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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…

概率论 · 数学 2007-05-23 Juergen Gaertner , Wolfgang Koenig

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…

概率论 · 数学 2023-11-27 Fei Pu

This paper deals with the long term behavior of the solution to the nonlinear stochastic heat equation $\partial u /\partial t - \frac{1}{2}\Delta u = b(u)\dot{W}$, where $b$ is assumed to be a globally Lipschitz continuous function and the…

概率论 · 数学 2022-09-13 Le Chen , Nicholas Eisenberg

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 $H_0+H>3/4$.…

概率论 · 数学 2022-06-24 Raluca M. Balan , Le Chen , Yiping Ma

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 ADM formalism together with a constant mean curvature (CMC) temporal gauge is used to derive the monotonic decay of a weak Lyapunov function of the Einstein dynamical equations in an expanding universe with a positive cosmological…

广义相对论与量子宇宙学 · 物理学 2022-04-08 Puskar Mondal

We study large time behaviour of solutions of the Cauchy problem for equations of the form $\partial_tu-L u+\lambda u=f(x,u)+g(x,u)\cdot\mu$, where $L$ is the operator associated with a regular lower bounded semi-Dirichlet form…

偏微分方程分析 · 数学 2019-08-05 Tomasz Klimsiak , Andrzej Rozkosz

We apply the paracontrolled calculus to study the asymptotic behavior of a certain quasilinear PDE with smeared mild noise, which originally appears as the space-time scaling limit of a particle system in random environment on one…

概率论 · 数学 2020-05-08 Tadahisa Funaki , Masato Hoshino , Sunder Sethuraman , Bin Xie

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

In this note we consider the parabolic Anderson model in one dimension with time-independent fractional noise $\dot{W}$ in space. We consider the case $H<\frac{1}{2}$ and get existence and uniqueness of solution. In order to find the…

概率论 · 数学 2018-10-11 Prakash Chakraborty , Xia Chen , Bo Gao , Samy Tindel

We continue our study of the parabolic Anderson equation $\partial u/\partial t = \kappa\Delta u + \gamma\xi u$ for the space-time field $u\colon\,\Z^d\times [0,\infty)\to\R$, where $\kappa \in [0,\infty)$ is the diffusion constant,…

概率论 · 数学 2011-07-15 Jürgen Gärtner , Frank den Hollander , Grégory Maillard

In this paper, we investigate the hyperbolic Anderson equation generated by a time-independent Gaussian noise with two objectives: The solvability and intermittency. First, we prove that Dalang's condition is necessary and sufficient for…

概率论 · 数学 2024-03-14 Xia Chen , Yaozhong Hu

In this paper, we study intermittency for the parabolic Anderson equation $\partial u/\partial t=\kappa\Delta u+\xi u$, where $u:\mathbb{Z}^d\times [0,\infty)\to\mathbb{R}$, $\kappa$ is the diffusion constant, $\Delta$ is the discrete…

概率论 · 数学 2016-08-16 J. Gärtner , F. den Hollander

In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $\sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a…

概率论 · 数学 2017-06-26 Raluca M. Balan , Jian Song

This is a continuation, and conclusion, of our study of bounded solutions $u$ of the semilinear parabolic equation $u_t=u_{xx}+f(u)$ on the real line whose initial data $u_0=u(\cdot,0)$ have finite limits $\theta^\pm$ as $x\to\pm\infty$. We…

偏微分方程分析 · 数学 2022-06-13 Antoine Pauthier , Peter Poláčik

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 (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…

概率论 · 数学 2023-12-15 Xiao Liang

We consider the parabolic Anderson model $\partial u/\partial t = \kappa\Delta u + \gamma\xi u$ with $u\colon\, \Z^d\times R^+\to \R^+$, where $\kappa\in\R^+$ is the diffusion constant, $\Delta$ is the discrete Laplacian, $\gamma\in\R^+$ is…

概率论 · 数学 2011-03-24 Grégory Maillard , Thomas Mountford , Samuel Schöpfer

We investigate the sharp density $\rho(t,x; y)$ of the solution $u(t,x)$ to stochastic partial differential equation $\frac{\partial }{\partial t} u(t,x)=\frac12 \Delta u(t,x)+u\diamond \dot W(t,x)$, where $\dot W$ is a general Gaussian…

概率论 · 数学 2018-01-11 Yaozhong Hu , Khoa Lê

We obtain the asymptotics, as $t + |x| \rightarrow \infty$, of the fundamental solution to the heat equation with a compactly supported potential. It is assumed that the corresponding stationary operator has at least one positive…

偏微分方程分析 · 数学 2021-12-06 L. Koralov , B. Vainberg