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Suppose that $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}^d}$ is the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a Gaussian noise that is white in time and has a spatially homogeneous…

Probability · Mathematics 2021-04-27 Davar Khoshnevisan , David Nualart , Fei Pu

We study the solutions $u=u(x,t)$ to the Cauchy problem on $\mathbb Z^d\times(0,\infty)$ for the parabolic equation $\partial_t u=\Delta u+\xi u$ with initial data $u(x,0)=1_{\{0\}}(x)$. Here $\Delta$ is the discrete Laplacian on $\mathbb…

Probability · Mathematics 2020-01-06 Marek Biskup , Wolfgang Koenig , Renato Soares dos Santos

We present in this note a local in time well-posedness result for the singular $2$-dimensional quasilinear generalized parabolic Anderson model equation $$ \partial_t u - a(u)\Delta u = g(u)\xi $$ The key idea of our approach is a simple…

Analysis of PDEs · Mathematics 2016-11-28 Ismael Bailleul , Arnaud Debussche , Martina Hofmanova

We consider the parabolic Anderson model (PAM) $\partial_t u = \frac12 \Delta u + \xi u$ in $\mathbb R^2$ with a Gaussian (space) white-noise potential $\xi$. We prove that the almost-sure large-time asymptotic behaviour of the total mass…

Probability · Mathematics 2026-05-14 Wolfgang König , Nicolas Perkowski , Willem van Zuijlen

Originally introduced in solid state physics to model amorphous materials and alloys exhibiting disorder induced metal-insulator transitions, the Anderson model $H_{\omega}= -\Delta + V_{\omega} $ on $l^2(\bZ^d)$ has become in mathematical…

Mathematical Physics · Physics 2011-06-29 Bernd Metzger

We consider random Schr\"odinger equations on $\bZ^d$ for $d\ge 3$ with identically distributed random potential. Denote by $\lambda$ the coupling constant and $\psi_t$ the solution with initial data $\psi_0$. The space and time variables…

Mathematical Physics · Physics 2007-05-23 Laszlo Erdos , Manfred Salmhofer , Horng-Tzer Yau

In this paper we present a Calder\'{o}n-Zygmund approach for a large class of parabolic equations with pseudo-differential operators $\mathcal{A}(t)$ of arbitrary order $\gamma\in(0,\infty)$. It is assumed that $\cA(t)$ is merely measurable…

Analysis of PDEs · Mathematics 2015-03-17 Ildoo Kim , Kyeong-Hun Kim , Sungbin Lim

In this paper we study the linear stochastic heat equation, also known as parabolic Anderson model, in multidimension driven by a Gaussian noise which is white in time and it has a correlated spatial covariance. Examples of such covariance…

Probability · Mathematics 2016-03-22 Jingyu Huang , Khoa Lê , David Nualart

We study the nonlinear stochastic heat equation in the spatial domain $\mathbb {R}$, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on $\mathbb {R}$,…

Probability · Mathematics 2015-12-22 Le Chen , Robert C. Dalang

In this paper, we introduce a spatial model for dormancy in random environment via a two-type branching random walk in continuous-time, where individuals can switch between dormant and active states through spontaneous switching independent…

Probability · Mathematics 2025-09-11 Helia Shafigh

Consider a Parabolic Anderson model (PAM) with Gaussian noise that is white in time and colored in space, where the spatial correlation decays polynomially with order $\alpha$. In Euclidean spaces with dimension greater than $2$, it is…

Probability · Mathematics 2025-07-09 Xi Geng , Cheng Ouyang

We exploit the analogy between dynamics of inertial particle pair separation in a random-in-time flow and the Anderson model of a quantum particle on the line in a spatially random real-valued potential. Thereby we get an exact formula for…

Chaotic Dynamics · Physics 2007-05-23 Peter Horvai

We study a unitary version of the one-dimensional Anderson model, given by a five diagonal deterministic unitary operator multiplicatively perturbed by a random phase matrix. We fully characterize positivity and vanishing of the Lyapunov…

Mathematical Physics · Physics 2013-02-26 Eman Hamza , Günter Stolz

We establish a notion of universality for the parabolic Anderson model via an invariance principle for a wide family of parabolic stochastic partial differential equations. We then use this invariance principle in order to provide an…

Probability · Mathematics 2025-04-16 Davar Khoshnevisan , Kunwoo Kim , Carl Mueller

We study two models of Anderson-type random operators on two deterministically coupled continuous strings. Each model is associated with independent, identically distributed four-by-four symplectic transfer matrices, which describe the…

Mathematical Physics · Physics 2007-05-23 Hakim Boumaza , Günter Stolz

In this note, we consider the parabolic Anderson model on $\mathbb{R}_{+} \times \mathbb{R}$, driven by a Gaussian noise which is fractional in time with index $H_0>1/2$ and fractional in space with index $0<H<1/2$ such that $H_0+H>3/4$.…

Probability · Mathematics 2022-06-24 Raluca M. Balan , Le Chen , Yiping Ma

In this paper, we introduce a natively positive approximation method based on the Feynman-Kac representation using random walks, to approximate the solution to the one-dimensional parabolic Anderson model of Skorokhod type, with either a…

Probability · Mathematics 2025-12-30 Panqiu Xia , Jiayu Zheng

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

This is a preliminary announcement of results in the PhD. thesis of the first author concerning the nonlinear stochastic heat equation in the spatial domain $\R$, driven by space-time white noise. A central special case is the parabolic…

Probability · Mathematics 2012-10-08 Le Chen , Robert C. Dalang

We consider nonlinear parabolic SPDEs of the form $\partial_t u=\sL u + \sigma(u)\dot w$, where $\dot w$ denotes space-time white noise, $\sigma:\R\to\R$ is [globally] Lipschitz continuous, and $\sL$ is the $L^2$-generator of a L\'evy…

Probability · Mathematics 2008-05-06 Mohammud Foondun , Davar Khoshnevisan