Diffusions with Critical Divergence-Free Drifts: Varadhan Asymptotics and Path-Law Singularity

Source abstract

We study the Euclidean Varadhan formula (EVF) and path laws for diffusions with critical divergence-free drifts in dimension $d\geq2$. For drifts given by smooth bounded skew-symmetric stream matrices, we prove a quantitative lower bound under a sector condition with a lower-order term. Its constants depend only on the dimension and the sector condition data. By approximation, the locally uniform Euclidean lower bound holds for all divergence-free $L^\infty_t{\rm BMO}^{-1}_x$ drifts. However, a time-dependent counterexample shows that EVF can fail even for a drift in $L^\infty_tL^d_x$. A complementary upper bound is given under a structural decomposition condition. In particular, for every time-independent $L^{d,\infty}$ drift (without any smallness assumption), and the decoupled diffusion associated with the two-dimensional vorticity equation, the EVF holds. Finally, we construct a time-independent $L^d$ drift whose SDE has a unique strong solution from the origin and whose path law is mutually singular with the corresponding driftless Brownian law. The same diffusion satisfies EVF, showing that Brownian short-time endpoint costs can persist despite singularity of the path law.