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# KPP Front Speeds in Random Shears and the Parabolic Anderson Problem

## 1 Introduction

Front propagation in random media appears in many scientific areas, and analysis of prototype models has been an efficient way to improve our understanding of fronts with complex structures . We shall consider reaction-diffusion (R-D) fronts moving inside a two dimensional random shear field modeled by:

$$u_t=\frac{1}{2}_yu+\sigma \stackrel{}{\xi }u+f(u),y=(y_1,y_2)R^2,$$
(1.1)
where $`\stackrel{}{\xi }=(0,\xi (y_1,t)))`$, $`\xi `$ a mean zero stationary ergodic Gaussian field, $`\sigma >0`$ a parameter measuring the shear strength (root mean square amplitude for short), $`_y=_{y_1y_1}^2+_{y_2y_2}^2`$, $`f(u)=u(1u)`$, known as the KPP nonlinearity. We are interested in fronts along the $`y_2`$ direction, and how the multi-scales in the shear field $`\stackrel{}{\xi }`$ influence the speed of propagation, a quantity at large scale (large time).

If the shear $`\stackrel{}{\xi }`$ is deterministic, e.g. periodic in space (and time), the asymptotic behavior of front speed is known for many forms of reaction nonlinearity $`f(u)`$. For small $`\sigma `$ and zero mean $`\xi `$:

$$c_{}=c_0(1+\alpha \sigma ^2+h.o.t),$$
(1.2)
where $`\alpha `$ is a positive constant depending only on $`\xi `$, $`c_0`$ is the pure R-D front speed. The constant $`\alpha `$ is universal among bistable nonlinearity ($`f(u)=u(1u)(u\mu )`$, $`\mu (0,1/2)`$), ignition combustion nonlinearity ($`f(u)=0,u(0,\theta )`$, $`\theta (0,1)`$, ignition level, $`f(u)>0`$, $`u(\theta ,1)`$), and others ($`f(u)=u^m(1u)`$, $`m2`$), except KPP ($`f(u)=u(1u)`$) where $`\alpha `$ takes another positive value. See calculations using perturbation and variational methods , , in the spatially periodic case. The robustness of (1.2) in the spatially-temporally periodic case is studied recently in . Except for the KPP nonlinearity, where linearization is possible to obtain front speeds, one needs to work with an exact traveling wave solution and the resulting equation it satisfies in order to find the constant $`\alpha `$.

For large $`\sigma `$, on the other hand:

$$c_{}=O(\sigma ),$$
(1.3)
if $`f(u)0`$, see , , , , , and existence of limit $`c_{}/\sigma `$ holds for the KPP . The asymptotics (1.3) also hold in the spatially-temporally periodic shears , and is numerically observed even for bistable nonlinearity .

A natural question is whether these results remain valid for fronts in random shears. We approach this issue here for the KPP nonlinearity and in the entire space $`R^2`$. We show that the KPP front speed formula is connected with the almost sure Lyapunov exponent of the so called parabolic Anderson problem, namely the exponential growth rate of the semigroup $`e^{tL}`$ with $`L=\mathrm{\Delta }+V(x,t)`$, $`V(x,t)`$ a Gaussian process with mean zero. There is a rich literature on almost sure Lyapunov exponent , , . The logarithm of the linear parabolic equation satisfies the stochastic viscous KPZ equation in surface growth  (or a quadratic Hamilton-Jacobi equation with random potential and viscosity), and the growth rate is also the effective Hamiltonian in the large space large time (homogenization) limit. Combining these two connections, we are able to simplify the front speed calculations. The main finding is: if $`\xi =\xi (y_1,t)`$, white in time, mean zero stationary ergodic Gaussian process, then almost surely front speed in random shears is a deterministic constant $`c_{}`$ with asymptotics:

