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Complete localisation and exponential shape of the parabolic Anderson model with Weibull potential field


 
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1. Title Title of document Complete localisation and exponential shape of the parabolic Anderson model with Weibull potential field
 
2. Creator Author's name, affiliation, country Artiom Fiodorov; University College London; United Kingdom
 
2. Creator Author's name, affiliation, country Stephen Muirhead; University College London; United Kingdom
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Parabolic Anderson model; Anderson Hamiltonian; random Schrodinger operator; localisation; intermittency; Weibull tail; spectral gap
 
3. Subject Subject classification 60H25 (Primary); 82C44; 60F10; 35P05 (Secondary)
 
4. Description Abstract We consider the parabolic Anderson model with Weibull potential field, for all values of the Weibull parameter. We prove that the solution is eventually localised at a single site with overwhelming probability (complete localisation) and, moreover, that the solution has exponential shape around the localisation site. We determine the localisation site explicitly, and derive limit formulae for its distance, the profile of the nearby potential field and its ageing behaviour. We also prove that the localisation site is determined locally, that is, by maximising a certain time-dependent functional that depends only on: (i) the value of the potential field in a neighbourhood of fixed radius around a site; and (ii) the distance of that site to the origin. Our results extend the class of potential field distributions for which the parabolic Anderson model is known to completely localise; previously, this had only been established in the case where the potential field distribution has sub-Gaussian tail decay, corresponding to a Weibull parameter less than two.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) University College London; Leverhulme Trust
 
7. Date (YYYY-MM-DD) 2014-07-05
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/3203
 
10. Identifier Digital Object Identifier 10.1214/EJP.v19-3203
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 19
 
12. Language English=en en
 
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