Asymptotic spreading of interacting species with multiple fronts I: A geometric optics approach
Qian Liu, Shuang Liu, King-Yeung Lam

TL;DR
This paper analyzes the spreading behavior of competing species modeled by the Lotka-Volterra system, establishing exact invasion speeds and convergence properties using a geometric optics approach, thus resolving an open question from 1997.
Contribution
It introduces a geometric optics method to determine spreading speeds and invasion fronts in a multi-species competition model, providing new insights into nonlocal front propagation.
Findings
Exact spreading speeds are derived for the species.
Convergence to equilibrium states occurs between invasion fronts.
One species spreads with a nonlocally pulled front.
Abstract
We establish spreading properties of the Lotka-Volterra competition-diffusion system. When the initial data vanish on a right half-line, we derive the exact spreading speeds and prove the convergence to homogeneous equilibrium states between successive invasion fronts. Our method is inspired by the geometric optics approach for Fisher-KPP equation due to Freidlin, Evans and Souganidis. Our main result settles an open question raised by Shigesada et al. in 1997, and shows that one of the species spreads to the right with a nonlocally pulled front.
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Asymptotic spreading of interacting species with multiple fronts I: A geometric optics approach
Abstract.
We establish spreading properties of the Lotka-Volterra competition-diffusion system. When the initial data vanish on a right half-line, we derive the exact spreading speeds and prove the convergence to homogeneous equilibrium states between successive invasion fronts. Our method is inspired by the geometric optics approach for Fisher-KPP equation due to Freidlin, Evans and Souganidis. Our main result settles an open question raised by Shigesada et al. in 1997, and shows that one of the species spreads to the right with a nonlocally pulled front.
Key words and phrases:
Hamilton-Jacobi equation, geometric optics, spreading, competition, compacted support.
1991 Mathematics Subject Classification:
Primary: 35K58, 35B40; Secondary: 35D40.
The last author is partiallly supported by NSF grant DMS-1853561.
∗ Corresponding author: King-Yeung Lam
Qian Liu1,2, Shuang Liu1,2 and King-Yeung Lam2,∗
1 Institute for Mathematical Sciences, Renmin University of China
Beijing, 100872, China
2 Department of Mathematics, Ohio State University
Columbus, OH 43210, USA
(Communicated by the associate editor name)
1. Introduction
In this paper, we study the spreading of two competing species, modeled by the Lotka-Volterra two-species competition-diffusion system. The non-dimensionalized system reads
[TABLE]
where the positive constants and are the diffusion coefficient and intrinsic growth rate of ; and represent the population densities of the two competing species at time and location . Without loss of generality, we assume throughout most of this paper. It is clear that (1) admits a trivial equilibrium and two semi-trivial equilibria (1,0) and (0,1). Throughout this paper we assume and , so that there is a further linearly stable equilibrium:
[TABLE]
There is a vast number of mathematical results concerning the spreading of competing populations with a single interface connecting two equilibrium states, see, e.g., [27, 30, 31] and the references therein. By a classical result by Lewis et al., it is known that for (1), the spreading speed is closely related to the minimum wave speed of traveling wave solutions connecting the ordered pair of two equilibria of (1).
Theorem 1.1** (Lewis et al.[27, 29]).**
Let be the solution of (1) with initial data
[TABLE]
where are compactly supported functions in . Then there exists such that
[TABLE]
In this case, we say that the population spreads at speed .
Remark 1.2**.**
If the initial data is a compact perturbation of , then there exists such that the species spreads at speed .
Concerning the bounds of , standard linearization near the equilibrium shows
[TABLE]
Numerical tests by Hosono [2] showed that the above equality holds only for certain values of model parameters . This begs the question of if and when the equality holds, which is known as the question of linear determinacy. Recently, Huang and Han [24] rigorously demonstrated that is possible via an explicit construction. On the other hand, sufficient conditions for linear determinacy are first obtained in [27] and are subsequently improved in [23]. See also [2, 3] for recent development on necessary and sufficient conditions.
The goal of this paper is to understand the co-invasion of two competing species for a different class of initial data :
[TABLE]
In other words, we assume the right habitat is unoccupied initially. This question was raised by Shigesada and Kawasaki [36] as they considered the invasion of two or more tree species into the North American continent at the end of last ice age (approximately 16,000 years ago) [10]. An interesting scenario arises when the slower moving species invades into the (still expanding) range of the faster moving species. The numerical computations in [36, Ch. 7] illustrate that the two species set up at least two invasion fronts: The first front occurs as the faster species invades into open habitat at some speed , while the next front appears when the slower species “chases” the faster species at speed .
When the initial data and are both compactly supported, the spreading properties of (1) with were initially studied by Lin and Li [31]. They showed that the faster species spreads at speed and obtained an estimate of the spreading speed of the slower species , which satisfies . In case , they obtained an improved estimate of , namely,
[TABLE]
Nevertheless, the exact formula of remained open.
