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We study a problem when a solution to optimal stopping problem for one-dimensional diffusion will generate by threshold strategy. Namely, we give necessary and sufficient conditions under which an optimal stopping time can be specified as…
This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…
We consider the multidimensional space-fractional diffusion equations with spatially varying diffusivity and fractional order. Significant computational challenges are encountered when solving these equations due both to the kernel…
The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…
The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…
For the numerical solution of Dirichlet-type boundary value problems associated to nonlinear fractional differential equations of order $\alpha \in (1,2)$ that use Caputo derivatives, we suggest to employ shooting methods. In particular, we…
This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original…
We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…
We construct non-symmetric diffusion processes associated with Dirichlet forms consisting of uniformly elliptic forms and derivation operators with killing terms on RCD spaces by aid of non-smooth differential structures introduced by Gigli…
The Douglas--Rachford and Peaceman--Rachford splitting methods are common choices for temporal discretizations of evolution equations. In this paper we combine these methods with spatial discretizations fulfilling some easily verifiable…
Some properties of a Local discontinuous Galerkin (LDG) algorithm are demonstrated for the problem of evaluting a second derivative $g = f_{xx}$ for a given $f$. (This is a somewhat unusual problem, but it is useful for understanding the…
The reaction-diffusion model can generate a wide variety of spatial patterns, which has been widely applied in chemistry, biology, and physics, even used to explain self-regulated pattern formation in the developing animal embryo. In this…
We prove an existence result for nonlinear diffusion equations in the presence of a nonlocal density-dependent drift which is not necessarily potential. The proof is constructive and based on the Helmholtz decomposition of the drift and a…
In this work, we introduce a new difference equation which is discrete analogue of Diffusion differential equation and analyze some essential spectral properties, Diffusion difference operator is self-adjoint, eigenvalues of this problem…
We propose a general theoretical description of chemical reactions occurring on a catalytic surface with heterogeneous reactivity. The propagator of a diffusion-reaction process with eventual absorption on the heterogeneous partially…
In this paper, we investigate the use of so called "duality lemmas" to study the system of discrete coagulation-fragmentation equations with diffusion. When the fragmentation is strong enough with respect to the coagulation, we show that we…
In this paper, by using Strang's second-order splitting method, the numerical procedure for the three-dimensional (3D) space fractional Allen-Cahn equation can be divided into three steps. The first and third steps involve an ordinary…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…
The Nitsche method is a method of "weak imposition" of the inhomogeneous Dirichlet boundary conditions for partial differential equations. This paper explains stability and convergence study of the Nitsche method applied to evolutionary…