English

The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponent

Probability 2013-07-15 v2

Abstract

We continue our study of the parabolic Anderson equation u(x,t)/t=κΔu(x,t)+ξ(x,t)u(x,t)\partial u(x,t)/\partial t = \kappa\Delta u(x,t) + \xi(x,t)u(x,t), xZdx\in\Z^d, t0t\geq 0, where κ[0,)\kappa \in [0,\infty) is the diffusion constant, Δ\Delta is the discrete Laplacian, and ξ\xi plays the role of a \emph{dynamic random environment} that drives the equation. The initial condition u(x,0)=u0(x)u(x,0)=u_0(x), xZdx\in\Z^d, is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate 2dκ2d\kappa, split into two at rate ξ0\xi \vee 0, and die at rate (ξ)0(-\xi) \vee 0. We assume that ξ\xi is stationary and ergodic under translations in space and time, is not constant and satisfies \E(ξ(0,0))<\E(|\xi(0,0)|)<\infty, where \E\E denotes expectation w.r.t.\ ξ\xi. Our main object of interest is the quenched Lyapunov exponent λ0(κ)=limt1tlogu(0,t)\lambda_0 (\kappa) = \lim_{t\to\infty} \frac{1}{t}\log u(0,t). In earlier work we showed that under certain mild space-time mixing assumptions the limit exists ξ\xi-a.s., is finite and continuous on [0,)[0,\infty), is globally Lipschitz on (0,)(0,\infty), is not Lipschitz at 0, and satisfies λ0(0)=\E(ξ(0,0))\lambda_0(0) = \E(\xi(0,0)) and λ0(κ)>\E(ξ(0,0))\lambda_0(\kappa) > \E(\xi(0,0)) for κ(0,)\kappa \in (0,\infty).In the present paper we show that limκλ0(κ)=\E(ξ(0,0))\lim_{\kappa\to\infty} \lambda_0(\kappa) =\E(\xi(0,0)) under an additional space-time mixing condition on ξ\xi. This result shows that the parabolic Anderson model exhibits space-time ergodicity in the limit of large diffusivity. This fact is interesting because there are choices of ξ\xi that fulfill our assumption for which the annealed Lyapunov exponent λ1(κ)=limt1tlog\E(u(0,t))\lambda_1(\kappa) = \lim_{t\to\infty} \frac{1}{t}\log \E(u(0,t)) is infinite on [0,)[0,\infty), a situation that is referred to as strongly catalytic behavior.

Keywords

Cite

@article{arxiv.1304.2274,
  title  = {The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponent},
  author = {Dirk Erhard and Frank den Hollander and Gregory Maillard},
  journal= {arXiv preprint arXiv:1304.2274},
  year   = {2013}
}

Comments

35 pages, 4 figures, the main result in this version is stronger than in the previous version