Work

A central limit theorem for nonlinear conservative SPDEs

Year: 2025

Type: article

Abstract: We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise coefficients including the square root. In several cases, the fluctuations of the solutions agree to first order with the fluctuations of certain interacting particle systems about their hydrodynamic limits.

Source: Stochastic Partial Differential Equations Analysis and Computations

DOI: 10.1007/s40072-025-00359-y

Authors: Andrea Clini, Benjamin Fehrman

Institutions: University of Oxford, Louisiana State University

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,190

Funders: National Science Foundation, Engineering and Physical Sciences Research Council