Branching Brownian motion in a periodic environment and existence of pulsating traveling waves (Q6165980)

The authors are interested in the asymptotic behaviour of the additive and derivative martingales of a one-dimensional branching Brownian motion (BBM) in a periodic environment (BBMPE). In the BBMPE model there is initially a single particle that follows BM on the straight line but it has a state-dependent branching rate function, \(\mathbf{g}\), i.e., its lifetime's (conditional on its trajectory) survival function is \[ P(d_{\nu}-b_{\nu}>t \vert X_{\nu}(s):s>b_{\nu}) = \exp\{-\int\limits_{b_{\nu}}^{b_{\nu}+t}\mathbf{g}(X_{\nu}(s))ds \}, \] where \(X_{\nu}(\cdot)\) is the Brownian trajectory of particle \(\nu\), and \(b_{\nu}\) and \(d_{\nu}\) are respectively its time of birth and death. Then, at its death the particle produces \(1+L\) offspring, each behaving in the same way. \(L\) is distributed on \(\{0,1,2,\ldots\}\) and is assumed to have a finite first moment, \(m\). Denoting by \(\mathbf{f}\) the probability generating function of \(L+1\), we have the Fisher-Kolmogorov-Petrovskii-Piskounov (F-KPP) equation related to the BBMPE \[ \frac{\partial \mathbf{u}}{\partial t}=\frac{1}{2}\frac{\partial^{2} \mathbf{u}}{\partial x^{2}}+\mathbf{g}\cdot(\mathbf{f}(\mathbf{u})-\mathbf{u}). \] The authors are interested in a pulsating travelling wave solution, i.e., solutions of the form \[ \mathbf{u}\left( t+\frac{1}{v},x\right) = \mathbf{u}\left( t,x-1\right), \] with boundary conditions when \(v>0\) \(\mathbf{u}(t,x)\to 0\) as \(x\to-\infty\), \(\mathbf{u}(t,x)\to 1\) as \(x\to\infty\); and when \(v<0\) \(\mathbf{u}(t,x)\to 1\) as \(x\to-\infty\), \(\mathbf{u}(t,x)\to 0\) as \(x\to +\infty\). Let \(\lambda>0\), and let \(\gamma(\lambda)\) and \(\psi(\cdot,\lambda)\) be the principal eigenvalue and corresponding eigenfunction of the problem: \[ \begin{array}{rcl} \frac{1}{2}\psi_{xx}(x,\lambda)-\lambda\psi_{x}(x,\lambda)+(\frac{1}{2}\lambda^{2}+m\mathbf{g}(x))\psi(x,\lambda) & = & \gamma(\lambda)\psi(x,\lambda) \\ \psi(x+1,\lambda) & = & \psi(x,\lambda), \end{array} \] and then define \[ v^{\ast}:=\min\limits_{\lambda >0}\frac{\gamma(\lambda)}{\lambda}, \lambda^{\ast}:=\mathrm{argmin}_{\lambda >0}\frac{\gamma(\lambda)}{\lambda}, \] where \(v^{\ast}\) is called the \textit{minimal wave speed}. Denoting by \(\mathbb{P}_{x}\) the law of the BBMPE initiated with a single particle at location \(x\) and by \(N_{t}\) is the set of particles alive at time \(t\), define the \textit{additive martingale} of the BBMPE \[ W_{t}(\lambda) = e^{-\gamma(\lambda)t} \sum\limits_{u\in N_{t}}e^{-\lambda X_{u}(t)}\psi(X_{u}(t),\lambda), \] and then consider the \textit{derivative martingale} of the BBMPE \[ \partial W_{t}(\lambda) := \frac{\partial}{\partial \lambda}W_{t}(\lambda)= e^{-\gamma(\lambda)t} \sum\limits_{u\in N_{t}}e^{-\lambda X_{u}(t)} \left( \psi(X_{u}(t),\lambda)(\gamma'(\lambda)+X_{u}(t))-\psi_{\lambda}(X_{u}(t),\lambda) \right). \] With all of this the authors show \begin{itemize} \item[1.] \(\{(W_{t}(\lambda))_{t\ge 0},\mathbb{P}_{x}\}\) is a martingale and its limit, \(W(\lambda,x)\) as \(t\to\infty\) exists \(\mathbb{P}_{x}\) a.s. \item[2.] \(W(\lambda,x)=0\) \(\mathbb{P}_{x}\) a.s., if \(\vert \lambda \vert \ge \lambda^{\ast}\); \item[3.] \(W(\lambda,x)=0\) \(\mathbb{P}_{x}\) a.s., if \(\vert \lambda \vert < \lambda^{\ast}\) and \(L\log^{+}L\) has infinite expectation; \item[4.] \(W(\lambda,x)\) is an \(L^{1}(\mathbb{P}_{x})\), if \(\vert \lambda \vert < \lambda^{\ast}\) and \(L\log^{+}L\) has finite expectation; \item[5.] \(\{(\partial W_{t}(\lambda))_{t\ge 0},\mathbb{P}_{x}\}\) is a martingale and its limit, \(\partial W(\lambda,x)\) as \(t\to\infty\) exists \(\mathbb{P}_{x}\) a.s. \item[6.] \(\partial W(\lambda,x)=0\) \(\mathbb{P}_{x}\) a.s., if \(\vert \lambda \vert \ge \lambda^{\ast}\); \item[7.] \(\partial W(\lambda,x)=0\) \(\mathbb{P}_{x}\) a.s., if \(\vert \lambda \vert < \lambda^{\ast}\) and \(L(\log^{+}L)^{2}\) has infinite expectation; \item[8.] \(W(\lambda,x) \in (0,\infty)\) \(\mathbb{P}_{x}\) a.s. (reps. \(\in (-\infty,0)\)), when \(\lambda >0\) (resp. \(\lambda<0\)) and \(L(\log^{+}L)^{2}\) has finite expectation; \item[9.] \textbf{supercritical case}, \(\vert v \vert > v^{\ast}\), and \(L\log^{+}L\) has finite expectation, then the pulsating travelling wave solution of the F-KPP equation is \[ \mathbf{u}(t,x) = E_{x}\left(\exp\{-e^{\gamma(\lambda)t}W(\lambda,x) \} \right), \] where \(\vert \lambda \vert \in (0,\lambda^{\ast})\) is such that \(v=\gamma(\lambda)/\lambda\); \item[10.] \textbf{critical case}, \(\vert v \vert = v^{\ast}\), and \(L\log^{+}L\) has finite expectation, then the pulsating travelling wave solution with speed \(v^{\ast}\) of the F-KPP equation is \[ \mathbf{u}(t,x) = E_{x}\left(\exp\{-e^{\gamma(\lambda^{\ast})t}\partial W(\lambda^{\ast},x) \} \right), \] and the pulsating travelling wave solution with speed \(-v^{\ast}\) of the F-KPP equation is \[ \mathbf{u}(t,x) = E_{x}\left(\exp\{-e^{\gamma(\lambda^{\ast})t}\partial W(-\lambda^{\ast},x) \} \right); \] \item[11.] \textbf{subcritical case}, when \(\vert v \vert < v^{\ast}\) there is no pulsating travelling wave solution. \end{itemize} The main tools to show these results are the spine decomposition of the BBMPE and the martingale change of measures.