The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponent

DOI10.1007/S00440-014-0564-XzbMATH Open1373.60156arXiv1304.2274OpenAlexW2155153453MaRDI QIDQ2349142FDOQ2349142

Authors: Dirk Erhard, F. den Hollander, Gregory Maillard 

Publication date: 19 June 2015

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We continue our study of the parabolic Anderson equation $partialu(x,t)/partialt=kappaDeltau(x,t)+xi(x,t)u(x,t)$, $$, $tgeq0$, where $kappain[0,infty)$ is the diffusion constant, $Delta$ is the discrete Laplacian, and $xi$ plays the role of a emph{dynamic random environment} that drives the equation. The initial condition $u(x,0)=u_0(x)$, $$, 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 $xivee0$, and die at rate $(-xi)vee0$. We assume that $xi$ is stationary and ergodic under translations in space and time, is not constant and satisfies $E(|xi(0,0)|)<infty$, where $E$ denotes expectation w.r.t. $xi$. Our main object of interest is the quenched Lyapunov exponent $lambd{a}_0(kappa)=li{m}_{toinfty}frac1tlogu(0,t)$. In earlier work we showed that under certain mild space-time mixing assumptions the limit exists $xi$-a.s., is finite and continuous on $[0,infty)$, is globally Lipschitz on $(0,infty)$, is not Lipschitz at 0, and satisfies $lambd{a}_0(0)=E(xi(0,0))$ and $lambd{a}_0(kappa)>E(xi(0,0))$ for $kappain(0,infty)$.In the present paper we show that $li{m}_{kappaoinfty}lambd{a}_0(kappa)=E(xi(0,0))$ under an additional space-time mixing condition on $xi$. This result shows that the parabolic Anderson model exhibits space-time ergodicity in the limit of large diffusivity. This fact is interesting because there are choices of $xi$ that fulfill our assumption for which the annealed Lyapunov exponent $lambd{a}_1(kappa)=li{m}_{toinfty}frac1tlogE(u(0,t))$ is infinite on $[0,infty)$, a situation that is referred to as strongly catalytic behavior.

Full work available at URL: https://arxiv.org/abs/1304.2274

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zbMATH Keywords

multiscale analysislarge deviationsparabolic Anderson equationdynamic random environmentspectral boundsquenched Lyapunov exponentrearrangement inequalitiesGärtner-hyper-mixing condition

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Asymptotic behavior of solutions to PDEs (35B40) PDEs with randomness, stochastic partial differential equations (35R60) 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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Cited In (6)

• Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
• Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function
• Parabolic Anderson model in a dynamic random environment: random conductances
• The parabolic Anderson model in a dynamic random environment: basic properties of the quenched Lyapunov exponent
• Quenched to annealed transition in the parabolic Anderson problem
• Quenched Lyapunov exponent for the parabolic Anderson model in a dynamic random environment

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