$$c^{}=c_0(1+\frac{1}{2}\mathrm{\Gamma }(0)\sigma ^2+h.o.t),\sigma 1,$$
(1.4)
$`\mathrm{\Gamma }()`$ the spatial covariance function of $`\xi `$, $`\mathrm{\Gamma }(0)>0`$; and:

$$c^{}=O(\sigma ),\sigma 1.,$$
(1.5)
However, if $`\xi =\xi (y_1)`$, time independent mean zero stationary ergodic Gaussian process, then almost surely, the front velocity diverges like:

$$c^{}c_0+\sigma \sqrt{2\mathrm{\Gamma }(0)\mathrm{log}t},t1,$$
(1.6)
due to the almost sure growth of running maxima of Gaussian process. The divergence can be faster for other types of noisy processes, for example the Poisson shot noise.

Comparing (1.4), (1.5) and (1.6), we see that the fast switching of direction in time helps to slow down fronts, and cures the divergence in (1.6). The slow down of front speeds due to fast direction changing in time also occurs in the deterministic setting for all the above nonlinearities . As the front speed asymptotics in the deterministic cases (1.2)-(1.3) are not sensitive to nonlinearities, we expect that the analysis on random KPP front speeds, (1.4)-(1.6), will have implications for other types of $`f(u)`$. Numerical work along this line is in progress and will be reported elsewhere .

The rest of the paper is organized as follows. In section 2, we derive the front speed asymptotic formula (1.4), (1.6), and bound (1.5), using properties of homogenized Hamiltonian and asymptotics of Lyapunov exponents. In section 3, we draw conclusions and discuss future works.

## 2 KPP Front Speeds in Random Shear Flows

The KPP (minimal) front speeds in random media have a variational characterization, , , , and references therein, only $`f^{}(0)`$ enters from nonlinearity in an otherwise linear problem.

Let $`\xi =\xi (y_1,t,\omega )`$, a mean zero stationary spatial-temporal Gaussian field, with covariance function:

$$E(\xi (y_1,t)\xi (y_1^{^{}},t^{^{}}))=\mathrm{\Gamma }(|tt^{}|,|y_1y_1^{^{}}|),$$
(2.1)
$``$ $`y`$, $`y^{}R^1`$, $`t`$, $`t^{}R^1`$, where $`\mathrm{\Gamma }`$ is a positive definite continuous function with decay at infinity. The KPP front speed formula is:

$$c^{}=\underset{\lambda _2>0}{inf}\frac{H(\lambda _1,\lambda _2)}{\lambda _2},$$
(2.2)
where:

$$H(\lambda )=f^{}(0)+\underset{t\mathrm{}}{lim}t^1\mathrm{log}E[\mathrm{exp}\{\lambda Y_t\}],$$
(2.3)
and $`Y_t`$ is a diffusion process obeying the Ito equation:

$$dY_s=dW_s+(0,\sigma \xi (Y_{1,s},ts))ds,Y_0=0,$$
(2.4)
$`W_s`$ is the standard two dimensional Wiener process.

It follows from (2.4) that:

$`Y_{1,t}`$ $`=`$ $`W_{1,t},`$
$`dY_{2,s}`$ $`=`$ $`dW_{2,s}+\sigma \xi (W_{1,s},ts)ds.`$
So:

$$E[e^{\lambda Y_t}]=E[e^{\lambda _1W_{1,t}+\lambda _2\sigma _0^t\xi (W_{1,s},ts)𝑑s}]E[e^{\lambda _2W_{2,t}}].$$
(2.5)
The second factor $`=\mathrm{exp}\{\frac{\lambda _2^2t}{2}\}`$. The first factor $`=u(0,t)`$, with $`u=u(x,t)`$ the solution of:

$`u_t={\displaystyle \frac{1}{2}}u_{xx}+\lambda _2\sigma \xi (x,t)u,xR^1,`$
$`u(x,0)=e^{\lambda _1x}.`$ (2.6)
The initial value problem is invariant in the sense of distribution if $`(\lambda _1,\lambda _2)(\lambda _1,\lambda _2)`$, $`xx`$, implying that the limit: $`lim_t\mathrm{}t^1\mathrm{log}u(0,t)\gamma (\lambda )`$ is an even function in $`\lambda `$, if it exists and is nonrandom.

