Scaling limits of stochastic transport equations on manifolds

Abstract In this work, we generalize some results on scaling limits of stochastic transport equations on the torus, developed recently by Galeati (Stoch Partial Differ Equ: Anal Comput 8(4):833–868, 2020), Flandoli and Luo (Ann Probab 48(1):264–295, 2020), Flandoli et al. (J Differ Equ 394:237–277, 2024), to manifolds. We consider the stochastic transport equations driven by colored space-time noise (smooth in space, white in time) on a compact Riemannian manifold without boundary. Then we study the scaling limits of stochastic transport equations, tuning the noise in such a way that the space covariance of the noise on the diagonal goes to the identity matrix but the covariance operator itself goes to zero. This includes the large scale analysis regime with diffusive scaling. We obtain different scaling limits depending on the initial data. With space white noise as initial data, the solutions to the stochastic transport equations converge in distribution to the solution to a stochastic heat equation with additive noise. With square integrable initial data, the solutions to the stochastic transport equations converge to the solution to the deterministic heat equation, and we provide quantitative estimates on the convergence rate.