Given a reaction-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation using a non-Markovian McKean-type stochastic differential equation. We discuss the well-posedness of such a stochastic model, and we establish the propagation of chaos property for the related interacting particle system.
A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-diffusion system for the marble sulphation in Cultural Heritage / D. Morale, L. Tarquini, S. Ugolini. - (2024 Jul 27). [10.48550/arXiv.2407.19301]
A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-diffusion system for the marble sulphation in Cultural Heritage
D. Morale;S. Ugolini
2024
Abstract
Given a reaction-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation using a non-Markovian McKean-type stochastic differential equation. We discuss the well-posedness of such a stochastic model, and we establish the propagation of chaos property for the related interacting particle system.| File | Dimensione | Formato | |
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