1. Introduction
McKean [Reference McKean15] established the connection between branching Brownian motion (BBM) and the Fisher–Kolmogorov–Petrovskii–Piskounov (F-KPP) reaction-diffusion equation
where $\mathbf{f}$ is the generating function of the offspring distribution and $\beta$ is the (constant) branching rate of BBM. The F-KPP equation has been studied intensively using both analytic techniques (see, for example, Kolmogorov et al. [Reference Kolmogorov, Petrovskii and Piskounov12] and Fisher [Reference Fisher6]) and probabilistic methods (see, for instance, McKean [Reference McKean15], Bramson [Reference Bramson2, Reference Bramson3], Harris [Reference Harris10], and Kyprianou [Reference Kyprianou13]).
A traveling wave solution of (1.1) with speed c is a solution of the following equation:
If $\Phi_c$ is a solution of (1.2), then ${\mathbf{u}}(t,x) = \Phi_c(x-ct)$ satisfies (1.1). Using the relation between the F-KPP equation (1.1) and BBM, Kyprianou [Reference Kyprianou13] gave probabilistic proofs of the existence, asymptotics, and uniqueness of traveling wave solutions. In this paper, we study the following more general F-KPP equation, in which the constant $\beta$ is replaced by a continuous and 1-periodic function $\mathbf{g}$ :
where ${\mathbf{u}}\,:\,\mathbb{R}^+ \times \mathbb{R} \rightarrow [0, 1]$ . In [Reference Ren, Song and Yang16], we have shown that the above equation is related to branching Brownian motion in a periodic environment.
Now we describe branching Brownian motion in a periodic environment. Initially there is a single particle v at the origin of the real line. This particle moves as a standard Brownian motion $B = \{B(t), t\geq 0 \}$ and produces a random number of offspring, $1+L$ , after a random time $\eta_v$ . We assume that L has distribution $\{p_k, k\geq 0\}$ with $m\,:\!=\,\sum_{k\geq 0} kp_k\in(0,\infty)$ . Let $b_v$ and $d_v$ be the birth time and death time, respectively, of the particle v, and let $X_v(s)$ be the location of the particle v at time s; then $\eta_v = d_v-b_v$ , the lifetime of v, satisfies
where we assume the branching rate function $\mathbf{g}\in C^1(\mathbb{R})$ is strictly positive and 1-periodic. Starting from their points of creation, each of these children evolves independently.
Let $N_t$ be the set of particles alive at time t, and let $X_u(s)$ be the position of the particle u or its ancestor at time s for any $u\in N_t$ , $s\leq t$ . Define
and $\mathcal{F}_t = \sigma(Z_s\,:\, s\leq t)$ . Then $\{Z_t\,:\, t\ge 0\}$ is called a branching Brownian motion in a periodic environment (BBMPE). Let $\mathbb{P}_x$ be the law of $\{Z_t\,:\, t\ge 0\}$ when the initial particle starts at $x\in\mathbb{R}$ , that is, $\mathbb{P}_x(Z_0=\delta_x) = 1$ , and let $\mathbb{E}_x$ be expectation with respect to $\mathbb{P}_x$ . For simplicity, $\mathbb{P}_0$ and $\mathbb{E}_0$ will be written as $\mathbb{P}$ and $\mathbb{E}$ , respectively. Notice that the distribution of L does not depend on the spatial location. In the remainder of this paper, expectations with respect to L will be written as $\mathbf{E}$ . The notation in this paper is the same as that in [Reference Ren, Song and Yang16].
As stated in [Reference Ren, Song and Yang16], the F-KPP equation related to BBMPE is given by (1.3) with ${\mathbf{f}}(s)={\mathbf{E}}(s^{L+1})$ . Traveling wave solutions, that is, solutions satisfying (1.2), do not exist. However, we can consider so-called pulsating traveling waves, that is, solutions $\mathbf{u}\,:\,\mathbb{R}^+\times\mathbb{R}\rightarrow [0, 1]$ to (1.3) satisfying
as well as the boundary condition
when $\nu>0$ , and
when $\nu<0$ . The quantity $\nu$ is called the wave speed. It is known that there is a constant $\nu^*>0$ (defined below) such that when $|\nu|<\nu^*$ (called the subcritical case) no such solution exists, whereas for each $|\nu|\geq \nu^*$ (where $|\nu|>\nu^*$ is called the supercritical case and $|\nu|=\nu^*$ is called the critical case) there exists a unique (up to time-shift) pulsating traveling wave (see Hamel et al. [Reference Hamel, Nolen, Roquejoffre and Ryzhik8]).
In [Reference Ren, Song and Yang16], we studied the limits of the additive and derivative martingales of BBMPE, and by using these limits we gave a probabilistic proof of the existence of pulsating traveling waves. In this paper, using the relation between BBMPE and the related F-KPP equation, we give probabilistic proofs of the asymptotics and uniqueness of pulsating traveling waves. These extend the results of Kyprianou [Reference Kyprianou13] for classical BBM to BBMPE. However, the methods in Kyprianou [Reference Kyprianou13] do not work for BBMPE. We will therefore adapt ideas from [Reference Harris10]. The non-homogeneous nature of the environment makes the actual arguments much more delicate.
Before stating our main results, we first introduce the minimal speed $\nu^*$ . For every $\lambda\in\mathbb{R}$ , let $\gamma(\lambda)$ and $\psi(\cdot,\lambda)$ be the principal eigenvalue and the corresponding positive eigenfunction of the periodic problem: for all $x\in \mathbb{R}$ ,
We normalize $\psi(\cdot,\lambda)$ so that $\int_0^1 \psi(x,\lambda) dx = 1$ . Define
Then $\nu^*$ is the minimal wave speed (see [Reference Hamel, Nolen, Roquejoffre and Ryzhik8]), and the existence of $\lambda^*$ is proved in [Reference Lubetzky, Thornett and Zeitouni14].
Using the property $\mathbf{u}\!\left(t+\frac{1}{\nu},x\right) = \mathbf{u}(t,x-1)$ , we can define $\mathbf{u}({-}t,x)$ for any $t>0$ . To be more specific, let $\lceil x \rceil$ be the smallest integer greater than or equal to x, and let $\lfloor x \rfloor$ be the integral part of x. When $\nu>0$ , define
When $\nu<0$ , define
Then $\mathbf{u}(t,x)$ satisfies the F-KPP equation (1.3) and (1.4) in $\mathbb{R}\times\mathbb{R}$ .
Our first two main results give the asymptotic behaviors of pulsating traveling waves in the supercritical case of $|\nu|>\nu^*$ and the critical case of $|\nu| = \nu^*$ .
Theorem 1.1. Suppose $\mathbf{u}(t,x)$ is a pulsating traveling wave with speed $\nu> \nu^*$ and $\lambda\in (0,\lambda^*)$ satisfies $\nu=\frac{\gamma(\lambda)}{\lambda}$ . If $\mathbf{E}(L\log^+L)<+\infty$ , then there exists $\beta>0$ such that
Theorem 1.2. Suppose $\mathbf{u}(t,x)$ is a pulsating traveling wave with speed $\nu= \nu^*$ . If $\mathbf{E}\big(L(\!\log^+L)^2\big)<\infty$ , then there exists $\beta>0$ such that
Remark 1.1. By symmetry, we also have the asymptotic behaviors of pulsating traveling waves with negative speed. In the supercritical case of $\nu < -\nu^*$ , suppose $\mathbf{u}(t,x)$ is a pulsating traveling wave with speed $\nu$ and $\lambda\in ({-}\lambda^*,0)$ satisfies $\nu=\frac{\gamma(\lambda)}{\lambda}$ . If $\mathbf{E}(L\log^+L)<+\infty$ , then there exists $\beta>0$ such that
In the critical case, suppose $\mathbf{u}(t,x)$ is a pulsating traveling wave with speed $-\nu^*$ . If $\mathbf{E}\big(L(\!\log^+L)^2\big)<\infty$ , then there exists $\beta>0$ such that
For any $\lambda\in\mathbb{R}$ , define
and
It follows from [Reference Ren, Song and Yang16, Theorem 1.1] that, for any $\lambda\in\mathbb{R}$ and $x\in\mathbb{R}$ , $\{(W_t(\lambda))_{t\geq 0}, \mathbb{P}_x\}$ is a martingale, called the additive martingale. The limit $W(\lambda,x) \,:\!=\, \lim_{t\uparrow\infty} W_t(\lambda)$ exists $\mathbb{P}_x$ -almost surely (a.s.). Moreover, $W(\lambda,x)$ is an $L^1(\mathbb{P}_x)$ -limit when $|\lambda|<\lambda^*$ and $\mathbf{E}(L\log^+L) < \infty$ ; and $W(\lambda,x) = 0$ $\mathbb{P}_x$ -a.s. when $|\lambda|\ge\lambda^*$ or $|\lambda|<\lambda^*$ and $\mathbf{E}(L\log^+L) =\infty$ . It follows from [Reference Ren, Song and Yang16, Theorem 1.2] that, for any $\lambda\in\mathbb{R}$ and $x\in\mathbb{R}$ , $\{(\partial W_t(\lambda))_{t\geq 0}, \mathbb{P}_x\}$ is a martingale, called the derivative martingale. For all $|\lambda|\geq \lambda^*$ , the limit $\partial W(\lambda,x) \,:\!=\, \lim_{t\uparrow\infty} \partial W_t(\lambda)$ exists $\mathbb{P}_x$ -a.s. Moreover, if $\mathbf{E}\big(L(\!\log^+L)^2\big)<\infty$ , then $\partial W(\lambda,x)\in(0,\infty)$ when $\lambda=\lambda^*$ , and $\partial W(\lambda,x)\in({-}\infty,0)$ when $\lambda=-\lambda^*$ . If $|\lambda|> \lambda^*$ or $|\lambda|=\lambda^*$ and $\mathbf{E}\big(L(\!\log^+L)^2\big)=\infty$ , then $\partial W(\lambda,x) = 0$ $\mathbb{P}_x$ -a.s.