In the bistable case with appropriate initial conditions, the spreading problem was studied by Carrère [9], who showed that solutions of (1) exhibit two moving interfaces connecting, starting from the right, to to . The first interface moves with the expected speed of , whereas the second interface moves with speed which is the speed of the unique traveling wave solution connecting to .
The monostable case , which is closely related to our problem, was considered by Girardin and the last author [18]. By a delicate construction of piecewise smooth super- and sub-solutions for (1), it was shown that while the faster species spreads at the expected speed , the spreading speed of the slower species depends on in a non-trivial way, and is a nonlocally determined quantity in general (see Subsection 1.1 for details). While it is possible to generalize the method in [18] for our purpose, the details of the construction will likely be quite daunting, as a total of three moving interfaces, connecting , , and , has to be accounted for. Hence, a more direct method is preferable to better understand the problem.
In this paper, we will demonstrate how the geometric optics point of view can lead to a more direct determination of the various spreading speeds of the competing species. The method of geometric optics is based on deriving the limiting problem for large space and large time, for which the solution has to be understood in the viscosity sense. It was introduced by Freidlin [17], who employed probabilistic arguments to study the asymptotic behavior of solution to the Fisher-KPP equation modeling the population of a single species. Subsequently, the result was generalized by Evans and Souganidis using PDE arguments; see also [6, 8, 33, 34, 37, 43]. The method was also applied by Barles, Evans and Souganidis [4] to study KPP systems, where several species spread at a common spreading speed.
Finally, we also mention some related works on the Cauchy problem of interacting species spreading into open habitat. A class of predator-prey systems were considered by Ducrot et al. [12]. For cooperative systems with equal diffusion coefficients, the existence of stacked fronts for cooperative systems was also studied by Iida et al. [25]. We refer to [28] for the spreading of two species into an open habitat in an integro-difference competition model. Therein results analogous to Theorem 1.3 were established in the case i.e., in case and that linear determinacy holds. In these works, however, the spreading speeds of individual species can be determined locally and are not influenced by the presence of other invasion fronts.
1.1. Main results
Our main result, for the case , can be stated as follows.
Theorem 1.3**.**
Assume . Let be any solution of (1) such that the initial data satisfies . Then there exist such that
- (a)
**
- (b)
For each small , the following spreading results hold:
[TABLE]
Precisely, the spreading speeds can be determined as follows:
[TABLE]
where is the spreading speed of into resp. into as given in Theorem 1.1 resp. Remark 1.2. And
[TABLE]
The above result can be abbreviated as
[TABLE]
The above result also shows that, while the spreading speed of the faster species is the linearly determined speed of and is unaffected by the slower species , the corresponding speed of species is a non-increasing function of . This is due to the fact that the presence of negatively impacts the invasion of . It is clear that, even though vanishes for , the spreading speed can be strictly greater than , i.e., the second front moves at an enhanced speed that is strictly greater than the minimal speed of traveling wave solutions. As we shall see, the expression (4) of coincides with that in [18, Theorem 1.1], and can be characterized by
[TABLE]
where is the unique viscosity solution of the following Hamilton-Jacobi equation with space-time inhomogeneous coefficients:
[TABLE]
where is the indicator function of the set . (Hereafter the initial condition similar to the one in (7) is to be understood in the sense that if for some , and if for some ).
To explain the sense in which the speed is said to be nonlocally determined, let us define for the moment by the relation (6), where is the unique viscosity solution of (7). As we will show in Lemma 3.7, , with
[TABLE]
where the infimum is taken over all curves such that and . For each on the front, (i.e., ), the minimizing path describes how an individual located at arrives at the front at time .
Now, when , the problem (7) is homogeneous. In this case , so that the front is characterized by . Furthermore, for each on the front, the minimizing path is given by the straight line , i.e., an individual arriving at the front at time has been staying at the front for any previous time . Hence, we say that the spreading speed is locally determined in case .
Consider instead the problem (7) in case . Then the minimizing paths are not straight lines in general. In fact, for , if an individual finds itself at the moving front at time , i.e., , then the corresponding minimizing path is a piecewise linear curve connecting , , and , for some (see Appendix B for details). Hence, the individual arriving at the front at time does not stay on the front in previous time. In fact, it spends a significant amount of time ahead of the front (by moving with speed ). Thus the speed is affected by the quality of habitat well ahead of the actual front, and we say that it is nonlocally determined. In fact, it is nonlocally pulled (see, e.g., [35] for the meaning of pulled versus pushed fronts).
