Velocity diagram of traveling waves
for discrete reaction-diffusion equations
Abstract:
We consider a discrete version of reaction-diffusion equations. A typical example is the fully overdamped Frenkel-Kontorova model, where the velocity is proportional to the force. We also introduce an additional exterior force denoted by . For general discrete and fully nonlinear dynamics, we study traveling waves of velocity depending on the parameter . Under certain assumptions, we show properties of the velocity diagram for . We show that the velocity is nondecreasing in in the bistable regime, with vertical branches for and for in the monostable regime.
AMS Classification: 35D40.
Keywords: Velocity diagram, traveling waves, degenerate monostable nonlinearity, bistable non-linearity, Frenkel-Kontorova model, viscosity solutions, Perron’s method.
1 Introduction
1.1 General motivation
Our initial motivation was to study the classical fully overdamped Frenkel-Kontorova model, which is a system of ordinary differential equations
(1.1) |
where denotes the position of a particle at time is the velocity of this particle. Here is the force created by a -periodic potential and represents the constant driving force. This kind of system can be, for instance, used as a model of the motion of a dislocation defect in a crystal (see the book of Braun and Kivshar [6]). This motion is described by particular solutions of the form
(1.2) |
with
Such a solution, is called a traveling wave solution and denotes its velocity of propagation. From (1.1) and (1.2), it is equivalent to look for solutions of
(1.3) |
with For such a model, and under certain conditions on we show the existence of traveling waves for each value of in an interval (see Theorem 1.1). We distinguish three ”phases”: for bistable nonlinearities, for positive monostable nonlinearity and for negative monostable nonlinearity. Those three phases match together in a unified picture that we call the velocity diagram. On Figure 2, the diagram shows the nondecreasing velocity function with respect to the driving force , with vertical branches for , and for . Here the critical velocities are limits in the monostable case of the velocities in the bistable cases
The goal of this paper is to show that such behaviour arises in a framework which is much more general than (1.3): the fully nonlinear framework. To this end, given a real function (whose properties will be specified later), we consider the following generalized equation with parameter
(1.4) |
where and for such that
(1.5) |
which does not restrict the generality. In (1.4), we are looking for both the profile and the velocity
Traveling waves were studied also for discrete bistable reaction-diffusion equations (see for instance [7, 11]). See also [1, 22] and the references therein. In the monostable case, we distinguish [21] (for nonlocal non-linearities with integer shifts) and [12, 23, 24, 25] (for problems with linear nonlocal part and with integer shifts also). See also [17] for particular monostable nonlinearities with irrational shifts. We also refer to [16, 8, 18, 9, 10, 19, 26] for different positive monostable nonlinearities. In the monostable case, we have to underline the work of Hudson and Zinner [21] (see also [26]), where they proved the existence of a branch of solutions for general Lipschitz nonlinearities (with possibly an infinite number of neighbors , and possibly types of different particles, while in our study) but with integer shifts However, they do not state the nonexistence of solutions for Their method of proof relies on an approximation of the equation on a bounded domain (applying Brouwer’s fixed point theorem) and an homotopy argument starting from a known solution. The full result is then obtained as the size of the domain goes to infinity. Here we underline that our results hold for the fully nonlinear case with real shifts
Several approaches were used to construct traveling waves for discrete monostable dynamics. We already described the homotopy method of Hudson and Zinner [21]. In a second approach, Chen and Guo [9] proved the existence of a solution starting from an approximated problem. They constructed a fixed point solution of an integral reformulation (approximated on a bounded domain) using the monotone iteration method (with sub and supersolutions). This approach was also used to get the existence of a solution in [15, 10, 17, 18]. A third approach based on recursive method for monotone discrete in time dynamical systems was used by Weinberger et al. [23, 24]. See also [25], where this method is used to solve problems with a linear nonlocal part. In a fourth approach [16], Guo and Hamel used global space-time sub and supersolutions to prove the existence of a solution for periodic monostable equations.
