394 research outputs found
Localization for Linear Stochastic Evolutions
We consider a discrete-time stochastic growth model on the -dimensional
lattice with non-negative real numbers as possible values per site. The growth
model describes various interesting examples such as oriented site/bond
percolation, directed polymers in random environment, time discretizations of
the binary contact path process. We show the equivalence between the slow
population growth and a localization property in terms of "replica overlap".
The main novelty of this paper is that we obtain this equivalence even for
models with positive probability of extinction at finite time. In the course of
the proof, we characterize, in a general setting, the event on which an
exponential martingale vanishes in the limit
Stochastic shear thickening fluids: Strong convergence of the Galerkin approximation and the energy equality
We consider a stochastic partial differential equation (SPDE) which describes
the velocity field of a viscous, incompressible non-Newtonian fluid subject to
a random force. Here, the extra stress tensor of the fluid is given by a
polynomial of degree p-1 of the rate of strain tensor, while the colored noise
is considered as a random force. We focus on the shear thickening case, more
precisely, on the case , where d is
the dimension of the space. We prove that the Galerkin scheme approximates the
velocity field in a strong sense. As a consequence, we establish the energy
equality for the velocity field.Comment: Published in at http://dx.doi.org/10.1214/11-AAP794 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Directed Polymers in Random Environment are Diffusive at Weak Disorder
In this paper, we consider directed polymers in random environment with
discrete space and time. For transverse dimension at least equal to 3, we prove
that diffusivity holds for the path in the full weak disorder region, i.e.,
where the partition function differs from its annealed value only by a
non-vanishing factor. Deep inside this region, we also show that the quenched
averaged energy has fluctuations of order 1. In complete generality (arbitrary
dimension and temperature), we prove monotonicity of the phase diagram in the
temperature
Stochastic power law fluids: Existence and uniqueness of weak solutions
We consider a stochastic partial differential equation (SPDE) which describes
the velocity field of a viscous, incompressible non-Newtonian fluid subject to
a random force. Here the extra stress tensor of the fluid is given by a
polynomial of degree of the rate of strain tensor, while the colored
noise is considered as a random force. We investigate the existence and the
uniqueness of weak solutions to this SPDE.Comment: Published in at http://dx.doi.org/10.1214/10-AAP741 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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