2 citations · 4 across the 10 of their papers we have counts for
13 papers
Well-posedness of stochastic reacting particle systems with non-local and Lennard-Jones interactions
Daniela Morale, Giulia Rui, Stefania Ugolini
We establish well-posedness results for systems of a finite number of stochastic particles driven by independent Brownian motions and subject to a strongly singular drift induced b…
Path-dependent McKean PDEs with reaction: a discussion on probabilistic interpretations and particle approximations
Daniela Morale, Leonardo Tarquini, Stefania Ugolini
In this paper, we discuss and compare two probabilistic approaches for associating a stochastic differential equation with a McKean-type partial differential equation featuring a r…
Integrability properties and stochastic McKean-Vlasov dynamics with singular Lennard-Jones drift: a mesoscale regularization
Ernesto M. Greco, Daniela Morale
We study the convergence of the empirical measure of moderately interacting particle systems subject to singular forces derived by Lennard-Jones potential. Although the classical L…
Strong solutions to singular SDEs and application to the Lennard-Jones potential
Daniela Morale, Giulia Rui, Stefania Ugolini
We prove existence and uniqueness of strong solutions to a large class of autonomous stochastic differential equations on an open domain, where the drift exhibits a singular behavi…
Killed path-dependent McKean-Vlasov SDEs for a probabilistic representation of non-conservative McKean PDEs
Daniela Morale, Leonardo Tarquini, Stefania Ugolini
A McKean-Vlasov stochastic differential equation subject to killing associated to a regularised non-conservative and path-dependent nonlinear parabolic partial differential equatio…
Discrete reaction-diffusion system with stochastic dynamical boundary conditions: convergence results
Francesca Arceci, Francesco Carlo De Vecchi, Daniela Morale +1
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discret…
A hybrid model of sulphation reactions: stochastic particles in a random continuum environment
Nicklas Jävergård, Daniela Morale, Giulia Rui +2
We present a hybrid stochastic-continuum model to study the sulphation of calcium carbonate and the consequent formation of gypsum, a key phenomenon driving marble deterioration. W…
A numerical study of a PDE-ODE system with a stochastic dynamical boundary condition: a nonlinear model for sulphation phenomena
Francesca Arceci, Daniela Morale, Stefania Ugolini
We investigate the qualitative behaviour of the solutions of a stochastic boundary value problem on the half-line for a nonlinear system of parabolic reaction-diffusion equations,…
A Feynman--Kac representation of a non-conservative and path-dependent nonlinear reaction-diffusion-advection system
Daniela Morale, Leonardo Tarquini, Stefania Ugolini
We provide a probabilistic interpretation of a weakly parabolic PDE--ODE system with a reaction term, which makes the dynamics non-conservative. As a consequence, the solution is r…
Well-posedness of a reaction-diffusion model with stochastic dynamical boundary conditions
Mario Maurelli, Daniela Morale, Stefania Ugolini
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…
A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion
Francesco C. De Vecchi, Luca M. Giordano, Daniela Morale +1
Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H…
A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting
Luca M. Giordano, Daniela Morale
We propose a model for the description and the forecast of the gross prices of electricity in the liberalized Italian energy market via an additive two-factor model driven by both…
Stochastic Modeling and Simulation of Ion Transport through Channels
Daniela Morale, Mattia Zanella, Vincenzo Capasso +1
Ion channels are of major interest and form an area of intensive research in the fields of biophysics and medicine since they control many vital physiological functions. The aim of…