Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise

DOI10.1214/15-AOP1006zbMATH Open1348.60092arXiv1603.09094MaRDI QIDQ282522FDOQ282522

Authors: Xia Chen 

Publication date: 12 May 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: Partially motivated by the recent papers of Conus, Joseph and Khoshnevisan [Ann. Probab. 41 (2013) 2225-2260] and Conus et al. [Probab. Theory Related Fields 156 (2013) 483-533], this work is concerned with the precise spatial asymptotic behavior for the parabolic Anderson equation [cases{displaystyle {frac{partial u}{partial t}}(t,x)={frac{1}{2}}Delta u(t,x)+V(t,x)u(t,x),cr u(0,x)=u_0(x),}] where the homogeneous generalized Gaussian noise $V(t,x)$ is, among other forms, white or fractional white in time and space. Associated with the Cole-Hopf solution to the KPZ equation, in particular, the precise asymptotic form [lim_{R oinfty}(log R)^{-2/3}logmax_{|x|le R}u(t,x)={frac{3}{4}} oot 3of {frac{2t}{3}}qquad a.s.] is obtained for the parabolic Anderson model $partia{l}_{t}u=frac12partia{l}_{xx}^{2}u+dotWu$ with the $(1+1)$-white noise $dotW(t,x)$. In addition, some links between time and space asymptotics for the parabolic Anderson equation are also pursued.

Full work available at URL: https://arxiv.org/abs/1603.09094

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zbMATH Keywords

Brownian motionwhite noisefractional noiseFeynman-Kac representationgeneralized Gaussian fieldparabolic Anderson model

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Processes in random environments (60K37) Other physical applications of random processes (60K40)

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Cited In (33)

• Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
• Phase transitions in asymptotically singular Anderson Hamiltonian and parabolic model
• On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian
• Almost sure asymptotics for the continuous parabolic Anderson model
• Intermittency for the wave and heat equations with fractional noise in time
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