Precise asymptotics for the parabolic Anderson model with a moving catalyst or trap

dc.bibliographicCitation.seriesTitleWIAS Preprintseng
dc.bibliographicCitation.volume1553
dc.contributor.authorSchnitzler, Adrian
dc.contributor.authorWolff, Tilman
dc.date.accessioned2016-03-24T17:38:39Z
dc.date.available2019-06-28T08:05:46Z
dc.date.issued2010
dc.description.abstractWe consider the solution ucolon [0,infty) timesmathbbZ^drightarrow [0,infty) to the parabolic Anderson model, where the potential is given by (t,x)mapstogammadelta_Y_tleft(xright) with Y a simple symmetric random walk on mathbbZ^d. Depending on the parameter gammain[-infty,infty), the potential is interpreted as a randomly moving catalyst or trap. In the trap case, i.e., gamma<0, we look at the annealed time asymptotics in terms of the first moment of u. Given a localized initial condition, we derive the asymptotic rate of decay to zero in dimensions 1 and 2 up to equivalence and characterize the limit in dimensions 3 and higher in terms of the Green's function of a random walk. For a homogeneous initial condition we give a characterisation of the limit in dimension 1 and show that the moments remain constant for all time in dimensions 2 and higher. In the case of a moving catalyst (gamma>0), we consider the solution u from the perspective of the catalyst, i.e., the expression u(t,Y_t+x). Focusing on the cases where moments grow exponentially fast (that is, gamma sufficiently large), we describe the moment asymptotics of the expression above up to equivalence. Here, it is crucial to prove the existence of a principal eigenfunction of the corresponding Hamilton operator. While this is well-established for the first moment, we have found an extension to higher moments.
dc.description.versionpublishedVersioneng
dc.formatapplication/pdf
dc.identifier.issn0946-8633
dc.identifier.urihttps://doi.org/10.34657/3007
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/2342
dc.language.isoengeng
dc.publisherBerlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
dc.relation.issn0946-8633eng
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.ger
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.eng
dc.subject.ddc510
dc.subject.otherParabolic Anderson modeleng
dc.subject.otherannealed asymptoticseng
dc.subject.otherdynamic random mediumeng
dc.titlePrecise asymptotics for the parabolic Anderson model with a moving catalyst or trap
dc.typeReporteng
dc.typeTexteng
tib.accessRightsopenAccesseng
wgl.contributorWIASeng
wgl.subjectMathematikeng
wgl.typeReport / Forschungsbericht / Arbeitspapiereng
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