Related papers: Global random walk for one-dimensional one-phase S…
We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is…
A generalized stochastic method for projecting out the ground state of the quantum many-body Schr\"odinger equation on curved manifolds is introduced. This random-walk method is of wide applicability to any second order differential…
This paper presents the design and analysis of the extremum seeking for static maps with input passed through a partial differential equation (PDE) of the diffusion type defined on a time-varying spatial domain whose boundary position is…
Inspired by the collective phenomenon of territorial emergence, whereby animals move and interact through the scent marks they deposit, we study the dynamics of a 1D Brownian walker in a random environment consisting of confining boundaries…
In this paper, we propose an approach for simulating wall-bounded incompressible turbulent flows by integrating the technology of random vortex method with the core principles of large-eddy simulations (LES). In particular, we employ the…
Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…
We focus on the existence and its characterization of limit for a certain critical branching random walks in time-space random environment in 1 dimension which was introduced by Birkner et.al. Each particle performs simple random walk on…
We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…
We prove a global existence result for weak solutions to a one-dimensional free boundary problem with flux boundary conditions describing swelling along a halfline. Additionally, we show that solutions are not only unique but also depend…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…
In this article, we develop a theory for understanding the traces left by a random walk in the vicinity of a randomly chosen reference vertex. The analysis is related to interlacements but goes beyond previous research by showing weak limit…
We propose a method to exactly generate Brownian paths $x_c(t)$ that are constrained to return to the origin at some future time $t_f$, with a given fixed area $A_f = \int_0^{t_f}dt\, x_c(t)$ under their trajectory. We derive an exact…
We introduce a framework for the design of finite element methods for two-dimensional moving boundary problems with prescribed boundary evolution that have arbitrarily high order of accuracy, both in space and in time. At the core of our…
We analyse a novel mathematical model of malignant invasion which takes the form of a two-phase moving boundary problem describing the invasion of a population of malignant cells into a population of background tissue, such as skin. Cells…
Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…
A method is established which allows the calculation of the walk dimension for Sierpinski-type multifractals. The multifractal scaling behaviour of the average time needed to cover a distance in the mentionned multifractals is shown. For…
We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…