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

DOI10.1214/20-ECP342MaRDI QIDQ2201543zbMATH OpenFDO

Authors Alexander Dunlap

Publication date 29 September 2020

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

Full work available at URL https://arxiv.org/abs/2002.07142, https://projecteuclid.org/euclid.ecp/1600308258

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)

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 $mathbf{R}^2$."

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Cites work

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Cited in

(8)

• Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
• A simple construction of the continuum parabolic Anderson model on \(\mathbf{R}^2\)
• Cumulant expansion of the periodic Anderson model in infinite dimensions
• On a Class of Stochastic Anderson Models with Fractional Noises
• Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
• Hölder continuity for parabolic Anderson equation with non-Gaussian noise
• The Semi-Circle Diagrams in the Stochastic Limit of the Anderson Model
• Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension

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