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Models invoking the chemical master equation are used in many areas of science, and, hence, their simulation is of interest to many researchers. The complexity of the problems at hand often requires considerable computational power, so a…
We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…
The Comments are devoted to the paper ``Solutions of Multitime Reaction-Diffusion PDE'' (Mathematics, vol. 10 (2022), 3623), in which main results are misleading and can be derived in a simple way from those obtained earlier. Moreover, it…
Starting with the Green's functions found for normal diffusion, we construct exact time-dependent Green's functions for subdiffusive equation (with fractional time derivatives), with the boundary conditions involving a linear combination of…
A quantum system interacting with a dilute gas experiences irreversible dynamics. The corresponding master equation can be derived within two different approaches: The fully quantum description in the low-density limit and the semiclassical…
We study the global existence of solutions to a one-dimensional drift-diffusion equation with logistic term, generalizing the classical parabolic-elliptic Keller-Segel aggregation equation arising in mathematical biology. In particular, we…
To analyze possible generalizations of reaction-diffusion schemes for the case of subdiffusion we discuss a simple monomolecular conversion A --> B. We derive the corresponding kinetic equations for local A and B concentrations. Their form…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
The convergent reaction-diffusion master equation (CRDME) was recently developed to provide a lattice particle-based stochastic reaction-diffusion model that is a convergent approximation in the lattice spacing to an underlying…
The diffusion, "explosion" and "evaporation" of dimers and the subsequent coalescence are treated in a formal way by identifying and solving the differential equations deduced from the respective behaviors of dimers in the different cases.…
We consider a system of reaction-diffusion equations describing the reversible reaction of two species $\mathcal{U}, \mathcal{V}$ forming a third species $\mathcal{W}$ and vice versa according to mass action law kinetics with arbitrary…
A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…
In this paper, we prove global-in-time existence of strong solutions to a class of fractional parabolic reaction-diffusion systems posed in a bounded domain of $\mathbb{R}^N$. The nonlinear reactive terms are assumed to satisfy natural…
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…
We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained…
We propose the deterministic rate equation of three-species in the reaction - diffusion system. For this case, our purpose is to carry out the decay process in our three-species reaction-diffusion model of the form $A+B+C\to D$. The…
The theoretical description of the interplay between coherent evolution and chemical exchange, originally developed for magnetic resonance and later applied to other spectroscopic regimes, was derived under incorrect statistical…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…