A numerical study of a PDE-ODE system with a stochastic dynamical boundary condition: a nonlinear model for sulphation phenomena
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| Format: | Preprint |
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2024
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| _version_ | 1866910758753796096 |
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| author | Arceci, Francesca Morale, Daniela Ugolini, Stefania |
| author_facet | Arceci, Francesca Morale, Daniela Ugolini, Stefania |
| contents | 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, from a numerical point of view. The model describes the chemical aggression of calcium carbonate stones under the attack of sulphur dioxide. The dynamical boundary condition is given by a Pearson diffusion, which is original in the context of the degradation of cultural heritage. We first discuss a scheme based on the Lamperti transformation for the stochastic differential equation to preserve the boundary and a splitting strategy for the partial differential equation based on recent theoretical results. Positiveness, boundedness, and stability are stated. The impact of boundary noise on the solution and its qualitative behaviour both in the slow and fast regimes is discussed in several numerical experiments. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2412_16307 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A numerical study of a PDE-ODE system with a stochastic dynamical boundary condition: a nonlinear model for sulphation phenomena Arceci, Francesca Morale, Daniela Ugolini, Stefania Numerical Analysis Probability 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, from a numerical point of view. The model describes the chemical aggression of calcium carbonate stones under the attack of sulphur dioxide. The dynamical boundary condition is given by a Pearson diffusion, which is original in the context of the degradation of cultural heritage. We first discuss a scheme based on the Lamperti transformation for the stochastic differential equation to preserve the boundary and a splitting strategy for the partial differential equation based on recent theoretical results. Positiveness, boundedness, and stability are stated. The impact of boundary noise on the solution and its qualitative behaviour both in the slow and fast regimes is discussed in several numerical experiments. |
| title | A numerical study of a PDE-ODE system with a stochastic dynamical boundary condition: a nonlinear model for sulphation phenomena |
| topic | Numerical Analysis Probability |
| url | https://arxiv.org/abs/2412.16307 |