中文
相关论文

相关论文: The parabolic Anderson model in a dynamic random e…

200 篇论文

A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the parabolic Anderson models \[ \partial_{t} u(t,x) = \Delta…

概率论 · 数学 2024-01-04 Fabrice Baudoin , Li Chen , Che-Hung Huang , Cheng Ouyang , Samy Tindel , Jing Wang

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…

概率论 · 数学 2009-09-29 Jürgen Gärtner , Wolfgang König , Stanislav Molchanov

Let $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}}$ denote the solution to the parabolic Anderson model with initial condition $\delta_0$ and driven by space-time white noise on $\mathbb{R}_+\times\mathbb{R}$, and let $p_t(x):= (2\pi…

概率论 · 数学 2023-01-20 Le Chen , 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…

概率论 · 数学 2020-01-06 Marek Biskup , Wolfgang Koenig , Renato Soares dos Santos

In this paper, we study the {\it parabolic Anderson model} starting from the Dirac delta initial data: \[ \left(\frac{\partial}{\partial t} -\frac{\nu}{2}\frac{\partial^2}{\partial x^2} \right) u(t,x) = \lambda u(t,x) \dot{W}(t,x), \qquad…

概率论 · 数学 2016-09-21 Le Chen

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…

概率论 · 数学 2026-05-14 Wolfgang König , Nicolas Perkowski , Willem van Zuijlen

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…

概率论 · 数学 2026-02-03 Xi Geng , Sheng Wang , Weijun Xu

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…

概率论 · 数学 2014-07-25 Nadia Sidorova , Aleksander Twarowski

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…

概率论 · 数学 2011-02-18 Carl Mueller , Roger Tribe

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…

概率论 · 数学 2021-04-27 Davar Khoshnevisan , David Nualart , Fei Pu

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…

概率论 · 数学 2008-05-06 Mohammud Foondun , Davar Khoshnevisan

We consider the parabolic Anderson model $\frac{\partial}{\partial t} v_n=\kappa\Delta_n v_n + \xi_n v_n$ on the $n$-dimensional hypercube $\{-1,+1\}^n$ with random i.i.d. potential $\xi_n$. We parametrize time by volume and study $v_n$ at…

概率论 · 数学 2016-10-04 Luca Avena , Onur Gün , Marion Hesse

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…

数学物理 · 物理学 2007-05-23 Laszlo Erdos , Manfred Salmhofer , Horng-Tzer Yau

We construct solutions of a renormalized continuum fractional parabolic Anderson model, formally given by $\partial_t u=-(-\Delta)^{1/2}u+\xi u$, where $\xi$ is a periodic spatial white noise. To be precise, we construct limits as…

概率论 · 数学 2020-10-08 Alexander Dunlap

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…

概率论 · 数学 2010-09-27 Hubert Lacoin , Peter Mörters

We consider the parabolic Anderson model driven by fractional noise: $$ \frac{\partial}{\partial t}u(t,x)= \kappa \boldsymbol{\Delta} u(t,x)+ u(t,x)\frac{\partial}{\partial t}W(t,x) \qquad x\in\mathbb{Z}^d\;,\; t\geq 0\,, $$ where…

概率论 · 数学 2017-06-29 Kamran Kalbasi , Thomas S. Mountford

The parabolic problem $u_t-\Delta u=\frac{\lambda f(x)}{(1-u)^2}+P$ on a bounded domain $\Omega$ of $R^n$ with Dirichlet boundary condition models the microelectromechanical systems(MEMS) device with an external pressure term. In this…

偏微分方程分析 · 数学 2023-09-15 Lingfeng Zhang , Xiaoliu Wang

Consider a stochastic heat equation $\partial_t u = \kappa \partial^2_{xx}u+\sigma(u)\dot{w}$ for a space-time white noise $\dot{w}$ and a constant $\kappa>0$. Under some suitable conditions on the the initial function $u_0$ and $\sigma$,…

概率论 · 数学 2015-05-13 Mohammud Foondun , Davar Khoshnevisan

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…

偏微分方程分析 · 数学 2016-11-28 Ismael Bailleul , Arnaud Debussche , Martina Hofmanova

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…

概率论 · 数学 2022-02-18 Eleanor Archer , Anne Pein