( t)23-superdiffusivity for the 2d stochastic Burgers equation
Abstract
The Stochastic Burgers equation was introduced in [H. van Beijeren, R. Kutner and H. Spohn, Excess noise for driven diffusive systems, PRL, 1985] as a continuous approximation of the fluctuations of the asymmetric simple exclusion process. It is formally given by ∂tη =12η+ w·∇(η2) + ∇·, where is d-dimensional space time white noise and w is a fixed non-zero vector. In the critical dimension d=2 at stationarity, we show that this system exhibits superdiffusve behaviour: more specifically, its bulk diffusion coefficient behaves like ( t)23, in a Tauberian sense, up to t corrections. This confirms a prediction made in the physics literature and complements [G. Cannizzarro, M. Gubinelli, F. Toninelli, Gaussian Fluctuations for the stochastic Burgers equation in dimension d≥ 2, CMP, 2024], where the same equation was studied in the weak-coupling regime. Furthermore this model can be seen as a continuous analogue to [H.T. Yau, ( t)23 law of the two dimensional asymmetric simple exclusion process, Annals of Mathematics, 2004].
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