We also mention a closely related work, due to Holzer and Scheel [21], which includes among others the special case of (1). Their proof relies on linearization at a single moving frame where the linearized problem becomes temporally constant. Such a problem was also studied by [7, 15], where the complete existence and multiplicity of forced traveling waves as well as their attractivity, except for some critical cases, were obtained. In contrast, our approach can be applied to problems with coefficients depending on multiple moving frames for several . This allows the treatment of the spreading of three competing species with different speeds, which will appear in our forthcoming work.
Using Theorem 1.3, which treats the case , we can derive the following results concerning the remaining cases and .
Theorem 1.4**.**
Assume . Let be the solution of (1) such that the initial data satisfies . Then for each small ,
[TABLE]
where defines the spreading speed of into for the system (1) with as given in Remark 1.2.
The above result can be abbreviated as
[TABLE]
Theorem 1.4 implies the invasion process from into does exist, which is related to the results in Tang and Fife [38] where the existence of traveling wave solutions of (1.1) connecting to was proved.
By switching the roles of and , it is not difficult to derive the following result in case .
Corollary 1**.**
In case , the transition of equilibria becomes
[TABLE]
Precisely, the spreading speeds can be determined as follows:
[TABLE]
where
[TABLE]
Remark 1.5**.**
As in [14], our approach can be applied to the spreading problem of competing species in higher dimensions under minor modifications. However, we choose to focus here on the one-dimensional case to keep our exposition simple, and close to the original formulation of the conjecture in [36, Ch. 7].
Remark 1.6**.**
We also mention here some related works concerning competition systems [11, 19, 32, 40, 41, 42] with Stefan-type moving boundary conditions. Therein some estimates of asymptotic speeds of the moving boundaries were proved. In contrast to the Cauchy problem considered here, there are no far-fields effect in such moving boundary problems.
1.2. Numerical simulation of main results
The asymptotic behaviors of the solutions to (1) for the three cases: (a) , (b) , (c) are illustrated in Figure 1. Precisely, (a) with shows that the solutions of (1) behave as predicted by Theorem 1.3. Therein, species spreads faster than species , i.e., . (b) with corresponds to Theorem 1.4, where . Finally, (c) with means that species spreads faster than species , i.e., as discussed in Corollary 1. Due to the limitation of our methods, we can’t get the asymptotic profiles of (1).
In what follows, we present some numerics to illustrate the formulas of and given in Theorem 1.3. Set and as in Figure 1(a), whereby the sufficient conditions for linear determinacy given by [27, Theorem 2.1] are satisfied. The theoretical results in Theorem 1.3 assert that
[TABLE]
where, in determining , we used the facts that (i) is linearly determined [27, Theorem 2.1]; (ii) so that .
Denote
[TABLE]
[TABLE]
The graphs of () are shown in Figure 2. They indicate that, indeed, as . In fact, at , comparing to the theoretical value ; comparing to ; and comparing to in Theorem 1.3. Note that we expect an error of between the approximated value and the theoretical value . Thus the formulas of provided in Theorem 1.3 are confirmed by Figure 2.
1.3. Outline of main ideas
We outline the main steps leading to the determination of the nonlocally pulled spreading speed , as stated Theorem 1.3. (The other spreading speeds can be determined by standard methods as in [18], see Proposition 2.1.)
- (1)
To estimate from below, we consider the transformation
[TABLE]
and show that the half-relaxed limits
[TABLE]
exist, upon establishing uniform bounds in (see Lemma 3.2). By the comparison principle, we show that
[TABLE]
where is the viscosity solution of the Hamilton-Jacobi equation (7). Solving explicitly by way of its variational characterization, we have
[TABLE]
Thus in locally uniformly. One can then apply the arguments in [14, Section 4] to show that
[TABLE]
This implies that (see Proposition 4.1). 2. (2)
To estimate from above, we observe that, for some , in . Hence, together with (10) we obtain a large deviation estimate of . Namely, for ,
[TABLE]
where . Now, recalling is a solution to (1) restricted to the domain , with boundary condition satisfying
[TABLE]
we may compare, within the domain , the solution with suitable traveling wave solutions connecting with to control the spreading speed of from above (Lemma 2.4).
1.4. Organization of the paper
In Section 2, we determine and give rough estimates of . In Section 3, we establish the approximate asymptotic expression of and then determine in Section 4. This completes the proof of Theorem 1.3. In Section 5, Theorem 1.4 is derived as a limiting case of Theorem 1.3. To improve the exposition of ideas, we postpone the proofs of Lemma 2.4 and Proposition 3.5 to the Appendix.
2. Preliminaries
We define the maximal and minimal spreading speeds as follows (see also [20, Definition 1.2] where related concepts were introduced for a single species):
[TABLE]
Here and (resp. and ) are the maximal and minimal rightward spreading speeds of species (resp. species ), whereas and are the maximal and minimal leftward spreading speeds of .
