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相关论文: A Khasminskii type averaging principle for stochas…

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Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…

偏微分方程分析 · 数学 2009-04-10 W. Wang , A. J. Roberts

This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…

概率论 · 数学 2025-09-04 Jae-Hwan Choi , Beom-Seok Han , Daehan Park

For stochastic perturbations of linear systems with non-zero pure imaginary spectrum we discuss the averaging theorems in terms of the slow-fast action-angle variables and in the sense of Krylov-Bogoliubov. Then we show that if the…

动力系统 · 数学 2025-05-13 Jing Guo , Sergei Kuksin , Zhenxin Liu

The convergence to equilibrium for renormalised solutions to nonlinear reaction-diffusion systems is studied. The considered reaction-diffusion systems arise from chemical reaction networks with mass action kinetics and satisfy the complex…

偏微分方程分析 · 数学 2018-05-09 Klemens Fellner , Bao Q. Tang

We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…

概率论 · 数学 2010-07-06 Ph. Barbe , W. P. McCormick

We define a stochastic reaction-diffusion process that describes a consensus formation in a non-sedentary population. The process is a diffusive version of the Majority Vote model, where the state update follows two stages: in the first…

统计力学 · 物理学 2022-03-14 J. R. S. Lima , F. W. S. Lima , T. F. A. Alves , G. A. Alves , A. Macedo-Filho

We consider a system of reaction-diffusion equations describing the reversible reaction of two species $\mathcal{U}, \mathcal{V}$ forming a third species $\mathcal{W}$ and vice versa according to mass action law kinetics with arbitrary…

偏微分方程分析 · 数学 2015-12-29 Klemens Fellner , El-Haj Laamri

We introduce here a simple finite-dimensional feedback control scheme for stabilizing solutions of infinite-dimensional dissipative evolution equations, such as reaction-diffusion systems, the Navier-Stokes equations and the…

偏微分方程分析 · 数学 2014-05-26 Abderrahim Azouani , Edriss S. Titi

We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…

概率论 · 数学 2021-07-21 Watthanan Jatuviriyapornchai , Stefan Grosskinsky

We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…

概率论 · 数学 2020-11-12 Michael Röckner , Longjie Xie , Li Yang

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

偏微分方程分析 · 数学 2025-03-07 Raphael Maillet

Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. In this paper, we will establish an averaging principle for multiscale stochastic linearly…

动力系统 · 数学 2017-03-14 Peng Gao , Yong Li

A non linear Ito equation in a Hilbert space is studied by means of Girsanov theorem. We consider a non linearity of polynomial growth in suitable norms, including that of quadratic type which appears in the Kuramoto-Sivashinsky equation…

概率论 · 数学 2008-01-04 B. Ferrario

A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

概率论 · 数学 2023-01-25 Kai Du , Yifan Jiang , Xiaochen Li

For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…

概率论 · 数学 2022-10-26 Oliver Tough

The stochastic variational method is applied to particle systems and continuum mediums. As the brief review of this method, we first discuss the application to particle Lagrangians and derive a diffusion-type equation and the…

统计力学 · 物理学 2013-05-24 T. Koide , T. Kodama

We investigate the critical behavior of a reaction-diffusion system exhibiting a continuous absorbing-state phase transition. The reaction-diffusion system strictly conserves the total density of particles, represented as a non-diffusive…

统计力学 · 物理学 2009-10-31 Romualdo Pastor-Satorras , Alessandro Vespignani

We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…

动力系统 · 数学 2017-09-05 Luke Mohr , Hong-Kun Zhang

We consider the quantum reaction-diffusion dynamics in $d$ spatial dimensions of a Fermi gas subject to binary annihilation reactions $A+A \to \emptyset$. These systems display collective nonequilibrium long-time behavior, which is…

统计力学 · 物理学 2024-07-02 Federico Gerbino , Igor Lesanovsky , Gabriele Perfetto

As an enhanced version of existing results on Kac's propagation of chaos, which describes the convergence of mean-field particle systems to a system of independent McKean-Vlasov particles as the number of particles tends to infinity, we…

概率论 · 数学 2026-05-12 Xiao-Yu Zhao