Time correlations for the parabolic Anderson model

We derive exact asymptotics of time correlation functions for the parabolic Anderson model with homogeneous initial condition and time-independent tails that decay more slowly than those of a double exponential distribution and have a finite cumulant generating function. We use these results to give precise asymptotics for statistical moments of positive order. Furthermore, we show what the potential peaks that contribute to the intermittency picture look like and how they are distributed in space. We also investigate for how long intermittency peaks remain relevant in terms of ageing properties of the model.Comment: 28 page

Geometric characterization of intermittency in the parabolic Anderson model

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 distribution of $\xi(0)$ has a double-exponential, or slightly heavier, tail, we prove the following geometric characterization of intermittency: with probability one, as $t\to\infty$, the overwhelming contribution to the total mass $\sum_xu(t,x)$ comes from a slowly increasing number of ``islands'' which are located far from each other. These ``islands'' are local regions of those high exceedances of the field $\xi$ in a box of side length $2t\log^2t$ for which the (local) principal Dirichlet eigenvalue of the random operator $\Delta+\xi$ is close to the top of the spectrum in the box. We also prove that the shape of $\xi$ in these regions is nonrandom and that $u(t,\cdot)$ is close to the corresponding positive eigenfunction. This is the geometric picture suggested by localization theory for the Anderson Hamiltonian.Comment: Published at http://dx.doi.org/10.1214/009117906000000764 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Quenched Lyapunov exponent for the parabolic Anderson model in a dynamic random environment

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, $\Delta$ is the discrete Laplacian, $\gamma\in (0,\infty)$ is the coupling constant, and $\xi\colon\,\Z^d\times [0,\infty)\to\R$ is a space-time random environment that drives the equation. The solution of this equation describes the evolution of a "reactant" $u$ under the influence of a "catalyst" $\xi$, both living on $\Z^d$. In earlier work we considered three choices for $\xi$: independent simple random walks, the symmetric exclusion process, and the symmetric voter model, all in equilibrium at a given density. We analyzed the \emph{annealed} Lyapunov exponents, i.e., the exponential growth rates of the successive moments of $u$ w.r.t.\ $\xi$, and showed that these exponents display an interesting dependence on the diffusion constant $\kappa$, with qualitatively different behavior in different dimensions $d$. In the present paper we focus on the \emph{quenched} Lyapunov exponent, i.e., the exponential growth rate of $u$ conditional on $\xi$. We first prove existence and derive some qualitative properties of the quenched Lyapunov exponent for a general $\xi$ that is stationary and ergodic w.r.t.\ translations in $\Z^d$ and satisfies certain noisiness conditions. After that we focus on the three particular choices for $\xi$ mentioned above and derive some more detailed properties. We close by formulating a number of open problems.Comment: In honour of J\"urgen G\"artner on the occasion of his 60th birthday, 33 pages. Final revised versio

A finite volume scheme for nonlinear parabolic equations derived from one-dimensional local Dirichlet problems

In this paper, we propose a new method to compute the numerical flux of a finite volume scheme, used for the approximation of the solution of parabolic partial differential equation with nonlinear diffusion and convection terms a 1D, 2D or 3D domain. The nonlinear diffusion term be bounded away from zero except a finite number of values. The method is based on the solution, at each interface between two control volumes, of a nonlinear elliptic two point boundary value problem derived from the original equation with Dirichlet boundary conditions given by the values of the discrete approximation in both control volumes. We prove the existence of a solution to this two point boundary value problem. We show that the expression for the numerical flux can be yielded without referring to this solution. Furthermore, we prove that the so designed finite volume scheme has the expected stability properties and that its solution converges to the weak solution of the continuous problem. Numerical results show the increase of accuracy due to the use of this scheme, compared to some other schemes

Über das Teilentladungsverhalten von strombegrenzenden Hochspannungs-Hochleistungssicherungen

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Information-analytical systems as a basis of improving the efficiency of risk management

Building an effective system-risk management in an enterprise on the basis of integrated integration of risk management procedures into virtually all enterprise processes is associated with a wide range of tasks. Such integration processes can be simplified by using modern information technologies

Self-heating effects in organic semiconductor devices enhanced by positive temperature feedback

We studied the influence of heating effects in an organic device containing a layer sequence of n-doped / intrinsic / n-doped C60 between crossbar metal electrodes. A strong positive feedback between current and temperature occurs at high current densities beyond 100 A/cm2, as predicted by the extended Gaussian disorder model (EGDM) applicable to organic semiconductors. These devices give a perfect setting for studying the heat transport at high power densities because C60 can withstand temperatures above 200ʿ C. Infrared images of the device and detailed numerical simulations of the heat transport demonstrate that the electrical circuit produces a superposition of a homogeneous power dissipation in the active volume and strong heat sources localized at the contact edges ..