In this section, we will determine and , and give some rough estimates of and . We will also show that the solution of (1) approaches one of the homogeneous equilibria in between successive spreading speeds. Recalling the definition of and in (3), the main result of this section can be precisely stated as follows.
Proposition 2.1**.**
Assume . Let be the solution of (1) with initial data satisfying . Then
- (i)
* and ;*
- (ii)
;
- (iii)
For each small , the following spreading results hold:
[TABLE]
where are given in Theorem 1.1 and Remark 1.2, respectively.
Remark 2.2**.**
Proposition 2.1 is proved in [31] under the stronger assumption .
Before estimating the spreading speeds of species, we first give a lemma concerning the behaviors of between the spreading fronts.
Lemma 2.3**.**
Let be fixed, and let be a solution of (1) in .
- (a)
If for each , then
[TABLE]
for each ;
- (b)
If and for each , then
[TABLE]
- (c)
If for each , then
[TABLE]
for each ;
- (d)
If and for each , then
[TABLE]
Proof.
The proof is based on classification of entire solutions of (1). For and in , we define the partial order so that
[TABLE]
Suppose (a) is false. Then there exists such that, as , and
[TABLE]
Define . It is standard to show that and in , so that by parabolic estimates is precompact in for each compact subset . Passing to a subsequence, we may assume that converges to an entire solution of (1) in . By construction, there exists a constant such that for . Let be the solution of the Lotka-Volterra system of ODEs
[TABLE]
with initial data , so that . Now, for each we have for all , it follows by comparison that
[TABLE]
so that
[TABLE]
Letting , we obtain . In particular, we deduce that
[TABLE]
This is a contradiction and proves (a). The other assertions follow from similar considerations. ∎
The following lemma says that the maximal spreading speed of (resp. ) can be estimated by the large deviation estimate of (resp. ) along a line .
Lemma 2.4**.**
Let , , and be a solution of
[TABLE]
- (a)
If and there exists such that
- (i)
* and ,*
- (ii)
* for each *
then
[TABLE]
where
[TABLE]
- (b)
If and there exists such that
- (i)
, and ,
- (ii)
* for each *
then
[TABLE]
where
[TABLE]
Here are given in Theorem 1.1 and Remark 1.2, and
[TABLE]
The proof of Lemma 2.4 is based on comparison with appropriate traveling wave solutions connecting with one of the semi-trivial equilibrium points. We postpone the proof to Appendix A.
Proof of Proposition 2.1.
It follows directly from definition that for . We will complete the proof in the following order: (1) , (2) , (3) , (4) , (5) , (6) . After that, we establish (11a)-(11d) by applying Lemma 2.3. Our proof adapts the ideas of [12] and [18, Proposition 3.1], and can be skipped by the motivated reader.
Step 1. We show assertions (1) and (2).
Fix , let be chosen such that satisfies
[TABLE]
By comparison principle, we have
[TABLE]
Setting , we have
[TABLE]
Thus , i.e., assertion (1) holds. Similarly, we have for each ,
[TABLE]
i.e. and assertion (2) holds. In addition, we deduce (11a) as .
Step 2. We show assertion (3), i.e., .
By , is non-trivial, compactly supported and
[TABLE]
Let be the solution to (1) with initial condition . Then Remark 1.2 guarantees the existence of , such that
[TABLE]
By the comparison principle for (1), for all , which yields, for each ,
[TABLE]
This proves and thus assertion (3) holds.
Step 3. We show assertion (4), i.e., .
As in Step 2, this can be proved by comparing with the solution of (1) with initial condition , for some compactly supported satisfying , and then using Theorem 1.1.
Step 4. We show assertion (5), i.e., .
Fix , and choose small enough so that
[TABLE]
and then choose, by (15), large enough so that
[TABLE]
where Now, let , and define
[TABLE]
where is chosen small enough to ensure that on the parabolic boundary of .
It can be verified that and are respectively super- and sub-solutions of the equation
[TABLE]
By the comparison principle, we deduce that
[TABLE]
Hence, . Letting , we have .
Step 5. We claim that
[TABLE]
Given any small , definitions of and imply the existence of , and such that
[TABLE]
Now, define
[TABLE]
Observe that is a super-solution to the KPP-type equation satisfying on the parabolic boundary of the domain . Since cannot attain interior negative minimum, it follows that in . In particular, (17) holds.
Step 6. We show that
[TABLE]
Fix a small . By definition of , there exists and such that
[TABLE]
Observe also that and thus is a super-solution to
[TABLE]
where is given by . It follows from the classical results in [16, 26] that, for some ,
[TABLE]
Since is a compact set, (20) implies
[TABLE]
By (19) and (21), we deduce that is positive, then is a super-solution to the KPP-type equation in the domain such that on the parabolic boundary. Therefore, we deduce in and (18) follows.
