Related papers: Global random walk for one-dimensional one-phase S…

We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…

We present a comparative study of several algorithms for an in-plane random walk with a variable step. The goal is to check the efficiency of the algorithm in the case where the random walk terminates at some boundary. We recently found…

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

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…

Flow and multicomponent reactive transport in saturated/unsaturated porous media are modeled by ensembles of computational particles moving on regular lattices according to specific random walk rules. The occupation number of the lattice…

This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…

We study the distribution of occupation times for a one-dimensional random walk restricted to a finite interval by reflecting boundary conditions. At short times the classical bimodal distribution due to L\'evy is reproduced with walkers…

We consider a one-dimensional free boundary problem describing the migration of diffusants into rubber. In our setting, the free boundary represents the position of the front delimitating the diffusant region. The growth rate of this region…

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Different models of random walks on the dual graphs of compact urban structures are considered. Analysis of access times between streets helps to detect the city modularity. The statistical mechanics approach to the ensembles of lazy random…

We study first-passage statistics for one-dimensional random walks $S_n$ with independent and identically distributed jumps starting from the origin. We focus on the joint distribution of the first-passage time $\tau_b$ and first-passage…

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

In this paper, we present numerical methods to implement the probabilistic representation of third kind (Robin) boundary problem for the Laplace equations. The solution is based on a Feynman-Kac formula for the Robin problem which employs…

A branching random walk algorithm for the many-body Wigner equation and its numerical applications for quantum dynamics in phase space are proposed and analyzed. After introducing an auxiliary function, the (truncated) Wigner equation is…

In dealing with thermal transport in composite systems, high contrast materials pose a special problem for numerical simulation: the time scale or step size in the high conductivity material must be much smaller than in the low conductivity…

We study travelling-wave solutions for a reaction-diffusion system arising as a model for host-tissue degradation by bacteria. This system consists of a parabolic equation coupled with an ordinary differential equation. For large values of…