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We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard…

Dynamical Systems · Mathematics 2023-03-03 Eszter Sikolya

In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…

Performance · Computer Science 2015-03-04 Alessio Angius , Gianfranco Balbo , Marco Beccuti , Enrico Bibbona , Andras Horvath , Roberta Sirovich

The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…

Statistical Mechanics · Physics 2019-11-13 Paul E. Lammert

This paper treats the solvability of a semilinear reaction-diffusion system, which incorporates transport (diffusion) and reaction effects emerging from two separated spatial scales: $x$ - macro and $y$ - micro. The system's origin connects…

Analysis of PDEs · Mathematics 2012-02-10 Tasnim Fatima , Adrian Muntean , Toyohiko Aiki

Preliminary mission design of low-thrust spacecraft trajectories in the Circular Restricted Three-Body Problem is a global search characterized by a complex objective landscape and numerous local minima. Formulating the problem as sampling…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Jannik Graebner , Ryne Beeson

A continuum model for a population of self-propelled particles interacting through nematic alignment is derived from an individual-based model. The methodology consists of introducing a hydrodynamic scaling of the corresponding mean-field…

Analysis of PDEs · Mathematics 2015-09-11 Pierre Degond , Angelika Manhart , Hui Yu

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…

Numerical Analysis · Mathematics 2025-01-17 M. -C. Casabán , R. Company , V. N. Egorova , L. Jódar

A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…

Analysis of PDEs · Mathematics 2021-02-24 Wenjie Zuo , Junping Shi

The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly…

Numerical Analysis · Mathematics 2020-03-10 Andrea Barth , Andreas Stein

Reaction-diffusion equations are studied on bounded, time-periodic domains with zero Dirichlet boundary conditions. The long-time behaviour is shown to depend on the principal periodic eigenvalue of a transformed periodic-parabolic problem.…

Analysis of PDEs · Mathematics 2023-07-18 Jane Allwright

We present Diffusion Restore, a real-time framework for diffusion-based MCMC light transport. MCMC methods are highly suitable for sampling from complex high-dimensional distributions and for approximating integrals over them. In practice,…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

We propose a computer-assisted approach to studying the effective continuum behavior of spatially discrete evolution equations. The advantage of the approach is that the "coarse model" (the continuum, effective equation) need not be…

Computational Physics · Physics 2007-05-23 J. Moeller , O. Runborg , P. G. Kevrekidis , K. Lust , I. G. Kevrekidis

It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…

Biological Physics · Physics 2010-06-15 S. B. Yuste , E. Abad , K. Lindenberg

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…

Statistical Mechanics · Physics 2017-07-04 Jordan M. Horowitz

Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…

Numerical Analysis · Mathematics 2025-07-16 Alan E. Lindsay , Andrew J. Bernoff

We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…

Probability · Mathematics 2021-04-06 Andi Q. Wang , Murray Pollock , Gareth O. Roberts , David Steinsaltz

We investigate the convergence of spatial discretizations for reaction-diffusion systems with mass-action law satisfying a detailed balance condition. Considering systems on the d-dimensional torus, we construct appropriate space-discrete…

Analysis of PDEs · Mathematics 2025-04-10 Georg Heinze , Alexander Mielke , Artur Stephan

Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…

Machine Learning · Statistics 2025-12-05 Vincent Pauline , Tobias Höppe , Kirill Neklyudov , Alexander Tong , Stefan Bauer , Andrea Dittadi

This is a pedagogical account on reaction-diffusion systems and their relationship with integrable quantum spin chains. Reaction-diffusion systems are paradigmatic examples of non-equilibrium systems. Their long-time behaviour is strongly…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…

Mathematical Physics · Physics 2015-05-13 Clement Pellegrini , Francesco Petruccione