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. In this paper we give a survey of some recent results for random walk in random scenery (RWRS). On $\mathbb {Z}^d$, $d\geq 1$, we are given a random walk with i.i.d. increments and a random scenery with i.i.d. components. The walk and the…
A second-order accurate in time, positivity-preserving, and unconditionally energy stable operator splitting numerical scheme is proposed and analyzed for the system of reaction-diffusion equations with detailed balance. The scheme is…
The randomized play-the-winner rule (RPW) is a response-adaptive design proposed by Wei and Durham (1978) for sequentially randomizing patients to treatments in a two-treatment clinical trial so that more patients are assigned to the better…
Reinforcement Learning (RL)-based motion planning has recently shown the potential to outperform traditional approaches from autonomous navigation to robot manipulation. In this work, we focus on a motion planning task for an evasive target…
We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…
Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the environment is frozen between a fixed sequence of times (called the cooling map) where it is resampled. Naturally the…
In this article, a numerical scheme to find approximate solutions to the McKendrick-Von Foerster equation with diffusion (M-V-D) is presented. The main difficulty in employing the standard analysis to study the properties of this scheme is…
A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…
We construct, analyse and assess various schemes of second order of accuracy in space and time for model advection-diffusion-reaction differential equations. The constructed schemes are meant to be of practical use in solving industrial…
We consider a special type of fast reaction-diffusion systems in which the coefficients of the reaction terms of the two substances are much larger than those of the diffusion terms while the diffusive motion to the substrate is negligible.…
In this paper, we present a second-order accurate finite-difference method for solving convectiondiffusion equations with interfacial jumps on a moving interface. The proposed method is constructed under a semi-Lagrangian framework for…
This paper aims at an efficient strategy to solve drift-diffusion problems with non-linear boundary conditions as they appear, e.g., in heterogeneous catalysis. Since the non-linearity only involves the degrees of freedom along (a part of)…
A general and local reactive boundary condition (RBC) for studying first-order equilibrium reactions using the lattice Boltzmann method (LBM) is presented. Its main characteristics are accurate reproduction of wall diffusion, invariance to…
This is the third in a series of papers in which we consider one-dimensional Random Walk in Cooling Random Environment (RWCRE). The latter is obtained by starting from one-dimensional Random Walk in Random Environment (RWRE) and resampling…
In this work, we study open quantum random walks, as described by S. Attal et al. These objects are given in terms of completely positive maps acting on trace-class operators, leading to one of the simplest open quantum versions of the…
We consider a second order, two-point, singularly perturbed boundary value problem, of reaction-convection-diffusion type with two small parameters, and we obtain regularity results for its solution. First we establish classical…
The basic conceptual picture and theoretical basis for development of transport equations in porous media are examined. The general form of the governing equations is derived for conservative chemical transport in heterogeneous geological…
The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…
A One-Dimensional (1D) Reduced-Order Model (ROM) has been developed for a 3D Rayleigh-B\'enard convection system in the turbulent regime with Rayleigh number $\mathrm{Ra}=10^6$. The state vector of the 1D ROM is horizontally averaged…
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…