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We construct solutions of nonlinear reaction-diffusion equations with nonlinear boundary conditions in spaces where the problem is supercritical and show the nonlinear balance required between the nonlinear terms in order to obtain a…

Analysis of PDEs · Mathematics 2012-05-22 Aníbal Rodríguez-Bernal , Alejandro Vidal-López

We consider a general class of autocatalytic reactions, that has been shown to display stochastically switching behaviour (Discreteness Induced Transitions) in some parameter regimes. This behaviour was shown to occur when either the…

Probability · Mathematics 2023-12-01 Cameron Gallinger , Lea Popovic

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…

Probability · Mathematics 2018-02-13 J. Catatayud , J. -C. Cortes , M. Jornet

Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…

Quantum Physics · Physics 2009-11-13 Angelo Bassi , Detlef Duerr

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…

Probability · Mathematics 2019-08-02 Simon Holbach

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

High Energy Physics - Theory · Physics 2009-11-13 Z. Haba

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

We prove that an averaging principle holds for a general class of stochastic reaction-diffusion systems, having unbounded multiplicative noise, in any space dimension. We show that the classical Khasminskii approach for systems with a…

Probability · Mathematics 2008-05-05 Sandra Cerrai

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

We study the existence and uniqueness of the solution of a non-linear coupled system constituted of a degenerate diffusion-growth-fragmentation equation and a differential equation, resulting from the modeling of bacterial growth in a…

Analysis of PDEs · Mathematics 2023-03-22 Josué Tchouanti

The most general nonuniform reaction-diffusion models on a one-dimensional lattice with boundaries, for which the time evolution equations of corre- lation functions are closed, are considered. A transfer matrix method is used to find the…

Statistical Mechanics · Physics 2010-04-09 Amir Aghamohammadi , Mohammad Khorrami

We consider stochastic reaction-diffusion equations with colored noise and prove Schauder type estimates, which will depend on the color of the noise, for the stationary and evolution problems associated with the corresponding transition…

Analysis of PDEs · Mathematics 2025-08-12 Davide A. Bignamini , Simone Ferrari

The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…

Probability · Mathematics 2017-04-07 Feng Bao , Yanzhao Cao , Xiaoping Han

A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…

Probability · Mathematics 2022-10-27 Erfan Salavati

Steady state is an essential concept in reaction networks. Its stability reflects fundamental characteristics of several biological phenomena such as cellular signal transduction and gene expression. Because biochemical reactions occur at…

Molecular Networks · Quantitative Biology 2019-04-19 Tan Van Vu , Yoshihiko Hasegawa

The problem of estimating the reaction coefficient of a system governed by a reaction-diffusion partial differential equation is tackled. An estimator relying on boundary measurements only is proposed. The estimator is based upon a setpoint…

Optimization and Control · Mathematics 2024-05-10 Gildas Besançon , Andrea Cristofaro , Francesco Ferrante

In this paper, we study the initial value problem for infinite dimensional fractional non-autonomous reaction-diffusion equations. Applying general time-splitting methods, we prove the existence of solutions globally defined in time using…

Analysis of PDEs · Mathematics 2018-08-24 Agustín Besteiro , Diego Rial

The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…

Statistical Mechanics · Physics 2021-03-16 F. Naha Nzoupe , Alain M. Dikande

Complex multidimensional stochastic dynamics can be approximately described as diffusion along reaction coordinates (RCs). If the RCs are optimally selected, the diffusive model allows one to compute important properties of the dynamics…

Chemical Physics · Physics 2023-04-12 Sergei V. Krivov