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Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…

Statistical Mechanics · Physics 2025-10-01 Maxence Arutkin , Shlomi Reuveni

This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…

Optimization and Control · Mathematics 2009-12-02 Joseph G. Conlon , Mohar Guha

We address the question: Why may reaction-diffusion equations with hysteretic nonlinearities become ill-posed and how to amend this? To do so, we discretize the spatial variable and obtain a lattice dynamical system with a hysteretic…

Analysis of PDEs · Mathematics 2017-11-28 Pavel Gurevich , Sergey Tikhomirov

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Probability · Mathematics 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

This article studies the homogenization of hyperbolic-parabolic equations in porous media with tiny holes. We assume that the holes are periodically distributed and that the coefficients of the equations are periodic. Using the multi-scale…

Analysis of PDEs · Mathematics 2017-03-09 Hermann Douanla , Erick Tetsadjio

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

This study explores the integration of a diffusion control parameter into the chaotic dynamics of a modified bouncing ball model. By extending beyond simple elastic collisions, the model introduces elements that affect the diffusive…

Recent massive numerical simulations have shown that the response of a "stochastic resonator" is enhanced as a consequence of spatial coupling. Similar results have been analytically obtained in a reaction-diffusion model, using…

Statistical Mechanics · Physics 2015-11-30 B. von Haeften , R. Deza , H. S. Wio

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

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an…

Statistical Mechanics · Physics 2009-10-31 Rosario N. Mantegna , Bernardo Spagnolo , Marco Trapanese

We study the evolution of a localized perturbation in a chemical system with multiple homogeneous steady states, in the presence of stirring by a fluid flow. Two distinct regimes are found as the rate of stirring is varied relative to the…

Chaotic Dynamics · Physics 2009-11-07 Zoltan Neufeld , Peter H. Haynes , Tamas Tel

We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…

Numerical Analysis · Mathematics 2024-03-21 P. Martínez-Lera , M. De Corato

The simulation of stochastic reaction-diffusion systems using fine-grained representations can become computationally prohibitive when particle numbers become large. If particle numbers are sufficiently high then it may be possible to…

Quantitative Methods · Quantitative Biology 2020-10-02 Christian A. Yates , Adam George , Armand Jordana , Cameron A. Smith , Andrew B. Duncan , Konstantinos C. Zygalakis

An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…

Analysis of PDEs · Mathematics 2015-12-01 Pierluigi Colli , Takeshi Fukao

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

Statistical Mechanics · Physics 2016-08-23 David Schnoerr , Ramon Grima , Guido Sanguinetti

Diffusion models have emerged as powerful tools for generative modeling, demonstrating exceptional capability in capturing target data distributions from large datasets. However, fine-tuning these massive models for specific downstream…

Machine Learning · Computer Science 2025-09-01 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

Reaction-diffusion processes across layered media arise in several scientific domains such as pattern-forming E. coli on agar substrates, epidermal-mesenchymal coupling in development, and symmetry-breaking in cell polarisation. We develop…

Pattern Formation and Solitons · Physics 2020-09-18 Andrew L. Krause , Václav Klika , Jacob Halatek , Paul K. Grant , Thomas E. Woolley , Neil Dalchau , Eamonn A. Gaffney

In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…

Analysis of PDEs · Mathematics 2025-02-05 Mark van den Bosch , Christian H. S. Hamster , Hermen Jan Hupkes

Reaction rate equations are ordinary differential equations that are frequently used to describe deterministic chemical kinetics at the macroscopic scale. At the microscopic scale, the chemical kinetics is stochastic and can be captured by…

Soft Condensed Matter · Physics 2021-05-12 Ariana Torres-Knoop , Ivan Kryven