Abstract
We consider the combined effects of homogenization and large deviations in a stochastic differential equation. We show that there are three regimes, depending on the relative rates at which the small viscosity parameter and the homogenization parameter tend to zero. We prove some large-deviations-type estimates, and then apply these results to study wavefronts in both a single reaction-diffusion equation and in a system of reaction-diffusion equations.
Original language | English (US) |
---|---|
Pages (from-to) | 23-52 |
Number of pages | 30 |
Journal | Stochastic Processes and their Applications |
Volume | 82 |
Issue number | 1 |
DOIs | |
State | Published - Jul 1999 |
Keywords
- 35B40
- 35K57
- 60F10
- Homogenization
- Huygen's principle
- KPP equations
- Large deviations
- Minkowski geometry
- Primary 35B27
- Reaction-diffusion equations
- Secondary 35K40
- Wavefront propagation
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics