Parabolic Anderson Model on R^2

For my thesis project we have been studying the analysis of the parabolic Anderson model in 2 spatial dimensions on the whole plane, performed by Hairer and Labbe in early 2015. This problem is a nice example as it requires renormalization to control the singularities and weighted spaces to control the divergence at infinity. After adding the necessary logarithmic counter term and posing the problem in the correct space we are then able to prove existence and uniqueness of the solution. Our main contribution is to offer a more explicit account than was previously available, and to correct some typos in the original work. This work is of importance because the parabolic Anderson model, which models a random walk driven by a random potential, can be used to study several topics such as spectral theory and some variational problems. Moreover, this analysis is of interest because it presents a particularly clean example, in that there is no need for any complicated (though more general) renormalization procedures. Rather, we use a trick from the analysis of smooth partial differential equations to identify the diverging terms and then add an appropriate counter term.Mathematic

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

The Parabolic Anderson Model with Acceleration and Deceleration

We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of the diffusion is coupled with time, inducing an acceleration or deceleration. We find a lower critical scale, below which the mass flow gets stuck. On this scale, a new interesting variational problem arises in the description of the asymptotics. Furthermore, we find an upper critical scale above which the potential enters the asymptotics only via some average, but not via its extreme values. We make out altogether five phases, three of which can be described by results that are qualitatively similar to those from the constant-speed parabolic Anderson model in earlier work by various authors. Our proofs consist of adaptations and refinements of their methods, as well as a variational convergence method borrowed from finite elements theory.Comment: 19 page

An effective medium approach to the asymptotics of the statistical moments of the parabolic Anderson model and Lifshitz tails

Originally introduced in solid state physics to model amorphous materials and alloys exhibiting disorder induced metal-insulator transitions, the Anderson model $H_{\omega}= -\Delta + V_{\omega}$ on l^2(\bZ^d) has become in mathematical physics as well as in probability theory a paradigmatic example for the relevance of disorder effects. Here $\Delta$ is the discrete Laplacian and V_{\omega} = \{V_{\omega}(x): x \in \bZ^d\} is an i.i.d. random field taking values in \bR. A popular model in probability theory is the parabolic Anderson model (PAM), i.e. the discrete diffusion equation $\partial_t u(x,t) =-H_{\omega} u(x,t)$ on \bZ^d \times \bR_+, $u(x,0)=1$, where random sources and sinks are modelled by the Anderson Hamiltonian. A characteristic property of the solutions of (PAM) is the occurrence of intermittency peaks in the large time limit. These intermittency peaks determine the thermodynamic observables extensively studied in the probabilistic literature using path integral methods and the theory of large deviations. The rigorous study of the relation between the probabilistic approach to the parabolic Anderson model and the spectral theory of Anderson localization is at least mathematically less developed. We see our publication as a step in this direction. In particular we will prove an unified approach to the transition of the statistical moments $$ and the integrated density of states from classical to quantum regime using an effective medium approach. As a by-product we will obtain a logarithmic correction in the traditional Lifshitz tail setting when $V_{\omega}$ satisfies a fat tail condition

Ageing in the parabolic Anderson model

The parabolic Anderson model is the Cauchy problem for the heat equation with a random potential. We consider this model in a setting which is continuous in time and discrete in space, and focus on time-constant, independent and identically distributed potentials with polynomial tails at infinity. We are concerned with the long-term temporal dynamics of this system. Our main result is that the periods, in which the profile of the solutions remains nearly constant, are increasing linearly over time, a phenomenon known as ageing. We describe this phenomenon in the weak sense, by looking at the asymptotic probability of a change in a given time window, and in the strong sense, by identifying the almost sure upper envelope for the process of the time remaining until the next change of profile. We also prove functional scaling limit theorems for profile and growth rate of the solution of the parabolic Anderson model.Comment: 43 pages, 4 figure

Moments and Lyapunov exponents for the parabolic Anderson model

We study the parabolic Anderson model in $(1+1)$ dimensions with nearest neighbor jumps and space-time white noise (discrete space/continuous time). We prove a contour integral formula for the second moment and compute the second moment Lyapunov exponent. For the model with only jumps to the right, we prove a contour integral formula for all moments and compute moment Lyapunov exponents of all orders.Comment: Published in at http://dx.doi.org/10.1214/13-AAP944 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

An Asymptotic Comparison of Two Time-homogeneous PAM Models

Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e^2 and is non-random.Comment: 12 page