English

Effect of small noise on the speed of reaction-diffusion equations with non-Lipschitz drift

Probability 2023-03-23 v2

Abstract

We consider the [0,1][0,1]-valued solution (ut,x:t0,xR)(u_{t,x}:t\geq 0, x\in \mathbb R) to the one dimensional stochastic reaction diffusion equation with Wright-Fisher noise tu=x2u+f(u)+ϵu(1u)W˙.\partial_t u= \partial_x^2 u + f(u) + \epsilon \sqrt{u(1-u)} \dot W. Here, WW is a space-time white noise, ϵ>0\epsilon > 0 is the noise strength, and ff is a continuous function on [0,1][0,1] satisfying supz[0,1]f(z)/z(1z)<.\sup_{z\in [0,1]}|f(z)|/ \sqrt{z(1-z)} < \infty. We assume the initial data satisfies 1u0,x=u0,x=01 - u_{0,-x} = u_{0,x} = 0 for xx large enough. Recently, it was proved in (Comm. Math. Phys. \textbf{384} (2021), no. 2) that the front of utu_t propagates with a finite deterministic speed Vf,ϵV_{f,\epsilon}, and under slightly stronger conditions on ff, the asymptotic behavior of Vf,ϵV_{f,\epsilon} was derived as the noise strength ϵ\epsilon approaches \infty. In this paper we complement the above result by obtaining the asymptotic behavior of Vf,ϵV_{f,\epsilon} as the noise strength ϵ\epsilon approaches 00: for a given p[1/2,1)p\in [1/2,1), if f(z)f(z) is non-negative and is comparable to zpz^p for sufficiently small zz, then Vf,ϵV_{f,\epsilon} is comparable to ϵ21p1+p\epsilon^{-2\frac{1-p}{1+p}} for sufficiently small ϵ\epsilon.

Keywords

Cite

@article{arxiv.2107.09377,
  title  = {Effect of small noise on the speed of reaction-diffusion equations with non-Lipschitz drift},
  author = {Clayton Barnes and Leonid Mytnik and Zhenyao Sun},
  journal= {arXiv preprint arXiv:2107.09377},
  year   = {2023}
}