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We consider the parabolic Anderson problem $\partial_t u=\kappa\Delta u+\xi u$ on $(0,\infty)\times \Z^d$ with random i.i.d. potential $\xi=(\xi(z))_{z\in\Z^d}$ and the initial condition $u(0,\cdot)\equiv1$. Our main assumption is that…

Mathematical Physics · Physics 2007-05-23 Marek Biskup , Wolfgang Koenig

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…

Probability · Mathematics 2007-05-23 Wolfgang Konig , Peter Morters , Nadia Sidorova

The parabolic Anderson problem is the Cauchy problem for the heat equation with random potential and localized initial condition. In this paper we consider potentials which are constant in time and independent exponentially distributed in…

Probability · Mathematics 2010-09-27 Hubert Lacoin , Peter Mörters

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

Probability · Mathematics 2011-02-25 Wolfgang König , Hubert Lacoin , Peter Mörters , Nadia Sidorova

In [1] a detailed analysis was given of the large-time asymptotics of the total mass of the solution to the parabolic Anderson model on a supercritical Galton-Watson random tree with an i.i.d. random potential whose marginal distribution is…

Probability · Mathematics 2022-09-07 Frank den Hollander , Daoyi Wang

We consider the large-time behavior of the solution $u\colon [0,\infty)\times\Z\to[0,\infty)$ to the parabolic Anderson problem $\partial_t u=\kappa\Delta u+\xi u$ with initial data $u(0,\cdot)=1$ and non-positive finite i.i.d. potentials…

Mathematical Physics · Physics 2007-05-23 Marek Biskup , Wolfgang Koenig

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

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

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

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…

Probability · Mathematics 2011-02-18 Carl Mueller , Roger Tribe

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

The parabolic Anderson model is the heat equation with some extra spatial randomness. In this paper we consider the parabolic Anderson model with i.i.d. Pareto potential on a critical Galton-Watson tree conditioned to survive. We prove that…

Probability · Mathematics 2022-02-18 Eleanor Archer , Anne Pein

We consider a discrete-time version of the parabolic Anderson model. This may be described as a model for a directed (1+d)-dimensional polymer interacting with a random potential, which is constant in the deterministic direction and i.i.d.…

Probability · Mathematics 2010-12-22 Francesco Caravenna , Philippe Carmona , Nicolas Pétrélis

The parabolic Anderson model is the Cauchy problem for the heat equation on the integer lattice with a random potential $\xi$. We consider the case when $\{\xi(z):z\in\mathbb{Z}^d\}$ is a collection of independent identically distributed…

Probability · Mathematics 2014-07-25 Nadia Sidorova , Aleksander Twarowski

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

We consider the parabolic Anderson problem $\partial_tu=\Delta u+\xi(x)u$ on $\mathbb{R}_+\times\mathbb{Z}^d$ with localized initial condition $u(0,x)=\delta_0(x)$ and random i.i.d. potential $\xi$. Under the assumption that the…

Probability · Mathematics 2009-09-29 Jürgen Gärtner , Wolfgang König , Stanislav Molchanov

We construct nonnegative weak solutions to the singular parabolic free boundary problem \[ \partial_t u - \Delta u = - \frac{\mathrm{d}}{\mathrm{d} u} u_+^\gamma , \] where $\gamma \in (0,1]$, $u_+ := \max\{u,0\}$, and the term in the…

Analysis of PDEs · Mathematics 2025-11-05 Alessandro Audrito , Tomás Sanz-Perela

The parabolic Anderson model on $\mathbb{Z}^d$ with i.i.d. potential is known to completely localise if the distribution of the potential is sufficiently heavy-tailed at infinity. In this paper we investigate a modification of the model in…

Probability · Mathematics 2017-08-28 Stephen Muirhead , Richard Pymar , Nadia Sidorova

We study conditions under which $P(S_\tau>x)\sim P(M_\tau>x)\sim E\tau P(\xi_1>x)$ as $x\to\infty$, where $S_\tau$ is a sum $\xi_1+...+\xi_\tau$ of random size $\tau$ and $M_\tau$ is a maximum of partial sums $M_\tau=\max_{n\le\tau}S_n$.…

Probability · Mathematics 2011-11-29 Denis Denisov , Sergey Foss , Dmitry Korshunov

We discuss the long time behaviour of the parabolic Anderson model, the Cauchy problem for the heat equation with random potential on $\Z^d$. We consider general i.i.d. potentials and show that exactly \emph{four} qualitatively different…

Probability · Mathematics 2017-08-23 Remco van der Hofstad , Wolfgang Koenig , Peter Moerters
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