**Step 7. ** We show (11b) and (11c).
Fix small . Since (17) holds, and (by definition of ), we may apply Lemma 2.3(b) to deduce (11b).
Next, in view of (17) and (18) and the fact that , one can deduce (11c) from items (a) and (c) of Lemma 2.3.
It remains to show .
**Step 8. ** We claim
[TABLE]
Observe from (16) and (20) that for each ,
[TABLE]
Thus (22) follows by applying Lemma 2.3(d).
**Step 9. ** We claim that, for each , there exists such that
[TABLE]
To this end, choose such that , then the right hand side of (23) defines a weak super-solution of the KPP-type equation .
**Step 10. ** We finally show and establish (11d).
We first apply Lemma 2.4 to show . Let and and let be a constant to be specified later. Recalling (11c) proved in Step 7 and (22), we arrive at
[TABLE]
This verifies hypotheses (i) and (ii) of Lemma 2.4(b). Next, by (23), we have for arbitrary ,
[TABLE]
where . To apply Lemma 2.4(b), we need to choose and such that
[TABLE]
where the equality follows from definition of in (13). Observing
[TABLE]
we may fix and choose large enough so that (24) is verified. Now, applying Lemma 2.4(b) to , we conclude that for any ,
[TABLE]
This implies .
Furthermore, in view of (17), we can deduce (11d) by Lemma 2.3(d). The proof of Proposition 2.1 is now complete. ∎
Remark 2.5**.**
By Steps 2 and 3 in the proof of Proposition 2.1, observe that the assertions (3) and (4) remain true for more general initial data , e.g., when
[TABLE]
3. Estimating and via geometric optics ideas
Throughout this section, we assume that there exists such that
[TABLE]
for all .
Remark 3.1**.**
Under the assumptions and , the condition (25) holds for and , by invoking Proposition 2.1.
To prove Theorem 1.3, it remains to deduce and determine its value. In view of Lemma 2.4, the key is to choose and determine such that
[TABLE]
This was accomplished in [18] for the case by a delicate construction of global super- and sub-solutions, in the sense that they are defined and respect the differential inequalities for .
In this section, we shall derive the exponential estimate (26) by the ideas of large deviations. Using this method, one can obtain an exponential estimate of without constructing global super- and sub-solutions for system (1).
To this end, we introduce a small parameter via the following transformation:
[TABLE]
Under the new scaling, we rewrite the equation of in (1) as
[TABLE]
To obtain the asymptotic behavior of as , the idea is to consider the WKB-transformation , which is given by
[TABLE]
and satisfies the equation:
[TABLE]
Lemma 3.2**.**
Let be a solution of (33). Then for each compact subset of , there is a constant independent of such that
[TABLE]
Furthermore,
Proof.
Since , we have by definition. It remains to show the upper bound. We follow the ideas in [14, Lemma 2.1] to construct suitable super-solutions and apply the comparison principle to derive the desired result. First, fix such that
[TABLE]
We will estimate on and separately.
Define , and for ,
[TABLE]
where is specified in . We claim that for ,
[TABLE]
To this end, first observe that is a (classical) super-solution of (33) in . Indeed, for , on , and
[TABLE]
By maximum principle, (34) holds. This proves, for ,
[TABLE]
by taking .
It remains to show, for , the uniform boundedness of in . To this end, define
[TABLE]
where is given in (35). Then is a (classical) super-solution of (33) in .
Moreover, for each , is finite for all . Since
[TABLE]
we obtain by comparison that
[TABLE]
Letting , we show that
[TABLE]
This completes the proof of the local bounds of . ∎
Having established the bounds, we will pass to the (upper and lower) limits of by using the half-relaxed limit method, which is due to Barles and Perthame [5]. We begin with the following definition:
[TABLE]
Remark 3.3**.**
By (34), it follows that for any and small,
[TABLE]
Sending first then , we deduce for all .
Lemma 3.4**.**
Assume that (25) holds for some . Then
- (i)
* is upper semicontinuous and is a viscosity sub-solution of*
[TABLE]
- (ii)
* is lower semicontinuous and is a viscosity super-solution of*
[TABLE]
where
[TABLE]
Proof.
By construction, are respectively upper and lower semicontinuous. By arguments similar to [14, Lemma 2.2], one can verify that are respectively the sub- and super-solutions of the Hamilton-Jacobi equations in . It remains to check the initial conditions. By Remark 3.3, we have for . It remains to check that for . For this, we use (14) to obtain, for each ,
[TABLE]
Taking limit inferior as and , we have (still for each ) for . Letting , we deduce for all . ∎
To study the limits and of , we introduce the auxiliary functions () as follows. For , set and
[TABLE]
A mapping is a stopping time provided that for all and all :
[TABLE]
Let be an open set in and . An example of stopping time is the first exit time from , given by
Denote by the set of all stopping times. Then for , , we define
[TABLE]
and
[TABLE]
where for , is the Legendre transformation of , i.e., . Precisely,
[TABLE]
We state the following calculus lemma, whose proof is postponed to Appendix B.
