On the long time behavior of the stochastic heat equation

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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 asymptotic. 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 function 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 based on a representation of the solution in terms of the weakly asymmetric exclusion process.

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Bertini, L., & Giacomin, G. (1999). On the long time behavior of the stochastic heat equation. Probability Theory and Related Fields, 114(3), 279–289. https://doi.org/10.1007/s004400050226

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