Related papers: Asymptotics of the density of parabolic Anderson r…

Let $\{u(t\,,x): (t,x)\in (0, \infty)\times \mathbb{R}\}$ be the solution to parabolic Anderson model with narrow wedge initial condition. Using the association property of parabolic Anderson model, we establish a lower bound on spatial…

In this paper, we consider fractional parabolic equation of the form $ \frac{\partial u}{\partial t}=-(-\Delta)^{\frac{\alpha}{2}}u+u\dot W(t,x)$, where $-(-\Delta)^{\frac{\alpha}{2}}$ with $\alpha\in(0,2]$ is a fractional Laplacian and…

This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model $\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial^2 u}{\partial x^2}+u\dot{W}$ on $[0,…

Partially motivated by the recent papers of Conus, Joseph and Khoshnevisan [Ann. Probab. 41 (2013) 2225-2260] and Conus et al. [Probab. Theory Related Fields 156 (2013) 483-533], this work is concerned with the precise spatial asymptotic…

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…

Consider the following class of conformable time-fractional stochastic equation $$T_{\alpha,t}^a u(x,t)=\lambda\sigma(u(x,t))\dot{W}_t,\,\,\,\,x\in\mathbb{R},\,t\in[a,\infty), \,\,0<\alpha<1,$$ with a non-random initial condition…

The parabolic Anderson problem is the Cauchy problem for the heat equation $\partial_t u(t,z)=\Delta u(t,z)+\xi(z) u(t,z)$ on $(0,\infty)\times {\mathbb Z}^d$ with random potential $(\xi(z) \colon z\in {\mathbb Z}^d)$. We consider…

Let $u$ be a solution of the Cauchy problem for the nonlinear parabolic equation $$ \partial_t u=\Delta u+F(x,t,u,\nabla u) \quad in \quad{\bf R}^N\times(0,\infty), \quad u(x,0)=\varphi(x)\quad in \quad{\bf R}^N, $$ and assume that 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…

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…

Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number…

The Hartman-Watson distribution with density $f_r(t)$ is a probability distribution defined on $t \geq 0$ which appears in several problems of applied probability. The density of this distribution is expressed in terms of an integral…

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…

We study the long-time asymptotic behavior of solutions u of the Hamilton-Jacobi equation u_t(x,t)+H(x,Du(x,t))=0 in \Omega \times (0,\infty), where \Omega is a bounded open subset of R^n, with Hamiltonian H=H(x,p) being convex and coercive…

We give a new example of a measure-valued process without a density, which arises from a stochastic partial differential equation with a multiplicative noise term. This process has some unusual properties. We work with the heat equation…

We consider the spectral problem \begin{equation*} \left\{\begin{array}{ll} -\Delta u_{\varepsilon}=\lambda(\varepsilon)\rho_{\varepsilon}u_{\varepsilon} & {\rm in}\ \Omega\\ \frac{\partial u_{\varepsilon}}{\partial\nu}=0 & {\rm on}\…

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…

Let $\{X(s,t):s,t\geqslant 0\}$ be a centered homogeneous Gaussian field with a.s. continuous sample paths and correlation function $r(s,t)=Cov(X(s,t),X(0,0))$ such that…

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…

Let $p(t,x)$ be the fundamental solution to the problem $$ \partial_{t}^{\alpha}u=-(-\Delta)^{\beta}u, \quad \alpha\in (0,2), \, \beta\in (0,\infty). $$ In this paper we provide the asymptotic behaviors and sharp upper bounds of $p(t,x)$…