Coarse-grained ellipticity is a scale-dependent condition, defined for fields with only $\mathbf{a},\mathbf{a}^{-1}\in L^1$, in terms of families of effective diffusion matrices on triadic cubes of all sizes, and our estimates depend quantitatively on a corresponding coarse-grained ellipticity ratio. We show that coarse-grained ellipticity can be enforced by purely negative Sobolev regularity hypotheses: if $\mathbf{a}\in L^1\cap W^{-s,p}(U)$ and $\mathbf{a}^{-1}\in L^1\cap W^{-t,q}(U)$ for exponents $p,q\in[1,\infty]$ and $s,t\in[0,1)$ satisfying $s<1-\frac{1}{p}$, $t<1-\frac{1}{q}$ and \[ \frac{s+t}{2} + \frac{d}{2}\Bigl(\frac{1}{p}+\frac{1}{q}\Bigr) < 1, \] then $\mathbf{a}$ is coarse-grained elliptic in $U$ and every nonnegative solution satisfies a quantitative unit-scale Harnack inequality. In particular, when $s=t=0$ we recover Trudinger's classical result under the integrability condition $\mathbf{a}\in L^p$, $\mathbf{a}^{-1}\in L^q$ with $\frac{1}{p}+\frac{1}{q}<\frac{2}{d}$, and we obtain the sharp scaling of the Harnack constant in terms of $\|\mathbf{a}\|_{L^p}$ and $\|\mathbf{a}^{-1}\|_{L^q}$. More importantly, our criteria apply to new classes of degenerate and singular coefficient fields for which $\mathbf{a},\mathbf{a}^{-1}\notin L^{1+δ}$ for all $δ>0$, including examples generated by singular fractal measures and Gaussian multiplicative chaos, beyond the reach of previous approaches based solely on integrability assumptions.

math.AP↗

Green function and invariant measure estimates for nondivergence form elliptic homogenization

We prove quantitative estimates on the the parabolic Green function and the stationary invariant measure in the context of stochasic homogenization of elliptic equations in nondivergence form. We consequently obtain a quenched, local CLT for the corresponding diffusion process and a quantitative ergodicity estimate for the environmental process. Each of these results are characterized by deterministic (in terms of the environment) estimates which are valid above a random, ``minimal'' length scale, the stochastic moments of which we estimate sharply.

math.AP↗

A coarse-graining theory for elliptic operators and homogenization in high contrast

We review a coarse-graining theory for divergence-form elliptic operators. The construction centers on a pair of coarse-grained matrices defined on spatial blocks that encode a scale-dependent notion of ellipticity, transmit precise information from small to large scales, and yield coarse-grained counterparts of standard elliptic estimates. Under simplifying assumptions, we give a complete proof of the result of [arXiv:2405.10732] that homogenization is reached within at most $C\log^2(1+Θ)$ dyadic length scales in the high-contrast regime, where $Θ$ is the ellipticity contrast. We argue that this scale-local notion of ellipticity is genuinely iterable across arbitrarily many scales, providing a framework for a rigorous renormalization group analysis.

math.AP↗

Quantitative homogenization and large-scale regularity of Poisson point clouds

We prove quantitative homogenization results for harmonic functions on supercritical continuum percolation clusters--that is, Poisson point clouds with edges connecting points which are closer than some fixed distance. We show that, on large scales, harmonic functions resemble harmonic functions in Euclidean space with sharp quantitative bounds on their difference. In particular, for every point cloud which is supercritical (meaning that the intensity of the Poisson process is larger than the critical parameter which guarantees the existence of an infinite connected component), we obtain optimal corrector bounds, homogenization error estimates and large-scale regularity results.

math.PR↗

Renormalization group and elliptic homogenization in high contrast

We prove a quantitative estimate for the homogenization length scale in terms of the ellipticity ratio $Λ/λ$ of the coefficient field. This upper bound applies to high-contrast elliptic equations exhibiting near-critical behavior. Specifically, we show, assuming a suitable decay of correlations, the length scale at which homogenization occurs is at most $\exp(C \log^2(1+Λ/λ))$. The proof introduces the new concept of coarse-grained ellipticity, which measures the effective ellipticity ratio of the equation--and thus the strength of the disorder--after integrating out smaller scales. By a direct analytic argument, we derive an approximate differential inequality for this coarse-grained ellipticity as a function of the length scale. This approach may be viewed as a rigorous renormalization group argument and provides a quantitative framework for homogenization that can be iteratively applied across an arbitrary number of length scales.

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Anomalous diffusion via iterative quantitative homogenization: an overview of the main ideas

Anomalous diffusion is the fundamental ansatz of phenomenological theories of passive scalar turbulence, and has been confirmed numerically and experimentally to an extraordinary extent. The purpose of this survey is to discuss our recent result, in which we construct a class of incompressible vector fields that have many of the properties observed in a fully turbulent velocity field, and for which the associated scalar advection-diffusion equation generically displays anomalous diffusion. Our main contribution is to propose an analytical framework in which to study anomalous diffusion via a backward cascade of renormalized eddy viscosities.

math.AP↗

Anomalous diffusion by fractal homogenization

For every $α< \frac13$, we construct an explicit divergence-free vector field $\mathbf{b}(t,x)$ which is periodic in space and time and belongs to $C^0_t C^α_x \cap C^α_t C^0_x$ such that the corresponding scalar advection-diffusion equation $$\partial_t θ^κ+ \mathbf{b} \cdot \nabla θ^κ- κΔθ^κ= 0$$ exhibits anomalous dissipation of scalar variance for arbitrary $H^1$ initial data: $$\limsup_{κ\to 0} \int_0^{1} \int_{\mathbb{T}^d} κ\| \nabla θ^κ(t,x) \|^2 \,dx\,dt >0.$$ The vector field is deterministic and has a fractal structure, with periodic shear flows alternating in time between different directions serving as the base fractal. These shear flows are repeatedly inserted at infinitely many scales in suitable Lagrangian coordinates. Using an argument based on ideas from quantitative homogenization, the corresponding advection-diffusion equation with small $κ$ is progressively renormalized, one scale at a time, starting from the (very small) length scale determined by the molecular diffusivity up to the macroscopic (unit) scale. At each renormalization step, the effective diffusivity is enhanced by the influence of advection on that scale. By iterating this procedure across many scales, the effective diffusivity on the macroscopic scale is shown to be of order one.

math.AP↗

Elliptic homogenization from qualitative to quantitative

We give a self-contained introduction to the theory of elliptic homogenization for random coefficient fields, starting from classical qualitative homogenization. The presentation also contains new results, such as optimal estimates (both in terms of stochastic moments and scaling of the error) for coefficient fields which are local functions of Gaussian random fields.

math.AP↗

Quantitative hydrodynamic limits of the Langevin dynamics for gradient interface models

We study the Langevin dynamics corresponding to the $\nablaϕ$ (or Ginzburg-Landau) interface model with a uniformly convex interaction potential. We interpret these Langevin dynamics as a nonlinear parabolic equation forced by white noise, which turns the problem into a nonlinear homogenization problem. Using quantitative homogenization methods, we prove a quantitative hydrodynamic limit, obtain the $C^2$ regularity of the surface tension, prove a large-scale Lipschitz-type estimate for the trajectories of the dynamics, and show that the fluctuation-dissipation relation can be seen as a commutativity of homogenization and linearization. Finally, we explain why we believe our techniques can be adapted to the setting of degenerate (non-uniformly) convex interaction potentials.

math.PR↗