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Mosco convergence of gradient forms with non-convex potentials II

Published 27 Aug 2024 in math.PR | (2408.15437v1)

Abstract: This article provides a scaling limit for a family of skew interacting Brownian motions in the context of mesoscopic interface models. Let $d\in\mathbb N$, $y_1,\dots,y_M\in\mathbb R$ and $f\in C_b(\mathbb R)$ be fixed. For each $N\in\mathbb N$ we consider a $k_N$-dimensional, skew reflecting distorted Brownian motion $(X{N,i}t){i=1,\dots,k_N}$, $t\geq 0$, and investigate the scaling limits for $N\to\infty$. The drift includes skew reflections at height levels $\tilde y_j:=N{1-\frac{d}{2}}y_j$ with intensities $\beta_j/Nd$ for $j=1,\dots,M$. The corresponding SDE is given by \begin{equation} d X{N,i}_t=-\big(A_N X{N}_t\big)_id t-\frac{1}{2}N{-\tfrac{d}{2}-1}\,f\big(N{\frac{d}{2}-1}X{N,i}_t\big)d t \+\sum_{j=1}M\tfrac{1-e{-\beta_j/Nd}}{1+e{-\beta_j/Nd}}d l_t{N,i, \tilde y_j} +d B_t{N,i}, \end{equation} where ${(B_t{N,i})}_{t\geq 0}$, $i=1,\dots, k_N$, are independent Brownian motions and $ l_t{N,i, \tilde y_j}$ denotes the local time of ${(X{N,i}t)}{t\geq 0}$ at $\tilde y_j$. We prove the weak convergence of the equilibrium laws of \begin{equation*} u_tN=\Lambda_N\circ X{N}_{N2t},\quad t\geq 0, \end{equation*} for $N\to\infty$, choosing suitable injective, linear maps $\Lambda_N:\mathbb R{k_N}\to {h\,|\,h:D\to\mathbb R}$. 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 ${(\Lambda_N)}_{N\in\mathbb N}$ within that class.

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