{ "id": "math/0409274", "version": "v1", "published": "2004-09-16T09:23:09.000Z", "updated": "2004-09-16T09:23:09.000Z", "title": "Long time behavior of the solutions to non-linear Kraichnan equations", "authors": [ "Alice Guionnet", "Christian Mazza" ], "comment": "32 pages", "categories": [ "math.PR", "cond-mat.dis-nn", "math.OA" ], "abstract": "We consider the solution of a nonlinear Kraichnan equation $$\\partial_s H(s,t)=\\int_t^s H(s,u)H(u,t) k(s,u) du,\\quad s\\ge t$$ with a covariance kernel $k$ and boundary condition $H(t,t)=1$. We study the long time behaviour of $H$ as the time parameters $t,s$ go to infinity, according to the asymptotic behaviour of $k$. This question appears in various subjects since it is related with the analysis of the asymptotic behaviour of the trace of non-commutative processes satisfying a linear differential equation, but also naturally shows up in the study of the so-called response function and aging properties of the dynamics of some disordered spin systems.", "revisions": [ { "version": "v1", "updated": "2004-09-16T09:23:09.000Z" } ], "analyses": { "subjects": [ "82B44", "46L54", "45G10" ], "keywords": [ "long time behavior", "non-linear kraichnan equations", "asymptotic behaviour", "linear differential equation", "long time behaviour" ], "note": { "typesetting": "TeX", "pages": 32, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2004math......9274G" } } }