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Velocity diagram of traveling waves
for discrete reaction-diffusion equations

M. Al Haj111Lebanese University, Faculty of Science (section 5), Nabatiye 1700 Lebanon.
E-mail: [email protected]
   R. Monneau222CERMICS, Université Paris-Est, Ecole des Ponts ParisTech, 6-8 avenue Blaise Pascal, 77455 Marne-la-Vallée Cedex 2, France; et CEREMADE, Université Paris-Dauphine, Place du Maréchal De Lattre De Tassigny, 75775 Paris Cedex 16, France.

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 σ\sigma. For general discrete and fully nonlinear dynamics, we study traveling waves of velocity c=c(σ)c=c(\sigma) depending on the parameter σ\sigma. Under certain assumptions, we show properties of the velocity diagram c(σ)c(\sigma) for σ[σ,σ+]\sigma\in[\sigma^{-},\sigma^{+}]. We show that the velocity cc is nondecreasing in σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}) in the bistable regime, with vertical branches cc+c\geq c^{+} for σ=σ+\sigma=\sigma^{+} and ccc\leq c^{-} for σ=σ\sigma=\sigma^{-} 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) dXidt=Xi+12Xi+Xi1+f(Xi)+σwithf(x)=βcos(2πx),β>0\frac{dX_{i}}{dt}=X_{i+1}-2X_{i}+X_{i-1}+f(X_{i})+\sigma\quad\mbox{with}\quad f(x)=-\beta\cos(2\pi x),\quad\beta>0

where Xi(t)X_{i}(t)\in{\mathbb{R}} denotes the position of a particle ii\in{\mathbb{Z}} at time t,t, dXidt\displaystyle\frac{dX_{i}}{dt} is the velocity of this particle. Here ff is the force created by a 11-periodic potential and σ\sigma 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) Xi(t)=ϕ(i+ct)X_{i}(t)=\phi(i+ct)

with

ϕ0 and ϕ is bounded.\phi^{\prime}\geq 0\quad\mbox{ and }\quad\phi\ \mbox{ is bounded}.

Such a solution, ϕ,\phi, is called a traveling wave solution and cc denotes its velocity of propagation. From (1.1) and (1.2), it is equivalent to look for solutions ϕ\phi of

(1.3) cϕ(z)=ϕ(z+1)2ϕ(z)+ϕ(z1)+f(ϕ(z))+σc\phi^{\prime}(z)=\phi(z+1)-2\phi(z)+\phi(z-1)+f(\phi(z))+\sigma

with z=i+ct.z=i+ct. For such a model, and under certain conditions on f,f, we show the existence of traveling waves for each value of σ\sigma in an interval [σ,σ+][\sigma^{-},\sigma^{+}] (see Theorem 1.1). We distinguish three ”phases”: σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}) for bistable nonlinearities, σ=σ+\sigma=\sigma^{+} for positive monostable nonlinearity and σ=σ\sigma=\sigma^{-} 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 c=c(σ)c=c(\sigma) with respect to the driving force σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}), with vertical branches cc+\displaystyle c\geq c^{+} for σ=σ\sigma=\sigma^{-}, and cc\displaystyle c\leq c^{-} for σ=σ+\sigma=\sigma^{+}. Here the critical velocities c+,cc^{+},c^{-} are limits in the monostable case of the velocities in the bistable cases

c+:=limσ+>σσ+c(σ),c:=limσ<σσc(σ)c^{+}:=\lim_{\sigma^{+}>\sigma\to\sigma^{+}}c(\sigma),\quad c^{-}:=\lim_{\sigma^{-}<\sigma\to\sigma^{-}}c(\sigma)

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 FF (whose properties will be specified later), we consider the following generalized equation with parameter σ\sigma\in{\mathbb{R}}

(1.4) cϕ(z)=F(ϕ(z+r0),ϕ(z+r1),,ϕ(z+rN))+σ,c\phi^{\prime}(z)=F(\phi(z+r_{0}),\phi(z+r_{1}),...,\phi(z+r_{N}))+\sigma,

where N0N\geq 0 and rir_{i}\in{\mathbb{R}} for i=0,,Ni=0,...,N such that

(1.5) r0=0andrirj if ij,r_{0}=0\quad\mbox{and}\quad r_{i}\neq r_{j}\ \mbox{ if }\ i\neq j,

which does not restrict the generality. In (1.4), we are looking for both the profile ϕ\phi and the velocity c.c.

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 ccc\geq c^{*} for general Lipschitz nonlinearities (with possibly an infinite number of neighbors N=+N=+\infty, and possibly pp types of different particles, while p=1p=1 in our study) but with integer shifts ri.r_{i}\in{\mathbb{Z}}. However, they do not state the nonexistence of solutions for c<c.c<c^{*}. 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 ri.r_{i}\in{\mathbb{R}}.

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 pp types of different particles similar to [14]. The case with an infinite number of neighbors N=+N=+\infty 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 σ\sigma\in{\mathbb{R}} and F:N+1.F:{\mathbb{R}}^{N+1}\to{\mathbb{R}}. We are interested in the velocities cc associated to σ\sigma (that we call roughly speaking the “velocity function”).

For σ\sigma belonging to some interval [σ,σ+],[\sigma^{-},\sigma^{+}], we prove the existence of a traveling wave and we study the variation of its velocity cc with respect to σ.\sigma.

Let E=(1,,1),Θ=(θ,,θ)N+1E=(1,...,1),\ \Theta=(\theta,...,\theta)\in{\mathbb{R}}^{N+1} with θ(0,1)\theta\in(0,1) and assume that the function FF satisfies:

Assumption (A~C𝟏)\boldsymbol{(\tilde{A}_{C^{1}})}:

 Regularity:

FF is globally Lipschitz continuous over N+1{\mathbb{R}}^{N+1} and C1C^{1} over a neighborhood in N+1{\mathbb{R}}^{N+1} of the two intervals ]0,Θ[]0,\Theta[ and ]Θ,E[.]\Theta,E[.

 Monotonicity:

F(X0,,XN)F(X_{0},...,X_{N}) is non-decreasing w.r.t. each XiX_{i} for i0.i\neq 0.

 Periodicity:

F(X0+1,,XN+1)=F(X0,,XN)F(X_{0}+1,...,X_{N}+1)=F(X_{0},...,X_{N}) for every X=(X0,,XN)N+1.X=(X_{0},...,X_{N})\in{\mathbb{R}}^{N+1}.

Notice that, since FF is periodic in EE direction, then FF is C1C^{1} over a neighborhood of E\(EΘ).{\mathbb{R}}E\backslash({\mathbb{Z}}E\ \cup\ {\mathbb{Z}}\Theta).

Assumption (B~C𝟏)\boldsymbol{(\tilde{B}_{C^{1}})}:
Define f(v)=F(v,,v)f(v)=F(v,...,v) such that:

 Bistability:

f(0)=f(1)f(0)=f(1) and there exists θ(0,1)\theta\in(0,1) such that

{f>0on(0,θ)f<0on(θ,1)\left\{\begin{aligned} &f^{\prime}>0\quad\mbox{on}\quad(0,\theta)\\ &f^{\prime}<0\quad\mbox{on}\quad(\theta,1)\\ \end{aligned}\right.
Refer to caption
Figure 1: Bistable nonlinearity ff

See Figure 1 for an example of ff satisfying (B~C1).(\tilde{B}_{C^{1}}). Notice that assumptions (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)({\tilde{B}}_{C^{1}}) holds true in particular for the Frenkel-Kontorova model (1.1).

Theorem 1.1

(Velocity diagram for traveling waves)
Under assumptions (A~C1)(\tilde{A}_{C^{1}}) and (B~C1),({\tilde{B}}_{C^{1}}), define σ±\sigma^{\pm} as

{σ+=minfσ=maxf.\left\{\begin{aligned} &\sigma^{+}=-\min f\\ &\sigma^{-}=-\max f.\end{aligned}\right.

Associate for each σ[σ,σ+]\sigma\in[\sigma^{-},\sigma^{+}] the (unique) solutions mσ[θ1,0]m_{\sigma}\in[\theta-1,0] and bσ[0,θ]b_{\sigma}\in[0,\theta] of f(s)+σ=0.f(s)+\sigma=0. Then consider the following equation

(1.6) {cϕ(z)=F(ϕ(z+r0),ϕ(z+r1),,ϕ(z+rN))+σonϕ is non-decreasing over ϕ()=mσandϕ(+)=mσ+1,\left\{\begin{aligned} &c\phi^{\prime}(z)=F(\phi(z+r_{0}),\phi(z+r_{1}),...,\phi(z+r_{N}))+\sigma\quad\mbox{on}\quad{\mathbb{R}}\\ &\phi\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\phi(-\infty)=m_{\sigma}\quad\mbox{and}\quad\phi(+\infty)=m_{\sigma}+1,\end{aligned}\right.

11- Bistable case: traveling waves for σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+})
We have

  •   (i)(i)

    (Existence of a traveling wave)
    For any σ(σ,σ+),\sigma\in(\sigma^{-},\sigma^{+}), there exists a unique real c:=c(σ),c:=c(\sigma), such that there exists a function ϕσ:\phi_{\sigma}:{\mathbb{R}}\to{\mathbb{R}} solution of (1.6) in the viscosity sense.

  •   (ii)(ii)

    (Continuity and monotonicity of the velocity function)
    The map

    σc(σ)\sigma\mapsto c(\sigma)

    is continuous on (σ,σ+)(\sigma^{-},\sigma^{+}) and there exists a constant K>0K>0 such that the function c(σ)c(\sigma) is non-decreasing and satisfies

    dcdσK|c|on (σ,σ+)\frac{dc}{d\sigma}\geq K|c|\quad\mbox{on }\ (\sigma^{-},\sigma^{+})

    in the viscosity sense. In addition, there exist real numbers cc+c^{-}\leq c^{+} such that

    limσ<σσc(σ)=candlimσ+>σσ+c(σ)=c+.\lim_{\sigma^{-}<\sigma\to\sigma^{-}}c(\sigma)=c^{-}\quad\mbox{and}\quad\lim_{\sigma^{+}>\sigma\to\sigma^{+}}c(\sigma)=c^{+}.

