Asymptotic mass distribution speed for the one-dimensional heat equation with constant drift and stationary potential
In: Stochastic processes and their applications, Jg. 106 (2003), Heft 2, S. 167-184
Online
academicJournal
- print, 7 ref
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 = uxx + hux + ξu. The initial function is compactly supported. For bounded stationary ergodic potential ξ, we show that u is asymptotically (t → oo) 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 her where we observe a change from sublinear (vh = 0) to linear (0 < vh < h) mass propagation.
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Asymptotic mass distribution speed for the one-dimensional heat equation with constant drift and stationary potential
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Autor/in / Beteiligte Person: | VOSS-BÖHME, Anja |
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Zeitschrift: | Stochastic processes and their applications, Jg. 106 (2003), Heft 2, S. 167-184 |
Veröffentlichung: | Amsterdam: Elsevier Science, 2003 |
Medientyp: | academicJournal |
Umfang: | print, 7 ref |
ISSN: | 0304-4149 (print) |
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