There is also a wide literature about the uniqueness and the asymptotics at infinity of a solution for a monostable non-linearities, see for instance [8, 20] (for a degenerate case), [9, 10] and the references therein. Let us also mention that certain delayed reaction diffusion equations with some KPP-Fisher non-linearities do not admit traveling waves (see for example [15, 26]).
Finally, we mention that our method opens new possibilities to be adapted to more general problems.
For example, we can think to adapt our
approach to a case with possibly types of different particles similar to [14]. The case with an infinite number of neighbors could be also studied. We can also think to study fully nonlinear parabolic equations.
The present work has been already announced in a preprint [2] that was accessible since 2014 and also in the PhD thesis in 2014 of the first author. Unfortunately, the life conditions of the two authors did not permit the submission to publication of the manuscript. The present paper corresponds to parts I and II of [2]. Part III of [2] will be presented in another work [3], where we study the general Lipschitz monostable cases which can no longer be seen as a limit case of the bistable case.
Notice also that part of our work can be seen as an extension to Lipschitz discrete dynamics of some results that hold true for classical reaction diffusion equations (see [4]).
1.2 Main results
In this subsection, we consider equation (1.4) with a constant parameter and We are interested in the velocities associated to (that we call roughly speaking the “velocity function”).
For belonging to some interval we prove the existence of a traveling wave and we study the variation of its velocity with respect to
Let with and assume that the function satisfies:
Assumption :
- Regularity:
-
is globally Lipschitz continuous over and over a neighborhood in of the two intervals and
- Monotonicity:
-
is non-decreasing w.r.t. each for
- Periodicity:
-
for every
Notice that, since is periodic in direction, then is over a neighborhood of
Assumption :
Define such that:
- Bistability:
-
and there exists such that

See Figure 1 for an example of satisfying Notice that assumptions and holds true in particular for the Frenkel-Kontorova model (1.1).
Theorem 1.1
(Velocity diagram for traveling waves)
Under assumptions and
define as
Associate for each the (unique) solutions and of Then consider the following equation
(1.6) |
- Bistable case: traveling waves for
We have
-
(Existence of a traveling wave)
For any there exists a unique real such that there exists a function solution of (1.6) in the viscosity sense. -
(Continuity and monotonicity of the velocity function)
The mapis continuous on and there exists a constant such that the function is non-decreasing and satisfies
in the viscosity sense. In addition, there exist real numbers such that
Moreover, either or
- Monostable cases: vertical branches for
We have
-
(Existence of traveling waves for when )
Let then for every there exists a traveling wave solution of(1.7) Moreover, for any there is no solution of (1.7).
-
(Existence of traveling waves for when )
Let then for every there exists a traveling wave solution of(1.8) Moreover, for any there is no solution of (1.8).
We have to mention that Theorem 1.1- is already proved in [1] (see [1, Proposition 2.3]).
Hence our contribution consists in the remaining parts of theorem. The originality of our work is probably more in the statement of the theorem than in the proof itself.

Notice that there are no monotone traveling waves solutions for because there are no solutions of in that case.
Notice also that from Proposition 6.1 in the Appendix, we know that for the Frenkel-Kontorova model (1.1), we have and , and Figure 2 illustrates the velocity diagram. Moreover for this particular model the velocity function has a plateau at the level in particular if . Another example where the velocity is is in the special case where and . This last example is also a situation where the traveling waves are discontinuous, constant on some half lines, and not unique (even up to translations), while we have uniqueness of the velocity for . This example also shows that the strong maximum principle may not hold in our general setting.
Notice also that when , then the solutions are classical, i.e. satisfy . On the contrary, when , the profile may be discontinuous, as we have seen. Indeed, the notion of viscosity solution can be used for any value of . It has also be seen in [1], that for monotone profiles , there is equivalence to be a viscosity solution and to be a solution almost everywhere.
Open question:
For a general what is the precise behavior of the function close to the boundary of the plateau (when it does exist) and close to and
As a notation, we set for a general function :
and we define
(1.9) |
In the rest of the paper, we will use the notation introduced in Theorem 1.1.
