Related papers: Large deviations for fast transport stochastic RDE…
We study the heat equation in the exterior of the unit ball with a linear dynamical boundary condition. Our main aim is to find upper and lower bounds for the rate of convergence to solutions of the Laplace equation with the same dynamical…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
We establish the large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.
Self-interacting diffusions are processes living on a compact Riemannian manifold defined by a stochastic differential equation with a drift term depending on the past empirical measure of the process. The asymptotics of this measure is…
This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…
Integer-order differential operators were originally used to describe local and isotropic effects, in both space and time. However, in fields like biology, the modelling of complex phenomena with spatial heterogeneity necessitates more…
We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…
In this paper, we discuss and compare two probabilistic approaches for associating a stochastic differential equation with a McKean-type partial differential equation featuring a reaction term and path-dependent coefficients. The…
This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…
Reaction-diffusion equations (RDEs) are often derived as continuum limits of lattice-based discrete models. Recently, a discrete model which allows the rates of movement, proliferation and death to depend upon whether the agents are…
When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…
The chemical master equation (CME) is the exact mathematical formulation of chemical reactions occurring in a dilute and well-mixed volume. The reaction-diffusion master equation (RDME) is a stochastic description of reaction-diffusion…
We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…
We give an explicit formula for the change of speed of pushed and bistable fronts of the reaction diffusion equation when a small cutoff is applied at the unstable or metastable equilibrium point. The results are valid for arbitrary…
We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…
We study 2D fronts propagating up a co-moving reaction rate gradient in finite number reaction-diffusion systems. We show that in a 2D rectangular channel, planar solutions to the deterministic mean-field equation are stable with respect to…
Reaction-diffusion equations are one of the most common mathematical models in the natural sciences and are used to model systems that combine reactions with diffusive motion. However, rather than normal diffusion, anomalous subdiffusion is…
We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…
Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…