Dynamics of Stochastic Reaction-Diffusion Equations
Christian Kuehn, Alexandra Neamtu

TL;DR
This paper surveys various methods and dynamical properties of stochastic reaction-diffusion equations, highlighting recent advances and their significance in modeling complex systems with noise.
Contribution
It provides an accessible overview of solution theories and dynamical behaviors of SPDEs, connecting modern stochastic analysis with applications.
Findings
Comprehensive overview of solution approaches for SPDEs
Discussion of dynamical phenomena in stochastic systems
Accessible synthesis for broad research community
Abstract
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for SPDEs, which is always a challenge due to the irregularity of the noise terms that perturb the equation. In applications, such noise terms can quantify the lack of knowledge of certain parameters, finite-size effects, and/or fluctuations occurring due to external perturbations. Since SPDEs have become a key modelling tool in applications, there has been a growing interest in studying their dynamical phenomena. The main goal of this work is to provide a survey on different approaches to solution theory and dynamical properties for SPDEs, which is accessible for a wide community interested in modern methods in stochastic analysis, dynamics and…
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Taxonomy
TopicsAdvanced Thermodynamics and Statistical Mechanics · Probabilistic and Robust Engineering Design · Stochastic processes and financial applications