1.3 Organization of the paper
In Section 2, we give/recall some results concerning viscosity solutions and stability of solutions that will be useful in the next sections. In Section 3, we show that for large velocities , we have existence of traveling waves for the parameter (and also give a similar result for ). In Section 4, we study the properties of the velocity function for the range . We also use the monotonicity of the velocity function to define the limits of the velocities for the values . In Section 5, we show that there are no traveling waves for and , and construct a branch of traveling waves for each velocity for . We get a similar result for . Finally at the end of Section 5, we give the proof of Theorem 1.1, as a corollary of all the previous results.
2 Useful results
We recall here some useful results. Some of these results are contained in [1].
We first recall the notion of viscosity solutions that we use in this work. To this end, we recall that the upper and lower semi-continuous envelopes, and of a locally bounded function are defined as
and that is upper semi-continuous if and only if (and similarly is lower semi-continuous if and only if ).
Definition 2.1
(Viscosity solution)
Let (or and ) and be a locally bounded function, and defined on .
-
-
The function is a subsolution (resp. a supersolution) on of
(2.1) if is upper semi-continuous (resp. lower semi-continuous) and if for all test function such that attains a local maximum (resp. a local minimum) at we have
-
-
A function is a viscosity solution of (2.1) on if is a subsolution and is a supersolution on
Next, we state Perron’s method to construct solutions.
Proposition 2.2
(Perron’s method ([13, Proposition ]))
Let and and be a function satisfying . Let and defined on satisfying
such that and are respectively a sub and a supersolution of (2.1) on Let be the set of all functions such that over with supersolution of (2.1) on For every let
Then is a viscosity solution of (2.1) over satisfying over
The following result is important and meaningful in our work.
Lemma 2.3
(Equivalence between viscosity and a.e. solutions, [1, Lemma ])
Let satisfying assumption . Let be a non-decreasing function. Then is a viscosity solution of
if and only if is an almost everywhere solution of the same equation.
Having this result in hands, we have the following useful criterion to pass to the limit.
Proposition 2.4
(Stability by passage to the limit)
Let satisfying assumption . Given , let be a non-decreasing viscosity solution of
satisfying the bounds
Then up to a subsequence, we have
and is a viscosity solution of
Proof of Proposition 2.4
The existence of a subsequence converging almost everywhere follows from classical Helly’s theorem for monotone functions.
The remaining part of the argument follows from the equivalence between viscosity solutions and almost everywhere solutions when .
In the case , we get bounds on , and the result follows for instance from the classical stability of viscosity solutions
(or also by a direct argument for ODEs).
3 Vertical branches for large velocities
In this section, we want to build traveling waves for large velocities in the case . To this end, we focus on the case (and we will see later that the case is similar). To simplify the presentation, we assume (without loss of generality) that
which means under assumptions and that
For , we now want to study solutions of the equation
(3.1) |
and show the existence of solutions for large enough.
To this end, we first need the following definition
Given a general supersolution , it may be difficult to build a solution of (3.1) if vanishes on a left half line , which may happen when we do not have strong maximum principle (which is not assumed to hold for general as considered here). On the contrary, when is positive, we have the following useful result.
Proposition 3.2
Proof of Proposition 3.2
Up to translation, we can assume that . We will construct a solution using Perron’s method.
Step : construction of a subsolution
Consider the constant function with small enough fixed. Then
Hence is a subsolution of
(3.2) |
Step : construction of solution on a half line
Since and is non-decreasing and positive,
then for fixed, we can define such that
Then using Perron’s method (Proposition 2.2), there exists a solution of (3.2) on such that
Step : is non-decreasing on
Define for the function
Clearly, since for all and we get for all On the other hand, for all is a solution of (3.2) over
then is supersolution of (3.2) over (as it is classical for viscosity solutions). Moreover, we have on .
Now because itself is defined in Perron’s method as an infimum over all supersolutions above , we deduce that
while we have the reverse inequality by definition of . Hence we get
which shows that is non-decreasing over .
