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We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…

Machine Learning · Computer Science 2025-12-18 Hanqing Jin , Renyuan Xu , Yanzhao Yang

We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…

Statistical Mechanics · Physics 2021-07-16 M. Reza Shaebani , Heiko Rieger

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski

We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…

Probability · Mathematics 2012-07-03 Leonid Koralov , Stanislav Molchanov

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…

Probability · Mathematics 2009-03-16 Samuel Herrmann Julian Tugaut

Self-activation coupled to a transport mechanism results in traveling waves that describe polymerization reactions, forest fires, tumor growth, and even the spread of epidemics. Diffusion is a simple and commonly used model of particle…

Statistical Mechanics · Physics 2020-07-06 Keisuke Ishihara , Ashish B. George , Ryan Cornelius , Kirill S. Korolev

We are interested in studying the stationary solutions and phase transitions of aggregation equations with degenerate diffusion of porous medium-type, with exponent $1 < m < \infty$. We first prove the existence of possibly infinitely many…

Analysis of PDEs · Mathematics 2020-07-13 José A. Carrillo , Rishabh S. Gvalani

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

A one-dimensional reaction-diffusion model consisting of two species of particles and vacancies on a ring is introduced. The number of particles in one species is conserved while in the other species it can fluctuate because of creation and…

Statistical Mechanics · Physics 2009-11-13 F H Jafarpour , B Ghavami

We present a finite volume method preserving the invariant region property (IRP) for the reaction-diffusion systems with quasimonotone functions, including nondecreasing, decreasing, and mixed quasimonotone systems. The diffusion terms and…

Numerical Analysis · Mathematics 2024-01-26 Huifang Zhou

Mass-conserving reaction-diffusion (MCRD) systems are widely used to model phase separation and pattern formation in cell polarity, biomolecular condensates, and ecological systems. Numerical simulations and formal asymptotic analysis…

Analysis of PDEs · Mathematics 2026-02-09 Xiaoqing He , Quan-Xing Liu , Dong Ye

We prove a sufficient stochastic maximum principle for the optimal control of a regime-switching diffusion model. We show the connection to dynamic programming and we apply the result to a quadratic loss minimization problem, which can be…

Optimization and Control · Mathematics 2014-01-31 Catherine Donnelly

This paper considers the inverse problem of recovering state-dependent source terms in a reaction-diffusion system from overposed data consisting of the values of the state variables either at a fixed finite time (census-type data) or a…

Numerical Analysis · Mathematics 2020-08-26 Barbara Kaltenbacher , William Rundell

We apply both a scalar field theory and a recently developed transfer-matrix method to study the stationary properties of metastability in a two-state model with weak, long-range interactions: the $N$$\times$$\infty$ quasi-one-dimensional…

Condensed Matter · Physics 2009-10-22 Bryan M. Gorman , Per Arne Rikvold , M. A. Novotny

Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…

Numerical Analysis · Mathematics 2023-04-12 Yuan Gao , Jian-Guo Liu

We investigate the critical behavior of a reaction-diffusion system exhibiting a continuous absorbing-state phase transition. The reaction-diffusion system strictly conserves the total density of particles, represented as a non-diffusive…

Statistical Mechanics · Physics 2009-10-31 Romualdo Pastor-Satorras , Alessandro Vespignani

External flows, such as shear flow, add directional biases to particle motion, introducing anisotropic behavior into the system. Here, we explore the non-equilibrium dynamics that emerge from the interplay between linear shear flow and…

Statistical Mechanics · Physics 2024-10-15 Iman Abdoli , Kristian Stølevik Olsen , Hartmut Löwen

This paper is devoted to reaction-diffusion equations with bistable nonlinearities depending periodically on time. These equations admit two linearly stable states. However, the reaction terms may not be bistable at every time. These may…

Analysis of PDEs · Mathematics 2015-07-23 Benjamin Contri

This paper analyzes the stability of a reactiondiffusion equation coupled with a finite-dimensional controller through Dirichlet boundary input and Neumann boundary output. Going against the flow, we intend to propose numerical certificates…

Optimization and Control · Mathematics 2023-03-09 Mathieu Bajodek , Hugo Lhachemi , Giorgio Valmorbida

The study of pattern emergence together with exploration of the exemplar Turing model is enjoying a renaissance both from theoretical and experimental perspective. Here, we implement a stability analysis of spatially dependent reaction…

Pattern Formation and Solitons · Physics 2019-11-06 Michal Kozák , Eamonn A Gaffney , Václav Klika
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