Related papers: The frequency-dependent Wright-Fisher model: diffu…
We propose a simpler derivation of the probability density function of Feller Diffusion using the Fourier Transform and solving the resulting equation via the Method of Characteristics. We also discuss simulation algorithms and confirm key…
We introduce a new class of numerical schemes which allow for low regularity approximations to the expectation $ \mathbb{E}(|u_{k}(\tau, v^{\eta})|^2)$, where $u_k$ denotes the $k$-th Fourier coefficient of the solution $u$ of the…
Strong frequency dependence is unlikely in diffusive or over-damped systems. When exceptions do occur, such as in the case of stochastic resonance, it signals an interesting underlying phenomenon. We find that such a case appears in the…
A generalised one-dimensional Fisher-Wright diffusion process with mutations is considered. This is a well-known model in population genetics. An exponential recurrence is established for the process, which also implies an exponential rate…
By means of rather general arguments, based on an approach due to Derrida that makes use of samples of finite size, we analyse the effective diffusivity and drift tensors in certain types of random medium in which the motion of the…
We study the existence and the rate of equilibration of weak solutions to a two-component system of non-linear diffusion-aggregation equations, with small cross diffusion effects. The aggregation term is assumed to be purely attractive, and…
We perform numerical simulations of the dynamical equations for free water surface in finite basin in presence of gravity. Wave Turbulence (WT) is a theory derived for describing statistics of weakly nonlinear waves in the infinite basin…
We consider a two-species simple exclusion process on a periodic lattice. We use the method of matched asymptotics to derive evolution equations for the two population densities in the dilute regime, namely a cross-diffusion system of…
We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…
In this work, we propose adaptive deep learning approaches based on normalizing flows for solving fractional Fokker-Planck equations (FPEs). The solution of a FPE is a probability density function (PDF). Traditional mesh-based methods are…
The Fokker-Planck equation describes the evolution of the probability density associated with a stochastic differential equation. As the dimension of the system grows, solving this partial differential equation (PDE) using conventional…
A new class of time-dependent Dirichlet priors is introduced as a generalisation of the Wright-Fisher diffusion, allowing discontinuities in the trajectories, as well as non-Markovian memory. This class is obtained as a simple stochastic…
This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the…
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as $x^\alpha$, with $\alpha>1$. We propose an (semi-explicit) exponential-Euler…
We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term…
The solutions of the Wigner-transformed time-dependent Hartree--Fock--Bogoliubov equations are studied in the constant-$\Delta$ approximation. This approximation is known to violate particle-number conservation. As a consequence, the…
The recently introduced two-parameter Poisson-Dirichlet diffusion extends the infinitely-many-neutral-alleles model, related to Kingman's distribution and to Fleming-Viot processes. The role of the additional parameter has been shown to…
The Dean-Kawasaki equation - one of the most fundamental SPDEs of fluctuating hydrodynamics - has been proposed as a model for density fluctuations in weakly interacting particle systems. In its original form it is highly singular and fails…
The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…
Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…