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The stochastic reaction-diffusion model driven by a multiplicative noise is examined. We construct the gradient discretisation method (GDM), an abstract framework combining several numerical method families. The paper provides the…

Numerical Analysis · Mathematics 2024-07-11 Yahya Alnashri , Hasan Alzubaidi

This work is devoted to the effective macroscopic dynamics of a weakly damped stochastic nonlinear wave equation with a random dynamical boundary condition. The white noises are taken into account not only in the model equation defined on a…

Analysis of PDEs · Mathematics 2012-05-29 Guanggan Chen , Jinqiao Duan , Jian Zhang

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

Machine Learning · Statistics 2025-03-04 Ziheng Guo , James Greene , Ming Zhong

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

Prediction via deterministic continuous-time models will always be subject to model error, for example due to unexplainable phenomena, uncertainties in any data driving the model, or discretisation/resolution issues. In this paper, we build…

Dynamical Systems · Mathematics 2025-06-30 Liam Blake , John Maclean , Sanjeeva Balasuriya

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…

Statistical Mechanics · Physics 2009-11-07 A. Rocco , L. Ramirez-Piscina , J. Casademunt

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

Probability · Mathematics 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…

Analysis of PDEs · Mathematics 2025-02-05 Mark van den Bosch , Christian H. S. Hamster , Hermen Jan Hupkes

We establish an existence result for weak solutions to an aggregation-diffusion-reaction equation with a constraint, arising in the modelling of multiple sclerosis. The model is derived from a general chemotaxis-type framework and describes…

Analysis of PDEs · Mathematics 2026-01-28 S. Fagioli , M. Kamath Katapady

Interacting particle systems provide a fundamental framework for modeling collective behavior in biological, social, and physical systems. In many applications, stochastic perturbations are essential for capturing environmental variability…

Adaptation and Self-Organizing Systems · Physics 2026-02-04 Su Yang , Weiqi Chu , Panayotis G. Kevrekidis

We give a comprehensive study of the analytic properties and long-time behavior of solutions of a reaction-diffusion system in a bounded domain in the case where the nonlinearity satisfies the standard monotonicity assumption. We pay the…

Analysis of PDEs · Mathematics 2020-06-11 Anna Kostianko , Chunyou Sun , Sergey Zelik

At functional scales, cortical behavior results from the complex interplay of a large number of excitable cells operating in noisy environments. Such systems resist to mathematical analysis, and computational neurosciences have largely…

Neurons and Cognition · Quantitative Biology 2014-03-05 Mathieu Galtier , Jonathan Touboul

We present and analyze stochastic nonlinear differential equations generating signals with the power-law distributions of the signal intensity, 1/f^b noise, power-law autocorrelations and second order structural (height-height correlation)…

Adaptation and Self-Organizing Systems · Physics 2010-03-08 B. Kaulakys , M. Alaburda

We establish the existence of weak solutions to a class of distribution-dependent stochastic differential equations (DDSDEs) with possibly degenerate multiplicative noise and singular coefficients. Extending the weak existence techniques…

Probability · Mathematics 2025-09-05 Fabian Harang , Chengcheng Ling , Peter H. C. Pang

We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable L\'evy noises, whose stable indexes may be different. The…

Dynamical Systems · Mathematics 2023-11-14 Yanjie Zhang , Qiao Huang , Xiao Wang , Zibo Wang , Jinqiao Duan

The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…

Statistical Mechanics · Physics 2021-09-15 Jakub Spiechowicz , Jerzy Łuczka

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

Cooperative effects of periodic force and noise in globally Cooperative effects of periodic force and noise in globally coupled systems are studied using a nonlinear diffusion equation for the number density. The amplitude of the order…

Chaotic Dynamics · Physics 2009-11-07 Hidetsugu Sakaguchi

We pursue our study of integrable weak noise theories of directed polymer and interacting particle stochastic models in the 1D KPZ universality class. Here we focus on the $q$-TASEP in either continuous or discrete time. Each particle on…

Statistical Mechanics · Physics 2026-02-27 Alexandre Krajenbrink , Pierre Le Doussal