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This paper is mainly concerned with the large deviation principle of the fractional McKean-Vlasov stochastic reaction-diffusion equation defined on R^n with polynomial drift of any degree. We first prove the well-posedness of the underlying…

Probability · Mathematics 2024-06-18 Zhang Chen , Bixiang Wang

By using a condition of average trace preservation we derive a general class of non-Markovian Gaussian diffusive unravelings [L. Diosi and L. Ferialdi, Phys. Rev. Lett. \textbf{113}, 200403 (2014)], here valid for arbitrary non-Hermitian…

Quantum Physics · Physics 2015-11-10 Adrian A. Budini

We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…

Probability · Mathematics 2021-04-30 Charles-Edouard Bréhier

Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…

Mathematical Physics · Physics 2023-05-31 Chris D Greenman

Uniform-in-time bounds of nonnegative classical solutions to reaction-diffusion systems in all space dimension are proved. The systems are assumed to dissipate the total mass and to have locally Lipschitz nonlinearities of at most (slightly…

Analysis of PDEs · Mathematics 2019-06-18 Klemens Fellner , Jeff Morgan , Bao Quoc Tang

In this paper we prove the well-posedness of non-autonomous deterministic and stochastic reaction-diffusion equations with a polynomial reaction term. Concerning the stochastic problem, we also prove a new result on the space-time…

Probability · Mathematics 2025-11-04 Davide A. Bignamini , Paolo De Fazio

This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…

Probability · Mathematics 2017-09-18 Bob Pepin

We prove the averaging principle for a class of stochastic systems. The slow component is solution to a fractional differential equation, which is coupled with a fast component considered as solution to an ergodic stochastic differential…

Probability · Mathematics 2025-10-07 Charles-Edouard Bréhier , Ibrahima Faye

We investigate the effective behaviour of a small transversal perturbation of order $\epsilon$ to a completely integrable stochastic Hamiltonian system, by which we mean a stochastic differential equation whose diffusion vector fields are…

Probability · Mathematics 2021-10-11 Xue-Mei Li

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

Probability · Mathematics 2024-06-10 Alexandra Blessing , Tommaso Rosati

We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained…

Probability · Mathematics 2021-08-10 Conrado da Costa , Bernardo Freitas Paulo da Costa , Daniel Valesin

A generic feature of systems with long-range interactions is the presence of {\it quasi-stationary} states with non-Gaussian single particle velocity distributions. For the case of the Hamiltonian Mean Field (HMF) model, we demonstrate that…

We consider a reaction-diffusion system which may serve as a model for a ferment catalytic reaction in chemistry. The model consists of a system of reaction diffusion equations with unbounded time dependent coefficients and different…

Analysis of PDEs · Mathematics 2022-06-14 Mohamed Majdoub , Nasser-eddine Tatar

In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…

Probability · Mathematics 2024-05-07 Bixiang Wang

It is known that the unique ergodicity of the viscous primitive equations with additive white-in-time noise remains an open problem. In this work, we demonstrate that, as the rotational intensity approaches infinity, the distribution of any…

Probability · Mathematics 2025-03-04 Quyuan Lin , Rongchang Liu , Vincent R. Martinez

We consider the one-dimensional stochastic heat and wave equations driven by Gaussian noises with constant initial conditions. We study the spatial average of the solutions on an interval of length $R$ and show that the family of laws of…

Probability · Mathematics 2025-08-05 Masahisa Ebina

In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

Probability · Mathematics 2021-06-08 Longjie Xie , Li Yang

In this paper a reaction-diffusion type equation is the starting point for setting up a genuine thermodynamic reduction, i.e. involving a finite number of parameters or collective variables, of the initial system. This program is carried…

Mathematical Physics · Physics 2016-11-17 Franco Cardin , Marco Favretti , Alberto Lovison

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

Probability · Mathematics 2018-12-11 Kenneth Uda

The work proposes and studies a one-dimensional model, which involves nonlocal interactions and finite propagation speed. It shows that the general reaction-diffusion equation, the Swift-Hohenberg equation and the general…

Other Condensed Matter · Physics 2015-06-25 Axel Hutt