The function $`v=\mathrm{log}u(x,t)`$ satisfies the viscous Hamilton-Jacobi equation:

$$v_t=\frac{1}{2}v_{xx}+\frac{1}{2}v_x^2+\lambda _2\sigma \xi (x,t),$$
(2.7)
with linear initial data $`v(x,0)=\lambda _1x`$. The limit $`lim_t\mathrm{}t^1v`$ agrees with the homogenized Hamiltonian of the related homogenization problem, see  for more exposition of this connection. A useful consequence is that $`\gamma `$ is a convex function in $`\lambda _1`$ being the homogenization limit of a quadratic Hamiltonian with oscillating potential (for fixed $`\lambda _2`$), see , ,  for analysis of convex Hamiltonian and bounded random potentials.

Evenness and convexity of $`\gamma `$ in $`\lambda _1`$ implies that $`\gamma (0,\lambda _2)\gamma (\lambda _1,\lambda _2)`$, and:

$$c^{}=\underset{\lambda _2>0}{inf}\frac{H(0,\lambda _2)}{\lambda _2}.$$
(2.8)
As $`\lambda _1=0`$, the problem reduces to the parabolic Anderson model, studied by Carmona, Molchanov, and coworkers, , , . The limit,

$$\underset{t\mathrm{}}{lim}t^1\mathrm{log}u(0,t)=\gamma ,$$

if it exists and is nonrandom, is called the almost sure Lyapunov exponent.

A case where the $`\gamma `$ limit exists as a finite nonrandom number is when $`\xi `$ is white in time, or $`\mathrm{\Gamma }(t,y_1)=\delta (t)\mathrm{\Gamma }_0(|y_1|)`$. The spatially discrete case on lattice $`Z^d`$ was completely analyzed in , , where the Laplacian operator $`\mathrm{\Delta }_xv`$ is replaced by $`_{|x^{}x|=1}v(x^{})v(x)`$. The main result is: Let $`v`$ be the solution of

$$v_t=\kappa \mathrm{\Delta }v+\xi (t,x)v,xZ^d,\kappa >0,$$
(2.9)
with product in the Stratonovich sense, then the almost sure Lyapunov exponent $`\gamma (\kappa )`$ exists as nonrandom number and obeys ($`b_0>0`$, $`d=1,2`$):

$`\gamma (\kappa )`$ $``$ $`{\displaystyle \frac{b_0}{\mathrm{log}\kappa }},\kappa 1,`$ (2.10)
$`\gamma (\kappa )`$ $``$ $`{\displaystyle \frac{\mathrm{\Gamma }(0)}{2}},\kappa 1.`$ (2.11)
In three and higher dimensions, $`\gamma (\kappa )=\mathrm{\Gamma }(0)/2`$ if $`\kappa `$ exceeds a critical level $`\kappa _{cr}`$. This shows that the larger the diffusion effect, the more $`\gamma `$ tends to be constant $`\mathrm{\Gamma }(0)/2`$. Moreover, $`\gamma (\kappa )`$ is a monotone increasing continuous function in $`\kappa `$ . The continuum case is more involved, Cranston and Montford just proved  that $`\gamma (\kappa )c_1\kappa ^p`$, $`p(0,1/2)`$, $`c_1>0`$, $`\kappa 1`$, and that $`\gamma (\kappa )>0`$ for all $`\kappa >0`$. The large $`\kappa `$ regime (2.11) is expected to be the same, also $`\gamma (\kappa )`$ is monotone in $`\kappa `$. If the continuum $`\mathrm{\Delta }`$ is approximated by standard central differencing, we see that the continuum $`\mathrm{\Delta }`$ is close to a discrete one with larger diffusion.

