English

Precise asymptotics for the parabolic Anderson model with a moving catalyst or trap

Probability 2011-02-18 v2

Abstract

We consider the solution u ⁣:[0,)×Zd[0,)u\colon [0,\infty) \times\mathbb{Z}^d\rightarrow [0,\infty) to the parabolic Anderson model, where the potential is given by (t,x)γδYt(x)(t,x)\mapsto\gamma\delta_{Y_t}(x) with YY a simple symmetric random walk on Zd\mathbb{Z}^d. Depending on the parameter γ[,)\gamma\in[-\infty,\infty), the potential is interpreted as a randomly moving catalyst or trap. In the trap case, i.e., γ<0\gamma<0, we look at the annealed time asymptotics in terms of the first moment of uu. Given a localized initial condition, we derive the asymptotic rate of decay to zero in dimensions 1 and 2 up to equivalence and characterize the limit in dimensions 3 and higher in terms of the Green's function of a random walk. For a homogeneous initial condition we give a characterisation of the limit in dimension 1 and show that the moments remain constant for all time in dimensions 2 and higher. In the case of a moving catalyst (γ>0\gamma>0), we consider the solution uu from the perspective of the catalyst, i.e., the expression u(t,Yt+x)u(t,Y_t+x). Focusing on the cases where moments grow exponentially fast (that is, γ\gamma sufficiently large), we describe the moment asymptotics of the expression above up to equivalence. Here, it is crucial to prove the existence of a principal eigenfunction of the corresponding Hamilton operator. While this is well-established for the first moment, we have found an extension to higher moments.

Keywords

Cite

@article{arxiv.1010.1512,
  title  = {Precise asymptotics for the parabolic Anderson model with a moving catalyst or trap},
  author = {Adrian Schnitzler and Tilman Wolff},
  journal= {arXiv preprint arXiv:1010.1512},
  year   = {2011}
}

Comments

In honour of J\"urgen G\"artner on the occasion of his 60th birthday, 20 pages

R2 v1 2026-06-21T16:25:24.811Z