A singular parabolic {A}nderson model

DOI10.1214/EJP.V9-189zbMATH Open1071.60055arXivmath/0204089MaRDI QIDQ1767533FDOQ1767533

Authors: Carl Mueller, Roger Tribe 

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation with a random potential: u_t=Delta u+kuF. Here k>0 is a small number, and x lies in d-dimensional Euclidean space with d>2. F is a Gaussian noise which is uncorrelated in time, and whose spatial covariance equals |x-y|^(-2). The exponent 2 is critical in the following sense. For exponents less than 2, the equation has function-valued solutions, and for exponents higher than 2, we do not expect solutions to exist. This model is closely related to the parabolic Anderson model; we expect solutions to be small, except for a collection of high peaks. This phenomenon is called intermittency, and is reflected in the singular nature of our process. Solutions exist as singular measures, under suitable assumptions on the initial conditions and for sufficiently small k. We investigate various properties of the solutions, such as dimension of the support and long-time behavior. As opposed to the super-Brownian motion, which satisfies a similar equation, our process does not have compact support, nor does it die out in finite time. We use such tools as scaling, self-duality and moment formulae.

Full work available at URL: https://arxiv.org/abs/math/0204089

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zbMATH Keywords

extinctionstochastic partial differential equationintermittencysingular measuresdensity of support

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Cited In (9)

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• On weak convergence of stochastic heat equation with colored noise
• Global well-posedness for the nonlinear generalized parabolic Anderson model equation
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