Dissipation and high disorder

Citation
Chen, Le et al., Dissipation and high disorder, Annals of probability (Online) , 45(1), 2020, pp. 82-99
ISSN journal
2168894X
Volume
45
Issue
1
Year of publication
2020
Pages
82 - 99
Database
ACNP
SICI code
Abstract
Given a field {B(x)}x.Zd of independent standard Brownian motions, indexed by Zd, the generator of a suitable Markov process on Zd,G, and sufficiently nice function .:[0,.).[0,.), we consider the influence of the parameter . on the behavior of the system, dut(x)u0(x)==(Gut)(x)dt+..(ut(x))dBt(x)[t>0, x.Zd],c0.0(x). We show that for any .>0 in dimensions one and two the total mass .x.Zdut(x) converges to zero as t.. while for dimensions greater than two there is a phase transition point .c.(0,.) such that for .>.c,.x.Zdut(x).0 as t.. while for .<.c,.x.Zdut(x).0 as t...