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Let X_t, 0<=t<=T be a one-dimensional stochastic process with independent and stationary increments. This paper considers the problem of stopping the process X_t "as close as possible" to its eventual supremum M_T:=sup{X_t: 0<=t<=T}, when…

Probability · Mathematics 2012-03-21 Pieter C. Allaart

We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

Statistical Mechanics · Physics 2013-11-28 Hernán Larralde

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

We consider a simple random walk on the T-fractal and we calculate the exact mean time $\tau^g$ to first reach the central node $i_0$. The mean is performed over the set of possible walks from a given origin and over the set of starting…

Data Analysis, Statistics and Probability · Physics 2008-02-18 E. Agliari

This paper is concerned with a diffusive Lotka-Volterra cooperative modelwith population flux by attractive transition. We study the time-global well-posedness and the large time behavior of solutions in a case where the habitat is a…

Analysis of PDEs · Mathematics 2025-04-08 Ryuichi Kato , Kousuke Kuto

In this paper we present the distribution of the maximum of the telegraph process in the cases where the initial velocity is positive or negative with an even and an odd number of velocity reversals. For the telegraph process with positive…

Probability · Mathematics 2020-03-10 Fabrizio Cinque , Enzo Orsingher

A system of two cubic reaction-diffusion equations for two independent gene frequencies arising in population dynamics is studied. Depending on values of coefficients, all possible Lie and $Q$-conditional (nonclassical) symmetries are…

Exactly Solvable and Integrable Systems · Physics 2026-03-27 Philip Broadbridge , Roman Cherniha , Vasyl' Davydovych , Ian Marquette

We study the (generalized) one-dimensional population model developed by Anguige \& Schmeiser [1], which reflects cell-cell adhesion and volume filling under no-flux boundary condition. In this generalized model, depending on the adhesion…

Analysis of PDEs · Mathematics 2024-09-11 Hyung Jun Choi , Seonghak Kim , Youngwoo Koh

The behavior of interacting populations typically displays irregular temporal and spatial patterns that are difficult to reconcile with an underlying deterministic dynamics. A classical example is the heterogeneous distribution of plankton…

Populations and Evolution · Quantitative Biology 2009-11-13 M. H. Vainstein , J. M. Rubi , J. M. G. Vilar

A spatio-temporal evolution of chemicals appearing in a reversible enzyme reaction and modelled by a four component reaction-diffusion system with the reaction terms obtained by the law of mass action is considered. The large time behaviour…

Analysis of PDEs · Mathematics 2016-10-25 Jan Elias

Consider a population of $N$ individuals, each having $d\geq 1$ different traits, and an additive measure, called dispersion, which rewards large pairwise separations between traits. The goal is to select $M\leq N$ individuals such that…

Statistical Mechanics · Physics 2026-05-01 Fabio Deelan Cunden , Noemi Cuppone , Giovanni Gramegna , Pierpaolo Vivo

A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

The mathematical runtime analysis of evolutionary algorithms traditionally regards the time an algorithm needs to find a solution of a certain quality when initialized with a random population. In practical applications it may be possible…

Neural and Evolutionary Computing · Computer Science 2025-11-14 Denis Antipov , Maxim Buzdalov , Benjamin Doerr

We consider the problems of tracking an ensemble of indistinguishable agents with linear dynamics based only on output measurements. In this setting, the dynamics of the agents can be modeled by distribution flows in the state space and the…

Systems and Control · Computer Science 2018-03-07 Yongxin Chen , Johan Karlsson

A new class of asynchronous discrete-event simulation schemes for advection-diffusion-reaction equations are introduced, which is based on the principle of allowing quanta of mass to pass through faces of a Cartesian finite volume grid. The…

Numerical Analysis · Mathematics 2017-05-24 Daniel Stone , Sebastian Geiger , Gabriel Lord

Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…

Probability · Mathematics 2024-12-31 Saber Jafarizadeh

Brownian motion in terms of Lifson and Jackson (LJ) formula has been widely explored in periodic systems and it has been believed for a long time that the LJ formula only applies to periodic potentials. Recently we show that for the…

Statistical Mechanics · Physics 2025-10-14 Ming Gong

We model the evolution of the concentration field of macromolecules in a symmetric field-flow fractionation (FFF) channel by a one-dimensional advection-diffusion equation. The coefficients are precisely determined from the fluid dynamics.…

chao-dyn · Physics 2007-05-23 S. A. Suslov , A. J. Roberts

We consider systems of interacting diffusions with local population regulation. Our main result shows that the total mass process of such a system is bounded above by the total mass process of a tree of excursions with appropriate drift and…

Probability · Mathematics 2013-10-02 Martin Hutzenthaler

Epochal dynamics, in which long periods of stasis in an evolving population are punctuated by a sudden burst of change, is a common behavior in both natural and artificial evolutionary processes. We analyze the population dynamics for a…

adap-org · Physics 2007-05-23 Erik van Nimwegen , James P. Crutchfield