Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions

We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical reaction of sulphur dioxide with calcium carbonate stones. The boundary condition is given by a Jacobi process, solution to a stochastic differential equation with a mean-reverting drift and a bounded diffusion coefficient. The main result is the global existence and the pathwise uniqueness of mild solutions. The proof relies on a splitting strategy, which allows to deal with the low regularity of the dynamical boundary condition.

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Publication Details

Journal
Stochastic Processes and their Applications
Published
2025-04-08
DOI
https://doi.org/10.1016/j.spa.2025.104646
Citations
1
Primary Topic
Advanced Mathematical Modeling in Engineering
Type
article
Field-Weighted Citation Impact
1.50

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article

Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions

Stefania Ugolini, Daniela Morale, Mario Maurelli
1 citations
Stochastic Processes and their Applications
Advanced Mathematical Modeling in Engineering
1.50
article

Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions

Stefania Ugolini, Daniela Morale, Mario Maurelli
article en
1 citations

Abstract

We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical reaction of sulphur dioxide with calcium carbonate stones. The boundary condition is given by a Jacobi process, solution to a stochastic differential equation with a mean-reverting drift and a bounded diffusion coefficient. The main result is the global existence and the pathwise uniqueness of mild solutions. The proof relies on a splitting strategy, which allows to deal with the low regularity of the dynamical boundary condition.

Stochastic Processes and their ApplicationsVol. 186
Istituto Nazionale di Alta Matematica "Francesco Severi", Università degli Studi di Milano, Gruppo Nazionale per l'Analisi Matematica, la Probabilità e le loro Applicazioni, Science for Equity, Empowerment and Development Division
Reduced inequalities
Openalex Percentile: Top 18%
Advanced Mathematical Modeling in Engineering
1.50
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Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions — Stefania Ugolini, Daniela Morale, et al. · Stochastic Processes and their Applications (2025) | TGRS Research Map | TGRS