Annealed asymptotics for the parabolic Anderson model with a moving catalyst
Jürgen Gärtner and
Markus Heydenreich
Stochastic Processes and their Applications, 2006, vol. 116, issue 11, 1511-1529
Abstract:
This paper deals with the solution u to the parabolic Anderson equation [not partial differential]u/[not partial differential]t=[kappa][Delta]u+[xi]u on the lattice . We consider the case where the potential [xi] is time-dependent and has the form [xi](t,x)=[delta]0(x-Yt) with Yt being a simple random walk with jump rate 2d[varrho]. The solution u may be interpreted as the concentration of a reactant under the influence of a single catalyst particle Yt. In the first part of the paper we show that the moment Lyapunov exponents coincide with the upper boundary of the spectrum of certain Hamiltonians. In the second part we study intermittency in terms of the moment Lyapunov exponents as a function of the model parameters [kappa] and [varrho].
Keywords: Parabolic; Anderson; problem; Catalytic; random; medium; Intermittency; Moment; Lyapunov; exponents (search for similar items in EconPapers)
Date: 2006
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(06)00045-7
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:116:y:2006:i:11:p:1511-1529
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().