Macroscopic discrete modelling of stochastic reaction-diffusion equations on a periodic domain (Q717863)

The authors derive and theoretically support a macroscopic, spatially discrete, model for a class of stochastic reaction-diffusion partial differential equations with cubic nonlinearity. Dividing the space into overlapping finite elements, a special coupling condition between neighboring elements preserves the self-adjoint dynamics and controls interelement interactions. When the interelement coupling parameter is small, an averaging method and an asymptotic expansion of the slow modes show that the macroscopic discrete model will be a family of coupled stochastic ordinary differential equations which describe the evolution of the grid values. This modeling shows the importance of subgrid scale interaction between noise and spatial diffusion, and provides a new rigorous approach to constructing semi-discrete approximations to stochastic reaction-diffusion partial differential equations.