On the long time behavior of the stochastic heat equation

Citation
L. Bertini et G. Giacomin, On the long time behavior of the stochastic heat equation, PROB TH REL, 114(3), 1999, pp. 279-289
Citations number
13
Categorie Soggetti
Mathematics
Journal title
PROBABILITY THEORY AND RELATED FIELDS
ISSN journal
01788051 → ACNP
Volume
114
Issue
3
Year of publication
1999
Pages
279 - 289
Database
ISI
SICI code
0178-8051(199907)114:3<279:OTLTBO>2.0.ZU;2-S
Abstract
We consider the stochastic heat equation in one space dimension and compute - for a particular choice of the initial datum - the exact long time asymp totic. In the Carmona-Molchanov approach to intermittence in non stationary random media this corresponds to the identification of the sample Lyapunov exponent, Equivalently, by interpreting the solution as the partition func tion of a directed polymer in a random environment, we obtain a weak law of large numbers for the quenched free energy. The result agrees with the one obtained in the physical literature via the replica method. The proof is b ased on a representation of the solution in terms of the weakly asymmetric exclusion process.