Article,

Wright–Fisher Diffusion in One Dimension

, and .
SIAM Journal on Mathematical Analysis, 42 (2): 568-608 (2010)
DOI: 10.1137/090766152

Abstract

We analyze the diffusion processes associated to equations of Wright–Fisher type in one spatial dimension. These are associated to the degenerate heat equation $\partial_tu=a(x)\partial_x^2u+b(x)\partial_xu$ on the interval $0,1$, where $a(x)>0$ on the interior and vanishes simply at the end points and $b(x)\partial_x$ is a vector field which is inward pointing at both ends. We consider various aspects of this problem, motivated by their applications in biology, including a sharp regularity theory for the “zero flux” boundary conditions, as well as an analysis of the infinitesimal generators of the $C^m$-semigroups and their adjoints. Using these results we obtain precise asymptotics of solutions of this equation, both as $t\to0,ınfty$ and as $x\to0,1$.

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