Edwards-Wilkinson limit for a stochastic advection-diffusion PDE

Sotirios Kotitsas, Dejun Luo, Mario Maurelli

Published: 2025/9/9

Abstract

We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the density converge to a Gaussian limit, described by an additive stochastic heat equation. In the case where the environment is divergence-free, our result can be interpreted as computing the scaling limit of the first-order correction to the quenched Central Limit Theorem.

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