Related papers: Numerical Algorithms for a Variational Problem of …
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…
We show that solutions of the chemical reaction-diffusion system associated to $A+B\rightleftharpoons C$ in one spatial dimension can be approximated in $L^2$ on any finite time interval by solutions of a space discretized ODE system which…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
The long-time behavior of a reaction-diffusion front between one static (e.g. porous solid) reactant A and one initially separated diffusing reactant B is analyzed for the mean-field reaction-rate density R(\rho_A,\rho_B) =…
Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…
We discuss a numerical method for convection-diffusion-reaction problems with a free boundary in 1D. The method is based on the numerical modelling of the interface evolution, the transformation to a fixed domain problem and the…
In this work we prove convergence of the finite difference scheme for equations of stationary states of a general class of the spatial segregation of reaction-diffusion systems with $m\geq 2$ components. More precisely, we show that the…
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…
We show that, for any spatially discretized system of reaction-diffusion, the approximate solution given by the explicit Euler time-discretization scheme converges to the exact time-continuous solution, provided that diffusion coefficient…
In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…
This note details the development of a discrete-time diffusion process to approximate the midnight customer count process in a $M_\textrm{per}/\textrm{Geo}_\textrm{2timeScale}/N$ system. We prove a limit theorem that supports this diffusion…
We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…
Dynamic phenomena in social and biological sciences can often be modeled by employing reaction-diffusion equations. When addressing the control of these modes, from a mathematical viewpoint one of the main challenges is that, because of the…
The reaction-diffusion master equation (RDME) is a model that allows for efficient on-lattice simulation of spatially resolved stochastic chemical kinetics. Compared to off-lattice hard-sphere simulations with Brownian Dynamics (BD) or…
Understanding the asymptotic behavior of reaction-diffusion (RD) systems is crucial for modeling processes ranging from species coexistence in ecology to biochemical interactions within cells. In this work, we analyze RD systems in which…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
We consider the numerical approximation of boundary conditions in radiative transfer problems by a perfectly matched layer approach. The main idea is to extend the computational domain by an absorbing layer and to use an appropriate…
The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…