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Related papers: Mean Field Limits of Particle-Based Stochastic Rea…

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The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…

Analysis of PDEs · Mathematics 2019-09-04 Li Chen , Esther S. Daus , Ansgar Jüngel

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…

Dynamical Systems · Mathematics 2022-06-28 Jean-Yves Le Boudec

We investigate the qualitative behaviour of the solutions of a stochastic boundary value problem on the half-line for a nonlinear system of parabolic reaction-diffusion equations, from a numerical point of view. The model describes the…

Numerical Analysis · Mathematics 2024-12-24 Francesca Arceci , Daniela Morale , Stefania Ugolini

We propose a mean-field model for describing the averaged properties of a class of stochastic diffusion-limited growth systems. We then show that this model exhibits a morphology transition from a dense-branching structure with a convex…

patt-sol · Physics 2009-10-28 Yuhai Tu , Herbert Levine

Stochastic reaction-diffusion models have become an important tool in studying how both noise in the chemical reaction process and the spatial movement of molecules influences the behavior of biological systems. There are two primary…

Analysis of PDEs · Mathematics 2013-04-23 Ikemefuna C. Agbanusi , Samuel A. Isaacson

The present article is concerned with the use of approximations in the calculation of the many-body density of states (MBDS) of a system with total energy E, composed by N bosons. In the mean-field framework, an integral expression for…

Statistical Mechanics · Physics 2014-11-17 Alexandre Dias Ribeiro

Smoothed Dissipative Particle Dynamics (SDPD) is a mesoscopic method which allows to select the level of resolution at which a fluid is simulated. The aim of this work is to extend SDPD to chemically reactive systems.To this end, an…

Fluid Dynamics · Physics 2017-09-13 Gérôme Faure , Jean-Bernard Maillet

In many biological systems, chemical reactions or changes in a physical state are assumed to occur instantaneously. For describing the dynamics of those systems, Markov models that require exponentially distributed inter-event times have…

Populations and Evolution · Quantitative Biology 2020-07-06 Wasiur R. KhudaBukhsh , Hye-Won Kang , Eben Kenah , Grzegorz A. Rempala

Computational systems biology has provided plenty of insights into cell biology. Early on, the focus was on reaction networks between molecular species. Spatial distribution only began to be considered mostly within the last decade.…

Quantitative Methods · Quantitative Biology 2016-05-13 Atsushi Miyauchi , Kazunari Iwamoto , Satya Nanda Vel Arjunan , Koichi Takahashi

In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…

Numerical Analysis · Mathematics 2019-02-05 Eric T. Chung , Sai-Mang Pun , Zhiwen Zhang

We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent Poisson random…

Probability · Mathematics 2020-11-24 Xavier Erny , Eva Löcherbach , Dasha Loukianova

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

Probability · Mathematics 2022-12-06 Maxime Hauray , Etienne Pardoux , Yen V. Vuong

We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…

Analysis of PDEs · Mathematics 2020-01-24 Tau Shean Lim , Yulong Lu , James Nolen

Stochasticity plays important roles in reaction systems. Vector fields of probability flux and velocity characterize time-varying and steady-state properties of these systems, including high probability paths, barriers, checkpoints among…

Molecular Networks · Quantitative Biology 2018-12-05 Anna Terebus , Chun Liu , Jie Liang

We present the spatial regime conversion method (SRCM), a novel hybrid modelling framework for simulating reaction-diffusion systems that adaptively combines stochastic discrete and deterministic continuum representations. Extending the…

Quantitative Methods · Quantitative Biology 2025-07-08 Charles G. Cameron , Cameron A. Smith , Christian A. Yates

In this paper, we study general mean-field backward stochastic differential equations (BSDEs, for short) with quadratic growth. First, the existence and uniqueness of local and global solutions are proved with some new ideas for a…

Probability · Mathematics 2024-02-02 Tao Hao , Ying Hu , Shanjian Tang , Jiaqiang Wen

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

Machine Learning · Computer Science 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

We develop a convergent reaction-drift-diffusion master equation (CRDDME) to facilitate the study of reaction processes in which spatial transport is influenced by drift due to one-body potential fields within general domain geometries. The…

Numerical Analysis · Mathematics 2025-01-22 Samuel A. Isaacson , Ying Zhang

We consider Markov models of large-scale networks where nodes are characterized by their local behavior and by a mobility model over a two-dimensional lattice. By assuming random walk, we prove convergence to a system of partial…

Networking and Internet Architecture · Computer Science 2016-04-27 Max Tschaikowski , Mirco Tribastone
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