Using Theorem 1.1, Theorem 1.2, and [Reference Ren, Song and Yang16, Theorem 1.3], we can prove the following result, which gives the existence and uniqueness of pulsating traveling waves.
Theorem 1.3. $(i)$ Supercritical case. If $|\nu|>\nu^*$ and $\mathbf{E}(L\log^+L) < \infty$ , then there is a unique (up to time-shift) pulsating traveling wave with speed $\nu$ , given by
where $|\lambda| \in (0,\lambda^*)$ is such that $\nu = \frac{\gamma(\lambda)}{\lambda}$ .
$(ii)$ Critical case. If $|\nu|=\nu^*$ and $\mathbf{E}\big(L(\!\log^+L)^{2}\big) < \infty$ , then there is a unique (up to time-shift) pulsating traveling wave with speed $\nu$ , given by
where $\lambda = \lambda^*$ if $\nu = \nu^*$ , and $\lambda = -\lambda^*$ if $\nu = -\nu^*$ .
Theorem 1.1, Theorem 1.2, and the uniqueness in Theorem 1.3 were proved analytically in [Reference Hamel7, Reference Hamel and Roques9] under slightly different assumptions. The probabilistic representation in Theorem 1.3 is new. For a detailed comparison, see Remark 4.1 at the end of Section 4.
2. Preliminaries
2.1. Properties of principal eigenvalue and eigenfunction
In this section, we recall some properties of $\gamma(\lambda)$ and $\psi(x,\lambda)$ from [Reference Ren, Song and Yang16]. By [Reference Ren, Song and Yang16, Lemma 2.1], the function $\gamma$ is analytic, strictly convex, and even on $\mathbb{R}$ . There exists a unique $\lambda^*>0$ such that
Furthermore,
By [Reference Ren, Song and Yang16, Lemma 2.2], we have $\gamma^{\prime}(\lambda^*) = \dfrac{\gamma(\lambda^*)}{\lambda^*}$ ,
By [Reference Ren, Song and Yang16, Lemma 2.5], we have that $\psi(x,\cdot)\in C(\mathbb{R})\cap C^1(\mathbb{R}\setminus\{0\})$ , and $\psi_{\lambda}(x,\lambda)$ satisfies
Define
Then $\phi(x,\lambda)$ satisfies
and $\phi_{\lambda}(x,\lambda)$ satisfies
Define
we also have
It is easy to see that h ′ is 1-periodic and continuous, and [Reference Ren, Song and Yang16, Lemma 2.10] shows that h ′ is strictly positive.
2.2. Measure change for Brownian motion
Martingale change of measures for Brownian motion will play an important role in our arguments. In this section, we state the results of [Reference Ren, Song and Yang16] about martingale change of measures.
Let $\{B_t, t\geq 0;\, \Pi_x \}$ be a standard Brownian motion starting from x. Define
then by [Reference Ren, Song and Yang16, Lemma 2.6], $\{\Xi_t(\lambda), t\geq 0\}$ is a $\Pi_x$ -martingale. Define a probability measure $\Pi^\lambda_x$ by
where $\big\{\mathcal{F}_t^B\,:\, t\geq 0\big\}$ is the natural filtration of Brownian motion. We have shown in [Reference Ren, Song and Yang16] that $\big\{B_t, \Pi_x^{\lambda}\big\}$ is a diffusion with infinitesimal generator
In the remainder of this paper, we always assume that $\big\{Y_t, t\geq 0;\, \Pi_x^{\lambda}\big\}$ is a diffusion with infinitesimal generator (2.6). It follows from [Reference Ren, Song and Yang16, Lemma 2.8] that, for any $x\in\mathbb{R}$ ,
Define
By [Reference Ren, Song and Yang16, Lemma 2.12], $\big\{M_t, t\geq 0;\, \Pi^\lambda_x\big\}$ is a martingale. Moreover, there exist two constants $c_2>c_1>0$ such that the quadratic variation $\langle M \rangle_t$ satisfies
For any $x\in\mathbb{R}$ , define an $\big\{\mathcal{F}_t^B \big\}$ stopping time
Define
then [Reference Ren, Song and Yang16, Lemma 2.11] shows that for any $x, y\in \mathbb{R}$ with $y>h^{-1}({-}x)$ , $\big\{\Lambda_t^{(x,\lambda)},t\geq 0\big\}$ is a $\Pi_y$ -martingale. For $x, y\in \mathbb{R}$ with $y>h^{-1}({-}x)$ , define a new probability measure $\Pi^{(x, \lambda)}_y$ by
By [Reference Ren, Song and Yang16, Section 2.2], if $\{B_t, t\geq 0;\, \Pi_y \}$ is a standard Brownian motion starting at y, then $\left\{x +h(y)+ M_{T(t)}, t\geq 0;\, \Pi_y^{(x,\lambda)}\right\}$ is a standard Bessel-3 process starting at $x +h(y)$ , where $M_t = \gamma^{\prime}(\lambda)t + h(B_t) -h(B_0)$ and
3. Proof of Theorem 1.1
Proof of Theorem 1.1. We fix $\nu> \nu^*$ in this proof and so $\lambda$ is also fixed. We will prove the theorem in five steps. In the first four steps, we assume the number of offspring is 2, that is, $L=1$ . In the last step, we prove the result for general L.
Step 1. Suppose $L=1$ and thus $m=1$ . Let $\mathbf{w}(t,x) = 1 -\mathbf{u}(t,x)$ ; then $\mathbf{w}(t,x)$ satisfies
for $t\geq 0$ , $x\in\mathbb{R}$ . Define
By the periodicity of $\mathbf{w}$ , we get that $\mathbf{w}(t,x)$ satisfies (3.1). Put
Recall that $\big\{Y_t, \Pi_x^{\lambda} \big\}$ is a diffusion with infinitesimal generator (2.6). For $t\ge0$ , let $Y_{[0, t]}$ be the restriction of Y to [0, t]. Define
In this step we prove that $\left\{\big(f\big(Y_{[0, t]}\big)\big)_{t\geq 0}, \Pi_x^{\lambda} \right\}$ is a positive martingale.
By the Feynman–Kac formula, we have
Recall that, since $m=1$ ,
Therefore,
Thus we have
Note that both $\big\{B_t, \Pi_x^{\lambda}\big\}$ and $\big\{Y_t, \Pi_x^{\lambda}\big\}$ are diffusions with infinitesimal generator $\mathcal{A}$ . Thus
It follows from $\nu=\frac{\gamma(\lambda)}{\lambda}$ that
For $0<s<t$ , we have
where the penultimate equality follows from (3.5) with $T=-s$ . Hence the process $\big\{\big(f\big(Y_{[0, t]}\big)\big)_{t\geq 0}, \Pi_x^{\lambda} \big\}$ is a positive martingale.
Step 2. Suppose $L=1$ . In this step, we will show that there exists a constant $\beta\geq 0$ such that for any $x\in\mathbb{R}$ ,
Moreover, we also prove that for any $x,T\in\mathbb{R}$ ,
It follows from (2.7) and (2.1) that
Thus $\lim\limits_{s\rightarrow\infty} (Y_s+\nu s) = \infty$ . Since a positive martingale has a non-negative finite limit, taking logarithms in (3.3) and dividing by $Y_t+\nu t$ gives
Put $\|\mathbf{g}\|_\infty=\max_{x\in[0, 1]}\mathbf{g}(x)$ . Taking $T=t$ in (3.4), we get
Since $\mathbf{w}(0,x)\rightarrow 0$ as $x\rightarrow\infty$ , we have, for any $\epsilon>0$ , $\mathbf{w}(0,x/2)\leq \epsilon/2$ when x is large enough. Since $\Pi_0(B_t+x\leq x/2) = \Pi_0(B_t\leq -x/2)$ , we have $\Pi_0(B_t+x\leq x/2)\leq \epsilon/2$ for x large enough. Therefore, for x large enough,
This implies that $\mathbf{w}(t,x)\rightarrow 0$ as $x\rightarrow\infty$ uniformly in $t\in\left[0,\frac{1}{\nu}\right]$ . Combining this with the fact that
and $\lim\limits_{t\rightarrow\infty} (Y_t+\lceil \nu t \rceil) = \infty$ $\Pi_x^{\lambda}$ -a.s., we get
Therefore, by (3.9),
Hence by (3.2), we have
Since $\psi(\cdot,\lambda)$ is positive, continuous, and periodic, we have
Combining this with $\nu = \frac{\gamma(\lambda)}{\lambda}$ and (3.10), we get that
that is,
This implies that, for any $\delta>0$ and $\Pi_x^{\lambda}$ -a.s. all $\omega$ , there exists $C(\omega)>0$ such that
Therefore,
Consequently, by (3.3), $\widetilde {\mathbf{w}}({-}t,Y_t)$ converges $\Pi_x^{\lambda}$ -a.s. to some limit, say $\xi_x$ .
