Reaction-diffusion models for a class of infinite-dimensional nonlinear stochastic differential equations

DOI10.1007/S10959-022-01187-9MaRDI QIDQ6161603zbMATH OpenOpenAlexWikidataFDO

Authors Conrado da Costa, Bernardo Freitas Paulo da Costa, Daniel Valesin

Publication date 5 June 2023

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2004.12975

zbMATH Keywords

martingale problemsreaction-diffusion modelsscaling limits of particle systemsthermodynamic limit

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Abstract: We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained is the scaling limit of a sequence of interacting particle systems, and satisfies the martingale problem corresponding to the target differential equation.

Review text

The authors establish the existence of solutions to a class of nonlinear stochastic differential equations in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. These equations can be used to model a reaction-diffusion system associated for instance with chemical reactions or population dynamics.

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Cited in

(11)

• On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes
• Invariance for stochastic reaction-diffusion equations
• Reaction-diffusion models: from particle systems to SDE's
• On Impulsive Reaction-Diffusion Models in Higher Dimensions
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• scientific article; zbMATH DE number 4078465 (Why is no real title available?)
• On a class of stochastic reaction-diffusion equations in two space dimensions
• scientific article; zbMATH DE number 50092 (Why is no real title available?)
• Modulation equations and parabolic limits of reaction random-walk systems
• Infinite dimensional reaction-diffusion processes
• Dynamics of stochastic reaction-diffusion equations

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