Related papers: A Modified Walk-on-sphere Method for High Dimensio…
This work analyzes fractional continuous-time random walks on two-layer multiplexes. A node-centric dynamics is used, in which it is assumed a Poisson distribution of a walker to become active, while a jump to one of its neighbors depends…
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
A spectral method is considered for approximating the fractional Laplacian and solving the fractional Poisson problem in 2D and 3D unit balls. The method is based on the explicit formulation of the eigenfunctions and eigenvalues of the…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
We present a method of solving partial differential equations on the $n$-dimensional unit sphere using methods based on the continuous wavelet transform derived from approximate identities. We give an explicit analytical solution to the…
We consider a discrete random walk on a diagonal lattice in two and three dimensions and obtain explicit solutions of absorption probabilities and probabilities of return in several domains. In three dimensions we consider both the cube and…
We provide closed formulas for (unique) solutions of nonhomogeneous Dirichlet problems on balls involving any positive power $s>0$ of the Laplacian. We are able to prescribe values outside the domain and boundary data of different orders…
Since its formulation in the late 1940s, the Feynman-Kac formula has proven to be an effective tool for both theoretical reformulations and practical simulations of differential equations. The link it establishes between such equations and…
The Laplace transform method for solving of a wide class of initial value problems for fractional differential equations is introduced. The method is based on the Laplace transform of the Mittag-Leffler function in two parameters. To extend…
In this paper, we introduce a direct method of moving spheres for the nonlocal fractional Laplacian $(-\triangle)^{\alpha/2}$ for $0<\alpha<2$, in which a key ingredient is the narrow region maximum principle. As immediate applications, we…
A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…
We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
We use a one-dimensional random walk on $D$-dimensional hyper-spheres to determine the critical behavior of statistical systems in hyper-spherical geometries. First, we demonstrate the properties of such walk by studying the phase diagram…
A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…
We study the lattice Green's function (LGF) of the screened Poisson equation on a two-dimensional rectangular lattice. This LGF arises in numerical analysis, random walks, solid-state physics, and other fields. Its defining characteristic…
In geophysical fluid dynamics, the screened Poisson equation appears in the shallow-water, quasi geostrophic equations. Recently, many attempts have been made to solve those equations on the sphere using different numerical methods. These…
In this paper we introduce a new method for the simulation of the exit time and position of a $\delta$-dimensional Brownian motion from a domain. The main interest of our method is that it avoids splitting time schemes as well as inversion…
The first passage statistics of a continuous time random walker with Poisson distributed jumps on one and two dimensional infinite lattices is investigated. An exact expression for the probability of first return to the origin in one…