Next we use a coupling method to prove that $\xi_x$ is a constant $\Pi_x^{\lambda}$ -a.s. Consider $\Big\{\big(Y_t^1,Y_t^2\big), t\geq 0;\, \widetilde{\Pi}_{(x,y)}^{\lambda}\Big\}$ with $\big\{Y_t^1, t\geq 0\big\}$ and $\big\{Y_t^2, t\geq 0\big\}$ being independent, and
Define
Then $\Big\{M_t^1, t\geq 0;\, \widetilde{\Pi}_{(x,y)}^{\lambda}\Big\}$ and $\Big\{M_t^2, t\geq 0;\, \widetilde{\Pi}_{(x,y)}^{\lambda}\Big\}$ are independent martingales. Hence
By the Dambis–Dubins–Schwarz theorem, we get
Since $h(x) = x - \frac{\psi_{\lambda}(x,\lambda)}{\psi(x,\lambda)}$ , we have
Combining (3.12) with the boundedness of $\frac{\psi_{\lambda}(x,\lambda)}{\psi(x,\lambda)}$ , we get
Define $E\,:\!=\,\left\{\omega\,:\, \exists t_n=t_n(\omega)\to\infty \mbox{ with } Y_{t_n}^1 = Y_{t_n}^2 \mbox{ for all } n\right\}$ . Then it follows from the display above that
If we use $\tilde{\xi}_x$ and $\tilde{\xi}_y$ respectively to denote the limits of $\widetilde {\mathbf{w}}\big({-}t,Y_t^1\big)$ and $\widetilde {\mathbf{w}}\big({-}t,Y_t^2\big)$ under $\widetilde{\Pi}_{(x,y)}^{\lambda}$ , then (3.13) implies $\widetilde{\Pi}_{(x,y)}^{\lambda}\big(\tilde{\xi}_x = \tilde{\xi}_y\big) = 1$ . Since $\tilde{\xi}_x$ and $\tilde{\xi}_y$ are independent, there is a constant $\beta\geq 0$ such that $\tilde{\xi}_x = \tilde{\xi}_y=\beta$ . Since $\tilde{\xi}_x \overset{d}{=} \xi_x$ , we have for any $x\in\mathbb{R}$ , $\xi_x = \beta$ , which means (3.7) holds.
Now we consider
The proof in Step 1 also works if $f\big(Y_{[0, t]}\big)$ is replaced by $f(Y_{[0, t]},T)$ . Then, using the same argument as above, there exists another constant $\beta_T$ such that
We also have
Hence, if we put $E_T\,:\!=\,\left\{\omega\,:\, \exists t_n=t_n(\omega)\to\infty \mbox{ with } Y_{t_n+T}^1 = Y_{t_n}^2 \mbox{ for all } n\right\}$ , then
Notice that $Y_{t_n+T}^1 = Y_{t_n}^2$ implies $\widetilde {\mathbf{w}}\!\left(T-(t+T),Y_{t+T}^1\right) = \widetilde {\mathbf{w}}\big({-}t,Y_t^2\big)$ . Combining this with (3.14), we have $\beta_T = \beta$ ; that is, for any $x,T\in\mathbb{R}$ , (3.8) holds.
Step 3. In Step 2, we have shown that $\widetilde {\mathbf{w}}({-}t,Y_t) \rightarrow \beta$ $\Pi_x^{\lambda}$ -a.s., that is, $\widetilde {\mathbf{w}}$ converges along each path. In this step, we prove that
and $\beta$ is positive.
First, we prove that $\widetilde {\mathbf{w}}$ is bounded. Using the same notation as in Step 2, we also have, for any $k\in \mathbb{Z}$ ,
By the Dambis–Dubins–Schwarz theorem, it holds that
so the same conclusion holds for $Y_{t+\frac{k}{\nu}}^1 - Y_t^2$ . This implies, with $E_k\,:\!=\,\Big\{\omega\,:\, \exists t_n=t_n(\omega)\to\infty$ with $Y_{t_n+\frac{k}{\nu}}^1+k = Y_{t_n}^2 \mbox{ for all } n\Big\}$ , that
Consider the event $\Omega_0$ defined by
By (2.7), (3.8), and (3.16), we get $\widetilde{\Pi}_{(x,y)}^{\lambda}(\Omega_0) = 1$ . By (3.6), it suffices to show that $\widetilde {\mathbf{w}}(t,x)$ is bounded in $\big[0,\frac{1}{\nu}\big] \times \mathbb{R}$ . Fix $\omega\in\Omega_0$ , and consider the continuous curves
In Step 2 we have shown $\lim_{t\rightarrow\infty} (Y_t^i(\omega)+\nu t) = \infty$ for $i=1,2$ ; thus for any $x_0$ large enough, there exist $k=k(\omega)>j=j(\omega)\in N$ such that
Define
By the definition of $\Omega_0$ , we know $\widetilde{\tau}(\omega)<+\infty$ . Let $\widetilde{\mathcal{L}}$ denote the line segment
and define the curves
By the definition of $\widetilde{\tau}(\omega)$ , we have
Define
then $y(\omega) = Y_{\widetilde{\tau}(\omega)}^2(\omega)+j$ , and $\widetilde{\mathcal{L}}_k^1$ and $\widetilde{\mathcal{L}}_j^2$ intersect at the point $\big({-}\widetilde{\tau}(\omega)+\frac{j}{\nu}, \, y(\omega)\big)$ . Combining (2.6), (3.5), and the Feynman–Kac formula, we have
Let D denote the bounded domain with boundary $\widetilde{\mathcal{L}}\cup\widetilde{\mathcal{L}}_k^1\cup\widetilde{\mathcal{L}}_j^2$ (see Figure 1). By the maximum principle, we have that $\widetilde {\mathbf{w}}$ attains its maximum in $\overline D$ on $\widetilde{\mathcal{L}}_k^1\cup\widetilde{\mathcal{L}}_j^2$ , where $\overline D$ is the closure of D. Hence the maximum of $\widetilde {\mathbf{w}}$ on $\overline D$ is less than or equal to $K\,:\!=\,\max_{t\geq 0} \big\{\widetilde {\mathbf{w}}\big({-}t,Y_t^1(\omega)\big), \widetilde {\mathbf{w}}\big({-}t,Y_t^2(\omega)\big)\big\}$ . By the continuity of $\widetilde {\mathbf{w}}$ and since
we get $K<\infty$ . Notice that, fixing $\omega\in\Omega_0$ , for any $t_0\in \big[0,\frac{1}{\nu}\big]$ and any $x_0$ large enough, there exist $k=k(\omega,x_0)$ , $j=j(\omega, x_0)$ and a bounded domain $D=D(\omega,x_0)$ such that D has boundary $\widetilde{\mathcal{L}}\cup\widetilde{\mathcal{L}}_k^1\cup\widetilde{\mathcal{L}}_j^2$ and $(t_0,x_0) \in \overline D$ . Thus $\widetilde {\mathbf{w}}(t_0,x_0) \leq K$ . Combining this with $\lim\limits_{x\rightarrow-\infty} \widetilde {\mathbf{w}}(t,x) = 0$ and the continuity of $\widetilde {\mathbf{w}}$ , we get that $\widetilde {\mathbf{w}}(t,x)$ is bounded in $\big[0,\frac{1}{\nu}\big]\times \mathbb{R}$ , hence bounded in $\mathbb{R}\times \mathbb{R}$ .
Since $\widetilde {\mathbf{w}}(t,x)$ is bounded, by (3.5), (3.8), and the dominated convergence theorem,
Since $\widetilde {\mathbf{w}}(t,x)>0$ , we have $\beta>0$ .
