(Un-)bounded transition fronts for the parabolic Anderson model and the randomized F-KPP equation
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Publication:6104029
Wave front sets in context of PDEs (35A18) Asymptotic behavior of solutions to PDEs (35B40) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)
Abstract: We investigate the uniform boundedness of the fronts of the solutions to the randomized Fisher-KPP equation and to its linearization, the parabolic Anderson model. It has been known that for the standard (i.e. deterministic) Fisher-KPP equation, as well as for the special case of a randomized Fisher-KPP equation with so-called ignition type nonlinearity, one has a uniformly bounded (in time) transition front. Here, we show that this property of having a uniformly bounded transition front fails to hold for the general randomized Fisher-KPP equation. Nevertheless, we establish that this property does hold true for the parabolic Anderson model.
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Cited in
(5)- KPP front speeds in random shears and the parabolic Anderson problem
- Invariance principles and log-distance of F-KPP fronts in a random medium
- Transition fronts of KPP-type lattice random equations
- Invariance principle for the maximal position process of branching Brownian motion in random environment
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