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

DOI10.3934/DCDS.2011.31.253zbMATH Open1248.60076arXiv1003.2298OpenAlexW2964054124MaRDI QIDQ717863FDOQ717863

Authors: W. Wang, A. J. Roberts 

Publication date: 10 October 2011

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Abstract: Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class of stochastic reaction-diffusion partial differential equations with cubic nonlinearity. Dividing space into overlapping finite elements, a special coupling condition between neighbouring 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 modelling shows the importance of subgrid scale interaction between noise and spatial diffusion and provides a new rigourous approach to constructing semi-discrete approximations to stochastic reaction-diffusion partial differential equations.

Full work available at URL: https://arxiv.org/abs/1003.2298

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zbMATH Keywords

averagingstochastic reaction-diffusion equationinterelement couplingoverlapping finite elements

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Cited In (7)

• Subgrid and interelement interactions affect discretisations of stochastically forced diffusion
• Effects of different discretisations of the Laplacian upon stochastic simulations of reaction-diffusion systems on both static and growing domains
• Derivation of stochastic partial differential equations for reaction-diffusion processes
• On a stochastic nonlocal system with discrete diffusion modeling life tables
• Approximation of the random inertial manifold of singularly perturbed stochastic wave equations
• Effective Macroscopic Dynamics of Stochastic Partial Differential Equations in Perforated Domains
• Macroscopic reduction for stochastic reaction-diffusion equations

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