TY - BOOK
T1 - Intermittency on catalysts : voter model
AU - Gärtner, J.
AU - Hollander, den, W.Th.F.
AU - Maillard, G.
PY - 2009
Y1 - 2009
N2 - In this paper we study intermittency for the parabolic Anderson equation ¿u/¿t =
¿¿ u + ¿¿u with u: Zd × [0,8) ¿ R, where ¿ ¿ [0,8) is the diffusion constant, ¿ is
the discrete Laplacian, ¿ ¿ (0,8) is the coupling constant, and ¿ : Zd × [0,8) ¿ R is
a space-time random medium. The solution of this equation describes the evolution of a
"reactant" u under the influence of a "catalyst" ¿.
We focus on the case where ¿ is the voter model with opinions 0 and 1 that are updated
according to a random walk transition kernel, starting from either the Bernoulli measure
¿p or the equilibrium measure µp, where ¿ ¿ (0, 1) is the density of 1’s. We consider
the annealed Lyapunov exponents, i.e., the exponential growth rates of the successive
moments of u. We show that these exponents are trivial when the random walk is not
strongly transient, but display an interesting dependence on the diffusion constant ¿ when
the random walk is strongly transient, with qualitatively different behavior in different
dimensions.
In earlier work we considered the case where ¿ is a field of independent simple random
walks in a Poisson equilibrium, respectively, a symmetric exclusion process in a Bernoulli
equilibrium, which are both reversible dynamics. In the present work, a main obstacle
is the non-reversibility of the voter model dynamics, since this precludes the application
of spectral techniques. The duality with coalescing random walks is key to our analysis,
and leads to a representation formula for the Lyapunov exponents that allows for the
application of large deviation estimates.
AB - In this paper we study intermittency for the parabolic Anderson equation ¿u/¿t =
¿¿ u + ¿¿u with u: Zd × [0,8) ¿ R, where ¿ ¿ [0,8) is the diffusion constant, ¿ is
the discrete Laplacian, ¿ ¿ (0,8) is the coupling constant, and ¿ : Zd × [0,8) ¿ R is
a space-time random medium. The solution of this equation describes the evolution of a
"reactant" u under the influence of a "catalyst" ¿.
We focus on the case where ¿ is the voter model with opinions 0 and 1 that are updated
according to a random walk transition kernel, starting from either the Bernoulli measure
¿p or the equilibrium measure µp, where ¿ ¿ (0, 1) is the density of 1’s. We consider
the annealed Lyapunov exponents, i.e., the exponential growth rates of the successive
moments of u. We show that these exponents are trivial when the random walk is not
strongly transient, but display an interesting dependence on the diffusion constant ¿ when
the random walk is strongly transient, with qualitatively different behavior in different
dimensions.
In earlier work we considered the case where ¿ is a field of independent simple random
walks in a Poisson equilibrium, respectively, a symmetric exclusion process in a Bernoulli
equilibrium, which are both reversible dynamics. In the present work, a main obstacle
is the non-reversibility of the voter model dynamics, since this precludes the application
of spectral techniques. The duality with coalescing random walks is key to our analysis,
and leads to a representation formula for the Lyapunov exponents that allows for the
application of large deviation estimates.
M3 - Report
T3 - Report Eurandom
BT - Intermittency on catalysts : voter model
PB - Eurandom
CY - Eindhoven
ER -