    Moreover, either c=0=c+c^{-}=0=c^{+} or c<c+.c^{-}<c^{+}.

22- Monostable cases: vertical branches for σ=σ±\sigma=\sigma^{\pm}
We have

  •   (i)(i)

    (Existence of traveling waves for cc+c\geq c^{+} when σ=σ+\sigma=\sigma^{+})
    Let σ=σ+,\sigma=\sigma^{+}, then for every cc+c\geq c^{+} there exists a traveling wave ϕ\phi solution of

    (1.7) {cϕ(z)=F(ϕ(z+r0),ϕ(z+r1),,ϕ(z+rN))+σ+onϕ is non-decreasing over ϕ()=0=mσ+andϕ(+)=1.\left\{\begin{aligned} &c\phi^{\prime}(z)=F(\phi(z+r_{0}),\phi(z+r_{1}),...,\phi(z+r_{N}))+\sigma^{+}\quad\mbox{on}\quad{\mathbb{R}}\\ &\phi\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\phi(-\infty)=0=m_{\sigma^{+}}\quad\mbox{and}\quad\phi(+\infty)=1.\end{aligned}\right.

    Moreover, for any c<c+,c<c^{+}, there is no solution ϕ\phi of (1.7).

  •   (ii)(ii)

    (Existence of traveling waves for ccc\leq c^{-} when σ=σ\sigma=\sigma^{-})
    Let σ=σ,\sigma=\sigma^{-}, then for every cc,c\leq c^{-}, there exists a traveling wave ϕ\phi solution of

    (1.8) {cϕ(z)=F(ϕ(z+r0),ϕ(z+r1),,ϕ(z+rN))+σonϕ is non-decreasing over ϕ()=θ1=mσandϕ(+)=θ.\left\{\begin{aligned} &c\phi^{\prime}(z)=F(\phi(z+r_{0}),\phi(z+r_{1}),...,\phi(z+r_{N}))+\sigma^{-}\quad\mbox{on}\quad{\mathbb{R}}\\ &\phi\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\phi(-\infty)=\theta-1=m_{\sigma^{-}}\quad\mbox{and}\quad\phi(+\infty)=\theta.\end{aligned}\right.

    Moreover, for any c>c,c>c^{-}, there is no solution ϕ\phi of (1.8).

We have to mention that Theorem 1.1-11 (i)(i) 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.

Refer to caption
Figure 2: Schematic velocity diagram: the velocity function c(σ)c(\sigma) with vertical branches at σ=σ±.\sigma=\sigma^{\pm}.

Notice that there are no monotone traveling waves solutions for σ[σ,σ+]\sigma\not\in[\sigma_{-},\sigma_{+}] because there are no solutions of f()+σ=0f(\cdot)+\sigma=0 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 σ±=±β\sigma^{\pm}=\pm\beta and c+>0>cc^{+}>0>c^{-}, and Figure 2 illustrates the velocity diagram. Moreover for this particular model the velocity function c(σ)c(\sigma) has a plateau at the level c=0c=0 in particular if |σ|<β1|\sigma|<\beta-1. Another example where the velocity is c=0c=0 is in the special case where F(X0,,XN)=f(X0)F(X_{0},\dots,X_{N})=f(X_{0}) and σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}). 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 c=0c=0 for σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}). This example also shows that the strong maximum principle may not hold in our general setting.

Notice also that when c0c\not=0, then the solutions ϕ\phi are classical, i.e. satisfy ϕC1,1\phi\in C^{1,1}. On the contrary, when c=0c=0, the profile ϕ\phi may be discontinuous, as we have seen. Indeed, the notion of viscosity solution can be used for any value of cc\in{\mathbb{R}}. It has also be seen in [1], that for monotone profiles ϕ\phi, there is equivalence to be a viscosity solution and to be a solution almost everywhere.

In view of Theorem 1.1, we can ask the following (see also [7]):

Open question:
For a general F,F, what is the precise behavior of the function c(σ)c(\sigma) close to the boundary of the plateau c=0c=0 (when it does exist) and close to σ+\sigma^{+} and σ?\sigma^{-}?

As a notation, we set for a general function hh:

F((h(z+ri))i=0,,N)=F(h(z+r0),h(z+r1),,h(z+rN))F((h(z+r_{i}))_{i=0,...,N})=F(h(z+r_{0}),h(z+r_{1}),...,h(z+r_{N}))

and we define

(1.9) r=maxi=0,,N|ri|.r^{*}=\max_{i=0,...,N}|r_{i}|.

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 c>>1c>>1, we have existence of traveling waves for the parameter σ=σ+\sigma=\sigma^{+} (and also give a similar result for σ=σ\sigma=\sigma^{-}). In Section 4, we study the properties of the velocity function σc(σ)\sigma\mapsto c(\sigma) for the range σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}). We also use the monotonicity of the velocity function c(σ)c(\sigma) to define the limits c±c^{\pm} of the velocities for the values σ=σ±\sigma=\sigma^{\pm}. In Section 5, we show that there are no traveling waves for c<c+c<c^{+} and σ=σ+\sigma=\sigma^{+}, and construct a branch of traveling waves for each velocity cc+c\geq c^{+} for σ=σ+\sigma=\sigma^{+}. We get a similar result for σ=σ\sigma=\sigma^{-}. 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, uu^{*} and u,u_{*}, of a locally bounded function uu are defined as

u(y)=lim supxyu(x)andu(y)=lim infxyu(x).u^{*}(y)=\limsup_{x\rightarrow y}u(x)\quad\mbox{and}\quad u_{*}(y)=\liminf_{x\rightarrow y}u(x).

and that uu is upper semi-continuous if and only if u=uu=u^{*} (and similarly uu is lower semi-continuous if and only if u=uu=u_{*}).

Definition 2.1

(Viscosity solution)
Let I=I=I=I^{\prime}={\mathbb{R}} (or I=(r,+)I=(-r^{*},+\infty) and I=(0,+)I^{\prime}=(0,+\infty)) and u:Iu:I\rightarrow{\mathbb{R}} be a locally bounded function, cc\in{\mathbb{R}} and FF defined on N+1{\mathbb{R}}^{N+1}.

  • -

    The function uu is a subsolution (resp. a supersolution) on II^{\prime} of

    (2.1) cu(x)=F((u(x+ri))i=0,,N)+σ,cu^{\prime}(x)=F((u(x+r_{i}))_{i=0,...,N})+\sigma,

    if uu is upper semi-continuous (resp. lower semi-continuous) and if for all test function ψC1(I)\psi\in C^{1}(I) such that uψu-\psi attains a local maximum (resp. a local minimum) at xI,x^{*}\in I^{\prime}, we have

    cψ(x)F((u(x+ri))i=0,,N)+σ (resp. cψ(x)F((u(x+ri))i=0,,N)+σ).c\psi^{\prime}(x^{*})\leq F((u(x^{*}+r_{i}))_{i=0,...,N})+\sigma\mbox{\quad\Big{(}resp. }c\psi^{\prime}(x^{*})\geq F((u(x^{*}+r_{i}))_{i=0,...,N})+\sigma\Big{)}.
  • -

    A function uu is a viscosity solution of (2.1) on II^{\prime} if uu^{*} is a subsolution and uu_{*} is a supersolution on I.I^{\prime}.

Next, we state Perron’s method to construct solutions.

Proposition 2.2

(Perron’s method ([13, Proposition 2.82.8]))
Let I=(r,+)I=(-r^{*},+\infty) and I=(0,+)I^{\prime}=(0,+\infty) and FF be a function satisfying (A~C1)(\tilde{A}_{C^{1}}). Let uu and vv defined on II satisfying

uvonI,u\leq v\quad\mbox{on}\quad I,

such that uu and vv are respectively a sub and a supersolution of (2.1) on I.I^{\prime}. Let \mathcal{L} be the set of all functions v~:I,\tilde{v}:I\to{\mathbb{R}}, such that uv~u\leq\tilde{v} over II with v~\tilde{v} supersolution of (2.1) on I.I^{\prime}. For every zI,z\in I, let

w(z)=inf{v~(z)such thatv~}.w(z)=\inf\{\tilde{v}(z)\quad\mbox{such that}\quad\tilde{v}\in\mathcal{L}\}.

Then ww is a viscosity solution of (2.1) over II^{\prime} satisfying uwvu\leq w\leq v over I.I.

The following result is important and meaningful in our work.

Lemma 2.3

(Equivalence between viscosity and a.e. solutions, [1, Lemma 2.112.11])
Let FF satisfying assumption (A~C1)(\tilde{A}_{C^{1}}). Let ϕ:\displaystyle\phi:{\mathbb{R}}\rightarrow{\mathbb{R}} be a non-decreasing function. Then ϕ\phi is a viscosity solution of

cϕ(x)=F((ϕ(x+ri))i=0,,N)+σon,c\phi^{\prime}(x)=F((\phi(x+r_{i}))_{i=0,...,N})+\sigma\quad\mbox{on}\quad{\mathbb{R}},

if and only if ϕ\phi 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 FF satisfying assumption (A~C1)(\tilde{A}_{C^{1}}). Given a<ba<b, let ϕn:I:=(ar,b+r)\displaystyle\phi_{n}:I:=(a-r^{*},b+r^{*})\rightarrow{\mathbb{R}} be a non-decreasing viscosity solution of

cnϕn(x)=F((ϕn(x+ri))i=0,,N)+σonI:=(a,b)c_{n}\phi_{n}^{\prime}(x)=F((\phi_{n}(x+r_{i}))_{i=0,...,N})+\sigma\quad\mbox{on}\quad I^{\prime}:=(a,b)

satisfying the bounds

|ϕn|L(I)C,|cn|C|\phi_{n}|_{L^{\infty}(I)}\leq C,\quad|c_{n}|\leq C

Then up to a subsequence, we have

ϕnϕa.e. on I,cnc\phi_{n}\to\phi\quad\mbox{a.e. on $I$},\quad c_{n}\to c

and ϕ\phi is a viscosity solution of

cϕ(x)=F((ϕ(x+ri))i=0,,N)+σonIc\phi^{\prime}(x)=F((\phi(x+r_{i}))_{i=0,...,N})+\sigma\quad\mbox{on}\quad I^{\prime}

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 c=0c=0. In the case c0c\not=0, we get bounds on |ϕn|C1(I)C|\phi_{n}|_{C^{1}(I)}\leq C^{\prime}, 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 σ=σ±\sigma=\sigma^{\pm}. To this end, we focus on the case σ=σ+\sigma=\sigma^{+} (and we will see later that the case σ\sigma_{-} is similar). To simplify the presentation, we assume (without loss of generality) that

σ+=0\sigma^{+}=0

which means under assumptions (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)(\tilde{B}_{C^{1}}) that

f(0)=f(1)=0,f>0on(0,1)f(0)=f(1)=0,\quad f>0\quad\mbox{on}\quad(0,1)

For σ=σ+=0\sigma=\sigma^{+}=0, we now want to study solutions (c,ϕ)(c,\phi) of the equation

(3.1) {cϕ(z)=F(ϕ(z+r0),ϕ(z+r1),,ϕ(z+rN))onϕ is non-decreasing over ϕ()=0andϕ(+)=1.\left\{\begin{aligned} &c\phi^{\prime}(z)=F(\phi(z+r_{0}),\phi(z+r_{1}),...,\phi(z+r_{N}))\quad\mbox{on}\quad{\mathbb{R}}\\ &\phi\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\phi(-\infty)=0\quad\mbox{and}\quad\phi(+\infty)=1.\end{aligned}\right.

and show the existence of solutions for c>>1c>>1 large enough.

To this end, we first need the following definition

Definition 3.1

(Supersolution of (3.1))
We say that (c,ψ)(c,\psi) is a supersolution of (3.1) if (c,ψ)(c,\psi) satisfies

{cψ(z)F((ψ(z+ri))i=0,,N)onψ is non-decreasing over ψ()=0andψ(+)=1.\left\{\begin{aligned} &c\psi^{\prime}(z)\geq F((\psi(z+r_{i}))_{i=0,...,N})\quad\mbox{on}\quad{\mathbb{R}}\\ &\psi\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\psi(-\infty)=0\quad\mbox{and}\quad\psi(+\infty)=1.\end{aligned}\right.

Given a general supersolution ψ\psi, it may be difficult to build a solution of (3.1) if ψ\psi vanishes on a left half line (,0)(-\infty,0), which may happen when we do not have strong maximum principle (which is not assumed to hold for general FF as considered here). On the contrary, when ψ\psi is positive, we have the following useful result.

Proposition 3.2

(Solution of (3.1) if it admits a positive supersolution)
Consider a function FF satisfying (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)(\tilde{B}_{C^{1}}) and assume that σ+=0\sigma_{+}=0. Assume that there exists a supersolution (c,ψ)(c,\psi) of (3.1) with ψ>0\psi>0. Then there exists a traveling wave ϕ\phi such that (c,ϕ)(c,\phi) is a solution of (3.1).

Proof of Proposition 3.2
Up to translation, we can assume that (0,1)θ[ψ(0),ψ(0)](0,1)\ni\theta\in[\psi_{*}(0),\psi^{*}(0)]. We will construct a solution using Perron’s method.
Step 11: construction of a subsolution
Consider the constant function ψ¯=ε\overline{\psi}=\varepsilon with ε>0\varepsilon>0 small enough fixed. Then

0=cψ¯(x)F((ψ¯(x+ri))i=0,,N)=f(ε).0=c\overline{\psi}^{\prime}(x)\leq F((\overline{\psi}(x+r_{i}))_{i=0,...,N})=f(\varepsilon).

Hence (c,ψ¯)(c,\overline{\psi}) is a subsolution of

(3.2) cw(x)=F((w(x+ri))i=0,,N)on.cw^{\prime}(x)=F((w(x+r_{i}))_{i=0,...,N})\quad\mbox{on}\quad{\mathbb{R}}.

Step 22: construction of solution on a half line
Since ψ()=0,\psi(-\infty)=0, ψ(0)=θ>0\psi(0)=\theta>0 and ψ\psi is non-decreasing and positive, then for ε(0,θ)\varepsilon\in(0,\theta) fixed, we can define kε<0k_{\varepsilon}<0 such that

ε[ψ(kε),ψ(kε)]andψ>εon(kε,+).\varepsilon\in[\psi_{*}(k_{\varepsilon}),\psi^{*}(k_{\varepsilon})]\quad\mbox{and}\quad\psi>\varepsilon\quad\mbox{on}\quad(k_{\varepsilon},+\infty).

Then using Perron’s method (Proposition 2.2), there exists a solution ϕε\phi_{\varepsilon} of (3.2) on (r+kε,+)(r^{*}+k_{\varepsilon},+\infty) such that

εϕεψon(kε,+).\varepsilon\leq\phi_{\varepsilon}\leq\psi\quad\mbox{on}\quad(k_{\varepsilon},+\infty).

Step 33: ϕε\phi_{\varepsilon} is non-decreasing on (kε,+).\left(k_{\varepsilon},+\infty\right).
Define for x(kε,+)x\in(k_{\varepsilon},+\infty) the function

ϕ¯(x):=infp0ϕε(x+p).\overline{\phi}(x):=\inf_{p\geq 0}\phi_{\varepsilon}(x+p).

Clearly, since εϕε(x+p)\varepsilon\leq\phi_{\varepsilon}(x+p) for all p0p\geq 0 and x(kε,+),x\in\left(k_{\varepsilon},+\infty\right), we get εϕ¯(x)ϕε(x)ψ(x)\varepsilon\leq\overline{\phi}(x)\leq\phi_{\varepsilon}(x)\leq\psi(x) for all x(kε,+).x\in\left(k_{\varepsilon},+\infty\right). On the other hand, for all p0,p\geq 0, ϕε(x+p)\phi_{\varepsilon}(x+p) is a solution of (3.2) over (r+kε,+),\left(r^{*}+k_{\varepsilon},+\infty\right), then (ϕ¯)(\overline{\phi})_{*} is supersolution of (3.2) over (kε+r,+)\left(k_{\varepsilon}+r^{*},+\infty\right) (as it is classical for viscosity solutions). Moreover, we have ε(ϕ¯)ψ\varepsilon\leq(\overline{\phi})_{*}\leq\psi on (kε,+)(k_{\varepsilon},+\infty).
Now because ϕε\phi_{\varepsilon} itself is defined in Perron’s method as an infimum over all supersolutions above ε\varepsilon, we deduce that

ϕεϕ¯\phi_{\varepsilon}\leq\overline{\phi}

while we have the reverse inequality by definition of ϕ¯\overline{\phi}. Hence we get

ϕε=ϕ¯\phi_{\varepsilon}=\overline{\phi}

which shows that ϕε\phi_{\varepsilon} is non-decreasing over (kε,+)\left(k_{\varepsilon},+\infty\right).
Step 44: passing to the limit ε0\varepsilon\to 0
Since ϕε\phi_{\varepsilon} is a non-decreasing solution on (r+kε,+),(r^{*}+k_{\varepsilon},+\infty), then ϕε(+)\phi_{\varepsilon}(+\infty) has to solve f(x)=0f(x)=0. Moreover we have 0<εϕεψ10<\varepsilon\leq\phi_{\varepsilon}\leq\psi\leq 1 over (kε,+)(k_{\varepsilon},+\infty), and we conclude that

ϕε(+)=1.\phi_{\varepsilon}(+\infty)=1.

Now from the fact that θ[ψ(0),ψ(0)]\theta\in[\psi_{*}(0),\psi^{*}(0)], we deduce that there exists xε0x_{\varepsilon}\geq 0 such that

θ[(ϕε)(xε),(ϕε)(xε)]\theta\in[(\phi_{\varepsilon})_{*}(x_{\varepsilon}),(\phi_{\varepsilon})^{*}(x_{\varepsilon})]

Moreover, because ψ>0\psi>0, we deduce that

kεasε0+k_{\varepsilon}\to-\infty\quad\mbox{as}\quad\varepsilon\to 0^{+}

Then we can shift ϕε\phi_{\varepsilon}, defining

ϕ~ε(x):=ϕε(x+xε)\tilde{\phi}_{\varepsilon}(x):=\phi_{\varepsilon}(x+x_{\varepsilon})

which satisfies

θ[(ϕ~ε)(0),(ϕ~ε)(0)]\theta\in[(\tilde{\phi}_{\varepsilon})_{*}(0),(\tilde{\phi}_{\varepsilon})^{*}(0)]

and ϕ~ε\tilde{\phi}_{\varepsilon} is a solution of the equation on (r+k~ε,+)(r^{*}+\tilde{k}_{\varepsilon},+\infty) with

k~ε:=kεxεasε0+\tilde{k}_{\varepsilon}:=k_{\varepsilon}-x_{\varepsilon}\to-\infty\quad\mbox{as}\quad\varepsilon\to 0^{+}

Using the stability of solutions (Proposition 2.4), we deduce that we can pass to the limit ϕ~\tilde{\phi} of ϕ~ε\tilde{\phi}_{\varepsilon} (with at least convergence almost everywhere), and that the limit is still a solution, i.e. satisfies

{cϕ~(z)=F(ϕ~(z+r0),ϕ~(z+r1),,ϕ~(z+rN))onϕ~ is non-decreasing over θ[(ϕ~)(0),(ϕ~)(0)]0ϕ~1\left\{\begin{aligned} &c\tilde{\phi}^{\prime}(z)=F(\tilde{\phi}(z+r_{0}),\tilde{\phi}(z+r_{1}),...,\tilde{\phi}(z+r_{N}))\quad\mbox{on}\quad{\mathbb{R}}\\ &\tilde{\phi}\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\theta\in[(\tilde{\phi})_{*}(0),(\tilde{\phi})^{*}(0)]\\ &0\leq\tilde{\phi}\leq 1\end{aligned}\right.

which implies that

ϕ~()=0,ϕ~(+)=1\tilde{\phi}(-\infty)=0,\quad\tilde{\phi}(+\infty)=1

This shows that ϕ~\tilde{\phi} is a solution of (3.1) and ends the proof of the proposition.

Corollary 3.3

(Half line of solutions)
Consider a function FF satisfying (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)(\tilde{B}_{C^{1}}) and assume that σ+=0\sigma^{+}=0. Assume that there exists a supersolution (c,ϕ)(c,\phi) of (3.1) with ϕ>0\phi>0. Then for all c~c\tilde{c}\geq c there exists a solution ϕ~\tilde{\phi} of (3.1).

Proof of Corollary 3.3
We simply notice that for c~c\tilde{c}\geq c, from the monotonicity of ϕ\phi, we deduce in the sense of viscosity

c~ϕ(z)cϕ(z)=F((ϕ(z+ri))i=0,,N).\tilde{c}\phi^{\prime}(z)\geq c\phi^{\prime}(z)=F((\phi(z+r_{i}))_{i=0,...,N}).

Because ϕ\phi is a positive supersolution for the velocity c~\tilde{c}, we deduce from Proposition 3.2 that there exists a solution ϕ~\tilde{\phi} for the velocity c~\tilde{c}. This ends the proof of the corollary.

Proposition 3.4

(Existence of traveling waves for c>>1c>>1)
Consider a function FF satisfying (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)(\tilde{B}_{C^{1}}) and assume that σ+=0\sigma^{+}=0. Then there exists some cL>0c_{L}>0 large enough such that for any ccLc\geq c_{L}, there exists some traveling wave ϕ\phi solution of (3.1) with velocity cc.

Proof of Proposition 3.4
Step 1: preliminary
In order to build a solution ϕ\phi for large velocity cc of

(3.3) cϕ(x)=F(ϕ(x+r0),ϕ(x+r1),,ϕ(x+rN))on,c\phi^{\prime}(x)=F(\phi(x+r_{0}),\phi(x+r_{1}),...,\phi(x+r_{N}))\quad\mbox{on}\quad{\mathbb{R}},

it is convenient to set

h(z):=ϕ(cz)andε:=1ch(z):=\phi(cz)\quad\mbox{and}\quad\varepsilon:=\frac{1}{c}

where we now look for some hh solution of

(3.4) h(z)=F((h(z+εri))i=0,,N) on .h^{\prime}(z)=F\left(\left(h\left(z+\varepsilon r_{i}\right)\right)_{i=0,...,N}\right)\ \mbox{ on }\ {\mathbb{R}}.

Then it is natural to look for the unique solution of the associated ODE

h0=F(h0,,h0)=f(h0)0,h0(0)=θh^{\prime}_{0}=F(h_{0},...,h_{0})=f(h_{0})\geq 0,\quad h_{0}(0)=\theta

which satisfies

h0()=0,h0(+)=1h_{0}(-\infty)=0,\quad h_{0}(+\infty)=1

We now consider

hε(z):=h0(aεz)withaε:=1+Mεh_{\varepsilon}(z):=h_{0}(a_{\varepsilon}z)\quad\mbox{with}\quad a_{\varepsilon}:=1+M\varepsilon

and want to show below that for M>0M>0 large enough, and ε\varepsilon small enough, the function hεh_{\varepsilon} is a supersolution of (3.4).
Step 22: estimate on h0(z+b)h_{0}\left(z+b\right)
Recall that fLip([0,1])f\in Lip([0,1]) and then that h0W2,()h_{0}\in W^{2,\infty}({\mathbb{R}}). We have

h0(z+b)=h0(z)+b01h0(z+bt)𝑑th_{0}(z+b)=h_{0}(z)+b\int_{0}^{1}h_{0}^{\prime}(z+bt)\ dt

and (at least almost everywhere, and indeed everywhere except at z=0z=0 where h0(0)=θh_{0}(0)=\theta)

h0′′=f(h0)h0h_{0}^{\prime\prime}=f^{\prime}(h_{0})h_{0}^{\prime}

ie

(lnh0)=f(h0)(\ln h_{0}^{\prime})^{\prime}=f^{\prime}(h_{0})

which implies

h0(z+bt)h0(z)e|f|L|b|th_{0}^{\prime}(z+bt)\leq h_{0}^{\prime}(z)e^{|f^{\prime}|_{L^{\infty}}|b|t}

and then

h0(z+b)h0(z)+h0(z)g(b)withg(b):=|b|e|f|L|b|h_{0}(z+b)\leq h_{0}(z)+h_{0}^{\prime}(z)\cdot g(b)\quad\mbox{with}\quad g(b):=|b|e^{|f^{\prime}|_{L^{\infty}}|b|}

Step 33: checking that hεh_{\varepsilon} is a supersolution for M>0M>0 large enough
We deduce that

hε(z+εri)=h0(aε(z+εri))hε(z)+1aεhε(z)g(εaεri)h_{\varepsilon}(z+\varepsilon r_{i})=h_{0}(a_{\varepsilon}(z+\varepsilon r_{i}))\leq h_{\varepsilon}(z)+\frac{1}{a_{\varepsilon}}\cdot h_{\varepsilon}^{\prime}(z)g(\varepsilon a_{\varepsilon}r_{i})

Because of the monotonicities of FF and the fact that FF is Lipschitz continuous, we deduce that there exists a constant K>0K>0 such that

F((hε(z+εri))i=0,,N)F((hε(z))i=0,,N)Kmaxi=0,,N{1aεhε(z)g(εaεri)}F\left(\left(h_{\varepsilon}\left(z+\varepsilon r_{i}\right)\right)_{i=0,...,N}\right)-F\left(\left(h_{\varepsilon}\left(z\right)\right)_{i=0,...,N}\right)\leq K\max_{i=0,\dots,N}\left\{\frac{1}{a_{\varepsilon}}\cdot h_{\varepsilon}^{\prime}(z)g(\varepsilon a_{\varepsilon}r_{i})\right\}

Now

F((hε(z))i=0,,N)=f(hε(z))=h0(aεz)=1aεhε(z)F\left(\left(h_{\varepsilon}\left(z\right)\right)_{i=0,...,N}\right)=f(h_{\varepsilon}(z))=h_{0}^{\prime}(a_{\varepsilon}z)=\frac{1}{a_{\varepsilon}}h_{\varepsilon}^{\prime}(z)

which shows that

μεhε(z)F((hε(z+εri))i=0,,N)withμε:=1+Kmaxi=0,,Ng(εaεri)aε\mu_{\varepsilon}\cdot h_{\varepsilon}^{\prime}(z)\geq F\left(\left(h_{\varepsilon}\left(z+\varepsilon r_{i}\right)\right)_{i=0,...,N}\right)\quad\mbox{with}\quad\mu_{\varepsilon}:=\frac{1+K\max_{i=0,\dots,N}g(\varepsilon a_{\varepsilon}r_{i})}{a_{\varepsilon}}

We now claim that

με1\mu_{\varepsilon}\leq 1

for ε\varepsilon small enough and M>0M>0 large enough. Indeed, for ε\varepsilon small enough, we can insure

aε2,ε1a_{\varepsilon}\leq 2,\quad\varepsilon\leq 1

and then

g(εaεri)ε(2r)e2r|f|Lg(\varepsilon a_{\varepsilon}r_{i})\leq\varepsilon(2r^{*})e^{2r^{*}|f^{\prime}|_{L^{\infty}}}

which gives

με1+εK(2r)e2r|f|L1+εM1forMK(2r)e2r|f|L\mu_{\varepsilon}\leq\frac{1+\varepsilon K(2r^{*})e^{2r^{*}|f^{\prime}|_{L^{\infty}}}}{1+\varepsilon M}\leq 1\quad\mbox{for}\quad M\geq K(2r^{*})e^{2r^{*}|f^{\prime}|_{L^{\infty}}}

This finally implies that

hε(z)F((hε(z+εri))i=0,,N)h_{\varepsilon}^{\prime}(z)\geq F\left(\left(h_{\varepsilon}\left(z+\varepsilon r_{i}\right)\right)_{i=0,...,N}\right)

ie that hεh_{\varepsilon} is a supersolution.
Step 44: Conclusion
We now see that ϕε\phi_{\varepsilon} defined by

hε(z)=:ϕε(cz)withc=1εh_{\varepsilon}(z)=:\phi_{\varepsilon}(cz)\quad\mbox{with}\quad c=\frac{1}{\varepsilon}

is a positive supersolution of the original equation (3.3) for the velocity cc. Hence we can apply Proposition 3.1 which shows the existence of a traveling wave for the velocity cc. This ends the proof of the proposition.

Corollary 3.5

(Existence of traveling waves for large negative cc)
Consider a function FF satisfying (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)(\tilde{B}_{C^{1}}) and assume that σ=σ\sigma=\sigma^{-}. Then there exists some cL>0c_{L}^{\prime}>0 large enough such that for any ccLc\leq-c_{L}^{\prime}, there exists some traveling wave ϕ\phi solution of (1.8) with velocity cc.

Proof of Corollary 3.5
The result follows from the fact that ϕ\phi is a solution of

cϕ(z)=F((ϕ(z+ri))i=0,,N)+σoverc\phi^{\prime}(z)=F((\phi(z+r_{i}))_{i=0,...,N})+\sigma^{-}\quad\mbox{over}\quad{\mathbb{R}}

if and only if

ϕ¯(z)=1ϕ(z)\bar{\phi}(z)=1-\phi(-z)

is a solution of

c¯ϕ¯(z)=F¯((ϕ¯(z+r¯i))i=0,,N)+σ¯+\bar{c}\bar{\phi}^{\prime}(z)=\bar{F}((\bar{\phi}(z+\bar{r}_{i}))_{i=0,\dots,N})+\bar{\sigma}^{+}

with

{F¯(X0,,XN)=F((1Xi)i=0,,N)c¯=cr¯i=riσ¯+=σ\left\{\begin{aligned} &\bar{F}(X_{0},...,X_{N})=-F((1-X_{i})_{i=0,...,N})\\ &\bar{c}=-c\\ &\bar{r}_{i}=-r_{i}\\ &\bar{\sigma}^{+}=-\sigma^{-}\\ \end{aligned}\right.

This implies in particular that

f¯(v):=F¯(v,,v)0\bar{f}(v):=\bar{F}(v,\dots,v)\geq 0

and F¯\bar{F} still satisfies conditions (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)(\tilde{B}_{C^{1}}) with θ\theta replaced by θ¯:=1θ\bar{\theta}:=1-\theta. Hence we can apply Proposition 3.4 which leads to the result. This ends the proof of the corollary.

4 Traveling waves for σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}) and properties of the velocity

In this section, we consider equation (1.6), namely

(4.1) {cϕ(z)=F(ϕ(z+r0),ϕ(z+r1),,ϕ(z+rN))+σonϕ is non-decreasing over ϕ()=mσandϕ(+)=mσ+1,\left\{\begin{aligned} &c\phi^{\prime}(z)=F(\phi(z+r_{0}),\phi(z+r_{1}),...,\phi(z+r_{N}))+\sigma\quad\mbox{on}\quad{\mathbb{R}}\\ &\phi\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\phi(-\infty)=m_{\sigma}\quad\mbox{and}\quad\phi(+\infty)=m_{\sigma}+1,\end{aligned}\right.

We start with the following statement about existence of traveling waves for σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}) and uniqueness of the velocity. This is a reformulation of Theorem 1.1 i) above.

Proposition 4.1

(Case σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}): uniqueness of the velocity; Theorem 1.2 and Theorem 1.6 a) in [1])
Assume that FF satisfies (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)(\tilde{B}_{C^{1}}). For each value σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}), then there exists a velocity cc\in{\mathbb{R}} and a traveling wave ϕ\phi solution of (4.1). Moreover the velocity c=c(σ)c=c(\sigma) is unique.

The remaining of this section is devoted to show some properties on the velocity function c(σ)c(\sigma).

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

(Comparison of the velocities)
Assume that FF satisfies (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)(\tilde{B}_{C^{1}}). Let σ1,σ2[σ,σ+]\sigma_{1},\sigma_{2}\in[\sigma^{-},\sigma^{+}] with

σ1<σ2\sigma_{1}<\sigma_{2}

Assume that (c1,ϕ1)(c_{1},\phi_{1}) is a subsolution of (4.1) for σ=σ1\sigma=\sigma_{1} and that (c2,ϕ2)(c_{2},\phi_{2}) is a supersolution of (4.1) for σ=σ2\sigma=\sigma_{2} with

ϕ1(+)>ϕ2()\phi_{1}(+\infty)>\phi_{2}(-\infty)

Then we have

c1c2.c_{1}\leq c_{2}.

Proof of Proposition 4.2
Recall that (c,ϕ)(c,\phi) is a solution of

cϕ(z)=F(ϕ(z+r0),ϕ(z+r1),,ϕ(z+rN))+σc\phi^{\prime}(z)=F(\phi(z+r_{0}),\phi(z+r_{1}),...,\phi(z+r_{N}))+\sigma

if and only if

u(t,z):=ϕ(z+ct)u(t,z):=\phi(z+ct)

solves the evolution equation

ut=F(u(z+r0),u(z+r1),,u(z+rN))+σu_{t}=F(u(z+r_{0}),u(z+r_{1}),...,u(z+r_{N}))+\sigma

The key point is that for this evolution equation, we always have a comparison principle under assumption (A~C1)(\tilde{A}_{C^{1}}) (see [13, Propositions 2.5 and 2.6]).
Now because of assumption (B~C1)(\tilde{B}_{C^{1}}), we have for the subsolution ϕ1\phi_{1} and the supersolution ϕ2\phi_{2}

{ϕ1()mσ1<mσ2ϕ2()ϕ1(+)1+mσ1<1+mσ2ϕ2()\left\{\begin{array}[]{l}\phi_{1}(-\infty)\leq m_{\sigma_{1}}<m_{\sigma_{2}}\leq\phi_{2}(-\infty)\\ \phi_{1}(+\infty)\leq 1+m_{\sigma_{1}}<1+m_{\sigma_{2}}\leq\phi_{2}(-\infty)\\ \end{array}\right.

and then up to translate ϕ2\phi_{2} for some aa\in{\mathbb{R}}

ϕ2a(z):=ϕ2(z+a)\phi_{2}^{a}(z):=\phi_{2}(z+a)

we can insure

ϕ1ϕ2a\phi_{1}\leq\phi_{2}^{a}

Setting

{u1(t,z)=ϕ1(z+c1t)u2(t,z)=ϕ2a(z+c2t),\left\{\begin{aligned} &u_{1}(t,z)=\phi_{1}(z+c_{1}t)\\ &u_{2}(t,z)=\phi_{2}^{a}(z+c_{2}t),\end{aligned}\right.

we see that we can apply the comparison principle to the subsolution u1u_{1} and the supersolution u2u_{2} which are comparable at the initial time t=0t=0. This implies that

u1(t,z)u2(t,z)for all(t,z)[0,+)×u_{1}(t,z)\leq u_{2}(t,z)\quad\mbox{for all}\quad(t,z)\in[0,+\infty)\times{\mathbb{R}}

Then the fact that

ϕ1(+)>ϕ2a()\phi_{1}(+\infty)>\phi_{2}^{a}(-\infty)

implies the ordering of the velocities

c1c2c_{1}\leq c_{2}

This ends the proof of the proposition.

Corollary 4.3

(Monotonicity of the velocities and the limits c±c^{\pm})
Assume (A~C1),(\tilde{A}_{C^{1}}), (B~C1).({\tilde{B}}_{C^{1}}). For σ(σ,σ+),\sigma\in(\sigma^{-},\sigma^{+}), let (c(σ),ϕσ)(c(\sigma),\phi_{\sigma}) be a solution of (4.1) given in Proposition 4.1. Then the velocity function σc(σ)\sigma\mapsto c(\sigma) is non-decreasing on (σ,σ+).(\sigma^{-},\sigma^{+}). Moreover, the limits

limσ<σσc(σ)=candlimσ+>σσ+c(σ)=c+\lim_{\sigma^{-}<\sigma\to\sigma^{-}}c(\sigma)=c^{-}\quad\mbox{and}\quad\lim_{\sigma^{+}>\sigma\to\sigma^{+}}c(\sigma)=c^{+}

exist and satisfy <cc+<+.-\infty<c^{-}\leq c^{+}<+\infty.

Proof of Corollary 4.3
The monotonicity of the velocities follows immediately from Proposition 4.2. This allows to define the limits c±c^{\pm} which satisfy

cc++.-\infty\leq c^{-}\leq c^{+}\leq+\infty.

Let us show that c+c^{+} is finite. From Proposition 3.4, we know that for σ=σ+\sigma=\sigma^{+}, there exists a solution (cL,ϕ)(c_{L},\phi) for cL>>1c_{L}>>1 large enough. Then the comparison of the velocities (Proposition 4.2) again gives for each σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+})

c(σ)<cLc(\sigma)<c_{L}

This implies

c+cL<+c^{+}\leq c_{L}<+\infty

and shows the finitness of c+c^{+}. The proof of the finitness of cc^{-} is similar. This ends the proof of the corollary.

In order to go further and show the continuity of the velocity function σc(σ)\sigma\mapsto c(\sigma), 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 FF satisfies (A~C1),(\tilde{A}_{C^{1}}), (B~C1)({\tilde{B}}_{C^{1}}) and let σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}) and any cc\in{\mathbb{R}}.
i) (Comparison on (,r](-\infty,r^{*}])
Let us consider u,v:(,r][mσ,1+mσ]u,v:(-\infty,r^{*}]\to[m_{\sigma},1+m_{\sigma}] be respectively a subsolution and a supersolution of the equation

cw(z)=F((w(z+ri))i=0,,N)+σon(,0)cw^{\prime}(z)=F((w(z+r_{i}))_{i=0,\dots,N})+\sigma\quad\mbox{on}\quad(-\infty,0)

Then there exists some δσ>0\delta_{\sigma}>0 such that if

uδσ+mσon(,r]u\leq\delta_{\sigma}+m_{\sigma}\quad\mbox{on}\quad(-\infty,r^{*}]

then

uvon[0,r]u\leq v\quad\mbox{on}\quad[0,r^{*}]

implies the comparison

uvon(,r]u\leq v\quad\mbox{on}\quad(-\infty,r^{*}]

ii) (Comparison on [r,+)[-r^{*},+\infty))
Let us consider u,v:[r,+)[mσ,1+mσ]u,v:[-r^{*},+\infty)\to[m_{\sigma},1+m_{\sigma}] be respectively a subsolution and a supersolution of the equation

cw(z)=F((w(z+ri))i=0,,N)+σon(0,+)cw(z)=F((w(z+r_{i}))_{i=0,\dots,N})+\sigma\quad\mbox{on}\quad(0,+\infty)

Then there exists some δσ>0\delta_{\sigma}>0 such that if

v1δσ+mσon[r,+)v\geq 1-\delta_{\sigma}+m_{\sigma}\quad\mbox{on}\quad[-r^{*},+\infty)

then

uvon[r,0]u\leq v\quad\mbox{on}\quad[-r^{*},0]

implies the comparison

uvon[r,+)u\leq v\quad\mbox{on}\quad[-r^{*},+\infty)
Proposition 4.5

(Continuity of the velocity function)
Suppose that FF satisfies (A~C1),(\tilde{A}_{C^{1}}), (B~C1)({\tilde{B}}_{C^{1}}) and let σ(σ,σ+).\sigma\in(\sigma^{-},\sigma^{+}). Let (c(σ),ϕσ)(c(\sigma),\phi_{\sigma}) be a solution of (4.1) given in Proposition 4.1. Then the map σc(σ)\displaystyle\sigma\mapsto c(\sigma) is continuous on (σ,σ+).(\sigma^{-},\sigma^{+}).

