Travelling waves and homogeneous fragmentation

J Berestycki, Simon C Harris, Andreas E Kyprianou

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Abstract

We formulate the notion of the classical Fisher–Kolmogorov–Petrovskii–Piscounov (FKPP) reaction diffusion equation associated with a homogeneous conservative fragmentation process and study its traveling waves. Specifically, we establish existence, uniqueness and asymptotics. In the spirit of classical works such as McKean [Comm. Pure Appl. Math. 28 (1975) 323–331] and [Comm. Pure Appl. Math. 29 (1976) 553–554], Neveu [In Seminar on Stochastic Processes (1988) 223–242 Birkhäuser] and Chauvin [Ann. Probab. 19 (1991) 1195–1205], our analysis exposes the relation between traveling waves and certain additive and multiplicative martingales via laws of large numbers which have been previously studied in the context of Crump–Mode–Jagers (CMJ) processes by Nerman [Z. Wahrsch. Verw. Gebiete 57 (1981) 365–395] and in the context of fragmentation processes by Bertoin and Martinez [Adv. in Appl. Probab. 37 (2005) 553–570] and Harris, Knobloch and Kyprianou [Ann. Inst. H. Poincaré Probab. Statist. 46 (2010) 119–134]. The conclusions and methodology presented here appeal to a number of concepts coming from the theory of branching random walks and branching Brownian motion (cf. Harris [Proc. Roy. Soc. Edinburgh Sect. A 129 (1999) 503–517] and Biggins and Kyprianou [Electr. J. Probab. 10 (2005) 609–631]) showing their mathematical robustness even within the context of fragmentation theory.
Original languageEnglish
Pages (from-to)1749-1794
Number of pages46
JournalAnnals of Applied Probability
Volume21
Issue number5
DOIs
Publication statusPublished - Oct 2011

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Fragmentation
Traveling Wave
Branching Brownian Motion
Branching Random Walk
Law of large numbers
Appeal
Reaction-diffusion Equations
Martingale
Poincaré
Stochastic Processes
Multiplicative
Existence and Uniqueness
Robustness
Methodology
Context
Traveling wave

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Travelling waves and homogeneous fragmentation. / Berestycki, J; Harris, Simon C; Kyprianou, Andreas E.

In: Annals of Applied Probability, Vol. 21, No. 5, 10.2011, p. 1749-1794.

Research output: Contribution to journalArticle

Berestycki, J ; Harris, Simon C ; Kyprianou, Andreas E. / Travelling waves and homogeneous fragmentation. In: Annals of Applied Probability. 2011 ; Vol. 21, No. 5. pp. 1749-1794.
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