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Anita Kollwitz

Yannic Bröker, WWU: Stochastic Heat Equation and Gaussian Multiplicative Chaos in the Wiener Space (Oberseminar Mathematische Stochastik)

Wednesday, 18.11.2020 17:00 per ZOOM: 94525063967

Mathematik und Informatik

We fix any dimension d1 and consider the space of continuous functions Ω=C([0,),Rd) endowed with the topology of uniform convergence of compact subsets. Ω is tacitly equipped with the Wiener measure Px corresponding to an Rd valued Brownian motion ω starting in xRd. The Gaussian field {HTω)}ωΩ at level T>0 then is given by HT(ω)=T0Rdκ(ωsy)B(s,y)dyds, where B is space-time white noise and κ is a non-negative mollifier. The renormalized GMC measure corresponding to the field {HT(ω)}ωΩ is given by ˆMβ,T(dω)=1Zβ,Texp{βHT(ω)β2T2(κκ)(0)}P0(dω) with Zβ,T denoting the total mass. The total mass or partition function is closely related to the solution uϵ,t(x) of the (smoothed) multiplicative noise stochastic heat equation duϵ,t=12Δuϵ,tdt+βϵd22uϵ,tdBϵ,t,uϵ,0=1. The parameter β, known as the inverse temperature, captures the strength of the noise. In a recent work by Mukherjee, Shamov and Zeitouni, it was shown that, for fixed t>0 and for β small enough, uϵ,t(0) converges as ϵ0 in distribution to a strictly positive random variable, while for β large, it converges in probability to zero. For β small we have proved a quenched CLT for the endpoint of ω under ˆMβ,T and for β large enough, we proved that the endpoint is localized in random regions of the space. We also considered balls around the path ω. For these balls there is no localization under the GMC-measure ˆMβ,T for any value of β.



Angelegt am 02.11.2020 von Anita Kollwitz
Geändert am 11.11.2020 von Anita Kollwitz
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Stochastik