Step : passing to the limit
Since is a non-decreasing solution on
then has to solve . Moreover we have over , and we conclude that
Now from the fact that , we deduce that there exists such that
Moreover, because , we deduce that
Then we can shift , defining
which satisfies
and is a solution of the equation on with
Using the stability of solutions (Proposition 2.4), we deduce that we can pass to the limit of (with at least convergence almost everywhere), and that the limit is still a solution, i.e. satisfies
which implies that
This shows that is a solution of (3.1) and ends the proof of the proposition.
Corollary 3.3
Proof of Corollary 3.3
We simply notice that for , from the monotonicity of , we deduce in the sense of viscosity
Because is a positive supersolution for the velocity , we deduce from Proposition 3.2 that there exists a solution for the velocity . This ends the proof of the corollary.
Proposition 3.4
(Existence of traveling waves for )
Consider a function satisfying and and assume that .
Then there exists some large enough such that for any , there exists some traveling wave solution of (3.1) with velocity .
Proof of Proposition 3.4
Step 1: preliminary
In order to build a solution for large velocity of
(3.3) |
it is convenient to set
where we now look for some solution of
(3.4) |
Then it is natural to look for the unique solution of the associated ODE
which satisfies
We now consider
and want to show below that for large enough, and small enough, the function is a supersolution of (3.4).
Step : estimate on
Recall that and then that . We have
and (at least almost everywhere, and indeed everywhere except at where )
ie
which implies
and then
Step : checking that is a supersolution for large enough
We deduce that
Because of the monotonicities of and the fact that is Lipschitz continuous, we deduce that there exists a constant such that
Now
which shows that
We now claim that
for small enough and large enough. Indeed, for small enough, we can insure
and then
which gives
This finally implies that
ie that is a supersolution.
Step : Conclusion
We now see that defined by
is a positive supersolution of the original equation (3.3) for the velocity . Hence we can apply Proposition 3.1
which shows the existence of a traveling wave for the velocity .
This ends the proof of the proposition.
Corollary 3.5
(Existence of traveling waves for large negative )
Consider a function satisfying and and assume that .
Then there exists some large enough such that for any , there exists some traveling wave solution of (1.8) with velocity .
Proof of Corollary 3.5
The result follows from the fact that is a solution of
if and only if
is a solution of
with
This implies in particular that
and still satisfies conditions and with replaced by . Hence we can apply Proposition 3.4 which leads to the result.
This ends the proof of the corollary.
4 Traveling waves for and properties of the velocity
In this section, we consider equation (1.6), namely
(4.1) |
We start with the following statement about existence of traveling waves for and uniqueness of the velocity. This is a reformulation of Theorem 1.1 i) above.
Proposition 4.1
The remaining of this section is devoted to show some properties on the velocity function .
In general we do not have sufficient regularity/assumptions in order to be able to compare the traveling waves (because we do not have strong comparison principle here). Still we now show that we can compare the velocities.
Proposition 4.2
Proof of Proposition 4.2
Recall that is a solution of
if and only if
solves the evolution equation
The key point is that for this evolution equation, we always have a comparison principle under assumption (see [13, Propositions 2.5 and 2.6]).
Now because of assumption , we have for the subsolution and the supersolution
and then up to translate for some
we can insure
Setting
we see that we can apply the comparison principle to the subsolution and the supersolution which are comparable at the initial time . This implies that
Then the fact that
implies the ordering of the velocities
This ends the proof of the proposition.
Corollary 4.3
Proof of Corollary 4.3
The monotonicity of the velocities follows immediately from Proposition 4.2. This allows to define the limits which satisfy
Let us show that is finite. From Proposition 3.4, we know that for , there exists a solution for large enough. Then the comparison of the velocities (Proposition 4.2) again gives for each
This implies
and shows the finitness of . The proof of the finitness of is similar. This ends the proof of the corollary.
