English

Lyapunov exponents in a slow environment

Probability 2021-10-01 v1

Abstract

Motivated by the evolution of a population in a slowly varying random environment, we consider the 1D Anderson model on finite volume, with viscosity κ>0 \kappa > 0 : tu(t,x)=κΔu(t,x)+ξ(t,x)u(t,x),u(0,x)=u0(x),t>0,xT. \partial_{t} u(t,x) = \kappa \Delta u(t,x) + \xi(t, x) u(t,x), \quad u(0, x) = u_{0}(x), \qquad t > 0, x \in \mathbb{T}. The noise ξ \xi is chosen constant on time intervals of length τ>0 \tau >0 and sampled independently after a time τ \tau . We prove that the Lyapunov exponent λ(τ) \lambda (\tau) is positive and near τ=0 \tau= 0 follows a power law that depends on the regularity on the driving noise. As τ \tau \to \infty the Lyapunov exponent converges to the average top eigenvalue of the associated time-independent Anderson model. The proofs make use of a solid control of the projective component of the solution and build on the Furstenberg--Khasminskii and Bou\'e--Dupuis formulas, as well as on Doob's H-transform and on tools from singular stochastic PDEs.

Keywords

Cite

@article{arxiv.2109.14698,
  title  = {Lyapunov exponents in a slow environment},
  author = {Tommaso Rosati},
  journal= {arXiv preprint arXiv:2109.14698},
  year   = {2021}
}

Comments

44 Pages

R2 v1 2026-06-24T06:29:48.175Z