Related papers: Mean Field Limits of Particle-Based Stochastic Rea…
Mean-field systems have been previously derived for networks of coupled, two-dimensional, integrate-and-fire neurons such as the Izhikevich, adapting exponential (AdEx) and quartic integrate and fire (QIF), among others. Unfortunately, the…
In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. In some cases they correspond to processes attracted by their own probability distribution: the so-called self-stabilizing processes.…
We consider a structural stochastic volatility model for the loss from a large portfolio of credit risky assets. Both the asset value and the volatility processes are correlated through systemic Brownian motions, with default determined by…
Stochastic reaction-diffusion models are employed to represent many complex physical, biological, societal, and ecological systems. The macroscopic reaction rates describing the large-scale kinetics in such systems are effective,…
We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…
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…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
The stochastic reaction-diffusion model driven by a multiplicative noise is examined. We construct the gradient discretisation method (GDM), an abstract framework combining several numerical method families. The paper provides the…
This paper concerns a general class of PDE-ODE reaction-diffusion systems, which features a singular fast-reaction limit towards a reaction-diffusion equation coupled to a scalar hysteresis operator. As prototypical application, we present…
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…
A multi-scale meshfree particle method for macroscopic mean field approximations of generalized interacting particle models is developed and investigated. The method is working in a uniform way for large and small interaction radii. The…
This article introduces a novel approach to the mean-field limit of stochastic systems of interacting particles, leading to the first ever derivation of the mean-field limit to the Vlasov-Poisson-Fokker-Planck system for plasmas in…
The reaction-diffusion master equation (RDME) is a lattice stochastic reaction-diffusion model that has been used to study spatially distributed cellular processes. The RDME is often interpreted as an approximation to spatially-continuous…
The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…
Mean-field Ring Polymer Molecular Dynamics (MF-RPMD) offers a computationally efficient method for the simulation of reaction rates in multi-level systems. Previous work has established that, to model a nonadiabatic state-to-state reaction…
Recently, hybrid models have emerged that combine microscopic and mesoscopic regimes in a single stochastic reaction-diffusion simulation. Microscopic simulations track every individual molecule and are generally more accurate. Mesoscopic…
Numerous processes across both the physical and biological sciences are driven by diffusion. Partial differential equations (PDEs) are a popular tool for modelling such phenomena deterministically, but it is often necessary to use…
The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…
We present a multiscale approach to model diffusion in a crowded environment and its effect on the reaction rates. Diffusion in biological systems is often modeled by a discrete space jump process in order to capture the inherent noise of…
In computational biochemistry and biophysics, understanding the role of electrostatic interactions is crucial for elucidating the structure, dynamics, and function of biomolecules. The Poisson-Boltzmann (PB) equation is a foundational tool…