In order to go further and show the continuity of the velocity function , we need a further ingredient that was also used in the proof of Proposition 4.1 to show the uniqueness of the velocity. This is the following comparison principle at infinity.
Lemma 4.4
(Comparison principle at infinity; Theorem 4.1 and Corrollary 4.2 in [1])
Assume that satisfies and let and any .
i) (Comparison on )
Let us consider be respectively a subsolution and a supersolution of the equation
Then there exists some such that if
then
implies the comparison
ii) (Comparison on )
Let us consider be respectively a subsolution and a supersolution of the equation
Then there exists some such that if
then
implies the comparison
Proposition 4.5
Proof of Proposition 4.5
Let and a sequence , such that
and let
Let and be solutions of (4.1) respectively for the parameters and , given by Proposition 4.1. Up to extract a subsequence, assume that
We already know that and want to show that .
Case :
Then up to shift , we can assume that
and then, up to extract a subsequence, we can assume that converges (at least almost everywhere) to some function which satisfies by stability (Proposition 2.4)
which implies
Hence is a subsolution of the equation satisfied by for . Then using the comparison at infinity (Lemma 4.4), we see that up to shift , we can insure that
Now, as in the proof of Proposition 4.2, the comparison principle for the evolution equation shows that
which implies
which is a contradiction.
Case :
The reasoning is similar to the previous case.
Here, up to shift , we can now assume that
and then, up to extract a subsequence, we can assume that converges (at least almost everywhere) to some function which satisfies by stability (Proposition 2.4)
which implies
Hence is a supersolution of the equation satisfied by for . Again using the comparison at infinity (Lemma 4.4), we see that up to shift , we can insure that
Now, as in the proof of Proposition 4.2, the comparison principle for the evolution equation shows that
which implies
which is a contradiction.
Conclusion
We deduce that and this shows the continuity of the velocity function. This ends the proof of the proposition.
Lemma 4.6
(Strict monotonicity)
Assume that satisfies and . Then there exists a constant such that the velocity satisfies
(4.2) |
in the viscosity sense.
Proof of Lemma 4.6
Because of the global Lipschitz continuity and periodicity of (by assumption ), we know that there exists a constant such that we have the following useful bound
for any monotone function satisfying and uniformly in .
Now let with . Let and be solutions of (4.1) respectively for the parameters and , given by Proposition 4.1, with for .
Case
Because we have
we deduce that
This implies that
This means that is a subsolution of the equation satisfied by for . Up to shift , we can assume that
and then, again, the comparison principle for the evolution equation implies that
We deduce that
ie
(4.3) |
Now letting or , and using the continuity of , we deduce in the viscosity sense that
Case
We proceed similarly for and get the inequality on .
Conclusion
Finally, the monotonicity of implies that the desired inequality (4.2) holds true on the whole interval . This ends the proof of the proposition.
5 Vertical branches: filling the gaps and proof of Theorem 1.1
In this section, we focus on the study of solutions of (1.7), namely
(5.1) |
and the situation will be similar for . Finally, at the end of this section we will be in position to give a proof of Theorem 1.1.
Lemma 5.1
Proof of Lemma 5.1
We do the proof for equation (5.1) (the proof is similar for (1.8)).
Let be a solution of (5.1) for parameter .
From Proposition 4.1, it is known that for any , there exists a solution of equation (4.1) with parameter .
Moreover the comparison of the velocities (Proposition 4.2) implies that
This implies that
which implies the result. This ends the proof of the Lemma.
Lemma 5.2
Proof of Lemma 5.2
Assume that and let us prove the existence of a solution of (5.1) for (proving the existence of solution of (1.8) for in the case is treated similarly). The goal is to get a solution as a limit of the profiles as recalling that
Consider and let be a solution of (4.1) given by Proposition 4.1, namely
(5.2) |
Up to shift , we can assume that
(5.3) |
Passing to the limit , we get the convergence (at least almost everywhere) of to some profile . Then by stability (Proposition 2.4), we get that solves
(5.4) |
which implies that
This shows that is a desired profile with velocity . This ends the proof.
