Comparison of stochastic and deterministic models of a linear chemical reaction with diffusion (Q1180564): Difference between revisions
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Latest revision as of 18:42, 21 March 2024
scientific article
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English | Comparison of stochastic and deterministic models of a linear chemical reaction with diffusion |
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Comparison of stochastic and deterministic models of a linear chemical reaction with diffusion (English)
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27 June 1992
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The author considers a Markov process which is constructed from a symmetric random walk on a linear lattice of cells and a creation and annihilation process with linear generator on each cell. The corresponding deterministic model as the number of cells tends to infinity is given by \[ \partial\psi/\partial t(t,r)=D \Delta\psi(t,r)+c(\psi(t,r)) \] for a constant \(D\) and a linear function \(c\) under periodic boundary conditions. The aim of the paper is to prove a law of large numbers and a central limit theorem in Sobolev spaces \(H^{1 }\). The proofs are based on the methods of stochastic calculus for OSDE.
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comparison of stochastic and deterministic models
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linear chemical reaction with diffusion
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space-time Markov process
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Hilbert space valued processes
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Ornstein-Uhlenbeck processes
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reaction diffusion equation
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symmetric random walk
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linear lattice of cells
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creation and annihilation process
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linear generator
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periodic boundary conditions
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law of large numbers
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central limit theorem
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Sobolev spaces
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