| Автор | Rouquès, Jean-Philippe |
| Дата выпуска | 1997 |
| dc.description | Consider a one dimensional nonlinear reaction-diffusion equation (KPP equation) with non-homogeneous second order term, discontinuous initial condition and small parameter. For points ahead of the Freidlin-KPP front, the solution tends to 0 and we obtain sharp asymptotics (i.e. non logarithmic). Our study follows the work of Ben Arous and Rouault who solved this problem in the homogeneous case. Our proof is probabilistic, and is based on the Feynman-Kac formula and the large deviation principle satisfied by the related diffusions. We use the Laplace method on Wiener space. The main difficulties come from the nonlinearity and the possibility for the endpoint of the optimal path to lie on the boundary of the support of the initial condition. |
| Формат | application.pdf |
| Издатель | EDP Sciences |
| Копирайт | © EDP Sciences, SMAI, 1997 |
| Тема | Generalized KPP equation / Feynman-Kac formula / diffusion / large deviations / Laplace method / stochastic Taylor expansion / Skorokhod integral. |
| Название | Laplace asymptotics for generalized K.P.P. equation |
| Тип | research-article |
| DOI | 10.1051/ps:1997109 |
| Electronic ISSN | 1262-3318 |
| Print ISSN | 1292-8100 |
| Журнал | ESAIM: Probability and Statistics |
| Том | 1 |
| Первая страница | 225 |
| Последняя страница | 258 |
| Аффилиация | Rouquès Jean-Philippe; rouques@math.uvsq.fr |
