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Partial observations of continuous time-series dynamics at arbitrary time stamps exist in many disciplines. Fitting this type of data using statistical models with continuous dynamics is not only promising at an intuitive level but also has…

Machine Learning · Computer Science 2021-10-29 Ruizhi Deng , Marcus A. Brubaker , Greg Mori , Andreas M. Lehrmann

We present and analyse an implicit-explicit timestepping procedure with finite element spatial approximation for a semilinear reaction-diffusion systems on evolving domains arising from biological models, such as Schnakenberg's (1979). We…

Numerical Analysis · Mathematics 2013-09-20 Omar Lakkis , Anotida Madzvamuse , Chandrasekhar Venkataraman

We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…

Probability · Mathematics 2016-09-09 Konstantinos Dareiotis , James-Michael Leahy

In this work, we study time-splitting strategies for the numerical approximation of evolutionary reaction-diffusion problems. In particular, we formulate a family of domain decomposition splitting methods that overcomes some typical…

Numerical Analysis · Mathematics 2016-09-01 Andrés Arrarás , Laura Portero

We show that the analysis presented in a recent comment by Coll and Ferrando \cite{comment} (qr-qc/0312058) is based on the erroneous assumption that the chemical potential and fractional concentration of a {\it mixture} of perfect fluids…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Hernando Quevedo , Ruben D. Zarate

We show how a recently published 2d model for traffic flow can be further improved. Besides other improvements and simplifications, we present not only a method to compute the necessary time step restrictions, but also a subcycling for the…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Friedemann Kemm

An implicit finite difference scheme based on the $L2$-$1_{\sigma}$ formula is presented for a class of one-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability…

Numerical Analysis · Mathematics 2020-02-12 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao

We propose an analytical study of relativistic tunneling through opaque barriers. We obtain a closed formula for the phase time. This formula is in excellent agreement with the numerical simulations and corrects the standard formula…

High Energy Physics - Theory · Physics 2015-05-27 Stefano De Leo , Vinicius Leonardi

Within this paper, we introduce partially and fully decoupled time stepping schemes for linear thermo-poroelasticity. This means that the mechanics, heat, and flow equations can be solved sequentially. We provide sufficient conditions on…

Numerical Analysis · Mathematics 2026-03-17 R. Altmann , R. Maier , J. Schmeck

In this paper, we present an efficient algorithm for the long time behavior of plasma simulations. We will focus on 4D drift-kinetic model, where the plasma's motion occurs in the plane perpendicular to the magnetic field and can be…

Numerical Analysis · Mathematics 2014-10-01 Francis Filbet , Chang Yang

In this reply, we resolve the apparent discrepancy raised in the "Comment on Inferring broken detailed balance in the absence of observable currents" [arXiv:2112.08978v1]. We stress that the non-instantaneous transition paths originate from…

Statistical Mechanics · Physics 2022-02-07 Gili Bisker , Ignacio A. Martinez , Jordan M. Horowitz , Juan MR Parrondo

To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law…

Probability · Mathematics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

We discuss the relationship between modern time-dependent density functional theory and earlier time-periodic versions, and why the criticisms in a recent paper (Chem. Phys. Lett. {\bf 433} (2006) 204) of our earlier analysis (Chem. Phys.…

Materials Science · Physics 2007-05-23 Neepa T. Maitra , Kieron Burke

This note corrects some technical inaccuracies in a recently published paper on predefined-time convergence (Automatica 112 (2020) 108710) and discusses implementation issues of the presented control algorithm.

Systems and Control · Electrical Eng. & Systems 2020-07-16 Michael Basin

Traditional stochastic modeling of reactive systems limits the domain of applicability of the associated path thermodynamics to systems involving a single elementary reaction at the origin of each observed change in composition. An…

Statistical Mechanics · Physics 2023-01-18 F. Baras , A. L. Garcia , M. Malek Mansour

The first-passage time is a key concept in stochastic modeling, representing the time at which a process first reaches a specified threshold. In this work, we consider a jump-diffusion (JD) model with a time-dependent threshold, providing a…

Statistical Mechanics · Physics 2025-11-04 Sascha Desmettre , Devika Khurana , Amira Meddah

A new upscaling procedure that provides 1D representations of 2D mixing-limited reactive transport systems is developed and applied. A key complication with upscaled models in this setting is that the procedure must differentiate between…

Fluid Dynamics · Physics 2022-10-05 Ricardo H. Deucher , Louis J. Durlofsky

The article describes various aspects of mathematical modeling of fluid flows, both in general and with reference to hydraulic machinery. The article reviews historical development of corresponding methods of mathematical modeling.…

Fluid Dynamics · Physics 2007-05-23 Alexey N. Kochevsky , Victor G. Nenya

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

New techniques for evaluating the closed time path action for non-equilibrium quantum fields are presented. A derivative expansion is performed using a proper time kernel. Applications relevant to the scalar field theory of warm inflation…

High Energy Physics - Phenomenology · Physics 2009-11-07 Ian G Moss