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We continue our study of the parabolic Anderson equation $\partial u/\partial t = \kappa\Delta u + \gamma\xi u$ for the space-time field $u\colon\,\Z^d\times [0,\infty)\to\R$, where $\kappa \in [0,\infty)$ is the diffusion constant,…

Probability · Mathematics 2011-07-15 Jürgen Gärtner , Frank den Hollander , Grégory Maillard

We continue our study of the parabolic Anderson equation $\partial u(x,t)/\partial t = \kappa\Delta u(x,t) + \xi(x,t)u(x,t)$, $x\in\Z^d$, $t\geq 0$, where $\kappa \in [0,\infty)$ is the diffusion constant, $\Delta$ is the discrete…

Probability · Mathematics 2013-07-15 Dirk Erhard , Frank den Hollander , Gregory Maillard

In this paper we study the parabolic Anderson equation \partial u(x,t)/\partial t=\kappa\Delta u(x,t)+\xi(x,t)u(x,t), x\in\Z^d, t\geq 0, where the u-field and the \xi-field are \R-valued, \kappa \in [0,\infty) is the diffusion constant, and…

Probability · Mathematics 2013-03-04 Dirk Erhard , Frank den Hollander , Grégory Maillard

We consider the parabolic Anderson model (PAM) which is given by the equation $\partial u/\partial t = \kappa\Delta u + \xi u$ with $u\colon\, \Z^d\times [0,\infty)\to \R$, where $\kappa \in [0,\infty)$ is the diffusion constant, $\Delta$…

Probability · Mathematics 2011-03-24 Fabienne Castell , Onur Gün , Grégory Maillard

The present paper provides an overview of results obtained in four recent papers by the authors. These papers address the problem of intermittency for the Parabolic Anderson Model in a \emph{time-dependent random medium}, describing the…

Probability · Mathematics 2007-06-11 J. Gaertner , F. den Hollander , G. Maillard

We consider the simple random walk on Z^d evolving in a potential of independent and identically distributed random variables taking values in [0, + \infty]. We give optimal conditions for the existence of the quenched point-to-point…

Probability · Mathematics 2012-03-27 Jean-Christophe Mourrat

We consider the solution $u\colon [0,\infty) \times\mathbb{Z}^d\rightarrow [0,\infty) $ to the parabolic Anderson model, where the potential is given by $(t,x)\mapsto\gamma\delta_{Y_t}(x)$ with $Y$ a simple symmetric random walk on…

Probability · Mathematics 2011-02-18 Adrian Schnitzler , Tilman Wolff

The parabolic Anderson model is defined as the partial differential equation \partial u(x,t)/\partial t = \kappa\Delta u(x,t) + \xi(x,t)u(x,t), x\in\Z^d, t\geq 0, where \kappa \in [0,\infty) is the diffusion constant, \Delta is the discrete…

Probability · Mathematics 2016-05-25 Dirk Erhard , Frank den Hollander , Gregory Maillard

We investigate the free energy of nearest-neighbor random walks on $\mathbb{Z}^d$, endowed with a drift along the first axis and evolving in a nonnegative random potential given by i.i.d. random variables. Our main result concerns the…

Probability · Mathematics 2008-08-28 Markus Flury

We study the parabolic Anderson model in $(1+1)$ dimensions with nearest neighbor jumps and space-time white noise (discrete space/continuous time). We prove a contour integral formula for the second moment and compute the second moment…

Probability · Mathematics 2014-04-29 Alexei Borodin , Ivan Corwin

This is a survey on the intermittent behavior of the parabolic {Anderson} model, which is the Cauchy problem for the heat equation with random potential on the lattice $\Z^d$. We first introduce the model and give heuristic explanations of…

Probability · Mathematics 2007-05-23 Juergen Gaertner , Wolfgang Koenig

Motivated by the evolution of a population in a slowly varying random environment, we consider the 1D Anderson model on finite volume, with viscosity $ \kappa > 0 $: $$ \partial_{t} u(t,x) = \kappa \Delta u(t,x) + \xi(t, x) u(t,x), \quad…

Probability · Mathematics 2021-10-01 Tommaso Rosati

We investigate Lyapunov exponents of Brownian motion in a nonnegative Poissonian potential $V$. The Lyapunov exponent depends on the potential $V$ and our interest lies in the decay rate of the Lyapunov exponent if the potential $V$ tends…

Probability · Mathematics 2011-10-20 Johannes Rueß

We collect some applications of the variational formula established by Schr\"oder (1988) and Rue\ss (2013) for the quenched Lyapunov exponent of Brownian motion in stationary and ergodic nonnegative potential. We show for example that the…

Probability · Mathematics 2016-03-27 Johannes Rueß

We continue our study of intermittency for the parabolic Anderson equation $\partial u/\partial t = \kappa\Delta u + \xi u$, where $u\colon \Z^d\times [0,\infty)\to\R$, $\kappa$ is the diffusion constant, $\Delta$ is the discrete Laplacian,…

Probability · Mathematics 2007-05-23 J. Gaertner , F. den Hollander , G. Maillard

We find the asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem as the molecular diffusivity tends to zero.

Analysis of PDEs · Mathematics 2007-05-23 R. Carmona , L. Koralov , S. Molchanov

We prove a shape theorem and derive a variational formula for the limiting quenched Lyapunov exponent and the Green's function of random walk in a random potential on a square lattice of arbitrary dimension and with an arbitrary finite set…

Probability · Mathematics 2020-06-22 Christopher Janjigian , Sergazy Nurbavliyev , Firas Rassoul-Agha

We consider the simple random walk on $\mathbb{Z}^d$ evolving in a random i.i.d. potential taking values in $[0,+\infty)$. The potential is not assumed integrable, and can be rescaled by a multiplicative factor $\lambda > 0$. Completing the…

Probability · Mathematics 2014-04-29 Thomas Mountford , Jean-Christophe Mourrat

We continue our study of intermittency for the parabolic Anderson model $\partial u/\partial t = \kappa\Delta u + \xi u$ in a space-time random medium $\xi$, where $\kappa$ is a positive diffusion constant, $\Delta$ is the lattice Laplacian…

Probability · Mathematics 2008-12-18 J. Gaertner , F. den Hollander , G. Maillard

We establish the exact quenched asymptotic growth of the solution to the parabolic Anderson model (PAM) in the hyperbolic space with a regular, stationary, time-independent Gaussian potential. More precisely, we show that with probability…

Probability · Mathematics 2026-02-03 Xi Geng , Sheng Wang , Weijun Xu
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