KPP type reaction--diffusion equations in narrow tubes with degenerating boundary and generalized second order operators

Abstract

We consider a reaction--diffusion equation with Kolmogorov--Petrovskii--Piskunov (KPP) nonlinearity and Neumann boundary conditions in a narrow tube $G^{\varepsilon,δ}\subset\mathbb{R}\times\mathbb{R}^{n}$ of width of order $\varepsilon$. The tube is chosen from a family indexed by a second parameter $δ>0$, whose boundary $\partial G^δ$ is smooth for each $δ>0$ but degenerates as $δ\downarrow0$. In the iterated limit $\varepsilon\downarrow0$ followed by $δ\downarrow0$ the problem becomes a Cauchy problem on the line whose spatial operator is a generalized second order differential operator $D_{v}D_{u}$ in the sense of Feller, rather than a classical second order elliptic operator. Solutions of the limiting problem need not be differentiable in $x$, so they must be understood in a generalized sense. Using the Feynman--Kac representation, we prove that the limiting problem has a unique generalized solution. When the cross sectional volume is bounded above and below, we also prove that this solution is Hölder continuous in $t$ with exponent $1/2$, locally uniformly in $x$, whenever it is Lipschitz continuous in $x$. Under the same volume bounds, this Lipschitz condition holds when the initial function and the nonlinearity are Lipschitz continuous in $x$. Finally we prove that the solutions in the narrow tubes converge to the generalized solution uniformly on compact time intervals in the same iterated limit if the tube, the initial function, and the nonlinearity are periodic in $x$.