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Dirk Erhard

Publications and source records attributed to Dirk Erhard.

26 records · Page 2Linked to original sources

Local solution to the multi-layer KPZ equation

In this article we prove local well-posedness of the system of equations $\partial_t h_{i}= \sum_{j=1}^{i}\partial_x^2 h_{i}+ (\partial_x h_{i})^2 + ξ$ on the circle where $1\leq i\leq N$ and $ξ$ is a space-time white noise. We attempt to generalize the renormalization procedure which gives the Hopf-Cole solution for the single layer equation and our $h_1$ (solution to the first layer) coincides with this solution. However, we observe that cancellation of logarithmic divergences that occurs at the first layer does not hold at higher layers and develop explicit combinatorial formulae for them.

math.PR↗

Non-equilibrium fluctuations for the SSEP with a slow bond

We prove the non-equilibrium fluctuations for the one-dimensional symmetric simple exclusion process with a slow bond. This generalizes a result of T. Franco, A. Neumann and P. Gonçalves (2013), which dealt with the equilibrium fluctuations. The foundation stone of our proof is a precise estimate on the correlations of the system, and that is by itself one of the main novelties of this paper. To obtain these estimates, we first deduce a spatially discrete PDE for the covariance function and we relate it to the local times of a random walk in a non-homogeneous environment via Duhamel's principle. Projection techniques and coupling arguments reduce the analysis to the problem of studying the local times of the classical random walk. We think that the method developed here can be applied to a variety of models, and we provide a discussion on this matter.

math.PR↗

Asymptotics of the critical time in Wiener sausage percolation with a small radius

We consider a continuum percolation model on $\R^d$, where $d\geq 4$.The occupied set is given by the union of independent Wiener sausages with radius $r$ running up to time $t$ and whoseinitial points are distributed according to a homogeneous Poisson point process.It was established in a previous work by Erhard, Martínez and Poisat~\cite{EMP13} that (1) if $r$ is small enough there is a non-trivial percolation transitionin $t$ occuring at a critical time $t\_c(r)$ and (2) in the supercritical regime the unbounded cluster is unique. In this paper we investigate the asymptotic behaviour of the critical time when the radius $r$ converges to $0$. The latter does not seem to be deducible from simple scaling arguments. We prove that for $d\geq 4$, there is a positive constant $c$ such that$c^{-1}\sqrt{\log(1/r)}\leq t\_c(r)\leq c\sqrt{\log(1/r)}$ when $d=4$ and $c^{-1}r^{(4-d)/2}\leq t\_c(r) \leq c\ r^{(4-d)/2}$ when $d\geq 5$, as $r$ converges to $0$. We derive along the way moment estimates on the capacity of Wiener sausages, which may be of independent interest.

math.PR↗

Brownian Paths Homogeneously Distributed in Space: Percolation Phase Transition and Uniqueness of the Unbounded Cluster

We consider a continuum percolation model on $\R^d$, $d\geq 1$.For $t,λ\in (0,\infty)$ and $d\in\{1,2,3\}$, the occupied set is given by the union of independent Brownian paths running up to time $t$ whoseinitial points form a Poisson point process with intensity $λ\textgreater{}0$.When $d\geq 4$, the Brownian paths are replaced by Wiener sausageswith radius $r\textgreater{}0$.We establish that, for $d=1$ and all choices of $t$, no percolation occurs,whereas for $d\geq 2$, there is a non-trivial percolation transitionin $t$, provided $λ$ and $r$ are chosen properly.The last statement means that $λ$ has to be chosen to be strictly smaller than the critical percolation parameter for the occupied set at time zero(which is infinite when $d\in\{2,3\}$, but finite and dependent on $r$ when $d\geq 4$).We further show that for all $d\geq 2$, the unbounded cluster in the supercritical phase is unique.Along the way a finite box criterion for non-percolation in the Boolean model is extended to radius distributions with an exponential tail. This may be of independent interest.The present paper settles the basic properties of the model and should be viewed as a jumpboard for finer results.

math.PR↗

Parabolic Anderson model in a dynamic random environment: random conductances

The parabolic Anderson model is defined as the partial differential equation \partial u(x,t)/\partial t = κΔu(x,t) + ξ(x,t)u(x,t), x\in\Z^d, t\geq 0, where κ\in [0,\infty) is the diffusion constant, Δis the discrete Laplacian, and ξis a dynamic random environment that drives the equation. The initial condition u(x,0)=u_0(x), x\in\Z^d, is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate 2dκ, split into two at rate ξ\vee 0, and die at rate (-ξ) \vee 0. Our focus is on the Lyapunov exponents λ_p(κ) = \lim_{t\to\infty} \frac{1}{t} \log \E([u(0,t)]^p)^{1/p}, p \in \N, and λ_0(κ) = \lim_{t\to\infty} \frac{1}{t}\log u(0,t). We investigate what happens when κΔis replaced by Δ^\cK, where \cK = \{\mathcal{K}(x,y)\colon\,x,y\in\Z^d,\,x \sim y\} is a collection of random conductances between neighbouring sites replacing the constant conductances κin the homogeneous model. We show that the associated annealed Lyapunov exponents are given by the formula λ_p(\cK) = \sup\{λ_p(κ) \colon\,κ\in\Supp(\cK)\}, where \Supp(\cK) is the set of values taken by the \cK-field. We also show that for the associated quenched Lyapunov exponent this formula only provides a lower bound. Our proof is valid for three classes of reversible ξ, and for all \cK satisfying a certain clustering property, namely, there are arbitrarily large balls where \cK is almost constant and close to any value in \Supp(\cK). What our result says is that the Lyapunov exponents are controlled by those pockets of \cK where the conductances are close to the value that maximises the growth in the homogeneous setting.

math.PR↗

Transience of the vacant set for near-critical random interlacements in high dimensions

The model of random interlacements is a one-parameter family $\mathcal I^u,$ $u \ge 0,$ of random subsets of $\mathbb{Z}^d,$ which locally describes the trace of simple random walk on a $d$-dimensional torus run up to time $u$ times its volume. Its complement, the so-called vacant set $\mathcal V^u$, has been shown to undergo a non-trivial percolation phase-transition in $u;$ i.e., there exists $u_*(d) \in (0, \infty)$ such that for $u \in [0, u_*(d))$ the vacant set $\mathcal V^u$ contains a unique infinite connected component $\mathcal V_\infty^u,$ while for $u > u_*(d)$ it consists of finite connected components. Sznitman \cite{SZ11,SZ11B} showed that $u_*(d) \sim \log d,$ and in this article we show the existence of $u(d) > 0$ with $\frac{u(d)}{u_*(d)} \to 1$ as $d \to \infty$ such that $\mathcal V_\infty^{u}$ is transient for all $u \in [0, u(d)).$

math.PR↗

The parabolic Anderson model in a dynamic random environment: space-time ergodicity for the quenched Lyapunov exponent

We continue our study of the parabolic Anderson equation $\partial u(x,t)/\partial t = κΔu(x,t) + ξ(x,t)u(x,t)$, $x\in\Z^d$, $t\geq 0$, where $κ\in [0,\infty)$ is the diffusion constant, $Δ$ is the discrete Laplacian, and $ξ$ plays the role of a \emph{dynamic random environment} that drives the equation. The initial condition $u(x,0)=u_0(x)$, $x\in\Z^d$, is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate $2dκ$, split into two at rate $ξ\vee 0$, and die at rate $(-ξ) \vee 0$. We assume that $ξ$ is stationary and ergodic under translations in space and time, is not constant and satisfies $\E(|ξ(0,0)|)<\infty$, where $\E$ denotes expectation w.r.t.\ $ξ$. Our main object of interest is the quenched Lyapunov exponent $λ_0 (κ) = \lim_{t\to\infty} \frac{1}{t}\log u(0,t)$. In earlier work we showed that under certain mild space-time mixing assumptions the limit exists $ξ$-a.s., is finite and continuous on $[0,\infty)$, is globally Lipschitz on $(0,\infty)$, is not Lipschitz at 0, and satisfies $λ_0(0) = \E(ξ(0,0))$ and $λ_0(κ) > \E(ξ(0,0))$ for $κ\in (0,\infty)$.In the present paper we show that $\lim_{κ\to\infty} λ_0(κ) =\E(ξ(0,0))$ under an additional space-time mixing condition on $ξ$. This result shows that the parabolic Anderson model exhibits space-time ergodicity in the limit of large diffusivity. This fact is interesting because there are choices of $ξ$ that fulfill our assumption for which the annealed Lyapunov exponent $λ_1(κ) = \lim_{t\to\infty} \frac{1}{t}\log \E(u(0,t))$ is infinite on $[0,\infty)$, a situation that is referred to as strongly catalytic behavior.

math.PR↗

The parabolic Anderson model in a dynamic random environment: basic properties of the quenched Lyapunov exponent

In this paper we study the parabolic Anderson equation \partial u(x,t)/\partial t=κΔu(x,t)+ξ(x,t)u(x,t), x\in\Z^d, t\geq 0, where the u-field and the ξ-field are \R-valued, κ\in [0,\infty) is the diffusion constant, and $Δ$ is the discrete Laplacian. The initial condition u(x,0)=u_0(x), x\in\Z^d, is taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate 2dκ, split into two at rate ξ\vee 0, and die at rate (-ξ)\vee 0. Our goal is to prove a number of basic properties of the solution u under assumptions on $ξ$ that are as weak as possible. Throughout the paper we assume that $ξ$ is stationary and ergodic under translations in space and time, is not constant and satisfies \E(|ξ(0,0)|)<\infty, where \E denotes expectation w.r.t. ξ. Under a mild assumption on the tails of the distribution of ξ, we show that the solution to the parabolic Anderson equation exists and is unique for all κ\in [0,\infty). Our main object of interest is the quenched Lyapunov exponent λ_0(κ)=\lim_{t\to\infty}\frac{1}{t}\log u(0,t). Under certain weak space-time mixing conditions on ξ, we show the following properties: (1)λ_0(κ) does not depend on the initial condition u_0; (2)λ_0(κ)<\infty for all κ\in [0,\infty); (3)κ\mapsto λ_0(κ) is continuous on [0,\infty) but not Lipschitz at 0. We further conjecture: (4)\lim_{κ\to\infty}[λ_p(κ)-λ_0(κ)]=0 for all p\in\N, where λ_p (κ)=\lim_{t\to\infty}\frac{1}{pt}\log\E([u(0,t)]^p) is the p-th annealed Lyapunov exponent. Finally, we prove that our weak space-time mixing conditions on ξare satisfied for several classes of interacting particle systems.

math.PR↗