SearcharxivSearch

arXiv · 1907.12962

Wave propagation for reaction-diffusion equations on infinite random trees

Abstract

The asymptotic wave speed for FKPP type reaction-diffusion equations on a class of infinite random metric trees are considered. We show that a travelling wavefront emerges, provided that the reaction rate is large enough. The wavefront travels at a speed that can be quantified via a variational formula involving the random branching degrees $\vec{d}$ and the random branch lengths $\vec{\ell}$ of the tree. This speed is slower than that of the same equation on the real line $\mathbb{R}$, and we estimate this slow down in terms of $\vec{d}$ and $\vec{\ell}$. Our key idea is to project the Brownian motion on the tree onto a one-dimensional axis along the direction of the wave propagation. The projected process is a multi-skewed Brownian motion, introduced by Ramirez [Multi-skewed Brownian motion and diffusion in layered media, Proc. Am. Math. Soc., Vol. 139, No. 10, pp.3739-3752, 2011], with skewness and interface sets that encode the metric structure $(\vec{d}, \vec{\ell})$ of the tree. Combined with analytic arguments based on the Feynman-Kac formula, this idea connects our analysis of the wavefront propagation to the large deviations principle (LDP) of the multi-skewed Brownian motion with random skewness and random interface set. Our LDP analysis involves delicate estimates for an infinite product of $2\times 2$ random matrices parametrized by $\vec{d}$ and $\vec{\ell}$ and for hitting times of a random walk in random environment. By exhausting all possible shapes of the LDP rate function (action functional), the analytic arguments that bridge the LDP and the wave propagation overcome the random drift effect due to multi-skewness.

Explore related subjects

Keep this discovery

BibTeXRIS

Wai-Tong Louis Fan, Wenqing Hu, Grigory Terlov. 2019-07-30. Wave propagation for reaction-diffusion equations on infinite random trees. https://doi.org/10.1007/s00220-021-04085-z

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR