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.
Authors
- Stefania Ugolini (ORCID: https://orcid.org/0000-0003-1322-5084)
- Daniela Morale (ORCID: https://orcid.org/0000-0003-4263-5672)
- Mario Maurelli (ORCID: https://orcid.org/0000-0002-3028-1742)
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
Funders
- 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