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

DOI10.1016/J.SPA.2018.12.004MaRDI QIDQ2010485zbMATHOpenAlexFDO

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)

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

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)

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.

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Cites work

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• scientific article; zbMATH DE number 1236226 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
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• Parabolic Anderson model in a dynamic random environment: random conductances
• Spatial Ecology via Reaction‐Diffusion Equations

Cited in

(6)

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

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