Wright-Fisher diffusion in one dimension
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Asymptotic behavior of solutions to PDEs (35B40) Heat kernel (35K08) Initial-boundary value problems for second-order parabolic equations (35K20) Degenerate parabolic equations (35K65) One-parameter semigroups and linear evolution equations (47D06) Continuous-time Markov processes on general state spaces (60J25) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Abstract: We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term vanishes simply at the endpoints, and the first order term is an inward-pointing vector field. We consider various aspects of this problem, motivated by applications in population genetics, including a sharp regularity theory for the zero flux boundary conditions, as well as a derivation of the precise asymptotics for solutions of this equation, both as t goes to 0 and infinity, and as x goes to 0, 1.
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