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Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…
Reaction-diffusion equations are often used in epidemiological models. In this paper we generalize the algorithm of Meerschaert and Tadjeran for fractional advection-dispersion flow equations to a coupled system of fractional…
We consider one infinite path of a Random Walk in Random Environment (RWRE, for short) in an unknown environment. This environment consists of either i.i.d.\ site or bond randomness. At each position the random walker stops and tells us the…
We construct a two-dimensional counterexample of a random walk in random environment (RWRE). The environment is stationary, mixing and perturbative, and the corresponding RWRE has non-trivial probability to wander off to the upper right.…
In this paper, a boundary scheme is proposed for the two-dimensional five-velocity (D2Q5) lattice Boltzmann method with heterogeneous surface reaction, in which the unknown distribution function is determined locally based on the kinetic…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
In a retroreflective scheme atomic Raman diffraction adopts some of the properties of Bragg diffraction due to additional couplings to off-resonant momenta. As a consequence, double Raman diffraction has to be performed in a Bragg-type…
This paper is a complement to the studies on the minimum of a real-valued branching random walk. In the boundary case (Biggins, Kyprianou 2005), A\"{i}d\'ekon in a seminal paper (2013) obtained the convergence in law of the minimum after a…
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…
The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. An energetic variational approach has been studied in a recent work [6], in which the trajectory equation is obtained, and a few first order accurate…
We investigate a novel quantum random walk (QRW) model, possibly useful in quantum algorithm implementation, that achieves a quadratically faster diffusion rate compared to its classical counterpart. We evaluate its asymptotic behavior…
It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…
Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…
In this paper, we suggest a technique to avoid order reduction in time when integrating reaction-diffusion boundary value problems under non-homogeneous boundary conditions with exponential splitting methods. More precisely, we consider…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…
We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…
We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…
The variable two-step backward differentiation formula (BDF2) is revisited via a new theoretical framework using the positive semi-definiteness of BDF2 convolution kernels and a class of orthogonal convolution kernels. We prove that, if the…