The speed of a random front for stochastic reaction-diffusion equations with strong noise

DOI10.1007/S00220-021-04084-0MaRDI QIDQ2030372zbMATH OpenOpenAlexFDO

Authors Carl Mueller, Leonid Mytnik, Lenya Ryzhik

Publication date 7 June 2021

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.03645

zbMATH Keywords

space-time Gaussian white noise

Mathematics Subject Classification ID

Wave front sets in context of PDEs (35A18) Initial value problems for second-order parabolic equations (35K15) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We study the asymptotic speed of a random front for solutions $u_t(x)$ to stochastic reaction-diffusion equations of the form [ partial_tu=farc{1}{2}partial_x^2u+f(u)+sigmasqrt{u(1-u)}dot{W}(t,x),~tge 0,~xinRm, ] arising in population genetics. Here, $f$ is a continuous function with $f(0)=f(1)=0$, and such that~$|f(u)|leK|u(1-u){|}^{g}amma$ with~$gammage1/2$, and $dotW(t,x)$ is a space-time Gaussian white noise. We assume that the initial condition $u_0(x)$ satisfies $0le{u}_0(x)le1$ for all $xinRm$, $u_0(x)=1$ for~$x<L_0$ and $u_0(x)=0$ for~$x>R_0$. We show that when $sigma>0$, for each $t>0$ there exist~$R(u_t)<+infty$ and~$L(u_t)<-infty$ such that $u_t(x)=0$ for $x>R(u_t)$ and $u_t(x)=1$ for~$x<L(u_t)$ even if $f$ is not Lipschitz. We also show that for all $sigma>0$ there exists a finite deterministic speed~$V(sigma)inRm$ so that~$R(u_t)/toV(sigma)$ as $to+infty$, almost surely. This is in dramatic contrast with the deterministic case $sigma=0$ for nonlinearities of the type $f(u)=u^m(1-u)$ with $0<m<1$ when solutions converge to $1$ uniformly on $Rm$ as $to+infty$. Finally, we prove that when $gamma>1/2$ there exists $c_{f}inRm$, so that~$sigm{a}^{2}V(sigma)o{c}_f$ as~$sigmao+infty$ and give a characterization of $c_f$. The last result complements a lower bound obtained by Conlon and Doering cite{cd05} for the special case of $f(u)=u(1-u)$ where a duality argument is available.

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Cited in

(23)

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• Front speed in the Burgers equation with a random flux
• A central limit theorem for pulled fronts in a random medium
• Fast-diffusion limit for reaction-diffusion equations with multiplicative noise
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• Travelling wave of stochastic Lotka-Volterra competitive system
• Limits of one-dimensional interacting particle systems with two-scale interaction
• The compact interface property for the stochastic heat equation with seed bank
• Propagation of stochastic travelling waves of cooperative systems with noise
• The asymptotics of stochastically perturbed reaction-diffusion equations and front propagation
• Dynamics of waves and patterns. Abstracts from the workshop held August 8--14, 2021 (hybrid meeting)
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• The spatial \(\Lambda\)-Fleming-Viot process in a random environment
• The stochastic Fisher-KPP equation with seed bank and on/off branching coalescing Brownian motion
• Natural selection in spatially structured populations
• Stochastic travelling wave solution of the \(N\)-species cooperative systems with multiplicative noise
• Stochastic travelling wave of three-species competitive–cooperative systems with multiplicative noise
• Large deviation principle for stochastic reaction-diffusion equations with superlinear drift on \(\mathbb{R}\) driven by space-time white noise
• The isochronal phase of stochastic PDE and integral equations: metastability and other properties
• Effect of small noise on the speed of reaction-diffusion equations with non-Lipschitz drift
• Spreading dynamics of stochastic Fisher-KPP equations perturbed by mean-reverting processes
• Asymptotic propagation of stochastic Fisher-KPP equation with Markovian switching
• Wright-Fisher stochastic heat equations with irregular drifts

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