Proof of Proposition 4.5
Let σ0(σ,σ+)\sigma_{0}\in(\sigma^{-},\sigma^{+}) and a sequence σn(σ,σ+)\sigma_{n}\in(\sigma^{-},\sigma^{+}), such that

σnσ0asn+\sigma_{n}\to\sigma_{0}\quad\mbox{as}\quad n\to+\infty

and let

c0:=c(σ0),cn:=c(σn)c_{0}:=c(\sigma_{0}),\quad c_{n}:=c(\sigma_{n})

Let (c0,ϕ0)(c_{0},\phi_{0}) and (cn,ϕn)(c_{n},\phi_{n}) be solutions of (4.1) respectively for the parameters σ=σ0\sigma=\sigma_{0} and σ=σn\sigma=\sigma_{n}, given by Proposition 4.1. Up to extract a subsequence, assume that

cncc_{n}\to c_{\infty}

We already know that c[c,c+]c_{\infty}\in[c^{-},c^{+}] and want to show that c=c0c_{\infty}=c_{0}.
Case 11: c0<cc_{0}<c_{\infty}
Then up to shift ϕn\phi_{n}, we can assume that

mσ0+bσ02[ϕn)(0),(ϕn)(0)]\frac{m_{\sigma_{0}}+b_{\sigma_{0}}}{2}\in[\phi_{n})_{*}(0),(\phi_{n})^{*}(0)]

and then, up to extract a subsequence, we can assume that ϕn\phi_{n} converges (at least almost everywhere) to some function ϕ\phi_{\infty} which satisfies by stability (Proposition 2.4)

{cϕ(z)=F((ϕ(z+ri))i=0,,N)+σ0onϕ is non-decreasing over ϕ()mσ0andϕ(+)mσ0+1,mσ0+bσ02[ϕ)(0),(ϕ)(0)]\left\{\begin{array}[]{l}\begin{aligned} &c_{\infty}\phi_{\infty}^{\prime}(z)=F((\phi_{\infty}(z+r_{i}))_{i=0,\dots,N})+\sigma_{0}\quad\mbox{on}\quad{\mathbb{R}}\\ &\phi_{\infty}\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\phi_{\infty}(-\infty)\geq m_{\sigma_{0}}\quad\mbox{and}\quad\phi_{\infty}(+\infty)\leq m_{\sigma_{0}}+1,\\ &\frac{m_{\sigma_{0}}+b_{\sigma_{0}}}{2}\in[\phi_{\infty})_{*}(0),(\phi_{\infty})^{*}(0)]\end{aligned}\end{array}\right.

which implies

ϕ()=mσ0,ϕ(+){bσ0,1+mσ0}\phi_{\infty}(-\infty)=m_{\sigma_{0}},\quad\phi_{\infty}(+\infty)\in\left\{b_{\sigma_{0}},1+m_{\sigma_{0}}\right\}

Hence (c0,ϕ)(c_{0},\phi_{\infty}) is a subsolution of the equation satisfied by (c0,ϕ0)(c_{0},\phi_{0}) for σ=σ0\sigma=\sigma_{0}. Then using the comparison at infinity (Lemma 4.4), we see that up to shift ϕ0\phi_{0}, we can insure that

ϕϕ0\phi_{\infty}\leq\phi_{0}

Now, as in the proof of Proposition 4.2, the comparison principle for the evolution equation shows that

ϕ(x+ct)ϕ0(x+c0t)for all(t,x)[0,+)×\phi_{\infty}(x+c_{\infty}t)\leq\phi_{0}(x+c_{0}t)\quad\mbox{for all}\quad(t,x)\in[0,+\infty)\times{\mathbb{R}}

which implies

cc0c_{\infty}\leq c_{0}

which is a contradiction.
Case 22: c0>cc_{0}>c_{\infty}
The reasoning is similar to the previous case. Here, up to shift ϕn\phi_{n}, we can now assume that

bσ0+1+mσ02[ϕn)(0),(ϕn)(0)]\frac{b_{\sigma_{0}}+1+m_{\sigma_{0}}}{2}\in[\phi_{n})_{*}(0),(\phi_{n})^{*}(0)]

and then, up to extract a subsequence, we can assume that ϕn\phi_{n} converges (at least almost everywhere) to some function ϕ\phi_{\infty} which satisfies by stability (Proposition 2.4)

{cϕ(z)=F((ϕ(z+ri))i=0,,N)+σ0onϕ is non-decreasing over ϕ()mσ0andϕ(+)mσ0+1,bσ0+1+mσ02[ϕ)(0),(ϕ)(0)]\left\{\begin{array}[]{l}\begin{aligned} &c_{\infty}\phi_{\infty}^{\prime}(z)=F((\phi_{\infty}(z+r_{i}))_{i=0,\dots,N})+\sigma_{0}\quad\mbox{on}\quad{\mathbb{R}}\\ &\phi_{\infty}\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\phi_{\infty}(-\infty)\geq m_{\sigma_{0}}\quad\mbox{and}\quad\phi_{\infty}(+\infty)\leq m_{\sigma_{0}}+1,\\ &\frac{b_{\sigma_{0}}+1+m_{\sigma_{0}}}{2}\in[\phi_{\infty})_{*}(0),(\phi_{\infty})^{*}(0)]\end{aligned}\end{array}\right.

which implies

ϕ(){mσ0,bσ0},ϕ(+)=1+mσ0\phi_{\infty}(-\infty)\in\left\{m_{\sigma_{0}},b_{\sigma_{0}}\right\},\quad\phi_{\infty}(+\infty)=1+m_{\sigma_{0}}

Hence (c0,ϕ)(c_{0},\phi_{\infty}) is a supersolution of the equation satisfied by (c0,ϕ0)(c_{0},\phi_{0}) for σ=σ0\sigma=\sigma_{0}. Again using the comparison at infinity (Lemma 4.4), we see that up to shift ϕ0\phi_{0}, we can insure that

ϕϕ0\phi_{\infty}\geq\phi_{0}

Now, as in the proof of Proposition 4.2, the comparison principle for the evolution equation shows that

ϕ(x+ct)ϕ0(x+c0t)for all(t,x)[0,+)×\phi_{\infty}(x+c_{\infty}t)\geq\phi_{0}(x+c_{0}t)\quad\mbox{for all}\quad(t,x)\in[0,+\infty)\times{\mathbb{R}}

which implies

cc0c_{\infty}\geq c_{0}

which is a contradiction.
Conclusion
We deduce that c=c0c_{\infty}=c_{0} and this shows the continuity of the velocity function. This ends the proof of the proposition.

Lemma 4.6

(Strict monotonicity)
Assume that FF satisfies (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)(\tilde{B}_{C^{1}}). Then there exists a constant K>0K>0 such that the velocity c=c(σ)c=c(\sigma) satisfies

(4.2) dcdσK|c|on (σ,σ+)\frac{dc}{d\sigma}\geq K|c|\quad\mbox{on }\ (\sigma^{-},\sigma^{+})

in the viscosity sense.

Proof of Lemma 4.6
Because of the global Lipschitz continuity and periodicity of FF (by assumption (A~C1)(\tilde{A}_{C^{1}})), we know that there exists a constant K>0K>0 such that we have the following useful bound

|F((ϕ(z+ri))i=0,,N)+σ|1K|F((\phi(z+r_{i}))_{i=0,\dots,N})+\sigma|\leq\frac{1}{K}

for any monotone function ϕ\phi satisfying φ()=mσ\varphi(-\infty)=m_{\sigma} and φ(+)=1+mσ\varphi(+\infty)=1+m_{\sigma} uniformly in σ(σ,σ+)\sigma\in(\sigma_{-},\sigma_{+}).

Now let σ1,σ2(σ,σ+)\sigma_{1},\,\,\sigma_{2}\in(\sigma^{-},\sigma^{+}) with σ1<σ2\sigma_{1}<\sigma_{2}. Let (c1,ϕ1)(c_{1},\phi_{1}) and (c2,ϕ2)(c_{2},\phi_{2}) be solutions of (4.1) respectively for the parameters σ=σ1\sigma=\sigma_{1} and σ=σ2\sigma=\sigma_{2}, given by Proposition 4.1, with ci=c(σi)c_{i}=c(\sigma_{i}) for i=1,2i=1,2.
Case c1>0c_{1}>0
Because we have

c1ϕ1(x)=F((ϕ1(x+ri))i=0,,N)+σc_{1}\phi_{1}^{\prime}(x)=F((\phi_{1}(x+r_{i}))_{i=0,...,N})+\sigma

we deduce that

0ϕ1δ1withδ:=Kc10\leq\phi_{1}^{\prime}\leq\delta^{-1}\quad\mbox{with}\quad\delta:=Kc_{1}

This implies that

c¯ϕ1σ2+F((ϕ1(x+ri))i=0,,N)withc¯:=c1+δ(σ2σ1)\bar{c}\phi^{\prime}_{1}\leq\sigma_{2}+F((\phi_{1}(x+r_{i}))_{i=0,...,N})\quad\mbox{with}\quad\bar{c}:=c_{1}+\delta(\sigma_{2}-\sigma_{1})

This means that (c¯,ϕ1)(\bar{c},\phi_{1}) is a subsolution of the equation satisfied by (c2,ϕ2)(c_{2},\phi_{2}) for σ=σ2\sigma=\sigma_{2}. Up to shift ϕ1\phi_{1}, we can assume that

ϕ1ϕ2\phi_{1}\leq\phi_{2}

and then, again, the comparison principle for the evolution equation implies that

ϕ1(x+c¯t)ϕ2(x+c2t)for all(t,x)[0,+)×\phi_{1}(x+\bar{c}t)\leq\phi_{2}(x+c_{2}t)\quad\mbox{for all}\quad(t,x)\in[0,+\infty)\times{\mathbb{R}}