Next we show that
It follows from (3.2) that
where $C_1$ is a constant depending only on $\lambda$ . Moreover, we have
where $C = C_1 \|\mathbf{g}\|_{\infty}$ . For any $y\in [0, 1]$ and $n\in\mathbb{N}$ , let
Recall that $\{x\}$ is the fractional part of x and $\lfloor x \rfloor$ is the integer part of x. Then by the periodicity of $Y_t$ , we have
Since $\int_0^{\infty} e^{-\lambda(Y_s+\nu s)} \text{d}s < +\infty$ $\Pi_x^{\lambda}$ -a.s., by the dominated convergence theorem, we get
Notice that $f_n(y) \leq f_{n+1}(y)$ , using Dini’s theorem we get $f_n(y) \rightarrow 1$ uniformly for $y\in[0, 1]$ . Combining this with $\beta f_n(y) \leq \widetilde {\mathbf{w}}(t,y+n) \leq \beta$ , we have (3.15).
By (3.2), we get
Step 4. Suppose $L=1$ . We will show that
It is equivalent to show that, for any $\epsilon>0$ , there exists $x_0$ such that for any $x>x_0$ ,
By (3.18), for any $\epsilon>0$ , there exists $z_0$ such that for any $z>z_0$ ,
Put
For any $x>z_0+1$ , we have
that is
where we used the periodicity of $\psi$ and the fact that
Thus (3.19) holds.
Step 5. In Steps 1–4, we have proven the theorem in the case of binary branching. It suffices to prove Steps 1–4 again for general branching mechanism.
For general branching mechanism, $\mathbf{w}=1-\mathbf{u}$ satisfies
where $\mathbf{f}(s) = \mathbf{E} s^{1+L} = \sum\limits_{k=0}^{\infty} p_k s^{1+k}$ and $m = \sum\limits_{k=0}^{\infty} k p_k$ . By the Feynman–Kac formula,
By the definition in (2.5),
Put
Since $\big(B_t, \Pi^\lambda_x\big)$ and $\big(Y_t, \Pi^\lambda_x\big)$ have the same law, by (3.2), we have
It follows from [Reference Athreya and Ney1, Corollary 2, p. 26] that $A({\cdot})$ is non-negative and non-decreasing. Moreover, for any $r,c\in (0, 1)$ ,
Using the argument of Step 1, we get that
is a non-negative martingale. Using the argument at the beginning of Step 2, we get that $\mathbf{w}(t,x) \rightarrow 0$ uniformly in $t\in \big[0,\frac{1}{\nu}\big]$ as $x\rightarrow\infty$ and $\mathbf{w}({-}t,Y_t)$ decays exponentially with rate at least $-\lambda$ . We will get that $\widetilde {\mathbf{w}}({-}t,Y_t)$ converges $\Pi_x^{\lambda}$ -a.s., if we can show that
By (3.11) and (3.20), if $\mathbf{E}(L\log^+L) < \infty$ , we have
where C is a constant depending on $\omega$ and may change in value from line to line.
Also by the arguments in Steps 2 and 3, $\widetilde {\mathbf{w}}(t,x)$ satisfies
and the maximum principle holds. Hence, $\widetilde {\mathbf{w}}(t,x)$ is bounded in $\big[0,\frac{1}{\nu}\big]\times \mathbb{R}$ . Since $A({\cdot})$ is non-decreasing, (3.17) implies
By the periodicity of $\{Y_t\}$ , we have
To prove the theorem, it suffices to show
We know
By an argument similar to that in Step 3, (3.21) follows from $\lim_{u\downarrow 0} A(u) = 0$ , the dominated convergence theorem, and Dini’s theorem. This completes the proof.
4. Proof of Theorem 1.2
In this section, we prove the asymptotic behavior in the critical case.
Proof of Theorem 1.2. We prove the theorem in seven steps. In the first six steps, we consider the case that $L=1$ . In the last step we consider general L.
Step 1. Suppose $L=1$ . Put $\mathbf{w}(t,x) = 1 -\mathbf{u}(t,x)$ . We first prove that $\mathbf{w}(t,x)$ decays exponentially with rate at least $-\lambda$ uniformly in $t\in \big[0,\frac{1}{\nu}\big]$ . Using an argument similar to that of Theorem 1.1, we have that, for $t, x\in\mathbb{R}$ , $\mathbf{w}(t,x)$ satisfies
By the Feynman–Kac formula, we get
For any $\lambda<\lambda^*$ , define
Changing measure with $\Xi_t(\lambda)$ and following the same ideas as in Step 1 of the proof of Theorem 1.1, we get that
and
is a positive martingale. Therefore, we have
Notice that for $\lambda<\lambda^*$ ,
Combining this with (4.1), we get
where $\gamma(\lambda) - \lambda \nu^*>0$ . Hence $\mathbf{w}({-}t,Y_t)$ decays exponentially with rate at least $-\lambda$ $\Pi_x^{\lambda}$ -a.s. This implies
Then $\widetilde {\mathbf{w}}({-}t,Y_t)$ converges $\Pi_x^{\lambda}$ -a.s. Using a coupling method similar to that of Step 2 in the proof of Theorem 1.1, we get that the limit of $\widetilde {\mathbf{w}}({-}t,Y_t)$ is a constant. Notice that
where we used $\mathbf{w}\!\left(t+\frac{1}{\nu^*},x+1\right) = \mathbf{w}(t,x)$ and $\nu^* < \frac{\gamma(\lambda)}{\lambda}$ for $\lambda<\lambda^*$ . Therefore, for any $k\in\mathbb{N}$ ,
Using an argument similar to that of Step 3 in the proof of Theorem 1.1, we get that $\widetilde {\mathbf{w}}(t,x)$ is bounded in $\Big[0,\frac{1}{\nu^*}\Big]\times \mathbb{R}$ . Then, by (4.1), $\mathbf{w}(t,x)$ decays exponentially with rate at least $-\lambda$ uniformly in $t\in \Big[0,\frac{1}{\nu^*}\Big]$ .
Step 2. We will show that $\Big\{f\big(B_{[0, t]}\big), \Pi_x^{(y,\lambda^*)}\Big\}$ is a local martingale, where $f\big(B_{[0, t]}\big)$ is defined in (4.7) below. Recall the definitions of h, $\tau_{\lambda}^x$ , $\Lambda_t^{(x,\lambda)}$ , and $\Pi^{(x,\lambda)}_y$ given in (2.4), (2.9), (2.10), and (2.11) respectively, with $\lambda = \lambda^*$ in (2.4). Fix $y\in \mathbb{R}$ . For any (t, x) such that $y-\gamma^{\prime}(\lambda^*)t+$ $h(x)>0$ , define
and for any $z>0$ , define
We mention here that $\tau_z$ actually depends on y. For any $x\in\mathbb{R}$ , we may define
Then $\tau_z$ is shorthand for $\tau_z(y)$ , and for any $x\in\mathbb{R}$ , $\tau_z(y-x) = \tau_{z+x}$ . Using (4.2), it is easy to show
We first prove that for any $T\in\mathbb{R}$ and $t>0$ ,
First note that, by the Feynman–Kac formula and the optional stopping theorem,
Noticing that $\Lambda_{t\wedge\tau_z}^{(y,\lambda^*)} > 0$ and $\nu^* = \gamma^{\prime}(\lambda^*)$ , a direct calculation shows that for $x>h^{-1}(y)$ ,
where in the last equality we used (4.6). Then using the definition of $\widehat {\mathbf{w}}$ given in (4.2), we get (4.5).
Notice that $\Big\{B_t, t\geq 0;\,\Pi_x^{(y,\lambda^*)}\Big\}$ is not a Brownian motion. By the argument in the last paragraph of Subsection 2.2, we have that $\left\{y+\gamma^{\prime}(\lambda^*)T(t)+h(B_{T(t)}), \, \Pi_x^{(y,\lambda^*)}\right\}$ is a Bessel-3 process starting from $y+h(x)$ . Define
By the Markov property, for any $0<s<t$ ,
The proof of the display above is given in the appendix; see Lemma A.1. This implies that $\Big\{f\big(B_{[0,t\wedge\tau_z]}\big), \Pi_x^{(y,\lambda^*)}\Big\}$ is a martingale. Since $\tau_z\rightarrow\infty$ as $z\downarrow 0$ , $\Big\{f\big(B_{[0, t]}\big), \Pi_x^{(y,\lambda^*)}\Big\}$ is a local martingale.
