Related papers: Second order Lyapunov exponents for parabolic and …
In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…
We consider the non-linear equation $T^{-1} u+\partial_tu-\partial_x^2\pi(u)=\xi$ driven by space-time white noise $\xi$, which is uniformly parabolic because we assume that $\pi'$ is bounded away from zero and infinity. Under the further…
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…
A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…
In this paper, we study the spatial averages of the solution to the parabolic Anderson model driven by a space-time Gaussian homogeneous noise that is colored in time and space. We establish quantitative central limit theorems (CLT) of this…
In this article, we investigate the asymptotic behaviour of the spatial integral of the solution to the parabolic Anderson model with time independent noise in dimension $d\geq 1$, as the domain of the integral becomes large. We consider 3…
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…
We construct an intrinsic family of Gaussian noises on $d$-dimensional flat torus $\mathbb{T}^d$. It is the analogue of the colored noise on $\mathbb{R}^d$, and allows us to study stochastic PDEs on torus in the It\^{o} sense in high…
We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm some singular partial differential equations with the same efficiency as regularity structures. This work deals with…
We implement a Laplace method for the renormalised solution to the generalised 2D Parabolic Anderson Model (gPAM) driven by a small spatial white noise. Our work rests upon Hairer's theory of regularity structures which allows to generalise…
We study the parabolic defocusing stochastic quantization equation with both mutliplicative spatial white noise and an independant space-time white noise forcing, on compact surfaces, with polynomial nonlinearity. After renormalizing the…
This paper attempts to obtain necessary and sufficient conditions to solve the parabolic Anderson model with fractional Gaussian noises: $\frac{\partial}{\partial t}u(t,x)=\frac{1}{2}\Delta u(t,x)+u(t,x)\dot{W}(t,x)$, where $ {W}(t,x)$ is…
Based on the gauge invariant variables proposed in our previous paper [K. Nakamura, Prog. Theor. Phys. vol.110 (2003), 723.], some formulae of the perturbative curvatures of each order are derived. We follow the general framework of the…
In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…
The parabolic Anderson model (PAM) is one of the most interesting and challenging SPDEs related to various physical phenomena, and can be described mathematically as a stochastic heat equation driven by linear multiplicative noise. In this…
In this article, we study the global well-posedness of hyperbolic SPDEs on a bounded domain in $\mathbb{R}^d$, driven by a space-time L\'evy white noise, when the drift and diffusion coefficients are locally Lipschitz and have linear…
We consider the random Schr\"odinger operator on $\mathbb{R}$ obtained by perturbing the Laplacian with a white noise. We prove that Anderson localization holds for this operator: almost surely the spectral measure is pure point and the…
This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian L\'evy noise. In a suitable moving frame, the linearisation of such a system can be regarded as a small perturbation of a…
We prove a chaos expansion for the 2D parabolic Anderson Model in small time, with the expansion coefficients expressed in terms of the annealed density function of the polymer in a white noise environment.
Anomalies are known to appear in the perturbation theory for the one-dimensional Anderson model. A systematic approach to anomalies at critical points of products of random matrices is developed, classifying and analysing their possible…