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In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…

Probability · Mathematics 2023-03-10 Martin Redmann

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…

Computational Physics · Physics 2016-03-02 Fabian Spill , Pilar Guerrero , Tomas Alarcon , Philip K. Maini , Helen Byrne

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

Reaction-diffusion models have been used over decades to study biological systems. In this context, evolution equations for probability distribution functions and the associated stochastic differential equations have nowadays become…

Statistical Mechanics · Physics 2018-10-09 C. Escudero , S. B. Yuste , E. Abad , F. Le Vot

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…

Analysis of PDEs · Mathematics 2023-06-21 Malcolm Egan , Bao Quoc Tang

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

This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf.…

Probability · Mathematics 2015-06-26 Tom Schmitz

In this paper, we present an approach to characterising fast-reaction limits of systems with nonlinear diffusion, when there are either two reaction-diffusion equations, or one reaction-diffusion equation and one ordinary differential…

Analysis of PDEs · Mathematics 2022-10-17 Elaine Crooks , Yini Du

In order to describe large transverse momentum ($p_T$) distributions observed in high energy nucleus-nucleus collisions, a stochastic model in the three dimensional rapidity space is introduced. The fundamental solution of the radial…

High Energy Physics - Phenomenology · Physics 2015-06-25 Naomichi Suzuki , Minoru Biyajima

Turing patterns can be observed in reaction-diffusion systems where chemical species have different diffusion constants. In recent years, several studies investigated the effects of noise on Turing patterns and showed that the parameter…

Computational Physics · Physics 2013-10-30 Yang Cao , Radek Erban

We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…

Analysis of PDEs · Mathematics 2018-09-24 Augustin Moinat , Hendrik Weber

We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…

High Energy Physics - Theory · Physics 2009-11-19 Z. Haba

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish local…

Analysis of PDEs · Mathematics 2015-11-20 Vandana Sharma , Jeff Morgan

We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…

Probability · Mathematics 2016-09-19 Rohini Kumar , Lea Popovic

We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…

Probability · Mathematics 2019-10-02 Robert Patterson , Michiel Renger

A fractional reaction-diffusion equation is derived from a continuous time random walk model when the transport is dispersive. The exit from the encounter distance, which is described by the algebraic waiting time distribution of jump…

Statistical Mechanics · Physics 2009-11-10 Kazuhiko Seki , Mariusz Wojcik , M. Tachiya

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

The position of a reaction front, propagating into a metastable state, fluctuates because of the shot noise of reactions and diffusion. A recent theory [B. Meerson, P.V. Sasorov, and Y. Kaplan, Phys. Rev. E 84, 011147 (2011)] gave a closed…

Statistical Mechanics · Physics 2015-06-04 Evgeniy Khain , Baruch Meerson

We study front propagation in the reversible reaction-diffusion system A + A <-> A on a 1-d lattice. Extending the idea of leading particle in studying the motion of the front we write a master equation in the stochastically moving frame…

Statistical Mechanics · Physics 2009-11-11 Niraj Kumar , Goutam Tripathy