The Annals of Probability

Limit Theorems for Large Deviations and Reaction-Diffusion Equations

Mark Freidlin

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Abstract

The equation $u_t = u_{xx} + u(1 - u)$ is the simplest reaction-diffusion equation. Introduction of a small parameter allows construction of geometric optics approximations for the solutions of such equations; these solutions are approximated by step-functions with the values 0 and 1. The region where the solution is close to 1 propagates according to the Huygens principle for the corresponding velocity field $v(x, e)$ which is calculated via the equation. New effects may emerge, such as stops and jumps of the wave front. The Feynman-Kac formula implies that the solutions of certain Cauchy problems obey some integral equations in the space of trajectories of the corresponding Markov processes. Examination of this equation requires the study of Laplace-type asymptotics for functional integrals. These asymptotics are defined by large deviations for the corresponding family of processes and are expressed through action functionals.

Article information

Source
Ann. Probab., Volume 13, Number 3 (1985), 639-675.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176992901

Digital Object Identifier
doi:10.1214/aop/1176992901

Mathematical Reviews number (MathSciNet)
MR799415

Zentralblatt MATH identifier
0576.60070

JSTOR
links.jstor.org

Subjects
Primary: 60J60: Diffusion processes [See also 58J65]
Secondary: 35K55: Nonlinear parabolic equations

Keywords
Nonlinear diffusion large deviation wave fronts reaction-diffusion equations

Citation

Freidlin, Mark. Limit Theorems for Large Deviations and Reaction-Diffusion Equations. Ann. Probab. 13 (1985), no. 3, 639--675. doi:10.1214/aop/1176992901. https://projecteuclid.org/euclid.aop/1176992901


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