English

Quenched Lyapunov exponent for the parabolic Anderson model in a dynamic random environment

Probability 2011-07-15 v2

Abstract

We continue our study of the parabolic Anderson equation u/t=κΔu+γξu\partial u/\partial t = \kappa\Delta u + \gamma\xi u for the space-time field u ⁣:Zd×[0,)Ru\colon\,\Z^d\times [0,\infty)\to\R, where κ[0,)\kappa \in [0,\infty) is the diffusion constant, Δ\Delta is the discrete Laplacian, γ(0,)\gamma\in (0,\infty) is the coupling constant, and ξ ⁣:Zd×[0,)R\xi\colon\,\Z^d\times [0,\infty)\to\R is a space-time random environment that drives the equation. The solution of this equation describes the evolution of a "reactant" uu under the influence of a "catalyst" ξ\xi, both living on Zd\Z^d. In earlier work we considered three choices for ξ\xi: independent simple random walks, the symmetric exclusion process, and the symmetric voter model, all in equilibrium at a given density. We analyzed the \emph{annealed} Lyapunov exponents, i.e., the exponential growth rates of the successive moments of uu w.r.t.\ ξ\xi, and showed that these exponents display an interesting dependence on the diffusion constant κ\kappa, with qualitatively different behavior in different dimensions dd. In the present paper we focus on the \emph{quenched} Lyapunov exponent, i.e., the exponential growth rate of uu conditional on ξ\xi. We first prove existence and derive some qualitative properties of the quenched Lyapunov exponent for a general ξ\xi that is stationary and ergodic w.r.t.\ translations in Zd\Z^d and satisfies certain noisiness conditions. After that we focus on the three particular choices for ξ\xi mentioned above and derive some more detailed properties. We close by formulating a number of open problems.

Keywords

Cite

@article{arxiv.1011.0541,
  title  = {Quenched Lyapunov exponent for the parabolic Anderson model in a dynamic random environment},
  author = {Jürgen Gärtner and Frank den Hollander and Grégory Maillard},
  journal= {arXiv preprint arXiv:1011.0541},
  year   = {2011}
}

Comments

In honour of J\"urgen G\"artner on the occasion of his 60th birthday, 33 pages. Final revised version