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Register a new userMacroscopic discrete modelling of stochastic reaction-diffusion equations on a periodic domain
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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.
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The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic reaction-diffusion equations with cubic nonlinearity by artificial separating the system into two distinct slow-fast time parts. An averaging method and a deviation estimate show that the macroscopic reduced model should be a stochastic ordinary equation which includes the random effect transmitted from the microscopic timescale due to the nonlinear interaction. Numerical simulations of an example stochastic heat equation confirms the predictions of this stochastic modelling theory. This theory empowers us to better model the long time dynamics of complex stochastic systems.
Spatially periodic reaction-diffusion equations typically admit pulsating waves which describe the transition from one steady state to another. Due to the heterogeneity, in general such an equation is not invariant by rotation and therefore the speed of the pulsating wave may a priori depend on its direction. However, little is actually known in the literature about whether it truly does: surprisingly, it is even known in the one-dimensional monostable Fisher-KPP case that the speed is the same in the opposite directions despite the lack of symmetry. Here we investigate this issue in the bistable case and show that the set of admissible speeds is actually rather large, which means that the shape of propagation may indeed be asymmetrical. More precisely, we show in any spatial dimension that one can choose an arbitrary large number of directions , and find a spatially periodic bistable type equation to achieve any combination of speeds in those directions, provided those speeds have the same sign. In particular, in spatial dimension 1 and unlike the Fisher-KPP case, any pair of (either nonnegative or nonpositive) rightward and leftward wave speeds is admissible. We also show that these variations in the speeds of bistable pulsating waves lead to strongly asymmetrical situations in the multistable equations.
In this note, we consider discrete nonlinear Klein-Gordon equations with potential. By the pioneering work of Sigal, it is known that for the continuous nonlinear Klein-Gordon equation, no small time periodic solution exists generically. However, for the discrete nonlinear Klein-Gordon equations, we show that there exist small time periodic solutions.
We explore the relation between fast waves, damping and imposed noise for different scalings by considering the singularly perturbed stochastic nonlinear wave equations u u_{tt}+u_t=D u+f(u)+ u^alphadot{W} on a bounded spatial domain. An asymptotic approximation to the stochastic wave equation is constructed by a special transformation and splitting of $ u u_{t}$. This splitting gives a clear description of the structure of $u$. The approximating model, for small $ u>0$,, is a stochastic nonlinear heat equation for exponent $0leqalpha<1$,, and is a deterministic nonlinear wave equation for exponent $alpha>1$,.
In this paper we investigate the long-time behavior of stochastic reaction-diffusion equations of the type $du = (Au + f(u))dt + sigma(u) dW(t)$, where $A$ is an elliptic operator, $f$ and $sigma$ are nonlinear maps and $W$ is an infinite dimensional nuclear Wiener process. The emphasis is on unbounded domains. Under the assumption that the nonlinear function $f$ possesses certain dissipative properties, this equation is known to have a solution with an expectation value which is uniformly bounded in time. Together with some compactness property, the existence of such a solution implies the existence of an invariant measure which is an important step in establishing the ergodic behavior of the underlying physical system. In this paper we expand the existing classes of nonlinear functions $f$ and $sigma$ and elliptic operators $A$ for which the invariant measure exists, in particular, in unbounded domains. We also show the uniqueness of the invariant measure for an equation defined on the upper half space if $A$ is the Shr{o}dinger-type operator $A = frac{1}{rho}(text{div} rho abla u)$ where $rho = e^{-|x|^2}$ is the Gaussian weight.
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