Step 3. In this step, we will show that $\widehat {\mathbf{w}}(T-t,B_t,y)$ converges $\Pi_x^{(y-\nu^*T,\lambda^*)}$ -a.s. to a constant $\beta\geq 0$ as $t\rightarrow\infty$ . Non-negative local martingales are non-negative super-martingales and hence must converge. Therefore $f(B_{[0, t]})$ , defined by (4.7), converges $\Pi_x^{(y,\lambda^*)}$ -a.s. as $t\to\infty$ . Notice that $\left\{y+\gamma^{\prime}(\lambda^*)T(t)+h(B_{T(t)}), \, \Pi_x^{(y,\lambda^*)}\right\}$ is a Bessel-3 process starting from $y+h(x)$ . It is known (see, for example, [Reference Shiga and Watanabe17, Theorem 3.2]) that the Bessel-3 process grows no slower than $t^{1/2-\epsilon}$ for any $\epsilon>0$ . Recall that $T(t) = \inf\{s>0\,:\, \langle M \rangle_s > t\}$ . Equation (2.8) yields $T(t) \in \Big[\frac{t}{c_2}, \frac{t}{c_1}\Big]$ . Therefore, $y+\gamma^{\prime}(\lambda^*)t+h(B_{t})$ grows no slower than $t^{1/2-\epsilon}$ for any $\epsilon>0$ . By (2.4) and the boundedness of $\psi_{\lambda}(\cdot,\lambda)/\psi(\cdot,\lambda)$ , we get that $B_t+\nu^*t = B_t + \gamma^{\prime}(\lambda^*)t$ grows no slower than $t^{1/2-\epsilon}$ . By Step 1, $\mathbf{w}(t,x)$ decays exponentially fast uniformly in $t\in \Big[0,\frac{1}{\nu^*}\Big]$ . Hence we have
Therefore, by (4.7), the convergence of $f(B_{[0,t]})$ implies that $\widehat {\mathbf{w}}({-}t,B_t,y)$ converges $\Pi_x^{(y,\lambda^*)}$ -a.s. to some limit, say $\xi_x$ .
By (4.5), we have
By the same method, we can get
is a local martingale and $\widehat {\mathbf{w}}(T-t,B_t,y)$ converges $\Pi_x^{(y-\nu^*T,\lambda^*)}$ -a.s. to some limit, say $\xi_x^T$ .
Next we use a coupling method to prove that there is a constant $\beta\geq 0$ such that
Similarly to Step 2 in the proof of Theorem 1.1, consider a process $\Big\{\big(B_t^1,B_t^2\big), t\geq 0;\, \widetilde{\Pi}_x^{(y,T)} \Big\}$ with $\big\{B_t^1, t\geq 0\big\}$ and $\big\{B_t^2, t\geq 0\big\}$ being independent, and
Define random curves
and
Notice that all the curves start from the line $\big\{\frac{1}{\nu^*}\big\} \times \mathbb{R}$ , and for each $i=1, 2$ , if $\mathcal{L}_1^i$ is given, we can get all the curves $\mathcal{L}_k^i$ by translation. Using the fact that $y + h(B_{T(t)}) + \gamma^{\prime}(\lambda^*)T(t)$ is a Bessel-3 process, $\gamma^{\prime}(\lambda^*) = \nu^*$ , and $|h(x) -x|$ is bounded, we have
Now we show that for $\widetilde{\Pi}_x^{(y,T)}$ -a.s. all $\omega$ , it holds that for any $k\in\mathbb{N}$ , $\mathcal{L}_k^1$ and $\mathcal{L}_{k+1}^1$ intersect each other. It is also equivalent to show that for any $k\in\mathbb{N}$ , $\mathcal{L}_k^1$ and $\mathcal{L}_{k+1}^1$ intersect each other $\widetilde{\Pi}_x^{(y,T)}$ -a.s. If there exists $t\geq \frac{k-1}{v^*}$ such that $B_{t+\frac{1}{\nu^*}}^1 + 1 = B_t^1 $ , then
which implies $\mathcal{L}_k^1$ and $\mathcal{L}_{k+1}^1$ intersect each other. Notice that
where $\widehat R_t\,:\!=\,y+h\big(B_{T(t)}^1\big) + \nu^*T(t)$ is a standard Bessel-3 process starting at $y+h(x)$ . By (2.8), we have
where $\langle M^1 \rangle_t = \int_0^t \big(h^{\prime}\big(B_s^1\big)\big)^2 \text{d}s$ . Put
then l(t) is continuous $\widetilde{\Pi}_x^{(y,T)}$ -a.s. Since $\widetilde{\Pi}_x^{(y,T)}\!\left(\lim_{t\to\infty}\widehat R_t =\infty\right)=1$ , we have
To prove $\mathcal{L}_k^1$ and $\mathcal{L}_{k+1}^1$ intersect $\widetilde{\Pi}_x^{(y,T)}$ -a.s., it suffices to show that
Notice that
For simplicity, put $b_1 = \frac{c_1}{\nu^*}$ and $b_2 = \frac{c_2}{\nu^*}$ . It suffices to show that
A classical result shows $\widehat R_t$ satisfies
where $\Big(\widehat{B}_t;\, \widetilde{\Pi}_x^{(y,T)}\Big)$ is a standard Brownian motion. By (4.10), we have
where the constant C does not depend on t. Hence
By the second Borel–Cantelli lemma and the independent increments property of the Brownian motion, we have
By (4.10), it holds that
If $\widehat R_{t+r}>b_2$ for $r\in [0,b_2]$ and $\widehat{B}_{t+s} - \widehat{B}_t < -1$ for $s\leq b_2$ , then
Since the Bessel-3 process is transient, we have
Combining (4.11), (4.12), and (4.13), we get (4.9). So $\widetilde{\Pi}_x^{(y,T)}$ -a.s., it holds that for any $k\in\mathbb{N}$ , $\mathcal{L}_k^1$ and $\mathcal{L}_{k+1}^1$ intersect each other. Using the same method, we can also prove that $\widetilde{\Pi}_x^{(y,T)}$ -a.s., for any $k,j\in\mathbb{N}$ , $\mathcal{L}_k^1$ and $\mathcal{L}_{k+j}^1$ intersect each other.
Consider
then $\widetilde{\Pi}_x^{(y,T)}(\Omega_0) = 1$ . For any $\omega\in \Omega_0$ and $j\in\mathbb{N}$ , we know $\mathcal{L}_j^2$ starts from the point $\left(\frac{1}{\nu^*}, B^2_{\frac{j-1}{\nu^*}+T}+j\right)$ and there exists $k\in\mathbb{N}$ such that
Hence the starting point of $\mathcal{L}_j^2(\omega)$ is between the starting points of $\mathcal{L}_k^1(\omega)$ and $\mathcal{L}_{k+1}^1(\omega)$ . Since $\mathcal{L}_k^1(\omega)$ and $\mathcal{L}_{k+1}^1(\omega)$ intersect, we have that $\mathcal{L}_j^2(\omega)$ must intersect either $\mathcal{L}_k^1(\omega)$ or $\mathcal{L}_{k+1}^1(\omega)$ . We use $(s_1(\omega),x_1(\omega))$ to denote the intersection point. By (4.4), there exist $t_1^1(\omega)$ , $t_1^2(\omega)$ satisfying
Since j is arbitrary, we can find $\{t_n^i(\omega)\,:\, n\in\mathbb{N}, \, i=1,2\}$ by induction such that
and satisfying
Therefore, we have
By the independence of $\big\{B_t^1, t\geq 0\big\}$ and $\big\{B_t^2, t\geq 0\big\}$ , we get that the limits must be the same. So there is a constant $\beta\geq 0$ such that
Thus (4.8) is valid.
Step 4. In this step we prove $\beta>0$ by contradiction. If $\beta=0$ , then $\widehat {\mathbf{w}}({-}t,B_t,y) \rightarrow 0$ as $t\rightarrow\infty$ . Hence the positive local martingale
In Step 2 we proved that $\Big\{f\big(B_{[0, t\wedge\tau_z]}\big), \Pi_x^{(y,\lambda^*)}\Big\}$ is a martingale. Thus if $y+h(x)>z>0$ , we have
Letting $t\rightarrow\infty$ and using (4.14), we have
It follows from (4.2) and (4.3) that
Since $\Big\{y+\gamma^{\prime}(\lambda^*)T(t)+h(B_{T(t)}), \, \Pi_x^{(y,\lambda^*)}\Big\}$ is a Bessel-3 process starting from $y+h(x)$ , we have (see, for example, Karatzas and Shreve [Reference Karatzas and Shreve11, p. 162, Problem 3.23])
By (4.2), we have
where we used the facts that $\psi_{\lambda}/\psi$ is bounded and that $\mathbf{w}(t,x)$ is bounded in $(t,x)\in \big[{-}\frac{1}{\nu^*},0\big]\times [{-}C_2,C_2]$ . Here $C_1,C_2$ are constants depending only on $y,z,\lambda^*$ . Hence we get that for $x>h^{-1}(z-y)$ , $e^{\lambda^*x}\mathbf{w}(0,x)/\psi(x,\lambda^*)$ is bounded. Combining this with the fact that $e^{\lambda^*x}\mathbf{w}(0,x)/\psi(x,\lambda^*) \rightarrow 0$ as $x\rightarrow-\infty$ , we have that $e^{\lambda^*x}\mathbf{w}(0,x)/\psi(x,\lambda^*)$ is bounded on $\mathbb{R}$ . Similarly, we can prove that $e^{\lambda^*x-\gamma(\lambda^*)t} \mathbf{w}(t,x)/\psi(x,\lambda^*)$ is bounded on $\Big[0,\frac{1}{\nu^*}\Big]\times\mathbb{R}$ .
