The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise

The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise
Author: Arnaud Debussche
Publisher: Springer
Total Pages: 175
Release: 2013-10-01
Genre: Mathematics
ISBN: 3319008285

This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.

Stochastic PDEs and Dynamics

Stochastic PDEs and Dynamics
Author: Boling Guo
Publisher: Walter de Gruyter GmbH & Co KG
Total Pages: 280
Release: 2016-11-21
Genre: Mathematics
ISBN: 3110492431

This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science. Contents: Preliminaries The stochastic integral and Itô formula OU processes and SDEs Random attractors Applications Bibliography Index

Numerical Methods for Stochastic Partial Differential Equations with White Noise

Numerical Methods for Stochastic Partial Differential Equations with White Noise
Author: Zhongqiang Zhang
Publisher: Springer
Total Pages: 391
Release: 2017-09-01
Genre: Mathematics
ISBN: 3319575112

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made. Part III covers spatial white noise. Here the authors discuss numerical methods for nonlinear elliptic equations as well as other equations with additive noise. Numerical methods for SPDEs with multiplicative noise are also discussed using the Wiener chaos expansion method. In addition, some SPDEs driven by non-Gaussian white noise are discussed and some model reduction methods (based on Wick-Malliavin calculus) are presented for generalized polynomial chaos expansion methods. Powerful techniques are provided for solving stochastic partial differential equations. This book can be considered as self-contained. Necessary background knowledge is presented in the appendices. Basic knowledge of probability theory and stochastic calculus is presented in Appendix A. In Appendix B some semi-analytical methods for SPDEs are presented. In Appendix C an introduction to Gauss quadrature is provided. In Appendix D, all the conclusions which are needed for proofs are presented, and in Appendix E a method to compute the convergence rate empirically is included. In addition, the authors provide a thorough review of the topics, both theoretical and computational exercises in the book with practical discussion of the effectiveness of the methods. Supporting Matlab files are made available to help illustrate some of the concepts further. Bibliographic notes are included at the end of each chapter. This book serves as a reference for graduate students and researchers in the mathematical sciences who would like to understand state-of-the-art numerical methods for stochastic partial differential equations with white noise.

Reaction-Transport Systems

Reaction-Transport Systems
Author: Vicenc Mendez
Publisher: Springer Science & Business Media
Total Pages: 468
Release: 2010-06-10
Genre: Science
ISBN: 3642114431

This book is an introduction to the dynamics of reaction-diffusion systems, with a focus on fronts and stationary spatial patterns. Emphasis is on systems that are non-standard in the sense that either the transport is not simply classical diffusion (Brownian motion) or the system is not homogeneous. A important feature is the derivation of the basic phenomenological equations from the mesoscopic system properties. Topics addressed include transport with inertia, described by persistent random walks and hyperbolic reaction-transport equations and transport by anomalous diffusion, in particular subdiffusion, where the mean square displacement grows sublinearly with time. In particular reaction-diffusion systems are studied where the medium is in turn either spatially inhomogeneous, compositionally heterogeneous or spatially discrete. Applications span a vast range of interdisciplinary fields and the systems considered can be as different as human or animal groups migrating under external influences, population ecology and evolution, complex chemical reactions, or networks of biological cells. Several chapters treat these applications in detail.

Nonlocal Diffusion Problems

Nonlocal Diffusion Problems
Author: Fuensanta Andreu-Vaillo
Publisher: American Mathematical Soc.
Total Pages: 274
Release: 2010
Genre: Mathematics
ISBN: 0821852302

Nonlocal diffusion problems arise in a wide variety of applications, including biology, image processing, particle systems, coagulation models, and mathematical finance. These types of problems are also of great interest for their purely mathematical content. This book presents recent results on nonlocal evolution equations with different boundary conditions, starting with the linear theory and moving to nonlinear cases, including two nonlocal models for the evolution of sandpiles. Both existence and uniqueness of solutions are considered, as well as their asymptotic behaviour. Moreover, the authors present results concerning limits of solutions of the nonlocal equations as a rescaling parameter tends to zero. With these limit procedures the most frequently used diffusion models are recovered: the heat equation, the $p$-Laplacian evolution equation, the porous media equation, the total variation flow, a convection-diffusion equation and the local models for the evolution of sandpiles due to Aronsson-Evans-Wu and Prigozhin. Readers are assumed to be familiar with the basic concepts and techniques of functional analysis and partial differential equations. The text is otherwise self-contained, with the exposition emphasizing an intuitive understanding and results given with full proofs. It is suitable for graduate students or researchers. The authors cover a subject that has received a great deal of attention in recent years. The book is intended as a reference tool for a general audience in analysis and PDEs, including mathematicians, engineers, physicists, biologists, and others interested in nonlocal diffusion problems.

Lattice-Gas Cellular Automata and Lattice Boltzmann Models

Lattice-Gas Cellular Automata and Lattice Boltzmann Models
Author: Dieter A. Wolf-Gladrow
Publisher: Springer
Total Pages: 320
Release: 2004-10-19
Genre: Mathematics
ISBN: 3540465863

Lattice-gas cellular automata (LGCA) and lattice Boltzmann models (LBM) are relatively new and promising methods for the numerical solution of nonlinear partial differential equations. The book provides an introduction for graduate students and researchers. Working knowledge of calculus is required and experience in PDEs and fluid dynamics is recommended. Some peculiarities of cellular automata are outlined in Chapter 2. The properties of various LGCA and special coding techniques are discussed in Chapter 3. Concepts from statistical mechanics (Chapter 4) provide the necessary theoretical background for LGCA and LBM. The properties of lattice Boltzmann models and a method for their construction are presented in Chapter 5.

Stochastic Partial Differential Equations: An Introduction

Stochastic Partial Differential Equations: An Introduction
Author: Wei Liu
Publisher: Springer
Total Pages: 267
Release: 2015-10-06
Genre: Mathematics
ISBN: 3319223542

This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and the ‘locally monotone case’ is presented in a detailed and complete way for SPDEs. The extension to this more general framework for SPDEs, for example, in comparison to the well-known case of globally monotone coefficients, substantially widens the applicability of the results.