skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


This content will become publicly available on January 7, 2026

Title: Mean field limits of particle-based stochastic reaction-drift-diffusion models *
Abstract We consider particle-based stochastic reaction-drift-diffusion models where particles move via diffusion and drift induced by one- and two-body potential interactions. The dynamics of the particles are formulated as measure-valued stochastic processes (MVSPs), which describe the evolution of the singular, stochastic concentration fields of each chemical species. The mean field large population limit of such models is derived and proven, giving coarse-grained deterministic partial integro-differential equations (PIDEs) for the limiting deterministic concentration fields’ dynamics. We generalize previous studies on the mean field limit of models involving only diffusive motion, with care to formulating the MVSP representation to ensure detailed balance of reversible reactions in the presence of potentials. Our work illustrates the more general set of PIDEs that arise in the mean field limit, demonstrating that the limiting macroscopic reactive interaction terms for reversible reactions obtain additional nonlinear concentration-dependent coefficients compared to the purely diffusive case. Numerical studies are presented which illustrate that two-body repulsive potential interactions can have a significant impact on the reaction dynamics, and also demonstrate the empirical numerical convergence of solutions to the PBSRDD model to the derived mean field PIDEs as the population size increases.  more » « less
Award ID(s):
2311500 2107856 1902854
PAR ID:
10621358
Author(s) / Creator(s):
; ; ;
Publisher / Repository:
Nonlinearity
Date Published:
Journal Name:
Nonlinearity
Volume:
38
Issue:
2
ISSN:
0951-7715
Page Range / eLocation ID:
025004
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. We develop a convergent reaction-drift-diffusion master equation (CRDDME) to facilitate the study of reaction processes in which spatial transport is influenced by drift due to one-body potential fields within general domain geometries. The generalized CRDDME is obtained through two steps. We first derive an unstructured grid jump process approximation for reversible diffusions, enabling the simulation of drift-diffusion processes where the drift arises due to a conservative field that biases particle motion. Leveraging the Edge-Averaged Finite Element method, our approach preserves detailed balance of drift-diffusion fluxes at equilibrium, and preserves an equilibrium Gibbs-Boltzmann distribution for particles undergoing drift-diffusion on the unstructured mesh. We next formulate a spatially-continuous volume reactivity particle-based reaction-drift-diffusion model for reversible reactions of the form A + B <–> C. A finite volume discretization is used to generate jump process approximations to reaction terms in this model. The discretization is developed to ensure the combined reaction-drift-diffusion jump process approximation is consistent with detailed balance of reaction fluxes holding at equilibrium, along with supporting a discrete version of the continuous equilibrium state. The new CRDDME model represents a continuous-time discrete-space jump process approximation to the underlying volume reactivity model. We demonstrate the convergence and accuracy of the new CRDDME through a number of numerical examples, and illustrate its use on an idealized model for membrane protein receptor dynamics in T cell signaling. 
    more » « less
  2. Abstract We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in the large population limit, the normalized maxima behave as those arising in an i.i.d. system where each particle follows the associated McKean–Vlasov limiting dynamics. Because the maximum depends on all particles, our result does not follow from classical propagation of chaos, where convergence to an i.i.d. limit holds for any fixed number of particles but not all particles simultaneously. The proof uses a change of measure argument that depends on a delicate combinatorial analysis of the iterated stochastic integrals appearing in the chaos expansion of the Radon–Nikodym density. 
    more » « less
  3. In particle-based stochastic reaction–diffusion models, reaction rates and placement kernels are used to decide the probability per time a reaction can occur between reactant particles and to decide where product particles should be placed. When choosing kernels to use in reversible reactions, a key constraint is to ensure that detailed balance of spatial reaction fluxes holds at all points at equilibrium. In this work, we formulate a general partial-integral differential equation model that encompasses several of the commonly used contact reactivity (e.g., Smoluchowski-Collins-Kimball) and volume reactivity (e.g., Doi) particle models. From these equations, we derive a detailed balance condition for the reversible A + B ⇆ C reaction. In bounded domains with no-flux boundary conditions, when choosing unbinding kernels consistent with several commonly used binding kernels, we show that preserving detailed balance of spatial reaction fluxes at all points requires spatially varying unbinding rate functions near the domain boundary. Brownian dynamics simulation algorithms can realize such varying rates through ignoring domain boundaries during unbinding and rejecting unbinding events that result in product particles being placed outside the domain. 
    more » « less
  4. Deterministic compartmental models for infectious diseases give the mean behaviour of stochastic agent-based models. These models work well for counterfactual studies in which a fully mixed large-scale population is relevant. However, with finite size populations, chance variations may lead to significant departures from the mean. In real-life applications, finite size effects arise from the variance of individual realizations of an epidemic course about its fluid limit. In this article, we consider the classical stochastic Susceptible-Infected-Recovered (SIR) model, and derive a martingale formulation consisting of a deterministic and a stochastic component. The deterministic part coincides with the classical deterministic SIR model and we provide an upper bound for the stochastic part. Through analysis of the stochastic component depending on varying population size, we provide a theoretical explanation of finite size effects. Our theory is supported by quantitative and direct numerical simulations of theoretical infinitesimal variance. Case studies of coronavirus disease 2019 (COVID-19) transmission in smaller populations illustrate that the theory provides an envelope of possible outcomes that includes the field data. 
    more » « less
  5. Consider a system of homogeneous interacting diffusive particles labeled by the nodes of a unimodular Galton–Watson tree, where the state of each node evolves infinitesi- mally like a d-dimensional diffusion whose drift coefficient depends on (the histories of) its own state and the states of neighboring nodes, and whose diffusion coefficient depends only on (the history of) its own state. Under suitable regularity assumptions on the coefficients, an autonomous characterization is obtained for the marginal dis- tribution of the dynamics of the neighborhood of a typical node in terms of a certain local equation, which is a new kind of stochastic differential equation that is nonlinear in the sense of McKean. This equation describes a finite-dimensional non-Markovian stochastic process whose infinitesimal evolution at any time depends not only on the structure and current state of the neighborhood, but also on the conditional law of the current state given the past of the states of neighborhing nodes until that time. Such marginal distributions are of interest because they arise as weak limits of both marginal distributions and empirical measures of interacting diffusions on many sequences of sparse random graphs, including the configuration model and Erdös–Rényi graphs whose average degrees converge to a finite non-zero limit. The results obtained complement classical results in the mean-field regime, which characterize the limiting dynamics of homogeneous interacting diffusions on complete graphs, as the num- ber of nodes goes to infinity, in terms of a corresponding nonlinear Markov process. However, in the sparse graph setting, the topology of the graph strongly influences the dynamics, and the analysis requires a completely different approach. The proofs of existence and uniqueness of the local equation rely on delicate new conditional independence and symmetry properties of particle trajectories on unimodular Galton– Watson trees, as well as judicious use of changes of measure. 
    more » « less