By Step 1 of the proof of Theorem 1.1, we know that
is a martingale and satisfies
where $\big\{Y_t, \Pi_x^{\lambda^*}\big\}$ is a diffusion with infinitesimal generator
So
is a positive submartingale that is bounded and hence must converge. Using an argument similar to that of Step 2 in the proof of Theorem 1.1, we have that the limit of
is a constant. Since
we have
So the constant must be 0. By (4.16), we have
Letting $t\rightarrow\infty$ and noticing that
we have
where we used the bounded dominated convergence theorem. This implies $\mathbf{w}(0,x) \equiv 0$ , which contradicts the definition of pulsating traveling waves. Therefore, we have $\beta>0$ .
Step 5. In this step, we show that
Fix $y\in\mathbb{R}$ . First we will show that $\widehat {\mathbf{w}}(t,x,y)$ is bounded for $(t,x)\in \Big[0,\frac{1}{\nu^*}\Big]\times [h^{-1}(z-y+\nu^*t),\infty)$ , which implies that (t, x) satisfies $y-\nu^*t+h(x)\geq z>0$ . Recall that $\phi \,:\!=\, \phi(x,\lambda^*) = e^{-\lambda^*x} \psi(x,\lambda^*)$ . By (4.2), we can rewrite $\widehat {\mathbf{w}}$ as
By (2.2) and (2.3), a direct calculation yields
Similarly to Step 3 in the proof of Theorem 1.1, fix $\omega\in\Omega_0$ ; then for any $x_0$ large enough, there exist $k,j\in\mathbb{N}$ such that $(t,x_0)$ is located between the curves $\mathcal{L}_j^1(\omega)$ and $\mathcal{L}_k^1(\omega)$ for any $t\in \Big[0,\frac{1}{\nu^*}\Big]$ . Since $\mathcal{L}_j^1(\omega)$ and $\mathcal{L}_k^1(\omega)$ must intersect each other, it follows from the maximum principle that $\widehat {\mathbf{w}}(t,x_0,y)$ is bounded by the maximum on boundary $\mathcal{L}_j^1(\omega)$ and $\mathcal{L}_k^1(\omega)$ . We know that $\widehat {\mathbf{w}}(t,x,y)$ along $(t,x) \in\mathcal{L}_k^1(\omega)$ converges as $t\to\infty$ , and then $\widehat {\mathbf{w}}(t,x,y)$ is bounded on $\bigcup_{j\geq 1}\mathcal{L}_j^1(\omega)$ . Since $\widehat {\mathbf{w}}(t,x,y)$ is continuous and $\widehat {\mathbf{w}}(t,h^{-1}(z-y+\nu^*t),y)$ is bounded, we have that $\widehat {\mathbf{w}}(t,x_0,y)$ is bounded when $x_0$ is small. Therefore, $\widehat {\mathbf{w}}(t,x,y)$ is bounded in $\Big[0,\frac{1}{\nu^*}\Big]\times [h^{-1}(z-y+\nu^*t),\infty)$ . We denote the bound by $K_z$ .
Next, we will show (4.17). Recall that
Letting $t\rightarrow\infty$ , we have for $T\in \Big[0,\frac{1}{\nu^*}\Big]$
where we used (4.15). Therefore, we have
On the other hand, we have the following estimate:
By (4.2), we get
where $\widehat R^T_t = y-\nu^*T + h(B_{T(t)})+\nu^*T(t)$ is a Bessel-3 process starting at $y-\nu^*T+h(x)$ , $T(t) = \inf\{s>0\,:\,\langle M \rangle_s>t \}$ , and the constant C does not depend on T. Thus we have
where $\tau_z(y-\nu^*T) = \tau_{z+\nu^*T}$ . Define the stopping time
and the function
By the Markov property, for $x_1<x_2$ we have
that is, f(x) is increasing. Put
Since $\beta>0$ and $\int_0^{\infty} e^{-\lambda^*\widehat R^T_t} \text{d}t < \infty$ , $\Pi_{x}^{\big(y-\nu^*T, \lambda^*\big)}$ -a.s., we have $f(x) > 0$ . Moreover,
Therefore, $f(\infty) = \beta$ . Combining this with $\widehat {\mathbf{w}}(T,x,y) \geq f(x)$ , we have
By (4.18) and (4.19), we get (4.17).
Step 6. Since $h(x) = x - \psi_{\lambda}(x,\lambda^*)/\psi(x,\lambda^*)$ and $\psi_{\lambda}/\psi$ is bounded, we have
Thus
Using an argument similar to that in Step 3 of the proof of Theorem 1.1, we have
By $|- \lfloor y-x \rfloor +y-x|\leq 1$ , we have
Step 7. For general branching mechanism, $\mathbf{w}=1-\mathbf{u}$ satisfies
Recall that $A(w) = m - \frac{1-w-\mathbf{f}(1-w)}{w}$ . As in Step 3, it suffices to show that
Since $B_t+\nu^*t$ behaves like $\sqrt{t}$ and $\mathbf{w}(t,x)$ decays exponentially fast, we have
Set $s = e^{-c\sqrt{t}}$ ; then
By [Reference Chauvin and Rouault5, Theorem 2], it holds that for $a>1$ ,
Actually the proof of [Reference Chauvin and Rouault5, Theorem 2] also works for $a=1$ . So if $\mathbf{E}\big(L(\!\log^+L)^2\big)<\infty$ , there exists $\beta>0$ such that
This completes the proof.
Remark 4.1. The asymptotic behavior of pulsating traveling waves was studied analytically by Hamel [Reference Hamel7], who considered the following more general equation:
where $\Omega\subset\mathbb{R}^N$ is an unbounded domain, and A(z), q(z), f(z, u) are periodic in some sense. In our case,
The main result of the paper, [Reference Hamel7, Theorem 1.3], is similar to our Theorems 1.1 and 1.2, with $\phi(t,x)$ in [Reference Hamel7] corresponding to $1-\mathbf{u} \!\left( \frac{t+x}{\nu}, x\right)$ in this paper, and $p^-(x,y), p^+(x,y)$ corresponding to 0, 1 respectively.
The result in [Reference Hamel7, Theorem 1.3] was proved under the assumptions [Reference Hamel7, (1.4), (1.7), and (1.8)]. In our setup, [Reference Hamel7, (1.4)] is equivalent to $\gamma(0) > 0$ , which is true under our assumptions. The condition [Reference Hamel7, (1.8)] is equivalent to
which is true for any generating function $\mathbf{f}$ . The condition [Reference Hamel7, (1.7)] says that there exist $\alpha>0$ and $\gamma>0$ such that the map $(x,s) \mapsto \mathbf{g}(x)(\mathbf{f}^{\prime}(1-s)-1)$ belongs to $C^{0,\alpha}(\mathbb{R}\times [0,\gamma])$ , which is equivalent to $g\in C^{0,\alpha}(\mathbb{R})$ and $\mathbf{f}^{\prime}(1-s)\in C^{0,\alpha}([0,\gamma])$ . We claim that
Thus the condition $\mathbf{f}^{\prime}(1-s)\in C^{0,\alpha}([0,\gamma])$ is stronger than the condition $\mathbf{E}(L\log^+L)<\infty$ in the supercritical case and $\mathbf{E}\big(L(\!\log^+L)^2\big)<\infty$ in the critical case. Now we prove the claim. Notice that
where $\theta\in[0, 1]$ and the last equality follows from the mean value theorem. Since $f^{\prime}(1) = m+1$ and $\mathbf{f}^{\prime}(1-s) \in C^{\alpha}([0,\gamma])$ , we have
for some constant C. Therefore, for any constant $c>0$ ,
Using the substitution $s = e^{-ct^{1/p}}$ , we get
By (4.20), this implies $\mathbf{E}(L(\!\log^+L)^p)<\infty$ .
5. Proof of Theorem 1.3
The uniqueness of the pulsating traveling wave was proved analytically in [Reference Hamel and Roques9, Theorem 1.1]. In this section, we will use probabilistic methods to prove the uniqueness in the supercritical case $|\nu|>\nu^*$ and critical case $|\nu|=\nu^*$ .
5.1. Martingales on stopping lines
First, we introduce the space of Galton–Watson trees. Let $\mathbb{T}$ be the space of Galton–Watson trees. A Galton–Watson tree $\tau \in \mathbb{T}$ is a point in the space of possible Ulam–Harris labels
where $\mathbb{N}=\{1,2,3, \ldots\}$ , such that
-
(i) $\emptyset \in \tau$ (the ancestor);
-
(ii) if $u, v \in \Omega$ , then $uv \in \tau$ implies $u \in \tau$ ;
-
(iii) for all $u \in \tau,$ there exists $A_u \in\{0, 1,2, \ldots\}$ such that for $j \in \mathbb{N}$ , $j \in \tau$ if and only if $1 \leq j \leq 1+A_u$ .
(Here $1+A_u$ is the number of offspring of u, and $A_u$ has the same distribution as L.)
