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In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations. In this regard, the homogenization problem for a stochastic…

Analysis of PDEs · Mathematics 2014-08-12 Paul André Razafimandimby , Jean Louis Woukeng

We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only. We derive convergence with an implicit rate…

Probability · Mathematics 2015-04-17 Martin Sauer , Wilhelm Stannat

We prove stochastic homogenization for integral functionals defined on Sobolev spaces, where the stationary, ergodic integrand satisfies a degenerate growth condition of the form \begin{equation*} c|\xi A(\omega,x)|^p\leq…

Analysis of PDEs · Mathematics 2021-10-26 Matthias Ruf , Thomas Ruf

Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…

Analysis of PDEs · Mathematics 2019-05-09 Stefan Neukamm , Mario Varga , Marcus Waurick

The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…

Statistical Mechanics · Physics 2020-08-26 Evgeniy Khain , Baruch Meerson , Pavel Sasorov

A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a $1+1$-dimensional white noise is studied. The optimal strong rate of convergence is proved without posing any regularity assumption on the…

Probability · Mathematics 2024-09-25 Oleg Butkovsky , Konstantinos Dareiotis , Máté Gerencsér

This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…

Probability · Mathematics 2009-02-11 Rémi Rhodes

In this paper, curved fronts are constructed for spatially periodic bistable reaction-diffusion equations under the a priori assumption that there exist pulsating fronts in every direction. Some sufficient and some necessary conditions of…

Analysis of PDEs · Mathematics 2021-10-13 Hongjun Guo , Wan-Tong Li , Rongsong Liu , Zhi-Cheng Wang

Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…

Probability · Mathematics 2018-01-18 Martin Keller-Ressel , Marvin S. Mueller

In this paper, we prove some qualitative properties of pushed fronts for the periodic reaction-diffusion-equation with general monostable nonlinearities. Especially, we prove the exponential behavior of pushed fronts when they are…

Analysis of PDEs · Mathematics 2022-03-09 Hongjun Guo

We consider the estimation of a non-linear reaction term in the stochastic heat or more generally in a semi-linear stochastic partial differential equation (SPDE). Consistent inference is achieved by studying a small diffusivity level,…

Statistics Theory · Mathematics 2022-03-22 Sascha Gaudlitz , Markus Reiß

We show how the steady-state solution of the Smoluchowski (Fokker-Planck) equation for a color reaction-counterdiffusion problem, together with equilibrium trajectory information (e.g., from molecular simulations or confocal microscopy…

Chemical Physics · Physics 2014-07-30 James Carmer , Frank van Swol , Thomas M. Truskett

We study the evolution of fronts in a bistable reaction-diffusion system when the nonlinear reaction term is spatially non-homogeneous. This equation has been used to model wave propagation in various biological systems. Extending previous…

Pattern Formation and Solitons · Physics 2009-10-31 Horacio G. Rotstein , Anatol M. Zhabotinsky , Irving R. Epstein

By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…

Probability · Mathematics 2010-01-18 Damir Filipovic , Stefan Tappe , Josef Teichmann

We prove existence of and construct transition fronts for a class of reaction- diffusion equations with spatially inhomogeneous Fisher-KPP type reactions and non-local diffusion. Our approach is based on finding these solutions as…

Analysis of PDEs · Mathematics 2014-10-29 Tau Shean Lim , Andrej Zlatos

A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…

Statistics Theory · Mathematics 2020-02-26 Gregor Pasemann , Wilhelm Stannat

We consider a reaction-diffusion-advection problem in a perforated medium, with nonlinear reactions in the bulk and at the microscopic boundary, and low diffusion scaling. The microstructure changes in time; the microstructural evolution is…

Analysis of PDEs · Mathematics 2021-12-02 Markus Gahn , Maria Neuss-Radu , Iulio Sorin Pop

Using pointwise semigroup techniques, we establish sharp rates of decay in space and time of a perturbed reaction diffusion front to its time-asymptotic limit. This recovers results of Sattinger, Henry and others of time-exponential…

Analysis of PDEs · Mathematics 2019-01-15 Yingwei Li

We determine the asymptotic spreading speed of the solutions of a Fisher-KPP reaction-diffusion equation, starting from compactly supported initial data, when the diffusion coefficient is a fixed bounded monotone profile that is shifted at…

Analysis of PDEs · Mathematics 2021-03-30 Grégory Faye , Thomas Giletti , Matt Holzer

In this paper, we are concerned with the state feedback stabilization of ODE-PDE cascade systems governed by a linear ordinary differential equation and the 1-d reaction-diffusion equation posed on a bounded interval. In contrast to the…

Analysis of PDEs · Mathematics 2018-01-04 Habib Ayadi