English

The continuum parabolic Anderson model with a half-Laplacian and periodic noise

Probability 2020-10-08 v3 Analysis of PDEs

Abstract

We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by tu=(Δ)1/2u+ξu\partial_t u=-(-\Delta)^{1/2}u+\xi u, where ξ\xi is a periodic spatial white noise. To be precise, we construct limits as ε0\varepsilon\to 0 to solutions of tuε=(Δ)1/2uε+(ξεCε)uε\partial_t u_\varepsilon=-(-\Delta)^{1/2}u_\varepsilon+(\xi_\varepsilon-C_\varepsilon)u_\varepsilon, where ξε\xi_\varepsilon is a mollification of ξ\xi at scale ε\varepsilon and CεC_\varepsilon is a logarithmically diverging renormalization constant. We use a simple renormalization scheme based on that of Hairer and Labb\'e, "A simple construction of the continuum parabolic Anderson model on R2\mathbf{R}^{2}."

Keywords

Cite

@article{arxiv.2002.07142,
  title  = {The continuum parabolic Anderson model with a half-Laplacian and periodic noise},
  author = {Alexander Dunlap},
  journal= {arXiv preprint arXiv:2002.07142},
  year   = {2020}
}

Comments

13 pages; minor corrections in this version. To appear in Electronic Communications in Probability