Each particle $u\in\tau$ has a mark $(\eta_u, B_u)\in \mathbb{R}^+\times C(\mathbb{R}^+,\mathbb{R})$ , where $\eta_u$ is the lifetime of u and $B_u$ is the motion of u relative to its birth position. Then the birth time of u can be written as $b_u = \sum_{v<u} \eta_v$ , the death time of u is $d_u = \sum_{v\leq u}\eta_v$ , and the position of u at time t is given by $X_u(t) = \sum_{v<u} B_v(\eta_v)+B_u(t-b_u)$ , where $v<u$ denotes that u is a descendant of v.
Now, on the space–time half-plane $\{(y,t)\,:\, y\in\mathbb{R}, t\in\mathbb{R}^+ \}$ , consider the barrier $\Gamma^{(x,\nu)}$ described by the line $y+\nu t=x$ for $x>0$ and $\nu\geq \nu^*$ . When a particle hits this barrier, it is stopped immediately. Let $C(x,\nu)$ denote the random collection of particles stopped at the barrier, which is known as a stopping line.
By [Reference Ren, Song and Yang16, Theorem 1.1], $W_t(\lambda^*) \rightarrow 0$ $\mathbb{P}_x$ -a.s., so we have
where $m_t = \min\{X_u(t)\,:\, u\in N_t\}$ . This yields
Therefore, all lines of descent from the ancestor will hit $\Gamma^{(x,\nu)}$ with probability one for all $x>x_0$ , where $x_0$ is the position of the ancestor at time $t=0$ . Similarly to the argument in [Reference Kyprianou13] for BBM, we have $\lim_{x\rightarrow\infty} \inf\{|u|\,:\,u\in C(x,\nu) \} = \infty$ , where $|u|$ is the generation of the particle u.
For any $u\in C(x,\nu)$ , let $\sigma_u$ denote the time at which the particle u hits the barrier $\Gamma^{(x,\nu)}$ . Let $\mathcal{F}_{C(x,\nu)}$ be the $\sigma$ -field generated by
Using traveling wave solutions of the KPP equation, Chauvin [Reference Chauvin4] exhibited an intrinsic class of martingales. An argument similar to the one used in [Reference Chauvin4] gives the analogous martingales for BBMPE.
Theorem 5.1. Suppose that $\nu \geq \nu^*$ and that $\mathbf{u}(t,x)$ is a pulsating traveling wave with speed $\nu$ . Define
Then, for any $z\in \mathbb{R}$ , $\{M_{x}(\nu)\,:\, x\ge z\}$ is a $\mathbb{P}_z$ -martingale with respect to $\{\mathcal{F}_{C(x,\nu)}, x\geq z\}$ , has expectation u(0, z), and converges $\mathbb{P}_z$ -a.s. and in $L^1(\mathbb{P}_z)$ .
We prove this theorem via several lemmas.
Lemma 5.1. Consider BBMPE starting from x and with branching rate function $\mathbf{g}$ . Let $\sigma$ be the first fission time and let $1+A$ denote the number of offspring of the initial particle. Let $\mathbf{f}(s) = \mathbf{E} s^{1+A}$ and $\mathbf{P}(A=k)=p_k$ . Then
Proof. Note that
Put
A standard computation using Itô’s formula shows that
Hence $f(t,B_t)$ is a martingale and
Note that
Similarly, we have
Therefore,
Recall that $\Omega=\emptyset \cup \bigcup_{n \in \mathbb{N}}(\mathbb{N})^{n}$ and that, for $u\in \Omega$ , $\sigma_u$ denotes the time at which u hits the barrier $\Gamma^{(x,\nu)}$ . For a fixed stopping line $C(x,\nu)$ , we define
In other words, $D_{\tau}$ is the set of strict descendants of the stopping line and $A_{\tau}^{(n)}$ is the set of the nth-generation particles u such that neither u nor the ancestors of u hit the barrier $\Gamma^{(x,v)}$ . Let
Recall that $M_{x}(v)$ is defined by (5.2).
Lemma 5.2. For any $z<x$ ,
Proof. For $n\in\mathbb{N}$ , similarly to [Reference Chauvin4], we introduce the following approximation of $M_{x}(\nu)$ :
It is easy to see that $M^{(n)}\in \mathcal{H}_{n+1}$ , $n\geq 0$ . We first prove that $\{M^{(n)}, n\geq 0\}$ is an $\mathcal{H}_{n+1}$ -martingale:
Note that
Consider any particle u such that $|u|=n+1$ and $u\notin D_{\tau}$ . If u is in $L_{\tau}$ , it occurs in the second product in (5.3); if not, it occurs in the third one. For any particle u, define $\mathbf v_u(t,x) = \mathbf{u}(t-b_u,x)$ . Then given $b_u$ , $\mathbf v_u(t,x)$ satisfies (1.3) and (1.4). By the Markov property and the branching property, we have
The last equality follows from Lemma 5.1; the only difference is that we substitute the random time $\sigma_u-b_u$ for the deterministic time t in Lemma 5.1. Putting together the offspring of the same particle, it becomes
This shows that $M^{(n)}$ is an $\mathcal{H}_{n+1}$ -martingale.
Note that (5.1) implies that all lines of descent from the ancestor will hit $\Gamma^{(x,\nu)}$ $\mathbb{P}_z$ -a.s. This yields $A_{\tau}^{(n)} \rightarrow\emptyset$ as $n\rightarrow\infty$ , and thus $M^{(n)}\rightarrow M_x(\nu)$ $\mathbb{P}_z$ -a.s. Since $0\leq \mathbf{u}(t,x) \leq 1$ , $M^{(n)}$ is bounded. This yields the $L^1$ -convergence of $M^{(n)}$ to $M_x(\nu)$ . Therefore,
This completes the proof of this lemma.
Now we turn to the proof of Theorem 5.1.
Proof of Theorem 5.1. Fix $\nu\ge \nu^*$ . To distinguish the times when a particle hits different barriers, we let $\sigma_u^x$ denote the time when u hits the barrier $\Gamma^{(x,\nu)}$ . For $y>x$ ,
where $u>w$ means that u is a descendant of w. Therefore, by the special Markov property of $\{Z_t, t\geq 0\}$ , we have that
where the second-to-last equality follows from Lemma 5.2 and an argument similar to that in the proof of Lemma 5.2, by defining $\mathbf v(t,x) = \mathbf{u}(t-\sigma_w^x,x)$ . The proof is complete.
5.2. Uniqueness in the supercritical and critical cases
In this section, we give a probabilistic proof of the uniqueness of the pulsating traveling wave with speed $|\nu|\geq \nu^*$ .
Theorem 1.1 implies that for $\nu>\nu^*$ ,
Theorem 1.2 implies that
Recall that the additive martingale $\{W_t(\lambda)_{t\geq 0}, \mathbb{P}_x\}$ is defined by (1.5). By [Reference Ren, Song and Yang16, Theorem 1.1], for any $\lambda\in\mathbb{R}$ and $x\in\mathbb{R}$ , the limit $W(\lambda,x) \,:\!=\, \lim_{t\uparrow\infty} W_t(\lambda)$ exists $\mathbb{P}_x$ -a.s. and $W(\lambda,x)$ is an $L^1(\mathbb{P}_x)$ -limit when $|\lambda|<\lambda^*$ and $\mathbf{E}(L\log^+L) < \infty$ . Recall that $C(x,\nu)$ was defined at the beginning of Section 5.1. In the spirit of [Reference Kyprianou13], we define
where $\nu = \gamma(\lambda)/\lambda$ . Using arguments similar to those of [Reference Kyprianou13, Theorem 8], we can obtain the following result, whose proof is omitted.
Proposition 5.1. For any $z\in \mathbb{R}$ , $\{W_{C(x,\nu)}(\lambda)\,:\, x\geq z\}$ is a $\mathbb{P}_z$ -martingale with respect to the filtration $\{\mathcal{F}_{C(x,\nu)}\,:\, x\geq z \}$ , and, as $x\to\infty$ , $W_{C(x,\nu)}(\lambda)$ converges a.s. and in $L^1(\mathbb{P}_z)$ to $W(\lambda,z)$ when $|\lambda|\in [0,\lambda^*)$ and $\mathbf{E}(L\log^+L)<\infty$ .
Let $Y_x = \sum_{u\in C(x,\nu)} \delta_{\{X_u(\sigma_u) \}}$ , where $\{x\}$ is the fractional part of x. Then $Y_x$ is a point measure on [0, 1]. Notice that
Thus by Proposition 5.1, we have
Theorem 5.2. Suppose $|\nu|>\nu^*$ and $\mathbf{E}(L\log^+L) < \infty$ . If $\mathbf{u}(t,x)$ is a pulsating traveling wave with speed $\nu$ , then there exists $\beta>0$ such that
where $|\lambda| \in (0,\lambda^*)$ is such that $\nu = \frac{\gamma(\lambda)}{\lambda}$ .
