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Stochastic processes in random environmentOrtgiese, Marcel January 2009 (has links)
We are interested in two probabilistic models of a process interacting with a random environment. Firstly, we consider the model of directed polymers in random environment. In this case, a polymer, represented as the path of a simple random walk on a lattice, interacts with an environment given by a collection of time-dependent random variables associated to the vertices. Under certain conditions, the system undergoes a phase transition from an entropy-dominated regime at high temperatures, to a localised regime at low temperatures. Our main result shows that at high temperatures, even though a central limit theorem holds, we can identify a set of paths constituting a vanishing fraction of all paths that supports the free energy. We compare the situation to a mean-field model defined on a regular tree, where we can also describe the situation at the critical temperature. Secondly, we consider the parabolic Anderson model, which is the Cauchy problem for the heat equation with a random potential. Our setting is continuous in time and discrete in space, and we focus on time-constant, independent and identically distributed potentials with polynomial tails at infinity. We are concerned with the long-term temporal dynamics of this system. Our main result is that the periods, in which the profile of the solutions remains nearly constant, are increasing linearly over time, a phenomenon known as ageing. We describe this phenomenon in the weak sense, by looking at the asymptotic probability of a change in a given time window, and in the strong sense, by identifying the almost sure upper envelope for the process of the time remaining until the next change of profile. We also prove functional scaling limit theorems for profile and growth rate of the solution of the parabolic Anderson model.
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Assymptotische Eigenschaften im Wechselspiel von Diffusion und Wellenausbreitung in zufälligen MedienMetzger, Bernd 24 May 2005 (has links) (PDF)
Thema der Dissertation ist die Untersuchung von asymptotischen Eigenschaften im Wechselspiel von Diffusion und Wellenausbreitung. Es geht um diskrete, zufällige Schrödingeroperatoren, die in die diskrete Wärmeleitungsgleichung eingefügt werden. Das Ensemble der Lösungen kann mit der vom diskreten Laplace erzeugten Irrfahrt in kontinuierlicher Zeit und der Feynman-Kac-Formel stochastisch interpretiert werden. So werden Methoden aus der Theorie der großen Abweichungen anwendbar. Neben dem stochastischen Zugang können die Schrödingeroperatoren auch spektraltheoretisch untersucht werden. In der Dissertation wird das Wechselspiel dieser beiden Herangehensweisen im Hinblick auf die asymptotischen Eigenschaften der Momente, der integrierten Zustandsdichte und der Korrelationsfunktion betrachtet.
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Das parabolische Anderson-Modell mit Be- und EntschleunigungSchmidt, Sylvia 24 January 2011 (has links) (PDF)
We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of the diffusion is coupled with time, inducing an acceleration or deceleration. We find a lower critical scale, below which the mass flow gets stuck. On this scale, a new interesting variational problem arises in the description of the asymptotics. Furthermore, we find an upper critical scale above which the potential enters the asymptotics only via some average, but not via its extreme values. We make out altogether five phases, three of which can be described by results that are qualitatively similar to those from the constant-speed parabolic Anderson model in earlier work by various authors. Our proofs consist of adaptations and refinements of their methods, as well as a variational convergence method borrowed from finite elements theory.
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Assymptotische Eigenschaften im Wechselspiel von Diffusion und Wellenausbreitung in zufälligen MedienMetzger, Bernd 23 May 2005 (has links)
Thema der Dissertation ist die Untersuchung von asymptotischen Eigenschaften im Wechselspiel von Diffusion und Wellenausbreitung. Es geht um diskrete, zufällige Schrödingeroperatoren, die in die diskrete Wärmeleitungsgleichung eingefügt werden. Das Ensemble der Lösungen kann mit der vom diskreten Laplace erzeugten Irrfahrt in kontinuierlicher Zeit und der Feynman-Kac-Formel stochastisch interpretiert werden. So werden Methoden aus der Theorie der großen Abweichungen anwendbar. Neben dem stochastischen Zugang können die Schrödingeroperatoren auch spektraltheoretisch untersucht werden. In der Dissertation wird das Wechselspiel dieser beiden Herangehensweisen im Hinblick auf die asymptotischen Eigenschaften der Momente, der integrierten Zustandsdichte und der Korrelationsfunktion betrachtet.
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Das parabolische Anderson-Modell mit Be- und EntschleunigungSchmidt, Sylvia 15 December 2010 (has links)
We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of the diffusion is coupled with time, inducing an acceleration or deceleration. We find a lower critical scale, below which the mass flow gets stuck. On this scale, a new interesting variational problem arises in the description of the asymptotics. Furthermore, we find an upper critical scale above which the potential enters the asymptotics only via some average, but not via its extreme values. We make out altogether five phases, three of which can be described by results that are qualitatively similar to those from the constant-speed parabolic Anderson model in earlier work by various authors. Our proofs consist of adaptations and refinements of their methods, as well as a variational convergence method borrowed from finite elements theory.
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