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This article studies the dynamics of the mean-field approximation of continuous random networks. These networks are stochastic integrodifferential equations driven by Gaussian noise. The kernels in the integral operators are realizations of…

Disordered Systems and Neural Networks · Physics 2025-02-04 W. A. Zúñiga-Galindo

In many biological situations, a species arriving from a remote source diffuses in a domain confined between two parallel surfaces until it finds a binding partner. Since such a geometric shape falls in between two- and three-dimensional…

Chemical Physics · Physics 2019-11-05 Denis S. Grebenkov , Diego Krapf

Representation learning over graph structure data has been widely studied due to its wide application prospects. However, previous methods mainly focus on static graphs while many real-world graphs evolve over time. Modeling such evolution…

Machine Learning · Statistics 2020-09-02 Tijin Yan , Hongwei Zhang , Zirui Li , Yuanqing Xia

We extend the result on the stability of travelling waves for stochastic Nagumo equations in [St] to general bistable reaction-diffusion equations with both additive and multiplicative noise, using a variational approach based on functional…

Probability · Mathematics 2014-05-01 Wilhelm Stannat

Biochemical reaction networks are widely applied across scientific disciplines to model complex dynamic systems. We investigate the diffusion approximation of reaction networks with mass-action kinetics, focusing on the identifiability of…

Probability · Mathematics 2026-04-29 Louis Faul , Linard Hoessly , Panqiu Xia

Homogenization of a stochastic nonlinear reaction-diffusion equation with a large non- linear term is considered. Under a general Besicovitch almost periodicity assumption on the coefficients of the equation we prove that the sequence of…

Probability · Mathematics 2014-08-12 Paul André Razafimandimby , Mamadou Sango , Jean Louis Woukeng

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…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

We consider Markov jump processes on a graph described by a rate matrix that depends on various control parameters. We derive explicit expressions for the static responses of edge currents and steady-state probabilities. We show that they…

Statistical Mechanics · Physics 2024-08-28 Timur Aslyamov , Massimiliano Esposito

In this paper, we study stochastic homogenization of a coupled diffusion-reaction system. The diffusion-reaction system is coupled to stochastic differential equations, which govern the changes in the media properties. Though homogenization…

Probability · Mathematics 2018-10-18 Hakima Bessaih , Yalchin Efendiev , Razvan Florian Maris

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

Probability · Mathematics 2026-04-02 Daniele Cappelletti , Giulio Cuniberti , Paola Siri

In the presence of multiscale dynamics in a reaction network, direct simulation methods become inefficient as they can only advance the system on the smallest scale. This work presents stochastic averaging techniques to accelerate…

Probability · Mathematics 2016-03-23 Araz Hashemi , Marcel Nunez , Petr Plechac , Dionisios G. Vlachos

Surfaces serve as highly efficient catalysts for a vast variety of chemical reactions. Typically, such surface reactions involve billions of molecules which diffuse and react over macroscopic areas. Therefore, stochastic fluctuations are…

Statistical Mechanics · Physics 2007-10-12 B. Barzel , O. Biham

Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to be Markovian. In fact, we allow for long-range dependence in…

Probability · Mathematics 2018-12-21 Stefano Bonaccorsi , Delio Mugnolo

We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…

Analysis of PDEs · Mathematics 2018-09-24 Augustin Moinat , Hendrik Weber

In this paper, we investigate a class of stochastic impulsive fractional differential evolution equations with infinite delay in Banach space. Firstly sufficient conditions of the existence and uniqueness of the mild solution for this type…

Dynamical Systems · Mathematics 2015-08-10 Zhao Shufen , Song Minghui

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

Probability · Mathematics 2018-10-31 Marvin S. Mueller

Stochastic reaction networks are dynamical models of biochemical reaction systems and form a particular class of continuous-time Markov chains on $\mathbb{N}^n$. Here we provide a fundamental characterisation that connects structural…

Probability · Mathematics 2018-05-22 Daniele Cappelletti , Carsten Wiuf

In the present paper, we study the existence and blow-up behavior to the following stochastic non-local reaction-diffusion equation: \begin{equation*} \left\{ \begin{aligned} du(t,x)&=\left[(\Delta+\gamma) u(t,x)+\int_{D}u^{q}(t,y)dy…

Probability · Mathematics 2023-11-13 S. Sankar , Manil T. Mohan , S. Karthikeyan

This paper considers a general one-dimensional stochastic differential equation (SDE). A particular attention is given to the SDEs that may be transformed (via Ito's formula) into:$$d X\_t = ( \bar{B} (X\_t) - b X\_t) d t + \sqrt{X\_t} d…

Probability · Mathematics 2017-08-29 Sidi Mohamed Aly

Reaction-diffusion equations with a nonlinear source have been widely used to model various systems, with particular application to biology. Here, we provide a solution technique for these types of equations in $N$-dimensions. The…

Analysis of PDEs · Mathematics 2016-08-24 P Broadbridge , BH Bradshaw-Hajek
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