Parabolic Anderson model in a dynamic random environment: random conductances

DOI10.1007/S11040-016-9210-4zbMATH Open1413.60095arXiv1507.06008OpenAlexW1630232688WikidataQ59471284 ScholiaQ59471284MaRDI QIDQ1663363FDOQ1663363

Gregory Maillard, F. den Hollander, Dirk Erhard

Publication date: 21 August 2018

Published in: Mathematical Physics, Analysis and Geometry (Search for Journal in Brave)

Abstract: The parabolic Anderson model is defined as the partial differential equation partial u(x,t)/partial t = kappaDelta u(x,t) + xi(x,t)u(x,t), xin�^d, tgeq 0, where kappa in [0,infty) is the diffusion constant, Delta is the discrete Laplacian, and xi is a dynamic random environment that drives the equation. The initial condition u(x,0)=u_0(x), xin�^d, is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate 2dkappa, split into two at rate xi vee 0, and die at rate (-xi) vee 0. Our focus is on the Lyapunov exponents lambda_p(kappa) = lim_{t oinfty} frac{1}{t} log E([u(0,t)]^p)^{1/p}, p in N, and lambda_0(kappa) = lim_{t oinfty} frac{1}{t}log u(0,t). We investigate what happens when kappaDelta is replaced by Delta^cK, where cK = {mathcal{K}(x,y)colon,x,yin�^d,,x sim y} is a collection of random conductances between neighbouring sites replacing the constant conductances kappa in the homogeneous model. We show that the associated annealed Lyapunov exponents are given by the formula lambda_p(cK) = sup{lambda_p(kappa) colon,kappainSupp(cK)}, where Supp(cK) is the set of values taken by the cK-field. We also show that for the associated quenched Lyapunov exponent this formula only provides a lower bound. Our proof is valid for three classes of reversible xi, and for all cK satisfying a certain clustering property, namely, there are arbitrarily large balls where cK is almost constant and close to any value in Supp(cK). What our result says is that the Lyapunov exponents are controlled by those pockets of cK where the conductances are close to the value that maximises the growth in the homogeneous setting.

Full work available at URL: https://arxiv.org/abs/1507.06008

zbMATH Keywords

large deviationsconfinementLyapunov exponentsparabolic Anderson equationrandom conductancesvariational representations

Mathematics Subject Classification ID

Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Asymptotic behavior of solutions to PDEs (35B40) Random operators and equations (aspects of stochastic analysis) (60H25) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

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• The Semi-Circle Diagrams in the Stochastic Limit of the Anderson Model
• Reaction-diffusion models: from particle systems to SDE's
• Properties of the parabolic Anderson model and the Anderson polymer model

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