Proposition 3.5**.**
Assume that . Then
- (a)
* can be expressed as follows.*
[TABLE]
where ;
- (b)
* satisfies Freidlin’s condition [17]:*
[TABLE]
- (c)
There exists such that in .
Lemma 3.6**.**
Assume (25) holds for some . Then
[TABLE]
where , and are given in (36), (49) and (50), respectively.
Proof.
First, by adapting arguments in [14, Lemma 3.1], we show
[TABLE]
Let and fix a function satisfying
[TABLE]
Consider now the auxiliary problem:
[TABLE]
Since the initial data of (58) is bounded, it follows from [14, Theorem D.1] that (58) has a unique, Lipschitz solution given by
[TABLE]
Since (i) is uniformly bounded, (ii) for all and (iii) is a viscosity super-solution of (46), it follows by comparison that
[TABLE]
(Even though for all , it suffices to observe that cannot have negative interior minimum. Here the fact that for all is crucial, see [14, Theorem B.1] for details). In what follows, we deduce as and thus (54) holds.
Indeed, by (49) and (59), it is easily seen that is nondecreasing in , and for all , whence pointwise as for some function satisfying . It remains to prove . If not, then there are some , and such that
[TABLE]
According to definition (49), we choose some such that
[TABLE]
By (59), for any we further choose some satisfying such that
[TABLE]
Then we can reach a contradiction in two steps. First, we claim that for all . Suppose not, then there exists some such that . Then we can find some such that
[TABLE]
so that . Since , by definition of stopping time, we get . Using (61) and (62), we reach a contradiction:
[TABLE]
Hence, we must have for all , and (62) becomes
[TABLE]
which implies the boundedness of in . Indeed, by (60) and (63)
[TABLE]
is independent of . Then we obtain the boundedness of by
[TABLE]
where we used and for some independent of . Hence, is uniformly bounded in , so that we may pass to a subsequence so that in for some satisfying . By (63), we thus arrive at , so that by (57). Using (61) and (63), we have (using )
[TABLE]
which contradicts (60). Therefore, and (54) is proved.
Finally, the fact that follows from definitions (49) and (50) by taking the stopping time in (49). ∎
Lemma 3.7**.**
Assume (25) holds for some . Then
[TABLE]
where and are given in (36) and (49), respectively. Furthermore, , where is defined in (50), so that
- (a)
If , then and
[TABLE]
- (b)
*If , then *
[TABLE]
where .
Proof.
First, we follow the strategy in [14, Lemma 3.1] to show
[TABLE]
For each , we define and write
[TABLE]
By Remark 3.3, for each and for . Since is upper semicontinuous, it follows that
[TABLE]
Choose some small and define function by
[TABLE]
Then, by [14, Theorem D.1], is a viscosity solution of
[TABLE]
such that
[TABLE]
Note that and for all , and and are respectively viscosity super- and sub-solutions of
[TABLE]
We may once again deduce by comparison [14, Theorem B.1] that
[TABLE]
Let in (67) to discover , where
[TABLE]
Letting gives
[TABLE]
and we arrive at (65).
It remains to show that . It follows from (49) that defines a locally Lipschitz viscosity solution of (41) (see [13, Theorem 5.2] and [14, Theorem D.2]). Moreover, since verifies the Freidlin’s condition (53) (see Proposition 3.5(b)), we deduce from [17, Theorem 1] or [14, Theorem 5.1]. This completes the proof of (64).
Finally, we verify , which implies that the ranges in the statement of the lemma are well-defined and lie within . Indeed, this follows from the direct calculation:
[TABLE]
as . Hence, the formulas of follow from those of given in (52). ∎
Lemma 3.8**.**
Assume (25) holds for some . Then there exists some such that
[TABLE]
where and are defined by (49).
Proof.
By definitions of and in (36), it is obvious that . It remains to prove in . By Lemmas 3.6 and 3.7, we have
[TABLE]
By Proposition 3.5(c), there exists such that in . This yields the desired conclusion. ∎
Corollary 2**.**
Let for some , then
[TABLE]
where
[TABLE]
Proof.
In view of , it follows from Lemma 3.8 that for ,
[TABLE]
where
[TABLE]
by Lemma 3.7. The proof is complete. ∎
4. Estimating and
In this section, we apply results in Section 3 with and to determine the spreading speeds and .
Proposition 4.1**.**
Assume and . Then
[TABLE]
where is given in (4) in the statement of Theorem 1.3.
Proof.
