On a fractional stochastic heat equation arising from the disordered pinning model

Abstract

We study the mild Skorohod solution to the following fractional stochastic heat equation on $\mathbb{R}$: \begin{equation} \begin{cases} \partial_t u(t,x)=-(-Δ)^{ρ/2} u(t,x) +βu(t,x)δ_0(x)ξ(t),\\ u(0,\cdot)=u_0(x), \end{cases} \end{equation} where $-(-Δ)^{ρ/2}$ with $ρ\in(0,2]$ is the fractional Laplacian and $ξ$ is a Gaussian noise with covariance $\mathbb{E}[ξ(t) ξ(s)]=|t-s|^{2H-2}$ for $H\in(\frac12, 1]$. This equation with $ρ\in(1,2]$ arises naturally in the study of the disordered pinning model. We show that the equation admits a local $L^2$-solution when $ρ= 2$, whereas, for $ρ\in (0,2)$, any solution--if it exists uniquely--cannot be $L^p$-integrable for any $p > 1$. Moreover, inspired by the recent work of Quastel, Ramirez and Virág, we prove that the equation has a unique global $L^1$-solution whenever $\frac{1}ρ+1<2H$. We also establish the strict positivity of the solution. Our work partially fills the gap in the study of the Weinrib-Halperin prediction.

Theorems & Definitions (86)

• Definition 1.1: Mild Skorohod solution
• Theorem 1.2
• proof
• Remark 1.3
• Theorem 1.4
• proof
• Definition 1.5: Partition function
• Theorem 1.6: Feynman--Kac formula
• proof
• Remark 1.7