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We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

Numerical Analysis · Mathematics 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

We consider a controlled reaction-diffusion equation, motivated by a pest eradication problem. Our goal is to derive a simpler model, describing the controlled evolution of a contaminated set. In this direction, the first part of the paper…

Optimization and Control · Mathematics 2021-08-24 Alberto Bressan , Maria Teresa Chiri , Najmeh Salehi

Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…

Optimization and Control · Mathematics 2017-12-27 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…

Numerical Analysis · Mathematics 2020-07-20 Qin Zhou , Binjie Li

We study general quadratic reaction-diffusion systems with detailed balance, in space dimension $d \leq 4$. We show that close-to-equilibrium solutions (in an $L^2$ sense) are regular for all times, and that they relax to equilibrium…

Analysis of PDEs · Mathematics 2017-06-13 María J. Cáceres , José A. Cañizo

This article proposes a highly accurate and conservative method for hyperbolic systems using the finite volume approach. This innovative scheme constructs the intermediate states at the interfaces of the control volumes using the method of…

Numerical Analysis · Mathematics 2023-11-23 Wassim Aboussi , Moussa Ziggaf , Imad Kissami , Mohamed Boubekeur

This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation associated with the Caputo derivative as the time-derivative and Riesz-Feller fractional derivative as the space-derivative. The…

Probability · Mathematics 2008-09-16 H. J. Haubold , A. M. Mathai , R. K. Saxena

We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…

Analysis of PDEs · Mathematics 2015-12-31 Vandana Sharma , Jeff Morgan

We consider a single-species diffusion-limited annihilation reaction with reactants confined to a two-dimensional surface with one arbitrarily large dimension and the other comparable in size to interparticle distances. This situation could…

Biomolecules · Quantitative Biology 2015-03-20 Aleksandr Kivenson , Michael F. Hagan

This paper deals with the solution of unified fractional reaction-diffusion systems. The results are obtained in compact and elegant forms in terms of Mittag-Leffler functions and generalized Mittag-Leffler functions, which are suitable for…

Classical Analysis and ODEs · Mathematics 2014-09-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

Numerical Analysis · Mathematics 2024-10-16 Rasha Al Jahdali , David C. Del Rey Fernandez , Lisandro Dalcin , Matteo Parsani

When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

Statistical Mechanics · Physics 2024-04-09 Naftali R. Smith

We present in this work a very short proof for the existence, uniqueness and smoothness in dimensions $d\leq 3$ of the system of reaction diffusion $ \partial\_t a\_i - d\_i \Delta a\_i = (-1)^i (a\_1 a\_3 - a\_2 a\_4)$, where $a\_i \geq 0$…

Analysis of PDEs · Mathematics 2026-05-25 Hector Bouton , Laurent Desvillettes , Helge Dietert

In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…

Numerical Analysis · Mathematics 2023-05-30 Qian Guo , Jie He , Lei Li

We investigate three different methods to tackle the problem of diffusion-limited reactions (annihilation) of hard-core classical particles in one dimension. We first extend an approach devised by Lushnikov and calculate for a single…

Statistical Mechanics · Physics 2009-10-31 Pierre-Antoine Bares , Mauro Mobilia

We study analytically and numerically a bistable reaction-diffusion equation on an arbitrary finite network. We prove that stable fixed points (multi-fronts) exist for any configuration as long as the diffusion is small. We also study fold…

Adaptation and Self-Organizing Systems · Physics 2015-06-22 J. -G. Caputo , G. Cruz-Pacheco , P. Panayotaros

We consider self-similar approximations of nonlinear hyperbolic systems in one space dimension with Riemann initial data and general diffusion matrix. We assume that the matrix of the system is strictly hyperbolic and the diffusion matrix…

Analysis of PDEs · Mathematics 2008-12-16 K. T. Joseph , Philippe G. LeFloch

We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…

Optimization and Control · Mathematics 2016-09-13 Masahiko Egami , Tadao Oryu

Reaction-diffusion equations are widely used to describe a variety of phenomena such as pattern formation and front propagation in biological, chemical and physical systems. In the one-dimensional model with a balanced bistable reaction…

Analysis of PDEs · Mathematics 2024-05-21 Raffaele Folino , Ramón G. Plaza , Marta Strani

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

Optimization and Control · Mathematics 2016-03-01 Ahmad Ahmad Ali , Elisabeth Ullmann , Michael Hinze
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