Gaussian estimates on networks with dynamic stochastic boundary conditions

2017 ◽  
Vol 20 (01) ◽  
pp. 1750001 ◽  
Author(s):  
Francesco Cordoni ◽  
Luca Di Persio
Keyword(s):  
Boundary Conditions ◽  
Stochastic Optimal Control ◽  
Existence And Uniqueness ◽  
Reaction Diffusion ◽  
Reaction Diffusion Equation ◽  
Type Estimate ◽  
Stochastic Optimal Control Problem ◽  
Dynamic Stochastic ◽  
Stochastic Reaction ◽  
Stochastic Boundary

In this paper we prove the existence and uniqueness for the solution to a stochastic reaction–diffusion equation, defined on a network, and subjected to nonlocal dynamic stochastic boundary conditions. The result is obtained by deriving a Gaussian-type estimate for the related leading semigroup, under rather mild regularity assumptions on the coefficients. An application of the latter to a stochastic optimal control problem on graphs, is also provided.

scholarly journals Couplings via Comparison Principle and Exponential Ergodicity of SPDEs in the Hypoelliptic Setting

2020 ◽  
Vol 379 (3) ◽  
pp. 1001-1034
Author(s):  
Oleg Butkovsky ◽  
Michael Scheutzow
Keyword(s):  
Existence And Uniqueness ◽  
General Framework ◽  
Exponential Convergence ◽  
Transition Probabilities ◽  
Reaction Diffusion ◽  
Reaction Diffusion Equation ◽  
Optimal Conditions ◽  
Markov Semigroups ◽  
Exponential Ergodicity ◽  
Stochastic Reaction

Abstract We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence of transition probabilities of an order-preserving Markov process. As an application, we show exponential ergodicity and exponentially fast synchronization-by-noise of the stochastic reaction–diffusion equation in the hypoelliptic setting. This refines and complements corresponding results of Hairer and Mattingly (Electron J Probab 16:658–738, 2011).

scholarly journals Regularity of a Stochastic Fractional Delayed Reaction-Diffusion Equation Driven by Lévy Noise

2013 ◽  
Vol 2013 ◽  
pp. 1-11
Author(s):  
Tianlong Shen ◽  
Jianhua Huang ◽  
Jin Li
Keyword(s):  
Fixed Point ◽  
Diffusion Equation ◽  
Mild Solution ◽  
Existence And Uniqueness ◽  
Reaction Diffusion ◽  
Reaction Diffusion Equation ◽  
Banach Fixed Point Theorem ◽  
Fractional Operator ◽  
Initial Value ◽  
Delayed Reaction

The current paper is devoted to the regularity of the mild solution for a stochastic fractional delayed reaction-diffusion equation driven by Lévy space-time white noise. By the Banach fixed point theorem, the existence and uniqueness of the mild solution are proved in the proper working function space which is affected by the delays. Furthermore, the time regularity and space regularity of the mild solution are established respectively. The main results show that both time regularity and space regularity of the mild solution depend on the regularity of initial value and the order of fractional operator. In particular, the time regularity is affected by the regularity of initial value with delays.

scholarly journals A Numerical Method for Time-Fractional Reaction-Diffusion and Integro Reaction-Diffusion Equation Based on Quasi-Wavelet

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-11
Author(s):  
Sachin Kumar ◽  
Jinde Cao ◽  
Xiaodi Li
Keyword(s):  
Diffusion Equation ◽  
Boundary Conditions ◽  
Numerical Method ◽  
Numerical Solutions ◽  
Exact Analytical Solution ◽  
Research Work ◽  
Reaction Diffusion ◽  
Dirichlet Boundary Conditions ◽  
Reaction Diffusion Equation ◽  
Fractional Reaction

In this research work, we focused on finding the numerical solution of time-fractional reaction-diffusion and another class of integro-differential equation known as the integro reaction-diffusion equation. For this, we developed a numerical scheme with the help of quasi-wavelets. The fractional term in the time direction is approximated by using the Crank–Nicolson scheme. The spatial term and the integral term present in integro reaction-diffusion are discretized and approximated with the help of quasi-wavelets. We study this model with Dirichlet boundary conditions. The discretization of these initial and boundary conditions is done with a different approach by the quasi-wavelet-based numerical method. The validity of this proposed method is tested by taking some numerical examples having an exact analytical solution. The accuracy of this method can be seen by error tables which we have drawn between the exact solution and the approximate solution. The effectiveness and validity can be seen by the graphs of the exact and numerical solutions. We conclude that this method has the desired accuracy and has a distinctive local property.

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