Moment Intermittency in the PAM with Asymptotically Singular Noise
Abstract
Let be a singular Gaussian noise on that is either white, fractional, or with the Riesz covariance kernel; in particular, there exists a scaling parameter such that is equal in distribution to for all . Let be a sequence of smooth mollifications such that as . We study the asymptotics of the moments of the parabolic Anderson model (PAM) with noise as , both for large (i.e., ) and fixed times . This approach makes it possible to study the moments of the PAM with regular and singular noises in a unified fashion, as well as interpolate between the two settings. As corollaries of our main results, we obtain the following: When is subcritical (i.e., ), our results extend the known large-time moment and tail asymptotics for the Stratonovich PAM with noise . Our method of proof clarifies the role of the maximizers of the variational problems (known as Hartree ground states) that appear in these moment asymptotics in describing the geometry of intermittency. We take this opportunity to prove the existence and study the properties of the Hartree ground state with a fractional kernel, which we believe is of independent interest. When is critical or supercritical (i.e., or ), our results provide a new interpretation of the moment blowup phenomenon observed in the Stratonovich PAM with noise . That is, we uncover that the latter is related to an intermittency effect that occurs in the PAM with noise as for .
Keywords
Cite
@article{arxiv.2206.13622,
title = {Moment Intermittency in the PAM with Asymptotically Singular Noise},
author = {Pierre Yves Gaudreau Lamarre and Promit Ghosal and Yuchen Liao},
journal= {arXiv preprint arXiv:2206.13622},
year = {2023}
}
Comments
48 pages, 3 figures, minor corrections