Related papers: Lattice Approximation for Stochastic Reaction Diff…
In general, adding a stochastic perturbation to a differential equation possessing an invariant manifold destroys the invariance as far as the It\^o formalism is used. In this article, we propose an invariantization method for perturbations…
It was proved \cite{EMYa, QY} that stochastic lattice gas dynamics converge to the Navier-Stokes equations in dimension $d=3$ in the incompressible limits. In particular, the viscosity is finite. We proved that, on the other hand, the…
In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…
A general derivation is proposed for several boundary conditions arisen in the lattice Boltzmann simulations of various physical problems. Pair-wise moment conservations are proposed to enforce the boundary conditions with given macroscopic…
In this article, we investigate an interacting particle system featuring random intensities, individual noise, and environmental noise, commonly referred to as stochastic point vortex model. The model serves as an approximation for the…
A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established…
We study a system of diffusing point particles in which any triplet of particles reacts and is removed from the system when the relative proximity of the constituent particles satisfies a predefined condition. Proximity-based reaction…
We introduce an explicit, adaptive time-stepping scheme for the simulation of SPDEs with one-sided Lipschitz drift coefficients. Strong convergence rates are proven for the full space-time discretisation with multiplicative trace-class…
The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. Such problems describe biological processes and chemical reactions in which diffusive and…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…
We consider a stochastic nonlinear Schr\"odinger equation with multiplicative noise in an abstract framework that covers subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and bounded domains. We construct a…
We are interested in the uniqueness of solutions of a nonlinear, pseudomonotone, stochastic diffusion evolution problem with homogeneous Dirichlet boundary conditions with reflection, where the noise term is additive and given by a…
We study the 1D kinetics of diffusion-limited coalescence and annihilation with back reactions and different kinds of particle input. By considering the changes in occupation and parity of a given interval, we derive sets of hierarchical…
We extend the result on the stability of travelling waves for stochastic Nagumo equations in [St] to general bistable reaction-diffusion equations with both additive and multiplicative noise, using a variational approach based on functional…
The Nagumo lattice differential equation admits stationary solutions with arbitrary spatial period for sufficiently small diffusion rate. The continuation from the stationary solutions of the decoupled system (a system of isolated nodes) is…
Intrinsic fluctuations around the solution of the lattice Boltzmann equation are described or modeled by addition of a white Gaussian noise source. For stationary states a fluctuation-dissipation theorem relates the variance of the…
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their…
Non-local reaction-diffusion partial differential equations (PDEs) involving the fractional Laplacian have arisen in a wide variety of applications. One common tool to analyse the dynamics of classical local PDEs near instability is to…
This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…