Related papers: A second order scheme for a Robin boundary conditi…
It is well known that second order homogeneous linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation underlies the Liouville-Green method and many other techniques for…
It is well known that Lawson methods suffer from a severe order reduction when integrating initial boundary value problems where the solutions are not periodic in space or do not satisfy enough conditions of annihilation on the boundary.…
Reaction-Diffusion systems arise in diverse areas of science and engineering. Due to the peculiar characteristics of such equations, analytic solutions are usually not available and numerical methods are the main tools for approximating the…
We derive the generalized master equation for reaction-diffusion on networks from an underlying stochastic process, the continuous time random walk (CTRW). The non-trivial incorporation of the reaction process into the CTRW is achieved by…
The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…
Rules for quantizing the walker+coin parts of a classical random walk are provided by treating them as interacting quantum systems. A quantum optical random walk (QORW), is introduced by means of a new rule that treats quantum or classical…
We extend a Discrete Time Random Walk (DTRW) numerical scheme to simulate the anomalous diffusion of financial market orders in a simulated order book. Here using random walks with Sibuya waiting times to include a time-dependent stochastic…
We revisit the problem of identifying an unknown portion of a boundary subject to a Robin condition based on a pair of Cauchy data on the accessible part of the boundary. It is known that a single measurement may correspond to infinitely…
We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…
We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…
A free boundary diffusive logistic model finds application in many different fields from biological invasion to wildfire propagation. However, many of these processes show a random nature and contain uncertainties in the parameters. In this…
We consider a recurrent random walk (RW) in random environment (RE) on a strip. We prove that if the RE is i. i. d. and its distribution is not supported by an algebraic subsurface in the space of parameters defining the RE then the RW…
In this paper, we present a fully local second-order upwind scheme, applicable on generic meshes. This is done by hybridisation, which is achieved by introducing unknowns on each edge of the mesh. By doing so, fluxes only depend on values…
In this paper, a new fractional step method is proposed for simulating stiff and nonstiff chemically reacting flows. In stiff cases, a well-known spurious numerical phenomenon, i.e. the incorrect propagation speed of discontinuities, may be…
The combined Continuous Time Random Walk (CTRW) in position and momentum space is introduced, in the form of two coupled integral equations that describe the evolution of the probability distribution for finding a particle at a certain…
We undertake a detailed analysis of a reaction-advection-diffusion (RAD) equation from the viewpoint of pulse-response studies, with particular attention to effects due to the advection velocity. Our boundary-value problem is a mathematical…
In Robbins' problem of minimizing the expected rank, a finite sequence of $n$ independent, identically distributed random variables are observed sequentially and the objective is to stop at such a time that the expected rank of the selected…
A new class of one-dimensional, discrete time random walk model with memory, termed "Random walk with $n$ memory channels" (RW$n$MC) is proposed. In this model the information of $n$ ($n\in \mathbb{Z}$) previous steps from the walker's…
In this work, we consider a modification of the usual Branching Random Walk (BRW), where we give certain independent and identically distributed (i.i.d.) displacements to all the particles at the $n$-th generation, which may be different…
For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…