Long-time tails in the parabolic Anderson model with bounded potential

Asymptotic behavior of solutions to PDEs (35B40) Initial value problems for second-order parabolic equations (35K15) PDEs with randomness, stochastic partial differential equations (35R60) Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: We consider the parabolic Anderson problem

p a r t i a l_{t} u = k a p p a D e l t a u + x i u

on

with random i.i.d. potential

and the initial condition

u (0, c d o t) e q u i v 1

. Our main assumption is that

e s s s u p x i (0) = 0

. Depending on the thickness of the distribution

p r o b (x i (0) i n c d o t)

close to its essential supremum, we identify both the asymptotics of the moments of

u (t, 0)

and the almost-sure asymptotics of

u (t, 0)

as

t o i n f t y

in terms of variational problems. As a by-product, we establish Lifshitz tails for the random Schr"odinger operator

- k a p p a D e l t a - x i

at the bottom of its spectrum. In our class of

x i

distributions, the Lifshitz exponent ranges from

d / 2

to

i n f t y

; the power law is typically accompanied by lower-order corrections.

Review text

The parabolic Anderson model is the Euclidean-time (or diffusion) version of the Schrödinger equation with a random potential: \[ \partial_tu(t,z)=k\triangle^du(t,z)+\xi(z) u(t,z),\;(t,z)\in (0,\infty)\times Z^d, \quad u(0,z)=1, \;z\in Z^d,\tag{1} \] where \(\partial_t\) is the time derivative, \(u:[0,\infty)\times Z^d\to [0,\infty)\) is a function, \(k>0\) is a diffusion constant, \(\triangle^d\) is the discrete Laplacian \([\triangle^df](z)=\sum_{y\sim z}(f(y)-f(z))\) (here \(y\sim z\) denotes that \(y\) and \(z\) are nearest neighbors), and \(\xi=(\xi(z))_{z\in Z^d}\) is a random i.i.d. potential. The main assumption is that \(\text{ess sup} \xi(0)=0.\) The subject of the paper concerning (1) is the large time behavior of the \(p\)th moment \(\langle u(t,0)^p\rangle\) for all \(p>0\) and the almost-sure asymptotics of \(u(t,0)\), depending on the thickness of the distribution \(\text{Prob}(\xi(0)\in \cdot)\) close to its essential supremum. Both the asymptotics of the moments of \(u(t,0)\) and the almost-sure asymptotics of \(u(t,0)\) as \(t\to\infty\) are identified in terms of variational problems. Lifshitz tails for the random Schrödinger operator \(-k\triangle-\xi\) at the bottom of its spectrum are established. For the class of \(\xi\) distributions, the Lifshitz exponent ranges from \(d/2\) to \(\infty\); the power law is typically accompanied by lower-order corrections.

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