The results can be adapted to equation (2.6) with $`\lambda _1=0`$. First $`\frac{1}{\sqrt{a}}\xi (t/a,y)=\xi (t,y)`$ in law, for any $`a>0`$. Let $`t=t^{}/a`$, $`a=(\sigma \lambda _2)^2`$, equation (2.6) becomes:

$$u_t^{}=\frac{1}{2\sigma ^2\lambda _2^2}\mathrm{\Delta }u+\xi (t^{},x)u,$$
(2.12)
It follows that $`lim_t\mathrm{}u(t,0)/t=\gamma ^{}(\sigma \lambda _2)`$ such that

$`\gamma ^{}(\sigma \lambda _2)`$ $``$ $`{\displaystyle \frac{\mathrm{\Gamma }(0)(\sigma \lambda _2)^2}{2}},\sigma \lambda _21,`$ (2.13)
$`\gamma ^{}(\sigma \lambda _2)`$ $``$ $`b_0h\left({\displaystyle \frac{1}{2\sigma ^2\lambda _2^2}}\right)(\sigma \lambda _2)^2,\sigma \lambda _21,`$ (2.14)
where $`h=h(x)=x^p`$, $`p(0,1/2)`$. Now we minimize $`H(0,\lambda _2)/\lambda _2`$.

For $`\sigma 1`$, and $`\lambda _2O(1)`$, where the minimizer is expected:

$$H(0,\lambda _2)/\lambda _2f^{}(0)/\lambda _2+\lambda _2/2+\frac{\mathrm{\Gamma }(0)\sigma ^2\lambda _2}{2}+h.o.t.,$$

giving minimal point:

$$\lambda _2\sqrt{\frac{2f^{}(0)}{1+\mathrm{\Gamma }(0)\sigma ^2}},$$

and minimum:

$$c^{}=\sqrt{2f^{}(0)}(1+\frac{1}{2}\mathrm{\Gamma }(0)\sigma ^2)+h.o.t.$$
(2.15)
This is the stochastic analogue of quadratic speed enhancement.

For $`\sigma 1`$, and $`\lambda _2\sigma 1`$, we have:

$$H(0,\lambda _2)/\lambda _2b_0h\left(\frac{1}{2\sigma ^2\lambda _2^2}\right)\sigma ^2\lambda _2+f^{}(0)/\lambda _2+\lambda _2/2,$$

giving an upper bound with $`\lambda _2=\frac{\sigma _0}{\sigma }`$, $`\sigma _0`$ large enough constant so that $`\sigma \sigma _01`$:

$$c^{}=\underset{\lambda _2>0}{inf}H(0,\lambda _2)/\lambda _2O(\sigma _0^{12p}\sigma ),$$
(2.16)
which shows that the upper bound on the speed is linear in $`\sigma 1`$.

To establish a similar lower bound, let us note that $`\gamma (\kappa )`$ is bounded away from zero by an amount $`\gamma _0`$ if $`\kappa \kappa _0`$, and asymptotics $`\gamma (\kappa )c_1\kappa ^p`$ holds, for some $`p(0,1/2)`$, if $`\kappa <\kappa _0`$.

Now we estimate $`c^{}`$ from below. If $`2(\sigma \lambda _2)^2\kappa _0^1`$, then:

$$H(0,\lambda _2)/\lambda _2\gamma _0\sigma ^2\lambda _2+f^{}(0)/\lambda _2+\lambda _2/2F(\lambda _2).$$
(2.17)
The absolute minimal point $`\lambda _{2,m}`$ of $`F`$ satisfies:

$$1/2f^{}(0)/\lambda _2^2+\gamma _0\sigma ^2=0,$$

or:

$$\lambda _{2,m}=\sqrt{\frac{2f^{}(0)}{1+2\gamma _0\sigma ^2}}O(\sigma ^1),\sigma 1.$$
(2.18)
So $`\lambda _{2,m}\sigma =O(1)`$, and $`H(0,\lambda _2)/\lambda _2F(\lambda _2)O(\sigma )`$.

