Skip to main content

ItoProcess for stochastic reaction-diffusion equation


I am trying to simulate a stochastic differential equation in time and space, but I'm unsure if this can be done in Mathematica. The sde that I would like to study is:


$$ dN[x,t]=N[x,t](1-N[x,t])dt+\sqrt{N[x,t]}dw+\partial^2_xN[x,t]dt $$


With an exponential decreasing (in space) initial condition N[x,0]=Exp[-|x|]. Is this possible to simulate with ItoProcess?



Thank you, Best, Andrea



Answer



Here's a solution following @acl's suggestion of discretizing in space. I added a diffusion coefficient d and used reflecting boundary conditions.


l = 1.0; (* length of domain *)
nx = 101; (* number of spatial cells *)
dx = l/(nx - 1); (* size of each cell *)
d = 0.1; (* diffusion coefficient *)

eqns = Join[
{\[DifferentialD]n[1][t] == (n[1][t] (1 - n[1][t])

+ d (-n[1][t] + n[2][t])/dx^2) \[DifferentialD]t
+ Sqrt[n[1][t]] \[DifferentialD]w[1][t]},
Table[
\[DifferentialD]n[i][t] == (n[i][t] (1 - n[i][t])
+ d (n[i - 1][t] - 2 n[i][t] + n[i + 1][t])/dx^2) \[DifferentialD]t
+ Sqrt[n[i][t]] \[DifferentialD]w[i][t]
, {i, 2, nx - 1}],
{\[DifferentialD]n[nx][t] == (n[nx][t] (1 - n[nx][t])
+ d (n[nx - 1][t] - n[nx][t])/dx^2) \[DifferentialD]t
+ Sqrt[n[nx][t]] \[DifferentialD]w[nx][t]}

];

noise = Table[w[i] \[Distributed] WienerProcess[0, 0.5], {i, nx}];

unks1 = Table[n[i][t], {i, nx}];
unks2 = Table[n[i], {i, nx}];

ics = Table[Exp[-(i - 1) dx], {i, nx}];

tmax = 1;

dt = 0.0001;
sol = RandomFunction[ItoProcess[
eqns, unks1, {unks2, ics}, t, noise], {0, tmax, dt}]

This give an Function::flpar message, but still runs.


ListLinePlot[sol, PlotRange -> {All, All}]

enter image description here


Here's an animation of n[x]:


Export["space.gif", 

Table[ListLinePlot[sol["SliceData", t], PlotRange -> {0, 1}], {t,
0.0, 1.0, 0.01}]]

enter image description here


Comments

Popular posts from this blog

plotting - How to draw lines between specified dots on ListPlot?

I would like to create a plot where I have unconnected dots and some connected. So far, I have figured out how to draw the dots. My code is the following: ListPlot[{{1, 1}, {2, 2}, {3, 3}, {4, 4}, {1, 4}, {2, 5}, {3, 6}, {4, 7}, {1, 7}, {2, 8}, {3, 9}, {4, 10}, {1, 10}, {2, 11}, {3, 12}, {4,13}, {2.5, 7}}, Ticks -> {{1, 2, 3, 4}, None}, AxesStyle -> Thin, TicksStyle -> Directive[Black, Bold, 12], Mesh -> Full] I have thought using ListLinePlot command, but I don't know how to specify to the command to draw only selected lines between the dots. Do have any suggestions/hints on how to do that? Thank you. Answer One possibility would be to use Epilog with Line : ListPlot[ {{1, 1}, {2, 2}, {3, 3}, {4, 4}, {1, 4}, {2, 5}, {3, 6}, {4, 7}, {1, 7}, {2, 8}, {3, 9}, {4, 10}, {1, 10}, {2, 11}, {3, 12}, {4, 13}, {2.5, 7}}, Ticks -> {{1, 2, 3, 4}, None}, AxesStyle -> Thin, TicksStyle -> Directive[Black, Bold, 12], Mesh -> Full, Epilog -> { Line[ ...

dynamic - How can I make a clickable ArrayPlot that returns input?

I would like to create a dynamic ArrayPlot so that the rectangles, when clicked, provide the input. Can I use ArrayPlot for this? Or is there something else I should have to use? Answer ArrayPlot is much more than just a simple array like Grid : it represents a ranged 2D dataset, and its visualization can be finetuned by options like DataReversed and DataRange . These features make it quite complicated to reproduce the same layout and order with Grid . Here I offer AnnotatedArrayPlot which comes in handy when your dataset is more than just a flat 2D array. The dynamic interface allows highlighting individual cells and possibly interacting with them. AnnotatedArrayPlot works the same way as ArrayPlot and accepts the same options plus Enabled , HighlightCoordinates , HighlightStyle and HighlightElementFunction . data = {{Missing["HasSomeMoreData"], GrayLevel[ 1], {RGBColor[0, 1, 1], RGBColor[0, 0, 1], GrayLevel[1]}, RGBColor[0, 1, 0]}, {GrayLevel[0], GrayLevel...

list manipulation - Selecting multiple columns from a matrix?

Sample data: data = { {{2013, 1, 1}, 24.13, 167.67, 231.82}, {{2013, 1, 2}, 32.15, 170.92, 225.99}, {{2013, 1, 3}, 35.43, 172.68, 221.67}, {{2013, 1, 4}, 36.73, 173.05, 218.32}, {{2013, 1, 5}, 58.19, 165.96, 197.05}, {{2013, 1, 6}, 69.99, 163.50, 187.52}, {{2013, 1, 7}, 71.37, 154.21, 175.58}, {{2013, 1, 8}, 72.51, 149.66, 163.25}}; I want a DateListPlot with three graphs, so for a matrix formed by columns 1 and 2, one for columns 1 and 3, and 1 for columns 1 and 4. At the moment I'm using this code: data2 = Transpose[{data[[All, 1]], data[[All, 2]]}]; data3 = Transpose[{data[[All, 1]], data[[All, 3]]}]; data4 = Transpose[{data[[All, 1]], data[[All, 4]]}]; DateListPlot[{data2, data3, data4}, Joined -> True, Filling -> {3 -> {1}}] but I have a hunch that this can be done more efficiently. I don't like the Transpose s in particular. Any ideas? edit (for extra credit) What if I need to multiply the second column by 2, which in my solution is simp...