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Title: A PDE hierarchy for directed polymers in random environments
Abstract For a Brownian directed polymer in a Gaussian random environment, with q ( t , ⋅) denoting the quenched endpoint density and Q n ( t , x 1 , … , x n ) = E [ q ( t , x 1 ) … q ( t , x n ) ] , we derive a hierarchical PDE system satisfied by { Q n } n ⩾ 1 . We present two applications of the system: (i) we compute the generator of { μ t ( d x ) = q ( t , x ) d x } t ⩾ 0 for some special functionals, where { μ t ( d x ) } t ⩾ 0 is viewed as a Markov process taking values in the space of probability measures; (ii) in the high temperature regime with d ⩾ 3, we prove a quantitative central limit theorem for the annealed endpoint distribution of the diffusively rescaled polymer path. We also study a nonlocal diffusion-reaction equation motivated by the generator and establish a super-diffusive O ( t 2/3 ) scaling.  more » « less
Award ID(s):
2003110
NSF-PAR ID:
10323462
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Nonlinearity
Volume:
34
Issue:
10
ISSN:
0951-7715
Page Range / eLocation ID:
7335 to 7370
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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