Lyapunov exponents for the one-dimensional parabolic Anderson model with drift

preprint2008arXivOpen access

Abstract

We consider the solution uu to the one-dimensional parabolic Anderson model with homogeneous initial condition u(0,⋅)≡1u(0, \cdot) \equiv 1, arbitrary drift and a time-independent potential bounded from above. Under ergodicity and independence conditions we derive representations for both the quenched Lyapunov exponent and, more importantly, the pp-th annealed Lyapunov exponents for {\it all} p∈(0,∞).p \in (0, \infty). These results enable us to prove the heuristically plausible fact that the pp-th annealed Lyapunov exponent converges to the quenched Lyapunov exponent as p↓0.p \downarrow 0. Furthermore, we show that uu is pp-intermittent for pp large enough. As a byproduct, we compute the optimal quenched speed of the random walk appearing in the Feynman-Kac representation of uu under the corresponding Gibbs measure. In this context, depending on the negativity of the potential, a phase transition from zero speed to positive speed appears.

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