The continuum parabolic Anderson model with a half-Laplacian and periodic noise

DOI10.1214/20-ECP342zbMATH Open1448.60135arXiv2002.07142MaRDI QIDQ2201543FDOQ2201543

Alexander Dunlap

Publication date: 29 September 2020

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

Abstract: We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by $partia{l}_{t}u=-(-Delta{)}^{1/2}u+xiu$, where $xi$ is a periodic spatial white noise. To be precise, we construct limits as $varepsilono0$ to solutions of $partia{l}_t{u}_{v}arepsilon=-(-Delta{)}^{1/2}{u}_{v}arepsilon+(x{i}_{v}arepsilon-C_{v}arepsilon)u_{v}arepsilon$, where $x{i}_{v}arepsilon$ is a mollification of $xi$ at scale $varepsilon$ and $C_{v}arepsilon$ is a logarithmically diverging renormalization constant. We use a simple renormalization scheme based on that of Hairer and Labb'e, "A simple construction of the continuum parabolic Anderson model on $mathbf{R}^2$."

Full work available at URL: https://arxiv.org/abs/2002.07142

zbMATH Keywords

fractional Laplacianparabolic Anderson model

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional partial differential equations (35R11) White noise theory (60H40)

Cites Work

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Cited In (6)

• On a Class of Stochastic Anderson Models with Fractional Noises
• The Semi-Circle Diagrams in the Stochastic Limit of the Anderson Model
• Hölder continuity for parabolic Anderson equation with non-Gaussian noise
• Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
• Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
• Cumulant expansion of the periodic Anderson model in infinite dimensions

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