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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…
A randomly walking quantum particle evolving by Schr\"odinger's equation searches for a unique marked vertex on the "simplex of complete graphs" in time $\Theta(N^{3/4})$. In this paper, we give a weighted version of this graph that…
Quantum walks are referred to as quantum analogs to random walks in mathematics. They have been studied as quantum algorithms in quantum information for quantum computers. There are two types of quantum walks. One is the discrete-time…
The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…
We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…
This paper investigates a linear quadratic stochastic optimal control (LQSOC) problem with partial information. Firstly, by introducing two Riccati equations and a backward stochastic differential equation (BSDE), we solve this LQSOC…
Consider $N$ points randomly distributed along a line segment of unitary length. A walker explores this disordered medium moving according to a partially self-avoiding deterministic walk. The walker, with memory $\mu$, leaves from the…
The lackadaisical quantum walk is a lazy version of a discrete-time, coined quantum walk, where each vertex has a weighted self-loop that permits the walker to stay put. They have been used to speed up spatial search on a variety of graphs,…
In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks. We use a probabilistic interpretation of solution $u$, assuming that the…
We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…
We prove global existence and uniqueness of strong solutions to the logarithmic porous medium type equation with fractional diffusion $$ \partial_tu+(-\Delta)^{1/2}\log(1+u)=0, $$ posed for $x\in \mathbb{R}$, with nonnegative initial data…
A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing…
We introduce and solve a model of hardcore particles on a one dimensional periodic lattice which undergoes an active-absorbing state phase transition at finite density. In this model an occupied site is defined to be active if its left…
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…
We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…
The properties of the coinless quantum walk model have not been as thoroughly analyzed as those of the coined model. Both evolve in discrete time steps but the former uses a smaller Hilbert space, which is spanned merely by the site basis.…
We construct an integral equation for the first crossing distributions for fractional Brownian motion in the case of a constant barrier and we present an exact analytical solution. Additionally we present first crossing distributions…
Let alpha,T>0. We study the asymptotic properties of a least squares estimator for the parameter alpha of a fractional bridge defined as dX_t=-alpha*X_t/(T-t)dt+dB_t, with t in [0,T) and where B is a fractional Brownian motion of Hurst…
We study an inverse problem on a finite connected graph G = (X, E), on whose vertices a conductivity {\gamma} is defined. Our data consists in a sequence of partial observations of a fractional random walk on G. The observations are partial…
In this paper, we analyze the application of the Multi-self-loop Lackadaisical Quantum Walk on the hypercube that uses partial phase inversion to search for multiple adjacent marked vertices. We evaluate the influence of the relative…