Reaction-diffusion models: from particle systems to SDE's

DOI10.1016/J.SPA.2018.12.004zbMATH Open1443.60032arXiv1705.03626OpenAlexW2963607141MaRDI QIDQ2010485FDOQ2010485

Authors: Conrado da Costa, Bernardo Freitas Paulo da Costa, M. Jara 

Publication date: 27 November 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: In this article we present a construction of a family particle systems that converge after scaling to the solution a non-linear SDE of Reaction-Diffusion type.

Full work available at URL: https://arxiv.org/abs/1705.03626

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zbMATH Keywords

stochastic differential equationsreaction-diffusion modelsmartingale problemsscaling limit of particle systems

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22)

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Cited In (5)

• Asymptotic properties of one-layer artificial neural networks with sparse connectivity
• Reaction-diffusion models for a class of infinite-dimensional nonlinear stochastic differential equations
• Rigorous derivation of population cross-diffusion systems from moderately interacting particle systems
• Deriving reaction-diffusion models in ecology from interacting particle systems
• Particle systems and reaction-diffusion equations

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