Stochastic evolution models are widely used to study the dynamic behavior of biological and chemical systems where uncertainty, random fluctuations, or inherent variability are essential characteristics. These models often take the form of stochastic partial differential equations (SPDEs) or stochastic differential equations (SDEs) and are crucial for capturing the complex interplay between deterministic laws and random influences. Below, we explore some of the key aspects and examples of stochastic evolution models in these fields.
$\frac{\partial u(x, t)}{\partial t} = \mathcal{L}[u(x, t)] + f(u, x, t) + \eta(x, t),$
where $u(x, t)$ represents the evolving quantity (e.g., concentration of a chemical, population of a species), $\mathcal{L}$ is an operator defining deterministic dynamics (e.g., diffusion or reaction terms), $f(u, x, t)$ may be a non-linear interaction term, and $\eta(x, t)$ is a noise term modeling stochastic effects.
$\frac{dN_1}{dt} = N_1(a - bN_2) + \sigma_1 W_1(t), \quad \frac{dN_2}{dt} = -N_2(c - dN_1) + \sigma_2 W_2(t),$
where $N_1$ and $N_2$ are the population sizes of the prey and predator, $a, b, c, d$ are interaction coefficients, $\sigma_1$ and $\sigma_2$ are noise intensities, and $W_1(t)$ and $W_2(t)$ are Wiener processes modeling stochastic influences.
$\frac{dX(t)}{dt} = f(X(t)) + \sigma(X(t)) \eta(t),$
where $X(t)$ is the concentration of a gene product, $f(X(t))$ represents deterministic regulation (e.g., transcription and translation rates), $\sigma(X(t))$ modulates the noise intensity, and $\eta(t)$ is a stochastic process representing intrinsic noise from biochemical reactions.
$\frac{dS}{dt} = -\beta S I + \sigma_S W_S(t), \quad \frac{dI}{dt} = \beta S I - \gamma I + \sigma_I W_I(t),$
where $S$ , $I$ , and $R$ represent the numbers of susceptible, infected, and recovered individuals, respectively, and $\beta$ and $\gamma$ are the transmission and recovery rates. The $\sigma$ terms and $W(t)$ processes account for random fluctuations.
$\frac{\partial u(x, t)}{\partial t} = D \nabla^2 u(x, t) + R(u) + \eta(x, t),$
where $D$ is the diffusion coefficient, $R(u)$ represents the reaction kinetics, and $\eta(x, t)$ is the noise term modeling stochastic influences like fluctuations in reactant concentrations.
$\frac{dX_i}{dt} = \sum_{j} \nu_{ij} r_j(X) + \sum_{j} \sigma_{ij} \sqrt{r_j(X)} \eta_j(t),$
where $X_i$ is the number of molecules of species $i$ , $\nu_{ij}$ are stoichiometric coefficients, $r_j(X)$ are reaction rates, and $\eta_j(t)$ are noise terms reflecting the stochastic nature of reactions.