Mosco convergence of gradient forms with non-convex potentials II

Abstract

This article provides a scaling limit for a family of skew interacting Brownian motions in the context of mesoscopic interface models. Let d∈ N, y1,…,yM∈ R and f∈ Cb( R) be fixed. For each N∈ N we consider a kN-dimensional, skew reflecting distorted Brownian motion (XN,it)i=1,…,kN, t≥ 0, and investigate the scaling limits for N∞. The drift includes skew reflections at height levels yj:=N1-d2yj with intensities βj/Nd for j=1,…,M. The corresponding SDE is given by equation d XN,it=-(AN XNt)id t-12N-d2-1\,f(Nd2-1XN,it)d t \\+Σj=1M1-e-βj/Nd1+e-βj/Ndd ltN,i, yj +d BtN,i, equation where (BtN,i)t≥ 0, i=1,…, kN, are independent Brownian motions and ltN,i, yj denotes the local time of (XN,it)t≥ 0 at yj. We prove the weak convergence of the equilibrium laws of equation* utN=N XNN2t, t≥ 0, equation* for N∞, choosing suitable injective, linear maps N: RkN \h\,|\,h:D R\. The scaling limit is a distorted Ornstein-Uhlenbeck process whose state space is the Hilbert space H=L2(D, dz). We characterize a class of height maps, such that the scaling limit of the dynamic is not influenced by the particular choice of (N)N∈ N within that class.

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