Fluctuation analysis for particle-based stochastic reaction-diffusion models

DOI10.1016/J.SPA.2023.104234MaRDI QIDQ6145595zbMATH OpenFDO

Authors M. Heldman, Samuel A. Isaacson, J. Ma, Konstantinos Spiliopoulos

Publication date 9 January 2024

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

Full work available at URL https://arxiv.org/abs/2206.10819

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspond to systems of partial integral-differential equations (PIDEs) that generalize standard mass-action reaction-diffusion PDE models. In this work we derive and prove the next order fluctuation corrections to such limits, which we show satisfy systems of stochastic PIDEs with Gaussian noise. Numerical examples are presented to illustrate how including the fluctuation corrections can enable the accurate estimation of higher order statistics of the underlying PBSRD model.

Recommendations

• Mean field limits of particle-based stochastic reaction-diffusion models
• Mean field limits of particle-based stochastic reaction-drift-diffusion models
• How reaction-diffusion PDEs approximate the large-population limit of stochastic particle models
• Nonequilibrium fluctuations in particle systems modelling reaction- diffusion equations
• Fluctuations in a nonlinear reaction-diffusion model

Cites work

• A Hilbertian approach for fluctuations on the McKean-Vlasov model
• A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems
• An unstructured mesh convergent reaction-diffusion master equation for reversible reactions
• Fluctuation analysis for the loss from default
• How reaction-diffusion PDEs approximate the large-population limit of stochastic particle models
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 1219622 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• scientific article; zbMATH DE number 933357 (Why is no real title available?)
• Lectures on empirical processes. Theory and statistical applications.
• Mean field limits of particle-based stochastic reaction-diffusion models
• Multidimensional diffusion processes.
• On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes
• Quantitative propagation of chaos in a bimolecular chemical reaction-diffusion model
• Stochastic analysis of biochemical systems
• Stochastic models for structured populations. Scaling limits and long time behavior

Cited in

(2)

• Mean field limits of particle-based stochastic reaction-drift-diffusion models
• Hybrid control for a class of stochastic Markov jump PDE-ODE cascade system

This page was built for publication: Fluctuation analysis for particle-based stochastic reaction-diffusion models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6145595)