We deduce that

c¯c2\bar{c}\leq c_{2}

ie

(4.3) c2c1σ2σ1δ=Kc1\frac{c_{2}-c_{1}}{\sigma_{2}-\sigma_{1}}\geq\delta=Kc_{1}

Now letting σ2σ1\sigma_{2}\to\sigma_{1} or σ1σ2\sigma_{1}\to\sigma_{2}, and using the continuity of σc(σ)\sigma\mapsto c(\sigma), we deduce in the viscosity sense that

dcdσKcon{c>0}(σ,σ+)\frac{dc}{d\sigma}\geq Kc\quad\mbox{on}\quad\left\{c>0\right\}\cap(\sigma^{-},\sigma^{+})

Case c1<0c_{1}<0
We proceed similarly for c1<0c_{1}<0 and get the inequality on {c<0}(σ,σ+)\left\{c<0\right\}\cap(\sigma^{-},\sigma^{+}).
Conclusion
Finally, the monotonicity of cc implies that the desired inequality (4.2) holds true on the whole interval (σ,σ+)(\sigma^{-},\sigma^{+}). 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 (c,ϕ)(c,\phi) of (1.7), namely

(5.1) {cϕ(z)=F(ϕ(z+r0),ϕ(z+r1),,ϕ(z+rN))+σ+onϕ is non-decreasing over ϕ()=0=mσ+andϕ(+)=1.\left\{\begin{aligned} &c\phi^{\prime}(z)=F(\phi(z+r_{0}),\phi(z+r_{1}),...,\phi(z+r_{N}))+\sigma^{+}\quad\mbox{on}\quad{\mathbb{R}}\\ &\phi\mbox{ is non-decreasing over }{\mathbb{R}}\\ &\phi(-\infty)=0=m_{\sigma^{+}}\quad\mbox{and}\quad\phi(+\infty)=1.\end{aligned}\right.

and the situation will be similar for σ=σ\sigma=\sigma^{-}. Finally, at the end of this section we will be in position to give a proof of Theorem 1.1.

Lemma 5.1

(Non-existence of solution for c<c+c<c^{+} and c>cc>c^{-})
Assume that FF satisfies (A~C1)(\tilde{A}_{C^{1}}) and (B~C1).({\tilde{B}}_{C^{1}}). Let (c,ϕ)(c,\phi) be a solution of (5.1) (resp. (1.8)), then cc+c\geq c^{+} (resp. ccc\leq c^{-}), where c±c^{\pm} are defined in Corollary 4.3.

Proof of Lemma 5.1
We do the proof for equation (5.1) (the proof is similar for (1.8)). Let (c,ϕ)(c,\phi) be a solution of (5.1) for parameter σ+\sigma^{+}. From Proposition 4.1, it is known that for any σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}), there exists a solution (c(σ),ϕσ)(c(\sigma),\phi_{\sigma}) of equation (4.1) with parameter σ\sigma. Moreover the comparison of the velocities (Proposition 4.2) implies that

c(σ)cc(\sigma)\leq c

This implies that

c+:=limσ+>σσ+c(σ)cc^{+}:=\lim_{\sigma^{+}>\sigma\to\sigma^{+}}c(\sigma)\leq c

which implies the result. This ends the proof of the Lemma.

Lemma 5.2

(Existence of solutions for c=c±c=c^{\pm})
Assume (A~C1),(\tilde{A}_{C^{1}}), (B~C1)({\tilde{B}}_{C^{1}}) and let σ=σ+\sigma=\sigma^{+} (resp. σ=σ\sigma=\sigma^{-}). There exists a profile ϕ+\phi^{+} (resp. ϕ\phi^{-}) such that (c+,ϕ+)(c^{+},\phi^{+}) (resp. (c,ϕ)(c^{-},\phi^{-})) solves (5.1) (resp. (1.8)), where c±c^{\pm} are defined in Corollary 4.3.

Proof of Lemma 5.2
Assume that σ=σ+\sigma=\sigma^{+} and let us prove the existence of a solution of (5.1) for c+c^{+} (proving the existence of solution of (1.8) for cc^{-} in the case σ=σ\sigma=\sigma^{-} is treated similarly). The goal is to get a solution as a limit of the profiles as σσ+,\sigma\to\sigma^{+}, recalling that c+=limσ+>σσ+c(σ).\displaystyle c^{+}=\lim_{\sigma_{+}>\sigma\to\sigma^{+}}c(\sigma).

Consider σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}) and let (cσ,ϕσ)(c_{\sigma},\phi_{\sigma}) be a solution of (4.1) given by Proposition 4.1, namely

(5.2) {cσϕσ(z)=F(ϕσ(z+r0),ϕσ(z+r1),,ϕσ(z+rN))+σon.ϕσis non-decreasing over ϕσ()=mσandϕσ(+)=mσ+1.\left\{\begin{aligned} &c_{\sigma}\phi^{\prime}_{\sigma}(z)=F(\phi_{\sigma}(z+r_{0}),\phi_{\sigma}(z+r_{1}),...,\phi_{\sigma}(z+r_{N}))+\sigma\quad\mbox{on}\quad{\mathbb{R}}.\\ &\phi_{\sigma}\ \mbox{is non-decreasing over }{\mathbb{R}}\\ &\phi_{\sigma}(-\infty)=m_{\sigma}\quad\mbox{and}\quad\phi_{\sigma}(+\infty)=m_{\sigma}+1.\end{aligned}\right.

Up to shift ϕσ\phi_{\sigma}, we can assume that

(5.3) 12[(ϕσ)(0),(ϕσ)(0)]\frac{1}{2}\in[(\phi_{\sigma})_{*}(0),(\phi_{\sigma})^{*}(0)]

Passing to the limit σσ+\sigma\to\sigma^{+}, we get the convergence (at least almost everywhere) of ϕσ\phi_{\sigma} to some profile ϕ+\phi^{+}. Then by stability (Proposition 2.4), we get that ϕ+\phi^{+} solves

(5.4) {c+(ϕ+)(z)=F((ϕ+(z+ri))i=0,,N)+σ+on.ϕ+is non-decreasing over 0=mσ+ϕ+mσ++1=112[(ϕ+)(0),(ϕ+)(0)]\left\{\begin{aligned} &c^{+}(\phi^{+})^{\prime}(z)=F((\phi^{+}(z+r_{i}))_{i=0,\dots,N})+\sigma^{+}\quad\mbox{on}\quad{\mathbb{R}}.\\ &\phi^{+}\ \mbox{is non-decreasing over }{\mathbb{R}}\\ &0=m_{\sigma^{+}}\leq\phi^{+}\leq m_{\sigma^{+}}+1=1\\ &\frac{1}{2}\in[(\phi^{+})_{*}(0),(\phi^{+})^{*}(0)]\end{aligned}\right.

which implies that

ϕ+()=0,ϕ+(+)=1\phi^{+}(-\infty)=0,\quad\phi^{+}(+\infty)=1

This shows that ϕ+\phi^{+} is a desired profile with velocity c+c^{+}. This ends the proof.

In order to prove the existence of full vertical branches for cc+c\geq c^{+} (or ccc\leq c^{-}) 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 c=c+c=c^{+}, there exists a positive profile ϕ+>0\phi^{+}>0. 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 cc+c\geq c^{+}, 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 FF satisfies (A~C1)(\tilde{A}_{C^{1}}) and let p>0p>0 and σ.\sigma\in{\mathbb{R}}. There exists a unique real λ(σ,p)=λp(σ)\lambda(\sigma,p)=\lambda_{p}(\sigma) such that there exists a locally bounded function hp:h_{p}:{\mathbb{R}}\to{\mathbb{R}} satisfying (in the viscosity sense):

{λphp(z)=F((hp(z+pri))i=0,,N)+σonhp(z+1)=hp(z)+1hp(z)0|hp(z+z)hp(z)z|1for any z,z.\left\{\begin{aligned} &\lambda_{p}h^{\prime}_{p}(z)=F((h_{p}(z+pr_{i}))_{i=0,...,N})+\sigma\quad\mbox{on}\quad{\mathbb{R}}\\ &h_{p}(z+1)=h_{p}(z)+1\\ &h^{\prime}_{p}(z)\geq 0\\ &|h_{p}(z+z^{\prime})-h_{p}(z)-z^{\prime}|\leq 1\quad\mbox{for any }z,\ z^{\prime}\in{\mathbb{R}}.\end{aligned}\right.

Moreover, there exists a constant K>0,K>0, independent on pp and σ,\sigma, such that

|λpσ|K(1+p)|\lambda_{p}-\sigma|\leq K(1+p)

and the function

λp:\displaystyle\lambda_{p}: \displaystyle{\mathbb{R}}\to{\mathbb{R}}
σλp(σ)\displaystyle\sigma\mapsto\lambda_{p}(\sigma)

is continuous nondecreasing with λp(±)=±.\lambda_{p}(\pm\infty)=\pm\infty.

Then we have

Proposition 5.4

(Existence of vertical branches of velocities)
Assume that FF satisfies (A~C1)(\tilde{A}_{C^{1}}) and (B~C1)({\tilde{B}}_{C^{1}}). Then for every velocity cc+c\geq c^{+} (resp. ccc\leq c^{-}), there exists a solution ϕ\phi of (5.1) (resp. (1.8)), where c±c^{\pm} are defined in Corollary 4.3.

Proof of Proposition 5.4
Step 1: preliminary
From the properties of λp(σ)\lambda_{p}(\sigma), we deduce that for any velocity cc\in{\mathbb{R}}, there exists a suitable σ=σ(c,p)\sigma=\sigma(c,p) such that

λp(σ)=cp\lambda_{p}(\sigma)=cp

Then defining the function ϕp\phi_{p} as

ϕp(x)=hp(px),\phi_{p}(x)=h_{p}(px),

where hph_{p}, we see that it satisfies

(5.5) {cϕp(z)=F((ϕp(z+ri))i=0,,N)+σ(c,p)onϕpnon-decreasingϕp(z+1p)=ϕp(z)+1.\left\{\begin{aligned} &c\phi^{\prime}_{p}(z)=F((\phi_{p}(z+r_{i}))_{i=0,...,N})+\sigma(c,p)\quad\mbox{on}\quad{\mathbb{R}}\\ &\phi^{\prime}_{p}\ \mbox{non-decreasing}\\ &\phi_{p}\left(z+\frac{1}{p}\right)=\phi_{p}(z)+1.\end{aligned}\right.

