Abstract
Consider the stochastic partial differential equation $u_t=u_xx+u-u^2+\epsilonu(1-u)W, u(0,x)=u_0(x), t>0, xınR$, where $W=W(t,x)$ is two-parameter white noise. Assume that $u_0$ is a continuous function taking values in $0,1$ such that for some constant $a>0$, we have (C1) $u_0(x)=1$ for $x<-a$, (C2) $u_0(x)=0$ for $x>a$.
``Let the wavefront $b(t)=\sup\xR\colon\ u(t,x)>0\$. We show that, for $\epsilon$ small enough and with probability 1, (1) $łim_t\toınftyb(t)/t$ exists and lies in $(0,ınfty)$ (this limit depends only on $\epsilon$), and (2) the law of $v(t,x)u(t,b(t)+x)$ tends toward a stationary limit as $t\toınfty$. We also analyze the length of the region $a(t),b(t)$, which is the smallest closed interval containing the points $x$ at which $0<u(t,x)<1$. We show that the length of this region tends toward a stationary distribution. Thus, the wavefront does not degenerate.''
Description
MR: Selected Matches for: Author=(mueller) AND Title=(KPP)
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