Asymptotic mass distribution speed for the one-dimensional heat equation with constant drift and stationary potential. (Q2574581)

Let us consider the Cauchy problem for a one-dimensional heat equation \[ {\partial u\over \partial t} = \frac 12{\partial ^ 2 u\over \partial x^ 2} + h\,{\partial u\over \partial x} + \xi (x)u, \quad u(0,\cdot ) = u_ 0, \;t\geq 0, \;x\in \mathbb R, \tag{1} \] where \(h\geq 0\) is a non-negative constant, \(\xi \) is a non-negative almost surely bounded strictly stationary ergodic process with Hölder continuous paths, and the random function \(u_ 0\) is compactly supported, continuous and \(u_ 0\not \equiv 0\). Under these assumptions, (1) has (almost surely) a unique classical solution \(u\). In the paper under review, the long time behaviour of \(u\) is studied. Let us define a random Borel measure \(\Phi ^ {h}_ {t}\) on \(\mathbb R\) by \(\Phi ^ {h} _ {t}(A) = \bigl (\int _ {\mathbb R} u(t,tx)\,dx\bigr )^ {-1} \int _ {A} u(t,tx)\,dx\). It is shown that for every \(h\geq 0\) there exists a constant \(\lambda = \lambda (h)\) such that \(\lim _ {t\to \infty } t^ {-1}\log \int _ {\mathbb R} u(t,x) \,dx = \lambda (h)\) almost surely. Moreover, there exits a critical value \(h_ {\text{cr}}\geq 0\) such that the function \(h\mapsto \lambda (h)\) is differentiable for \(h\neq h_ {\text{cr}}\) and \(\Phi ^ {h}_ {t}\to \delta _ {-v(h)}\) weakly as \(t\to \infty \) almost surely, \(\delta _ {-v(h)}\) denoting the Dirac measure at \(-v(h)\), and \(v(h) = 0\) for \(h<h_ {\text{cr}}\), \(v(h) = (d /dh)\lambda (h) + h\) for \(h>h_ {\text{cr}}\).