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The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…

Probability · Mathematics 2015-01-29 Nathanial Burch , Marta D'Elia , R. B. Lehoucq

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

Quantitative Methods · Quantitative Biology 2016-02-17 Atiyo Ghosh , Tatiana T. Marquez-Lago

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…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…

Probability · Mathematics 2009-01-27 Carl Mueller , Roger Tribe

A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…

Probability · Mathematics 2019-02-11 Jennifer Krüger , Wilhelm Stannat

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

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…

Analysis of PDEs · Mathematics 2008-08-05 R. Eymard , D. Hilhorst , M. Olech

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a…

Mathematical Physics · Physics 2009-11-10 D. Holcman , Z. Schuss

The objective of this dissertation is to prove a scaling limit for the exit of a domain problem of a small noise system with underlying hyperbolic dynamics. In this case, Large Deviation kind of estimates fail to provide a complete picture…

Probability · Mathematics 2011-10-12 Sergio Angel Almada Monter

In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…

Statistical Mechanics · Physics 2015-05-14 Sven Dorosz , Michel Pleimling

Driven by diverse applications, several recent models impose randomly switching boundary conditions on either a PDE or SDE. The purpose of this paper is to provide tools for calculating statistics of these models and to establish a…

Probability · Mathematics 2020-03-13 Sean D. Lawley

We consider a special type of fast reaction-diffusion systems in which the coefficients of the reaction terms of the two substances are much larger than those of the diffusion terms while the diffusive motion to the substrate is negligible.…

Numerical Analysis · Mathematics 2024-04-30 Yu Zhao , Zhennan Zhou

The area enclosed by the two-dimensional Brownian motion in the plane was studied by L\'evy, who found the characteristic function and probability density of this random variable. For other planar processes, in particular ergodic diffusions…

Statistical Mechanics · Physics 2023-10-24 Johan du Buisson , Thamu D. P. Mnyulwa , Hugo Touchette

We investigate the influence of a stochastically fluctuating step-barrier potential on bimolecular reaction rates by exact analytical theory and stochastic simulations. We demonstrate that the system exhibits a new resonant reaction…

Chemical Physics · Physics 2016-03-23 Jakob J. Kolb , Stefano Angioletti-Uberti , Joachim Dzubiella

We consider a system of reaction-diffusion equations with passive advection term and Lewis number not equal to one. Such systems are used to describe chemical reactions in a flow in a situation where temperature and material diffusivities…

Chaotic Dynamics · Physics 2009-10-31 Alexander Kiselev , Leonid Ryzhik

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

High Energy Physics - Theory · Physics 2009-11-13 Z. Haba

In this paper, we investigate the optimal control problems for stochastic differential equations (SDEs in short) of mean-field type with jump processes. The control variable is allowed to enter into both diffusion and jump terms. This…

Optimization and Control · Mathematics 2013-02-27 Mokhtar Hafayed , Syed Abbas

We study the heat equation on a half-space or on an exterior domain with a linear dynamical boundary condition. Our main aim is to establish the rate of convergence to solutions of the Laplace equation with the same dynamical boundary…

Analysis of PDEs · Mathematics 2019-01-03 Marek Fila , Kazuhiro Ishige , Tatsuki Kawakami , Johannes Lankeit

A one-dimensional model on a line of the length L is investigated, which involves particle diffusion as well as single particle annihilation. There are also creation and annihilation at the boundaries. The static and dynamical behaviors of…

Mathematical Physics · Physics 2014-03-17 Mohammad Khorrami , Amir Aghamohammadi

We consider a single-species diffusion-limited annihilation reaction with reactants confined to a two-dimensional surface with one arbitrarily large dimension and the other comparable in size to interparticle distances. This situation could…

Biomolecules · Quantitative Biology 2015-03-20 Aleksandr Kivenson , Michael F. Hagan