Related papers: Exact Solutions for Small Systems: Urns Models
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…
We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…
The approach of an ideal gas to equilibrium is simulated through a generalization of the Ehrenfest ball-and-box model. In the present model, the interior of each box is discretized, {\it i.e.}, balls/particles live in cells whose occupation…
We construct a finite element discretization and time-stepping scheme for the incompressible Euler equations with variable density that exactly preserves total mass, total squared density, total energy, and pointwise incompressibility. The…
We present and analyse an implicit-explicit timestepping procedure with finite element spatial approximation for a semilinear reaction-diffusion systems on evolving domains arising from biological models, such as Schnakenberg's (1979). We…
We investigate the large-time asymptotics of nonlinear diffusion equations $u_t = \Delta u^p$ in dimension $n \ge 1$, in the exponent interval $p > n/(n+2)$, when the initial datum $u_0$ is of bounded second moment. Precise rates of…
This paper shows how to evolve numerically the maximum entropy probability distributions for a given set of constraints, which is a variational calculus problem. An evolutionary algorithm can obtain approximations to some well-known…
We introduce a linear space of finitely additive measures to treat the problem of optimal expected utility from consumption under a stochastic clock and an unbounded random endowment process. In this way we establish existence and…
We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asymptotic properties of these estimators. Our examples include…
Bending vibrations of thin beams and plates may be described by nonlinear Euler-Bernoulli beam equations with $x$-dependent coefficients. In this paper we investigate existence of families of time-periodic solutions to such a model using…
We discuss the phase transition and critical exponents in the random allocation model (urn model) for different statistical ensembles. We provide a unified presentation of the statistical properties of the model in the thermodynamic limit,…
A non self-similar change of coordinates provides improved matching asymptotics of the solutions of the fast diffusion equation for large times, compared to already known results, in the range for which Barenblatt solutions have a finite…
We describe a microcanonical approach for polymer models that combines atmospheric methods with urn theory. We show that Large Deviation Properties of urn models can provide quite deep mathematical insight by analyzing the Random Walk Range…
One of the main objectives of science is the recognition of a general pattern in a particular phenomenon in some particular regime. In this work, this is achieved with the analytical expression for the optimal protocol that minimizes the…
We study a system of interacting reinforced random walks defined on polygons. At each stage, each particle chooses an edge to traverse which is incident to its position. We allow the probability of choosing a given edge to depend on the sum…
The Gaussian expansion has been developed since early 80s as a powerful analytical method, which enables nonperturbative studies of various systems using `perturbative' calculations. Recently the method has been used to suggest that 4d…
In this work we study the unitary time-evolutions of quantum systems defined on infinite-dimensional separable time-dependent Hilbert spaces. Two possible cases are considered: a quantum system defined on a stochastic interval and another…
The main goal of this paper is to achieve a parametrization of the solution set of the truncated matricial Hausdorff moment problem in the non-degenerate and degenerate situation. We treat the even and the odd cases simultaneously. Our…
An explicit numerical method is developed for a class of non-autonomous time-changed stochastic differential equations, whose coefficients obey H\"older's continuity in terms of the time variables and are allowed to grow super-linearly in…