相关论文: Monostable pulled fronts and logarithmic drifts

In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…

This paper deals with front propagation dynamics of monostable equations with nonlocal dispersal in spatially periodic habitats. In the authors' earlier works, it is shown that a general spatially periodic monostable equation with nonlocal…

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…

This paper concerns the formation of a coincidence set for the positive solution of $p$-Laplacian elliptic problems of monostable type. It is proved that for any small parameter of diffusion term, the solution coincides with the stable…

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…

We study the front propagation in Reaction-Diffusion systems whose reaction dynamics exhibits an unstable fixed point and chaotic or noisy behaviour. We have examined the influence of chaos and noise on the front propagation speed and on…

We prove that the critical pulled front of Lotka-Volterra competition systems is nonlinearly asymptotically stable. More precisely, we show that perturbations of the critical front decay algebraically with rate $t^{-3/2}$ in a weighted…

This paper presents a novel one-factor stochastic volatility model where the instantaneous volatility of the asset log-return is a diffusion with a quadratic drift and a linear dispersion function. The instantaneous volatility mean reverts…

We propose a new approach for proving uniqueness of semi-wavefronts in generally non-monotone monostable reaction-diffusion equations with distributed delay. This allows to solve an open problem concerning the uniqueness of non-monotone…

We study logarithmic spiraling solutions to the 2d incompressible Euler equations which solve a nonlinear transport system on $\mathbb{S}$. We show that this system is locally well-posed in $L^p, p\geq 1$ as well as for atomic measures,…

Stochastic Stokes' drift and hypersensitive transport driven by dichotomous noise are theoretically investigated. Explicit mathematical expressions for the asymptotic probability density and drift velocity are derived including the…

This Note is concerned with the asymptotic behavior of the minimal KPP speed of propagation for reaction- advection-diffusion equations with a large drift Mq (where q is the advection). We first give the limit of the speed as…

In cosmological first-order phase transitions, the microscopic interaction of the phase transition fronts with non-equilibrium plasma particles manifests itself macroscopically as friction forces. In general, it is a nontrivial problem to…

We establish the logarithmic Bramson correction to the position of solutions to the Fisher--KPP equation with nonlocal diffusion. Solutions with step-like initial data typically resemble a front at position $c_{*} t - \frac{3}{2…

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…

We prove existence of and construct transition fronts for a class of reaction- diffusion equations with spatially inhomogeneous Fisher-KPP type reactions and non-local diffusion. Our approach is based on finding these solutions as…

Consider the motion of a Brownian particle in $n$ dimensions, whose coordinate processes are standard Brownian motions with zero drift initially, and then at some random/unobservable time, exactly $k$ of the coordinate processes get a…

In this paper, we study a multidimensional backward stochastic differential equation (BSDE) with an additional rough drift (rough BSDE), and give the existence and uniqueness of the adapted solution, either when the terminal value and the…

A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…

We study discrete-time stochastic processes $(X_t)$ on $[0,\infty)$ with asymptotically zero mean drifts. Specifically, we consider the critical (Lamperti-type) situation in which the mean drift at $x$ is about $c/x$. Our focus is the…