In order to prove the existence of full vertical branches for (or ) as in Proposition 5.4 below, it is natural to think to use Corollary 3.3 which build a branch of solutions starting from a positive supersolution. This works well for instance if we know that for the velocity , there exists a positive profile . The difficulty is that we have no strong maximum principle in our general setting, and then we can not assume that such profile is positive. Still we will construct a vertical branch of solutions for , but we need the following result.
Lemma 5.3
(Existence of a hull function ([13, Theorem 1.5 and Theorem 1.6, a1,a2]))
Assume that satisfies and let and There exists a unique real such that there exists a locally bounded function satisfying (in the viscosity sense):
Moreover, there exists a constant independent on and such that
and the function
is continuous nondecreasing with
Then we have
Proposition 5.4
Proof of Proposition 5.4
Step 1: preliminary
From the properties of , we deduce that for any velocity , there exists a suitable such that
Then defining the function as
where , we see that it satisfies
(5.5) |
We will build a branch of solutions for (the proof is similar for ).
Step 2: passing to the limit
Let us now consider the case of a fixed velocity
Recall that in both cases and , we know that is an almost everywhere solution of (5.5). Hence we can integrate it for instance on the interval , and from the periodicity and Lipschitz properties of deduce that
where is independent on . Up to translate the profile , we can also assume that
Then we can pass to the limit , and get the convergence , at least almost everywhere (and indeed everywhere if ) and the convergence
which satisfy
Passing to the limit , we get that
which forces and
Step 3: conclusion
Assume by contradiction that
Then the comparison of velocities (Proposition 4.2) implies that
which leads to a contradiction. We deduce that
and then is a solution of (5.1). This provides the existence of a profile for any velocity .
This ends the proof of the proposition.
Remark 5.5
As a corollary of the previous results, we now get the proof of Theorem 1.1.
Proof of Theorem 1.1
Step 1: Proof of Theorem 1.1 1) i)
This part of the result follows from Proposition 4.1 which provides existence of a solution with a unique velocity for the range .
Step 2: Proof of Theorem 1.1 1) ii)
The bound from below
follows from Lemma 4.6 on the strict monotonicity of the velocity. The velocities are defined in Corollary 4.3 by
We deduce that if of , then we have
and then
6 Appendix: example of discontinuous viscosity solutions
We give in this section an example of a discontinuous viscosity solution.
Proposition 6.1
(Discontinuous viscosity solution for the classical Frenkel-Kontorova model)
Consider and let be a solution of
(6.1) |
i) (Sign of the critical velocities)
Then and .
ii) (Discontinuous solution for large )
Moreover, if and then and
Proof of Proposition 6.1
Step 1: proof of i)
Clearly, we have . Let and let us show that
In this case, we can moreover assume that a solution of (6.1) satisfies
Integrating over the real line the equation
we get that
Since on if then
Then the equation itself implies that (because a.e.)
(6.2) |
Because is monotone non-decreasing, up to translation, we have
This leads to a contradiction with (6.2), and shows that . Similarly, we get .
Step 2: proof of ii)
Let and let us show that
For the convenience of the reader we give the proof of this result (which is basically contained in Theorem in Carpio et al. [7]).
Assume to the contrary that .
Notice that because is non-decreasing and we deduce that
Define now
Assume by contradiction that . Then we deduce that
where the strict inequalities follow from
But which implies that changes sign. Contradiction. Therefore , which also implies that
This ends the proof of the proposition.
Acknowledgments
The first author would like to thank the Lebanese National Council for Scientific Research (CNRS-L) and the Campus France (EGIDE earlier) for supporting him. He also want to thank professor R. Talhouk and the Lebanese university. The last author was also partially supported by the contract ERC ReaDi 321186. Finally, this work was partially supported by ANR HJNet (ANR-12-BS01-0008-01) and by ANR-12-BLAN-WKBHJ: Weak KAM beyond Hamilton-Jacobi.
There are no other funding. This work has been done in collaboration. There is no conflict of interest.
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