Related papers: Stochastic reaction-diffusion equations on network…
We describe sufficient conditions on the reaction terms and multiplicative noise terms of a stochastic reaction-diffusion equation that guarantee that the solutions never explode. Both the reaction term and multiplicative noise terms are…
We derive Harnack inequalities for a stochastic reaction-diffusion equation with dissipative drift driven by additive irregular noise in the $L^p$-space for any $p \ge 2$. These inequalities are utilized to investigate the ergodicity of the…
One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…
We consider an evolving network of a fixed number of nodes. The allocation of edges is a dynamical stochastic process inspired by biological reproduction dynamics, namely by deleting and duplicating existing nodes and their edges. The…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
Consider the standard stochastic reaction network model where the dynamics is given by a continuous-time Markov chain over a discrete lattice. For such models, estimation of parameter sensitivities is an important problem, but the existing…
In this paper, we aim to develop the averaging principle for a slow-fast system of stochastic reaction-diffusion equations driven by Poisson random measures. The coefficients of the equation are assumed to be functions of time, and some of…
Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…
Stochastic modeling of chemical reaction systems based on master equations has been an indispensable tool in physical sciences. In the long-time limit, the properties of these systems are characterized by stationary distributions of…
We prove a stochastic version of the classical RAGE theorem that applies to the two-point motion generated by noisy transport equations. As a consequence, we identify a necessary and sufficient condition for the corresponding diffusive…
We investigate the mean-field dynamics of stochastic McKean differential equations with heterogeneous particle interactions described by large network structures. To express a wide range of graphs, from dense to sparse structures, we…
We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…
We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained…
In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…
In this paper, we develop the averaging principle for a class of two-time-scale stochastic reaction-diffusion equations driven by Wiener processes and Poisson random measures. We assume that all coefficients of the equation have polynomial…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…
In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…
A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the two-dimensional white…
The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…
The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…