Related papers: Stability and recurrence of regime-switching diffu…
We study the continuous absorbing-state phase transition in the one-dimensional diffusive epidemic process via mean-field theory and Monte Carlo simulation. In this model, particles of two species (A and B) hop on a lattice and undergo…
This paper investigates a singular stochastic control problem for a multi-dimensional regime-switching diffusion process confined in an unbounded domain. The objective is to maximize the total expected discounted rewards from exerting the…
The structural properties of an economical model for a confined plasma turbulence governor are investigated through bifurcation and stability analyses. A close relationship is demonstrated between the underlying bifurcation framework of the…
We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…
Positive recurrence of a $d$-dimensional diffusion with switching and with one recurrent and one transient regimes and variable switching intensities is established under suitable conditions. The approach is based on embedded Markov chains.
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
Reaction diffusion systems are often used to study pattern formation in biological systems. However, most methods for understanding their behavior are challenging and can rarely be applied to complex systems common in biological…
In this paper, we study the regularity of the value function associated with a stochastic control problem where two controls act simultaneously on a modulated multidimensional diffusion process. The first is a switching control modelling a…
Understanding the physics of the integrable spin-1/2 XXZ chain has witnessed substantial progress, due to the development and application of sophisticated analytical and numerical techniques. In particular, infinite-temperature…
The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…
We present Finite Volume methods for diffusion equations on generic meshes, that received important coverage in the last decade or so. After introducing the main ideas and construction principles of the methods, we review some literature…
Quantum-mechanical scattering states are energy eigenstates obeying particular boundary conditions, whose behavior at infinity encodes the S-matrix which defines the outcoming of scattering experiments. With an eye toward numerical…
In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…
This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further…
We introduce a two-state non-conserving driven-diffusive system in one-dimension under a discrete-time updating scheme. We show that the steady-state of the system can be obtained using a matrix product approach. On the other hand, the…
We study a reaction-diffusion system on the real line, where the reactions of the species are given by one reversible reaction according to the mass-action law. We describe different positive limits at both sides of infinity and investigate…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
A multi-phase-field model for the description of the discontinuous precipitation reaction is formulated which takes into account surface diffusion along grain boundaries and interfaces as well as volume diffusion. Simulations reveal that…
In this work an activator-depleted reaction-diffusion system is investigated on polar coordinates with the aim of exploring the relationship and the corresponding influence of domain size on the types of possible diffusion-driven…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…