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Uniform-in-time bounds of nonnegative classical solutions to reaction-diffusion systems in all space dimension are proved. The systems are assumed to dissipate the total mass and to have locally Lipschitz nonlinearities of at most (slightly…
This paper explores the convergence behavior of two waveform relaxation algorithms, namely the Dirichlet-Neumann and Neumann-Neumann Waveform Relaxation algorithms, for an optimal control problem with a sub-diffusion partial differential…
Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…
In this paper we present a method to approximate optimal feedback controls for stochastic reaction-diffusion equations. We derive two approximation results providing the theoretical foundation of our approach and allowing for explicit error…
In this paper, we study a parabolic reaction diffusion system with constraints that model biofilm growth. Within a unified framework encompassing multiple numerical schemes, we derive the first general convergence rates for approximating…
We consider the problem of the discrete-time approximation of the solution of a one-dimensional SDE with piecewise locally Lipschitz drift and continuous diffusion coefficients with polynomial growth. In this paper, we study the strong…
Considering a real-valued diffusion, a real-valued reward function and a positive discount rate, we provide an algorithm to solve the optimal stopping problem consisting in finding the optimal expected discounted reward and the optimal…
In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
This paper is concerned with a discounted stochastic optimal control problem for regime switching diffusion in an infinite horizon. First, as a preliminary with particular interests in its own right, the global well-posedness of infinite…
In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…
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.…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
Strong convergence results on tamed Euler schemes, which approximate stochastic differential equations with superlinearly growing drift coefficients that are locally one-sided Lipschitz continuous, are presented in this article. The…
We consider solvability of the generalized reaction-diffusion equation with both space- and time-dependent diffusion and reaction terms by means of the similarity method. By introducing the similarity variable, the reaction-diffusion…
This paper is to investigate the control problem of maximizing the net benefit of a single species while the cost of the resource allocation is minimized in a population model which can be described by a reaction diffusion advection…
We show that solutions of the chemical reaction-diffusion system associated to $A+B\rightleftharpoons C$ in one spatial dimension can be approximated in $L^2$ on any finite time interval by solutions of a space discretized ODE system which…
We study the global existence and uniform-in-time bounds of classical solutions in all dimensions to reaction-diffusion systems dissipating mass. By utilizing the duality method and the regularization of the heat operator, we show that if…
We consider a $4\times4$ nonlinear reaction-diffusion system posed on a smooth domain $\Omega$ of $\mathbb{R}^N$ ($N \geq 1$) with controls localized in some arbitrary nonempty open subset $\omega$ of the domain $\Omega$. This system is a…
A generalisation of reaction diffusion systems and their travelling solutions to cases when the productive part of the reaction happens only on a surface in space or on a line on plane but the degradation and the diffusion happen in bulk…