Title of article :
Asymptotic mass distribution speed for the one-dimensional heat equation with constant drift and stationary potential
Author/Authors :
Voك-Bِhme، نويسنده , , Anja، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
18
From page :
167
To page :
184
Abstract :
We study the long-time behavior of the solution u(t,x) of a Cauchy problem for the one-dimensional heat equation with constant drift and random potential in the quenched setting: ut=12uxx+hux+ξu. The initial function is compactly supported. For bounded stationary ergodic potential ξ, we show that u is asymptotically (t→∞) concentrated in a ball of radius o(t) and center vht which is independent of the realization of the random potential. There is a critical drift value hcr where we observe a change from sublinear (vh=0) to linear (0<vh⩽h) mass propagation.
Keywords :
Wiener process with drift under exponentially weighted path measure , Quenched behavior , Heat equation with constant drift and stationary potential , Random media , Random environment , Large deviations
Journal title :
Stochastic Processes and their Applications
Serial Year :
2003
Journal title :
Stochastic Processes and their Applications
Record number :
1577252
Link To Document :
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