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.
Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions / M. Maurelli, D. Morale, S. Ugolini. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - 186:(2025 Aug), pp. 104646.1-104646.23. [10.1016/j.spa.2025.104646]
Well-posedness of a reaction–diffusion model with stochastic dynamical boundary conditions
M. Maurelli
Primo
;D. MoraleSecondo
;S. UgoliniUltimo
2025
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.| File | Dimensione | Formato | |
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