Weak and Strong disorder for the stochastic heat equation and the continuous directed polymer in d≥3d\geq 3

preprint2016arXivOpen access

Abstract

We consider the smoothed multiplicative noise stochastic heat equation $$d u_{\eps,t}= \frac 12 Δu_{\eps,t} d t+ β\eps^{\frac{d-2}{2}}\, \, u_{\eps, t} \, d B_{\eps,t} , \;\;u_{\eps,0}=1,$$ in dimension d≥3d\geq 3, where $B_{\eps,t}$ is a spatially smoothed (at scale $\eps$) space-time white noise, and β>0β>0 is a parameter. We show the existence of a βˉ∈(0,∞)\barβ\in (0,\infty) so that the solution exhibits weak disorder when β<βˉβ<\barβ and strong disorder when β>βˉβ> \barβ. The proof techniques use elements of the theory of the Gaussian multiplicative chaos.

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