By Lemma 3.7,
[TABLE]
We claim that it is enough to show that
[TABLE]
for each compact subset of . Granted, then for each , choose , so that
[TABLE]
Then
[TABLE]
i.e., for all , so that .
To prove (70), we recall the arguments in [14, Section 4]. Let and be compact subsets so that . By (64) in Lemma 3.7 and , we have in . Hence, we have uniformly in . Fix and consider the test function
[TABLE]
Then for all small , the function has a local maximum point such that as . Furthermore, , so that at the point ,
[TABLE]
where the second inequality is due to . This yields
[TABLE]
In light of , we have
[TABLE]
so that Since this argument is uniform for , we deduce (70). This completes the proof. ∎
Proposition 4.2**.**
Under the assumption and , we have
[TABLE]
where is given by Theorem 1.1 and is defined by (4).
Proof.
Denote , where and is given by Lemma 3.8. It follows from Corollary 2 that
[TABLE]
Here
[TABLE]
where we used
[TABLE]
We note for later purposes that (71) and (72) are quadratic equations in , so that
[TABLE]
Moreover, by Proposition 2.1, we arrive at
[TABLE]
We may then apply Lemma 2.4(a) to conclude
[TABLE]
To complete the proof, we just need to verify , where
[TABLE]
- (i)
For the case , we have , so that
[TABLE]
(Note that is strictly decreasing in .) Hence,
[TABLE]
so that, by (74), . Using (71) and (73),
[TABLE]
- (ii)
For the case , we have . By (71) and the fact that , we derive that
[TABLE]
where the inequality holds since is an increasing function of in . Thus by (74), as desired.
This completes the proof of Proposition 4.2. ∎
Proof of Theorem 1.3.
Let be as given in (4) in the statement of Theorem 1.3. By Proposition 2.1, it remains to show that and . These are proved in Propositions 4.1 and 4.2 respectively. ∎
5. The case
Here, we prove Theorem 1.4 by applying Theorem 1.3.
Proof of Theorem 1.4.
Let be a solution of (1) with initial data satisfying . For any small , let and be respectively the solutions of
[TABLE]
and
[TABLE]
with the same initial data . By comparison, we deduce that
[TABLE]
Notice that is a solution of (75) if and only if
[TABLE]
is a solution of
[TABLE]
where and . Observe that and by choosing small enough. By applying Theorem 1.3 to (79) and using (78), we deduce that for each small ,
[TABLE]
where
[TABLE]
[TABLE]
and is the spreading speed for (79) as given in Theorem 1.1 resp. Remark 1.2, and
[TABLE]
Together with (77), (80) implies particularly that
[TABLE]
By the continuity of , in (see, e.g., [39, Theorem 4.2 of Ch. 3]), letting yields
[TABLE]
Similarly, by observing that is a solution of (76) if and only if
[TABLE]
is a solution of
[TABLE]
where , and . This time, and by choosing small enough. We apply Corollary 1 to (82). In view of (77) and letting , we deduce
[TABLE]
By definition of and , we deduce for . With (81) and (83), we obtain Theorem 1.4. ∎
Acknowledgement
The authors wish to thank the two referees for his/her suggestions which have improved the paper and led to the addition of Theorem 1.4. QL (201706360310) and SL (201806360223) would like to thank the China Scholarship Council for financial support during the period of their overseas study and express their gratitude to the Department of Mathematics, The Ohio State University for the warm hospitality. SL is partially supported by the Outstanding Innovative Talents Cultivation Funded Programs 2018 of Renmin University of China.
Appendix A Proof of Lemma 2.4
In this section, we prove Lemma 2.4, which was used in proving Proposition 2.1 and Theorem 4.2.
Proof of Lemma 2.4.
We only prove (a), as (b) can be proved by similar arguments.
**Step 1. ** We first show
[TABLE]
By Lemma 2.3(a), it suffices to show . Since
[TABLE]
we can fix such that
[TABLE]
Define Note that is a super-solution to the KPP-type equation in the domain such that on the parabolic boundary. Since cannot attain negative interior minimum, we deduce that in , which completes Step 1.
For a small to be determined later, consider
[TABLE]
Denote by the spreading speed for the homogeneous coexistence equilibrium of (87) into the region where . By continuous dependence on parameters , as [39, Theorem 4.2 of Ch. 3], where is given in Theorem 1.1. We now define
[TABLE]
which satisfies . In view of definition of in the statement of Lemma 2.4, and can be rewritten as
[TABLE]
Step 2. Assume , so that by (89) we have
[TABLE]
We show that
[TABLE]
First, we claim . Considering the auxiliary function
[TABLE]
By direct calculation, is decreasing in . In view of (13) and (90), we have and . Since and is decreasing, we deduce .
Let and . In view of
[TABLE]
and (89), we obtain the following inequality which will be useful later.
