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.
Mathematics - Probability; Mathematics - Probability; 60H10, 60H30, 60J60, 65C35, 58J35
Settore MAT/06 - Probabilita' e Statistica Matematica
Settore MATH-03/B - Probabilità e statistica matematica
27-lug-2024
http://arxiv.org/abs/2407.19301v1
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/1095089
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