6 papers · 1 filter
Intermittency of geometric Brownian motion on
Sefika Kuzgun, Felix Otto, Christian Wagner
This short note is motivated by a recently discovered connection between a drift-diffusion process in -dimensional Euclidean space with a divergence-free drift sampled from a st…
A Critical Drift-Diffusion Equation: Intermittent Behavior via Geometric Brownian Motion on
Peter S. Morfe, Felix Otto, Christian Wagner
This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions , building on the scale-by-scale homoge…
On minimizing curves in a Brownian potential
Felix Otto, Matteo Palmieri, Christian Wagner
We study a -dimensional semi-discrete random variational problem that can be interpreted as the geometrically linearized version of the critical -dimensional random field…
A Critical Drift-Diffusion Equation: Connections to the Diffusion on
Peter Morfe, Felix Otto, Christian Wagner
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process with divergence-free and time-independent drift . The…
A critical drift-diffusion equation: intermittent behavior
Felix Otto, Christian Wagner
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space…
The Gaussian free-field as a stream function: continuum version of the scale-by-scale homogenization result
Peter Morfe, Felix Otto, Christian Wagner
This note is about a drift-diffusion process with a time-independent, divergence-free drift , where is a smooth Gaussian field that decorrelates over large scales. In tw…