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Weak coupling limit of a Brownian particle in the curl of the 2D GFF

Published 9 May 2024 in math.PR | (2405.05778v1)

Abstract: In this article, we study the weak coupling limit of the following equation in $\mathbb{R}2$: $$dX_t\varepsilon=\frac{\hat{\lambda}}{\sqrt{\log\frac1\varepsilon}}\omega\varepsilon(X_t\varepsilon)dt+\nu dB_t,\quad X_0\varepsilon=0. $$ Here $\omega\varepsilon=\nabla{\perp}\rho_\varepsilon*\xi$ with $\xi$ representing the $2d$ Gaussian Free Field (GFF) and $\rho_\varepsilon$ denoting an appropriate identity. $B_t$ denotes a two-dimensional standard Brownian motion, and $\hat{\lambda},\nu>0$ are two given constants. We use the approach from \cite{Cannizzaro.2023} to show that the second moment of $X_t\varepsilon$ under the annealed law converges to $(c(\nu)2+2\nu2)t$ with a precisely determined constant $c(\nu)>0$, which implies a non-trivial limit of the drift terms as $\varepsilon$ vanishes. We also prove that in this weak coupling regime, the sequence of solutions converges in distribution to $\left(\sqrt{\frac{c(\nu)2}{2}+\nu2}\right)\widetilde{B}_t$ as $\varepsilon$ vanishes, where $\widetilde{B}_t$ is a two-dimensional standard Brownian motion.

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