Using Malliavin calculus to solve a chemical diffusion master equation

DOI10.1016/J.JMAA.2023.127352MaRDI QIDQ6110845zbMATH OpenOpenAlexFDO

Authors A. Lanconelli

Publication date 6 July 2023

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2203.14676

zbMATH Keywords

Fock spaceMalliavin calculusparticle-based reaction-diffusion models

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Abstract: We propose a novel method to solve a chemical diffusion master equation of birth and death type. This is an infinite system of Fokker-Planck equations where the different components are coupled by reaction dynamics similar in form to a chemical master equation. This system was proposed in [3] for modelling the probabilistic evolution of chemical reaction kinetics associated with spatial diffusion of individual particles. Using some basic tools and ideas from infinite dimensional Gaussian analysis we are able to reformulate the aforementioned infinite system of Fokker-Planck equations as a single evolution equation solved by a generalized stochastic process and written in terms of Malliavin derivatives and differential second quantization operators. Via this alternative representation we link certain finite dimensional projections of the solution of the original problem to the solution of a single partial differential equations of Ornstein-Uhlenbeck type containing as many variables as the dimension of the aforementioned projection space.

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Cites work

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Cited in

(4)

• Chemical diffusion master equation: Formulations of reaction–diffusion processes on the molecular level
• Analysis of the chemical diffusion master equation for creation and mutual annihilation reactions
• Solution formula for the general birth-death chemical diffusion master equation
• A new look to branching Brownian motion from a particle-based reaction–diffusion dynamics point of view

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