Ageing in the parabolic Anderson model

Peter Morters, Marcel Ortgiese, Nadia Sidorova

Research output: Contribution to journalArticle

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Abstract

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.
LanguageEnglish
Pages969-1000
Number of pages32
JournalAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques
Volume47
Issue number4
DOIs
StatusPublished - 2011

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Anderson Model
Random Potential
Scaling Limit
Time Windows
Time Constant
Limit Theorems
Heat Equation
Identically distributed
Envelope
Tail
Cauchy Problem
Linearly
Infinity
Polynomial
Profile
Model

Cite this

Ageing in the parabolic Anderson model. / Morters, Peter; Ortgiese, Marcel; Sidorova, Nadia.

In: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Vol. 47, No. 4, 2011, p. 969-1000.

Research output: Contribution to journalArticle

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