The parabolic Anderson model in a dynamic random environment: basic properties of the quenched Lyapunov exponent

DOI10.1214/13-AIHP558zbMATH Open1314.60155arXiv1208.0330OpenAlexW2808272721MaRDI QIDQ479710FDOQ479710

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

Publication date: 5 December 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: In this paper we study the parabolic Anderson equation partial u(x,t)/partial t=kappaDelta u(x,t)+xi(x,t)u(x,t), xin�^d, tgeq 0, where the u-field and the xi-field are R-valued, kappa in [0,infty) is the diffusion constant, and $Delta$ is the discrete Laplacian. The initial condition u(x,0)=u_0(x), xin�^d, 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 xivee 0, and die at rate (-xi)vee 0. Our goal is to prove a number of basic properties of the solution u under assumptions on $xi$ that are as weak as possible. Throughout the paper 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. Under a mild assumption on the tails of the distribution of xi, we show that the solution to the parabolic Anderson equation exists and is unique for all kappain [0,infty). Our main object of interest is the quenched Lyapunov exponent lambda_0(kappa)=lim_{t oinfty}frac{1}{t}log u(0,t). Under certain weak space-time mixing conditions on xi, we show the following properties: (1)lambda_0(kappa) does not depend on the initial condition u_0; (2)lambda_0(kappa)<infty for all kappain [0,infty); (3)kappa mapsto lambda_0(kappa) is continuous on [0,infty) but not Lipschitz at 0. We further conjecture: (4)lim_{kappa oinfty}[lambda_p(kappa)-lambda_0(kappa)]=0 for all pinN, where lambda_p (kappa)=lim_{t oinfty}frac{1}{pt}logE([u(0,t)]^p) is the p-th annealed Lyapunov exponent. Finally, we prove that our weak space-time mixing conditions on xi are satisfied for several classes of interacting particle systems.

Full work available at URL: https://arxiv.org/abs/1208.0330

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zbMATH Keywords

large deviationspercolationparabolic Anderson equationdynamic random environmentinteracting particles systemquenched Lyapunov exponent

Mathematics Subject Classification ID

Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Asymptotic behavior of solutions to PDEs (35B40) Processes in random environments (60K37) 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 (11)

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• Topics in random media
• Lyapunov exponents for the one-dimensional parabolic Anderson model with drift
• The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponent
• Comparison of partition functions in a space-time random environment
• Lyapunov exponent for the parabolic Anderson model in \(\mathbf R^{d}\)
• Quenched to annealed transition in the parabolic Anderson problem
• Asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem
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