On the other hand, if $`2(\sigma \lambda _2)^2\kappa _0^1`$,

$$H(0,\lambda _2)/\lambda _2c_12^p\sigma ^{22p}\lambda _2^{12p}+f^{}(0)/\lambda _2+\lambda _2/2G(\lambda _2).$$
(2.19)
The absolute minimal point $`\lambda _{2,M}`$ of $`G`$ obeys:

$$c_12^p(12p)\sigma ^{22p}\lambda _2^{2p}+1/2=f^{}(0)/\lambda _2^2,$$

implying:

$$c_12^p(12p)\sigma ^{22p}\lambda _{2,M}^{2p}f^{}(0)/\lambda _{2,M}^2,$$

or:

$$\lambda _{2,M}C(p,c_1,f^{}(0))/\sigma ,$$
(2.20)
for some positive constant $`C(p,c_1,f^{}(0))`$. It follows from (2.20) and (2.19) that:

$$H(0,\lambda _2)/\lambda _2f^{}(0)/\lambda _{2,M}C^{}(p,c_1,f^{}(0))\sigma .$$

The above two lower bounds combine to give $`c^{}O(\sigma )`$, and together with upper bound (2.16), we have the front speed bound $`c^{}=O(\sigma )`$ for large $`\sigma `$.

The $`\gamma `$ diverges logarithmically when $`\xi =\xi (x)`$ is a spatial Gaussian process . The leading order exponential growth rate of $`u`$ depends on the fact that:

$$\underset{|x|t}{sup}\xi (x)\sqrt{2\mathrm{\Gamma }(0)\mathrm{log}t},t\mathrm{},a.s.,$$
(2.21)
and so:

$$\underset{t\mathrm{}}{lim}\frac{1}{t\sqrt{\mathrm{log}t}}\mathrm{log}u(t,x)=\sigma |\lambda _2|\sqrt{2\mathrm{\Gamma }(0)},a.s.$$
(2.22)
implying front speed divergence in time. In other words, at large $`t`$:

$$\frac{H(0,\lambda _2)}{\lambda _2}\frac{f^{}(0)}{\lambda _2}+\frac{\lambda _2}{2}+\sigma sign(\lambda _2)\sqrt{2\mathrm{\Gamma }(0)\mathrm{log}t},$$

or:

$$c^{}=\underset{\lambda _2>0}{inf}\frac{H(0,\lambda _2)}{\lambda _2}c_0+\sigma \sqrt{2\mathrm{\Gamma }(0)\mathrm{log}t}.$$
(2.23)
In view of (2.21), such divergence can be avoided if the front is restricted inside an infinite channel of finite cross section. However, the almost sure constant speed ceases to exist, as on a finite interval $`\xi `$ process loses ergodicity, different realizations can be either more positive or negative, so ensemble averaged speed becomes an alternative measure of front speed. A numerical study of random fronts in channels will be reported elsewhere .

## 3 Conclusions

We found that KPP front speeds are finite and enhanced through white in time stationary Gaussian random shears. The enhancement is quadratic in the root mean square (rms) of small shear amplitudes, and grows at the order of the large rms amplitudes. The front speeds diverge logarithmically in time independent mean zero Gaussian shears. The findings will help to investigate similar front behaviors under other forms of nonlinearities, and serve as a useful guide for numerical works on fronts through random shears in channels of large but finite cross sections.

## 4 Acknowledgements

The work was partially done during my visit to Inst H. Poincaré (IHP) in Oct, 2002. I would like to thank H. Berestycki and J-M Roquejoffre for inviting and their hospitalities, as well as IHP for a visiting professorship. I also thank S. Molchanov and M. Cranston for communicating ongoing work on parabolic Anderson models. Partial NSF support is gratefully acknowledged.