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On the long time behavior of the stochastic heat equation
Authors:Lorenzo Bertini  Giambattista Giacomin
Institution:Dipartimento di Matematica, Università di Roma La Sapienza, P.le A. Moro 2, I-00185 Roma, Italy. e-mail: bertini@mat.uniroma1.it, IT
Institut für Angewandte Mathematik der Universit?t Zürich-Irchel, Winterthurerstr. 190, CH-8057 Zürich, Switzerland, CH
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. Received: 11 November 1997 / Revised version: 31 July 1998
Keywords:Mathematics Subject Classification (1991): Primary 60H15  60K35  secondary 82B44
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