Computing stochastic traveling waves

DOI10.1137/100784734zbMATH Open1236.35212arXiv1006.0428OpenAlexW2018225105MaRDI QIDQ2882801FDOQ2882801

Gabriel J. Lord, V. Thümmler

Publication date: 7 May 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: We consider in this paper travelling wave solutions to stochastic partial differential equations and corresponding wave speed. As a particular example we consider the Nagumo equation with multiplicative noise which we mainly consider in the Stratonovich sense. A standard approach to determine the position and hence speed of a wave is to compute the evolution of a level set. We compare this approach against an alternative where the wave position is found by minimizing the $L^2$ norm against a fixed profile. This approach can also be used to stop (or freeze) the wave and obtain a stochastic partial differential algebraic equation that we then discretize and solve. Although attractive as it leads to a smaller domain size it can be numerically unstable due to large convection terms. We compare numerically the different approaches for estimating the wave speed. Minimization against a fixed profile works well provided the support of the reference function is not too narrow. We then use these techniques to investigate the effect of both Ito and Stratonovich noise on the Nagumo equation as correlation length and noise intensity increases.

Full work available at URL: https://arxiv.org/abs/1006.0428

zbMATH Keywords

stochastic partial differential equationsNagumo equationwave speedstochastic traveling wavesstochastic partial differential algebraic equations

Mathematics Subject Classification ID

Traveling wave solutions (35C07) PDEs with randomness, stochastic partial differential equations (35R60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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