Abstract
The parabolic Anderson model is defined as the partial differential equation \partial u(x,t)/\partial t = \kappa\Delta u(x,t) + \xi(x,t)u(x,t), x\in\Z^d, t\geq 0, where \kappa \in [0,\infty) is the diffusion constant, \Delta is the discrete Laplacian, and \xi is a dynamic random environment that drives the equation. The initial condition u(x,0)=u_0(x), x\in\Z^d, is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate 2d\kappa, split into two at rate \xi \vee 0, and die at rate (-\xi) \vee 0. Our focus is on the Lyapunov exponents \lambda_p(\kappa) = \lim_{t\to\infty} \frac{1}{t} \log \E([u(0,t)]^p)^{1/p}, p \in \N, and \lambda_0(\kappa) = \lim_{t\to\infty} \frac{1}{t}\log u(0,t). We investigate what happens when \kappa\Delta is replaced by \Delta^\cK, where \cK = \{\mathcal{K}(x,y)\colon\,x,y\in\Z^d,\,x \sim y\} is a collection of random conductances between neighbouring sites replacing the constant conductances \kappa in the homogeneous model. We show that the associated annealed Lyapunov exponents are given by the formula \lambda_p(\cK) = \sup\{\lambda_p(\kappa) \colon\,\kappa\in\Supp(\cK)\}, where \Supp(\cK) is the set of values taken by the \cK-field. We also show that for the associated quenched Lyapunov exponent this formula only provides a lower bound. Our proof is valid for three classes of reversible \xi, and for all \cK satisfying a certain clustering property, namely, there are arbitrarily large balls where \cK is almost constant and close to any value in \Supp(\cK). What our result says is that the Lyapunov exponents are controlled by those pockets of \cK where the conductances are close to the value that maximises the growth in the homogeneous setting.
Highlights
Introduction and Main ResultsRandom walks with random conductances have been studied intensively in the literature
In the present paper we investigate what happens when κ is replaced by K, where K = {K(x, y) : x, y ∈ Zd, x ∼ y} is a collection of random conductances between neighbouring sites replacing the constant
What our result says is that the annealed Lyapunov exponents are controlled by those pockets of K where the conductances are close to the value that maximises the growth in the homogeneous setting
Summary
We show that the associated annealed Lyapunov exponents λp(K), p ∈ N, are given by the formula λp(K) = sup{λp(κ) : κ ∈ Supp(K)}, where, for a fixed realisation of K, Supp(K) is the set of values taken by the Kfield. What our result says is that the annealed Lyapunov exponents are controlled by those pockets of K where the conductances are close to the value that maximises the growth in the homogeneous setting. In contrast our conjecture says that the quenched Lyapunov exponent is controlled by a mixture of pockets of K where the conductances are nearly constant. Keywords Parabolic Anderson equation · Random conductances · Lyapunov exponents · Large deviations · Variational representations · Confinement. Mathematics Subject Classification (2010) Primary 60K35, 60H25, 82C44 · Secondary 35B40, 60F10
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