[TABLE]
where we used (90) and (92) for the inequality, and used and (88) for the last equality.
Since , by the continuity of and in (see, e.g., [39, Theorem 4.2 of Ch. 3]), we select so small that . Since is the minimal traveling wave speed, this ensures the existence of the traveling wave solution with speed for (87). Let be such a traveling wave solution normalized by satisfying
[TABLE]
To establish (91), we first prove that there exist and such that
[TABLE]
To apply the comparison principle, we need to verify the following conditions:
- (i)
for ;
- (ii)
for ;
- (iii)
for .
First, we verify condition (iii). Since , we choose such that
[TABLE]
Also, since , the expression of at infinity (see, e.g., [22]) can be described by
[TABLE]
Recalling (93), we have . Noting that, by hypothesis of the lemma, as . We can choose such that
[TABLE]
which verifies (iii). Next, we choose (by Step 1) so that (i) and (ii) hold. This allows the application of the comparison principle to establish (95).
Therefore, for each , we arrive at
[TABLE]
Since the above is true for all , we deduce that
[TABLE]
Thus (91) holds.
Step 3. Assume . Then, for each , we have
[TABLE]
Hence, we may repeat Step 2 to deduce that
[TABLE]
Letting , by direct calculation we have
[TABLE]
so that
[TABLE]
Hence, we deduce that (96) holds for each . The proof of Lemma 2.4 is complete. ∎
Appendix B Proof of Proposition 3.5
This section is devoted to the proof of Proposition 3.5.
Let be given and let be given by (50), we may equivalently write
[TABLE]
where is given in (51), and
Proof of Proposition 3.5(a).
We divide the proof into several steps.
Step 1. We claim that for any , there exists some such that
[TABLE]
Fix any . For each , by (97), there is some such that
[TABLE]
We claim that is uniformly bounded in . This is the case since (i) is uniformly bounded in by definition of , and (ii) . By passing to a subsequence, we may assume further that there is some such that in Letting in (98), we therefore arrive at
[TABLE]
where the last inequality follows from (97). Step 1 is thereby completed.
Step 2. Let be given in Step 1. We show if .
Set . Define another path by
[TABLE]
then
[TABLE]
Since is the minimizer, it follows that equality must hold, so that , and thus .
Step 3. For , we show
We only show , as the other one follows from the same arguments. By Hölder inequality, . Since the infimum can be attained by the path for , holds true.
Step 4. For , let be given in Step 1, and define
[TABLE]
We show , where
[TABLE]
Since , we have
[TABLE]
and
[TABLE]
Suppose , then one of (100) and (101) is the strict inequality, so that
[TABLE]
This is a contradiction to definition of , so that .
Step 5. For , let be given in Step 1. We show for .
We consider respectively two cases: (i) and (ii) . For (i), by Step 4, we can directly get for by the explicit minimizing path determined there. For (ii), if for , then there is nothing to prove; Otherwise, there exists some such that and for . By the dynamic programming principle, we rewrite as
[TABLE]
Then by Step 4, we deduce for . This together with definition of , implies for , which completes Step 5.
Step 6. For , we show .
It follows from Step 5 that the minimizing path stays in . Hence . On the other hand, the infimum is attained by the constant path for . Therefore, .
Step 7. We verify Proposition 3.5(a), i.e., (52).
By Step 3 and Step 6, it remains to consider the case . In this case, if , by Step 4, we have and thus
[TABLE]
where .
On the other hand, if , then from the calculation above, is an increasing function of when . So the infimum is attained at , whence by the first equality of (102), we directly obtain
[TABLE]
The proof of Proposition 3.5(a) is now complete. ∎
Proof of Proposition 3.5(b).
The Friedlin’s condition (53) is a direct consequence of the following two observations:
- (i)
(by (52)) There exists such that
[TABLE]
- (ii)
Since all possibilities are considered in the proof of Proposition 3.5(a), we can conclude that for each the optimal path of is a piecewise line curve connecting , and for some . In particular the Freidlin condition (53) holds for .
The proof is now complete. ∎
Proof of Proposition 3.5(c).
Let be given. First, observe from definition of in (97) that
[TABLE]
Next, we claim that there exists some such that for all , where is a disk in with center and radius .
Fix and let be the minimizing path of for . We claim that is also the minimizing path of . To do so, define
[TABLE]
Let By Step 2 in the proof of Proposition 3.5(a), we have, for all , that
[TABLE]
Also notice from Step 4 in the proof of Proposition 3.5(a), that , so that (since ) and thus there exists some such that
[TABLE]
By the continuity of , we choose so that for ,
[TABLE]
which implies , i.e, the minimizing path stays in and hence in .
Taking (103) into account, we conclude that for and ,
[TABLE]
which implies immediately that in . ∎
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