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We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2023-07-17 Zachary Bezemek , Konstantinos Spiliopoulos

We consider the reaction zone that grows between separated regions of diffusing species $A$ and $B$ that react according to $mA+nB\to 0$, within the framework of the mean-fieldlike reaction-diffusion equations. For distances from the centre…

Condensed Matter · Physics 2009-10-22 Stephen Cornell , Zbigniew Koza , Michel Droz

We consider random Schr\"odinger equations on $\bZ^d$ for $d\ge 3$ with identically distributed random potential. Denote by $\lambda$ the coupling constant and $\psi_t$ the solution with initial data $\psi_0$. The space and time variables…

Mathematical Physics · Physics 2007-05-23 Laszlo Erdos , Manfred Salmhofer , Horng-Tzer Yau

Given a sequence $\dot{L}^{\varepsilon}$ of L\'evy noises, we derive necessary and sufficient conditions in terms of their variances $\sigma^2(\varepsilon)$ such that the solution to the stochastic heat equation with noise…

Probability · Mathematics 2019-11-06 Carsten Chong , Thomas Delerue

We establish the boundedness of solutions of reaction-diffusion systems with quadratic (in fact slightly super-quadratic) reaction terms that satisfy a natural entropy dissipation property, in any space dimension N>2. This bound imply the…

Analysis of PDEs · Mathematics 2017-09-19 Cristina Caputo , Thierry Goudon , Alexis Vasseur

We consider the Cauchy problem of the nonlinear heat equation $u_t -\Delta u= u^{b},\ u(0,x)=u_0$, with $b\geq 2$ and $b\in \mathbb{N}$. We prove that initial data $u_0\in \mathcal{S}(\mathbb{R}^{n})$ (the Schwartz class)arbitrarily small…

Analysis of PDEs · Mathematics 2019-02-19 Lorenzo Brandolese , Fernando Cortez

A reaction-diffusion equation on a family of three dimensional thin domains, collapsing onto a two dimensional subspace, is considered. In \cite{\rfa pr..} it was proved that, as the thickness of the domains tends to zero, the solutions of…

Analysis of PDEs · Mathematics 2007-05-23 T. Elsken , M. Prizzi

In this paper, we consider the dispersive limit of the Euler-Poisson system for ion-acoustic waves. We establish that under the Gardner-Morikawa type transformations, the solutions of the Euler-Poisson system converge globally to the…

Mathematical Physics · Physics 2013-04-30 Xueke Pu

We study a family of McKean-Vlasov (mean-field) type ergodic optimal control problems with linear control, and quadratic dependence on control of the cost function. For this class of problems we establish existence and uniqueness of an…

Probability · Mathematics 2021-05-26 Sergio Albeverio , Francesco C. De Vecchi , Andrea Romano , Stefania Ugolini

We consider a reaction-diffusion equation with a half-Laplacian. In the case where the solution is independent on time, the model reduces to the Peierls-Nabarro model describing dislocations as transition layers in a phase field setting. We…

Analysis of PDEs · Mathematics 2010-07-06 Maria del Mar Gonzalez , Regis Monneau

We study a one-dimensional McKean-Vlasov stochastic differential equation (SDE) with a drift equal to a product of a distribution depending on the state of the process and a non-linear function depending pointwise on the law density of the…

Probability · Mathematics 2026-03-04 Luis Mario Chaparro Jaquez , Elena Issoglio , Jan Palczewski

We consider a nonlinear damped hyperbolic reaction-diffusion system in a bounded interval of the real line with homogeneous Neumann boundary conditions and we study the metastable dynamics of the solutions. Using an "energy approach"…

Analysis of PDEs · Mathematics 2019-11-06 Raffaele Folino

A reaction-diffusion equation is studied in a time-dependent interval whose length varies with time. The reaction term is either linear or of KPP type. On a fixed interval, it is well-known that if the length is less than a certain critical…

Analysis of PDEs · Mathematics 2022-10-20 Jane Allwright

Large deviations principles characterize the exponential decay rates of the probabilities of rare events. Cerrai and Rockner [13] proved that systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is…

Probability · Mathematics 2021-08-11 Michael Salins

We provide a new version of the Tikhonov theorem for both two-scale forward systems and also two-scale forward-backward systems of stochastic differential equations, which also covers the McKean-Vlasov case. Differently from what is usually…

Probability · Mathematics 2024-03-26 Matteo Burzoni , Alekos Cecchin , Andrea Cosso

Abstract. We take a pathwise approach to classical McKean-Vlasov stochastic differential equations with additive noise, as e.g. exposed in Sznitmann [38]. Our study was prompted by some concrete problems in battery modelling [23], and also…

Probability · Mathematics 2020-09-25 Michele Coghi , Jean-Dominique Deuschel , Peter Friz , Mario Maurelli

This paper is dedicated to investigating the adaptive Euler-Maruyama (EM) schemes for the approximation of McKean-Vlasov stochastic differential equations (SDEs) with common noise. When the drift and diffusion coefficients both satisfy the…

Numerical Analysis · Mathematics 2025-09-03 Hu Liu , Shuaibin Gao , Junhao Hu

In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…

Probability · Mathematics 2024-12-05 Jianhai Bao , Goncalo Dos Reis , Yue Wu

We prove the convergence of the solutions of the parabolic wave equation to that of the Gaussian white-noise model widely used in the physical literature. The random medium is isotropic and is assumed to have integrable correlation…

Mathematical Physics · Physics 2007-05-23 Albert Fannjiang , Knut Solna

Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…

Probability · Mathematics 2025-09-17 Shijie Shang , Pengyu Wang , Tusheng Zhang