Proof. We assume that $\lambda\geq 0$ . The case $\lambda < 0$ can be analyzed by symmetry. By Theorem 5.1, $M_{x}(\nu)$ is a $\mathbb{P}_z$ -martingale with respect to $\{\mathcal{F}_{C(x,\nu)}\,:\, x\geq z\}$ with expectation $\mathbf{u}(0, z)$ and converges a.s. and in $L^1(\mathbb{P}_z)$ , where
So there exists a non-negative random variable Y such that
Note that
The previous convergence can be written as
By (5.4),
and thus $Y=\beta W(\lambda,z)$ . By the dominated convergence theorem,
Theorem 1.3(i) of [Reference Ren, Song and Yang16] shows that $\mathbb{E}_x \exp\{{-}\beta e^{\gamma(\lambda)t} W(\lambda,x)\}$ , as a function of (t, x), is a solution of the following initial value problem:
Therefore, $\mathbf{u}(t,x)$ and $\mathbb{E}_x \exp\{{-}\beta e^{\gamma(\lambda)t} W(\lambda,x)\}$ are solutions of the above initial value problem. The uniqueness of solutions of initial value problems implies that (5.6) holds.
Now we consider the critical case. Recall that on the space–time half-plane $\{(y,t)\,: \, y\in\mathbb{R}, \, t\in\mathbb{R}^+ \}$ , the barrier $\Gamma^{(x,\nu)}$ is described by the line $y+\nu t=x$ for $x>0$ , and $C(x,\nu)$ is the random collection of particles stopped at the barrier. Define the barrier $\boldsymbol{\Gamma}^{({-}x,\lambda)}$ described by $y=h^{-1}({-}x-\gamma^{\prime}(\lambda)t)$ , and define $\mathbf{C}({-}x,\lambda)$ to be the random collection of particles hitting this barrier.
Define $\widetilde{C}(z,\nu^*)$ to be the set of particles that stopped at the barrier $\Gamma^{(z,\nu^*)}$ before meeting the barrier $\boldsymbol{\Gamma}^{({-}x,\lambda^*)}$ . Fix $x>0$ and $y>h^{-1}({-}x)$ . Define
Consider the sequence $\left\{V_{\widetilde{C}(z,v^*)}^x, z\geq y\right\}$ , where
Using similar arguments as in [Reference Kyprianou13, Theorem 15], we have following proposition.
Proposition 5.2. Let $\left\{\mathcal{F}_{\widetilde{C}(z,\nu^*)}\,:\, z\geq y \right\}$ be the natural filtration describing everything in the truncated branching tree up to the barrier $\Gamma^{(z,\nu^*)}$ . If $\mathbf{E}\big(L(\!\log^+L)^2\big)<+\infty$ , then $\left\{V_{\widetilde{C}(z,\nu^*)}^x, z\geq y\right\}$ is a $\mathbb{P}_y$ -martingale with respect to $\left\{\mathcal{F}_{\widetilde{C}(z,\nu^*)}, z\geq y\right\}$ , and $V_{\widetilde{C}(z,\nu^*)}^x$ converges $\mathbb{P}_y$ -a.s. and in $L^1(\mathbb{P}_y)$ to $V^x(\lambda^*)$ as $z\to\infty$ .
Proof. For $t>0$ , let
and
Define
A straightforward calculation, similar to the proof of [Reference Ren, Song and Yang16, Lemma 2.16], shows that
Since $\lim_{t\uparrow\infty} \big|\widetilde A_t(z,\nu^*)\big| = 0$ and $\lim_{t\uparrow\infty} \widetilde{C}_t(z,\nu^*) = \widetilde{C}(z,\nu^*)$ , letting $t\to\infty$ in (5.7), we have
By [Reference Ren, Song and Yang16, Theorem 4.2], $V_t^x(\lambda^*)$ converges to $V^x(\lambda^*)$ in $L^1(\mathbb{P}_y)$ as $t\to\infty$ . Thus $\mathbb{E}_y \big(V_t^x(\lambda^*) | \mathcal{F}_{\widetilde{C}(z,\nu^*)}\big)$ converges to $\mathbb{E}_y \big(V^x(\lambda^*) | \mathcal{F}_{\widetilde{C}(z,\nu^*)}\big)$ in $L^1(\mathbb{P}_y)$ . So
Letting $z\to\infty$ in (5.7), we get that $\mathbb{E}_y \big(V_t^x(\lambda^*) | \mathcal{F}_{\infty}\big) = V_t^x(\lambda^*)$ , where $\mathcal{F}_{\infty} = \sigma\big(\cup_{z\geq y} \mathcal{F}_{\widetilde{C}(z,\nu^*)} \big)$ . This implies that $V^x(\lambda^*)$ is $\mathcal{F}_{\infty}$ -measurable. Hence
This completes the proof.
Recall that the derivative martingale $\{\partial W_t(\lambda)_{t\geq 0}, \mathbb{P}_x\}$ is defined by (1.6). By [Reference Ren, Song and Yang16, Theorem 1.2], for any $|\lambda|\geq \lambda^*$ and $x\in\mathbb{R}$ , the limit $\partial W(\lambda,x) \,:\!=\, \lim_{t\uparrow\infty} \partial W_t(\lambda)$ exists $\mathbb{P}_x$ -a.s., and $\partial W(\lambda,x)\in(0,\infty)$ when $\lambda=\lambda^*$ and $\mathbf{E}\big(L(\!\log^+L)^2\big)<\infty$ .
Theorem 5.3. Suppose $\mathbf{E}\big(L(\!\log^+L)^2\big) < \infty$ . If $\mathbf{u}(t,x)$ is a pulsating traveling wave with speed $\nu^*$ , then there exists $\beta>0$ such that
Proof. From Proposition 5.2, we have
Notice that for fixed $x\geq 0$ ,
Therefore,
Let $\gamma^{({-}x,\lambda^*)}$ be the event that the BBMPE remains entirely to the right of $\boldsymbol{\Gamma}^{({-}x,\lambda^*)}$ . By (5.1) and $\nu^*=\gamma^{\prime}(\lambda^*)$ , we have $\inf_{t\geq 0} \{m_t + \gamma^{\prime}(\lambda^*)t \} > -\infty$ $\mathbb{P}_y$ -a.s. By the definition of $\boldsymbol{\Gamma}^{({-}x,\lambda^*)}$ , $\gamma^{({-}x,\lambda^*)} = \{\forall \, t\geq 0, m_t \geq h^{-1}({-}x-\gamma^{\prime}(\lambda^*)t) \}$ . Therefore
which implies that
Note that on the event $\gamma^{({-}x,\lambda^*)}$ , $V^x(\lambda^*) = \partial W(\lambda^*,y)$ $\mathbb{P}_y$ -a.s. and $Y_z^{({-}x,\lambda^*)} = Y_z$ , where $Y_z = \sum_{u\in C(z,\nu^*)} \delta_{\{X_u(\sigma_u) \}}$ . Thus it follows that under $\mathbb{P}_y$ ,
By (5.9),
So by the dominated convergence theorem and the asymptotic behavior (5.5),
Theorem 1.3(ii) of [Reference Ren, Song and Yang16] shows that $ \mathbb{E}_x \exp\!\left\{{-}\beta e^{\gamma(\lambda^*)t} \partial W(\lambda^*,x) \right\}$ , as a function of (t, x), is a solution of the following initial value problem:
Therefore, $\mathbf{u}(t,x)$ and $ \mathbb{E}_x \exp\!\left\{{-}\beta e^{\gamma(\lambda^*)t} \partial W(\lambda^*,x) \right\}$ are solutions of the above initial value problem. The uniqueness of solutions of initial value problems implies (5.8) holds.
Proof of Theorem 1.3. Combining Theorem 5.2, Theorem 5.3, and [Reference Ren, Song and Yang16, Theorem 1.3], we have Theorem 1.3.
A. Appendix
Lemma A.1. Let $\{f(B_{[0, t]}), t\geq 0\}$ be defined by (4.7). For any $0<s<t$ ,
where $\tau_{z}$ is defined by (4.3),
Proof. For any $s>0$ , we use $\theta_s$ to denote the shift operator. First note that
For I, we have
For II, we will prove that
which is equivalent to
Recall that
and $\tau_z(y+\nu^*s) = \tau_{z-\nu^*s}$ . For $0<s<t$ , we have on $\{s<\tau_z\}$
and
Using the Markov property of $\{B_t,t\geq 0\}$ and the fact that $\Big\{\Lambda_{t\wedge\tau_z}^{(y,\lambda^*)}>0\Big\}$ , we have the following:
By (2.11), we have the following:
where in the last equality we used (4.5) with T replaced by $-s$ , x replaced by $B_{s}$ , y replaced by $y+\nu^*s$ , t replaced by $t-s$ , and z replaced by $z-\nu^*s$ . Hence (A.3) holds. Combining (A.1), (A.2), and (A.3), we obtain
Acknowledgements
We thank the referee for very helpful comments on the first version of this paper.
Funding information
The research for this project was supported in part by the National Key R&D Program of China (No. 2020YFA0712902), by NSFC (Grant Nos. 12071011, 11731009, and 11931004), by LMEQF, and by the Simons Foundation (#429343, Renming Song).
Competing interests
There were no competing interests to declare which arose during the preparation or publication process for this article.