We will build a branch of solutions for cc+c\geq c^{+} (the proof is similar for ccc\leq c^{-}).
Step 2: passing to the limit p0+p\to 0^{+}
Let us now consider the case of a fixed velocity

cc+c\geq c^{+}

Recall that in both cases c=0c=0 and c0c\not=0, we know that ϕp\phi_{p} is an almost everywhere solution of (5.5). Hence we can integrate it for instance on the interval z[0,1]z\in[0,1], and from the periodicity and Lipschitz properties of FF deduce that

|σ(c,p)|C0|\sigma(c,p)|\leq C_{0}

where C0C_{0} is independent on pp. Up to translate the profile ϕp\phi_{p}, we can also assume that

θ[(ϕp)(0),(ϕp)(0)]\theta\in[(\phi_{p})_{*}(0),(\phi_{p})^{*}(0)]

Then we can pass to the limit p0p\to 0, and get the convergence ϕpϕ\phi_{p}\to\phi, at least almost everywhere (and indeed everywhere if c0c\not=0) and the convergence

σ(c,p)σ\sigma(c,p)\to\sigma

which satisfy

{cϕ(z)=F((ϕ(z+ri))i=0,,N)+σϕnon-decreasingθ[(ϕ)(0),(ϕ)(0)]ϕ(+)ϕ()1,\left\{\begin{array}[]{l}\begin{aligned} &c\phi^{\prime}(z)=F((\phi(z+r_{i}))_{i=0,...,N})+\sigma\\ &\phi\ \mbox{non-decreasing}\\ &\theta\in[(\phi)_{*}(0),(\phi)^{*}(0)]\\ &\phi(+\infty)-\phi(-\infty)\leq 1,\end{aligned}\end{array}\right.

Passing to the limit z±z\to\pm\infty, we get that

f(ϕ(±))+σ=0f(\phi(\pm\infty))+\sigma=0

which forces σ[σ,σ+]\sigma\in[\sigma^{-},\sigma^{+}] and

ϕ()=mσ,ϕ(+)=1+mσ\phi(-\infty)=m_{\sigma},\quad\phi(+\infty)=1+m_{\sigma}

Step 3: conclusion
Assume by contradiction that

σ<σ+\sigma<\sigma^{+}

Then the comparison of velocities (Proposition 4.2) implies that

c<c+c<c^{+}

which leads to a contradiction. We deduce that

σ=σ+,ϕ()=0,ϕ(+)=1\sigma=\sigma^{+},\quad\phi(-\infty)=0,\quad\phi(+\infty)=1

and then (c,ϕ)(c,\phi) is a solution of (5.1). This provides the existence of a profile for any velocity cc+c\geq c^{+}. This ends the proof of the proposition.

Remark 5.5

Notice that the proof of Proposition 5.4 provides for the velocity c=c+c=c^{+} a direct proof of the existence of profile ϕ+\phi^{+}, different from the proof of Lemma 5.2.

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 (c(σ),ϕσ)(c(\sigma),\phi_{\sigma}) with a unique velocity c(σ)c(\sigma) for the range σ(σ,σ+)\sigma\in(\sigma^{-},\sigma^{+}).
Step 2: Proof of Theorem 1.1 1) ii)
The bound from below

dcdσKcforσ(σ,σ+)\displaystyle\frac{dc}{d\sigma}\geq Kc\quad\mbox{for}\quad\sigma\in(\sigma^{-},\sigma^{+})

follows from Lemma 4.6 on the strict monotonicity of the velocity. The velocities c±c^{\pm} are defined in Corollary 4.3 by

limσ<σσc(σ)=:cc+:=limσ+>σσ+c(σ)\lim_{\sigma^{-}<\sigma\to\sigma^{-}}c(\sigma)=:c^{-}\leq c^{+}:=\lim_{\sigma^{+}>\sigma\to\sigma^{+}}c(\sigma)

We deduce that if c0c^{-}\not=0 of c0c^{-}\not=0, then we have

c<c+c^{-}<c^{+}

and then

c=c+if only ifc=0=c+c^{-}=c^{+}\quad\mbox{if only if}\quad c^{-}=0=c^{+}

Step 3: Proof of Theorem 1.1 2) i) and ii)
The proof of 2)ii) for σ=σ\sigma=\sigma^{-} is similar to the one of 2)i) for σ=σ+\sigma=\sigma^{+}. Hence we only show 2)i). The non-existence of solutions for c<c+c<c^{+} and σ=σ+\sigma=\sigma^{+} follows from Lemma 5.1. The existence of a branch of solutions for cc+c\geq c^{+} follows from Proposition 5.4.
This ends the proof of the theorem.

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 β>0,\beta>0, σ\sigma\in{\mathbb{R}} and let (c,ϕ)(c,\phi) be a solution of

(6.1) {cϕ(z)=ϕ(z+1)2ϕ(z)+ϕ(z1)+f(ϕ(z))+σon ,f(x):=βcos(2πx)ϕ is non-decreasingϕ(+)ϕ()=1.\left\{\begin{aligned} &c\phi^{\prime}(z)=\phi(z+1)-2\phi(z)+\phi(z-1)+f(\phi(z))+\sigma\quad\mbox{on }\ {\mathbb{R}},\quad f(x):=-\beta\cos(2\pi x)\\ &\phi\ \mbox{ is non-decreasing}\\ &\phi(+\infty)-\phi(-\infty)=1.\end{aligned}\right.

i) (Sign of the critical velocities)
Then σ±=±β\sigma^{\pm}=\pm\beta and c<0<c+c_{-}<0<c_{+}.
ii) (Discontinuous solution for large β\beta)
Moreover, if β>1\beta>1 and |σ|<β1,|\sigma|<\beta-1, then ϕC0\phi\notin C^{0} and c=0.c=0.

Proof of Proposition 6.1
Step 1: proof of i)
Clearly, we have σ±=±β\sigma^{\pm}=\pm\beta. Let σ=σ+\sigma=\sigma^{+} and let us show that c+>0.c^{+}>0. In this case, we can moreover assume that a solution ϕ\phi of (6.1) satisfies

ϕ()=0,ϕ(+)=1\phi(-\infty)=0,\quad\phi(+\infty)=1

Integrating over the real line the equation

c+ϕ(z)=ϕ(z+1)+ϕ(z1)2ϕ(z)+g(ϕ(z)),g:=f+σ+0c^{+}\phi^{\prime}(z)=\phi(z+1)+\phi(z-1)-2\phi(z)+g(\phi(z)),\quad g:=f+\sigma^{+}\geq 0

we get that

c+=g(ϕ(z))𝑑z0.c^{+}=\int_{{\mathbb{R}}}g(\phi(z))dz\geq 0.

Since g>0g>0 on (0,1),(0,1), if c+=0,c^{+}=0, then

ϕ(z)=0 or 1 almost everywhere.\phi(z)=0\mbox{ or }1\ \mbox{ almost everywhere}.

Then the equation itself implies that (because g(ϕ)=0g(\phi)=0 a.e.)

(6.2) Δ1ϕ(z):=ϕ(z+1)+ϕ(z1)2ϕ(z)=0 almost everywhere.\Delta_{1}\phi(z):=\phi(z+1)+\phi(z-1)-2\phi(z)=0\ \mbox{ almost everywhere.}

Because ϕ\phi is monotone non-decreasing, up to translation, we have

ϕ(z)={0ifz<01ifz>0\phi(z)=\left\{\begin{array}[]{ll}0&\quad\quad\mbox{if}\quad z<0\\ 1&\quad\quad\mbox{if}\quad z>0\\ \end{array}\right.

This leads to a contradiction with (6.2), and shows that c+>0c_{+}>0. Similarly, we get c<0c_{-}<0.
Step 2: proof of ii)
Let |σ|<β1|\sigma|<\beta-1 and let us show that ϕC0().\phi\notin C^{0}({\mathbb{R}}). For the convenience of the reader we give the proof of this result (which is basically contained in Theorem 1.21.2 in Carpio et al. [7]).
Assume to the contrary that ϕC0()\phi\in C^{0}({\mathbb{R}}). Notice that because ϕ\phi is non-decreasing and ϕ(+)ϕ()=1,\phi(+\infty)-\phi(-\infty)=1, we deduce that

ϕ(z+1)2ϕ(z)+ϕ(z1)[1,1].\phi(z+1)-2\phi(z)+\phi(z-1)\in[-1,1].

Define now

ψ(z)=ϕ(z+1)2ϕ(z)+ϕ(z1)+f(ϕ(z))+σwithf(ϕ):=βcos(2πϕ)\psi(z)=\phi(z+1)-2\phi(z)+\phi(z-1)+f(\phi(z))+\sigma\quad\mbox{with}\quad f(\phi):=-\beta\cos(2\pi\phi)

Assume by contradiction that ϕC0\phi\in C^{0}. Then we deduce that

{supψβ+σ1>0infψβ+σ+1<0,\left\{\begin{aligned} &\sup_{{\mathbb{R}}}\psi\geq\beta+\sigma-1>0\\ &\inf_{{\mathbb{R}}}\psi\leq-\beta+\sigma+1<0,\end{aligned}\right.

where the strict inequalities follow from |σ|<β1.|\sigma|<\beta-1. But cϕ=ψc\phi^{\prime}=\psi which implies that cϕc\phi^{\prime} changes sign. Contradiction. Therefore ϕC0()\phi\notin C^{0}({\mathbb{R}}), which also implies that c=0.c=0.
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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