Related papers: The speed of a random front for stochastic reactio…
We consider the $[0,1]$-valued solution $(u_{t,x}:t\geq 0, x\in \mathbb R)$ to the one dimensional stochastic reaction diffusion equation with Wright-Fisher noise \[\partial_t u= \partial_x^2 u + f(u) + \epsilon \sqrt{u(1-u)} \dot W.\]…
We study the speed of propagation of fronts for the scalar reaction-diffusion equation $u_t = u_{xx} + f(u)$\, with $f(0) = f(1) = 0$. We give a new integral variational principle for the speed of the fronts joining the state $u=1$ to…
We give an integral variational characterization for the speed of fronts of the nonlinear diffusion equation $u_t = u_{xx} + f(u)$ with $f(0)=f(1)=0$, and $f>0$ in $(0,1)$, which permits, in principle, the calculation of the exact speed for…
We show that the minimal speed for the existence of monotonic fronts of the equation $u_t = (u^m)_{xx} + f(u)$ with $f(0) = f(1) = 0$, $m >1$ and $f>0$ in $(0,1)$ derives from a variational principle. The variational principle allows to…
We study the asymptotic stability of traveling fronts and front's velocity selection problem for the time-delayed monostable equation $(*)$ $u_{t}(t,x) = u_{xx}(t,x) - u(t,x) + g(u(t-h,x)),\ x \in \mathbb{R},\ t >0$, considered with…
We consider the problem of the speed selection mechanism for the one dimensional nonlinear diffusion equation $u_t = u_{xx} + f(u)$. It has been rigorously shown by Aronson and Weinberger that for a wide class of functions $f$, sufficiently…
Consider the following class of conformable time-fractional stochastic equation $$T_{\alpha,t}^a u(x,t)=\lambda\sigma(u(x,t))\dot{W}_t,\,\,\,\,x\in\mathbb{R},\,t\in[a,\infty), \,\,0<\alpha<1,$$ with a non-random initial condition…
The fractional reaction diffusion equation u_t + Au = g(u) is discussed, where A is a fractional differential operator on the real line with order \alpha between 0 and 2, the C^1 function g vanishes at 0 and 1, and either g is non-negative…
We study the minimal speed of propagating fronts of convection reaction diffusion equations of the form $u_t + \mu \phi(u) u_x = u_{xx} +f(u)$ for positive reaction terms with $f'(0 >0$. The function $\phi(u)$ is continuous and vanishes at…
We consider a family of nonlinear stochastic heat equations of the form $\partial_t u=\mathcal{L}u + \sigma(u)\dot{W}$, where $\dot{W}$ denotes space-time white noise, $\mathcal{L}$ the generator of a symmetric L\'evy process on $\R$, and…
We examine stochastic reaction-diffusion equations of the form $\frac{\partial u}{\partial t} = \mathcal{A} u(t,x) + f(u(t,x)) + \sigma(u(t,x))\dot{W}(t,x)$ and provide sufficient conditions on the reaction term and multiplicative noise…
In a recent paper Goriely considers the one--dimensional scalar reaction--diffusion equation $u_t = u_{xx} + f(u)$ with a polynomial reaction term $f(u)$ and conjectures the existence of a relation between a global resonance of the…
We consider a nonlinear stochastic heat equation $\partial_tu=\frac{1}{2}\partial_{xx}u+\sigma(u)\partial_{xt}W$, where $\partial_{xt}W$ denotes space-time white noise and $\sigma:\mathbf {R}\to \mathbf {R}$ is Lipschitz continuous. We…
The empirical speed of travelling reaction-diffusion fronts fluctuates due to the intrinsic shot noise of the reactions and diffusion. Here we study the long-time front speed fluctuations of a stochastic Huxley-Zel'dovich front. It involves…
In the present paper we study stochastic homogenization for reaction-diffusion equations with stationary ergodic reactions. We first show that under suitable hypotheses, initially localized solutions to the PDE asymptotically become…
Let $\left(u(t,x), t\geq 0, x\in \mathbb{R}^d\right)$ be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correlated with respect to the spatial variable. We consider the…
Consider the stochastic PDE, $\partial_tu = \partial^2_x u + \sigma(u) \dot{W}$ on $\mathbb{R}_+\times\mathbb{R}$, subject to $u(0)\equiv1$, where $\dot{W}$ denotes space-time white noise on $\mathbb{R}_+\times\mathbb{R}$ and…
In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…
We are concerned with the Cauchy problem $u_{t}=(u^{m})_{xx}+f(u)$, where the nonliearity $f(u)$ is of combustion type and the initial data is compactly supported. In \cite{lou2024convergence}, among other things, the authors prove that by…
We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…