Related papers: Lattice Approximation for Stochastic Reaction Diff…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things,…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…
We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…
We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…
We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…
We consider a class of stochastic differential equations driven by a one dimensional Brownian motion and we investigate the rate of convergence for Wong-Zakai-type approximated solutions. We first consider the Stratonovich case, obtained…
We analyze several aspects of the phenomenon of stochastic resonance in reaction-diffusion systems, exploiting the nonequilibrium potential's framework. The generalization of this formalism (sketched in the appendix) to extended systems is…
To model bio-chemical reaction systems with diffusion one can either use stochastic, microscopic reaction-diffusion master equations or deterministic, macroscopic reaction-diffusion system. The connection between these two models is not…
We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard…
This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…
A singularly perturbed linear system of second order ordinary differential equations of reaction-diffusion type with given boundary conditions is considered. The leading term of each equation is multiplied by a small positive parameter.…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
A kinetic description of lattice-gas automaton models for reaction-diffusion systems is presented. It provides corrections to the mean-field rate equations in the diffusion-limited regime. When applied to the two-species Maginu model, the…
In this paper, we present a finite difference heterogeneous multiscale method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient. The approach combines a higher order discretization and artificial damping in…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion…
In this paper, we are interested in the well-posedness of stochastic reaction diffusion equations like \begin{equation} \begin{cases} dX(t)(\xi)=\big(\Delta_\xi X(t)(\xi)-p(X(t)(\xi))\big)dt+RdW(t)+dL(t) , \quad t\in [0,T];\\ X(0)=x\in…
We consider the finite volume approximation of a reaction-diffusion system with fast reversible reaction. We deduce from a priori estimates that the approximate solution converges to the weak solution of the reaction-diffusion problem and…
We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…