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An explicit first-order drift-randomized Milstein scheme for a regime switching stochastic differential equation is proposed and its bi-stability and rate of strong convergence are investigated for a non-differentiable drift coefficient.…

Probability · Mathematics 2025-03-11 Divyanshu Vashistha , Chaman Kumar

We develop an iterative global solution scheme for the backward Kolmogorov equation of the diffusion approximation of the Wright-Fisher model of population genetics. That model describes the random genetic drift of several alleles at the…

Analysis of PDEs · Mathematics 2014-06-20 Julian Hofrichter , Tat Dat Tran , Jürgen Jost

This paper proposes a semi-implicit arbitrary Lagrangian-Eulerian (ALE) method for the solution of the unified Godunov-Peshkov-Romenski (GPR) model of continuum mechanics. To handle the curl free involutions arising in the solid limit of…

Numerical Analysis · Mathematics 2025-12-04 Saray Busto

Many simulated complex systems that support persistent self-organizing patterns, i.e. gliders, have a 'state-plus-update' paradigm. This approach can be found in computational models of physics, continuous and neural cellular automata,…

Cellular Automata and Lattice Gases · Physics 2024-01-25 Q. Tyrell Davis

We present a novel framework based on semi-bounded spatial operators for analyzing and discretizing initial boundary value problems on moving and deforming domains. This development extends an existing framework for well-posed problems and…

Numerical Analysis · Mathematics 2023-02-14 Tomas Lundquist , Arnaud Malan , Jan Nordström

We present a new discretization for advection-diffusion problems with Robin boundary conditions on complex time-dependent domains. The method is based on second order cut cell finite volume methods introduced by Bochkov et al. to discretize…

Numerical Analysis · Mathematics 2021-11-24 Aaron Barrett , Aaron L. Fogelson , Boyce E. Griffith

The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…

Analysis of PDEs · Mathematics 2016-11-03 Martin Burger , Jan-Frederik Pietschmann

We consider three classical models of biological evolution: (i) the Moran process, an example of a reducible Markov Chain; (ii) the Kimura Equation, a particular case of a degenerated Fokker-Planck Diffusion; (iii) the Replicator Equation,…

Populations and Evolution · Quantitative Biology 2020-10-09 Fabio A. C. C. Chalub , Léonard Monsaingeon , Ana Margarida Ribeiro , Max O. Souza

This work concerns the design and analysis of a limiting technique that allows the preservation of invariant domains for high-order numerical approximations of nonlinear hyperbolic systems of conservation laws. The method can be applied to…

Numerical Analysis · Mathematics 2026-05-11 Bartolomeo Fanizza , Florent Renac

In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…

Numerical Analysis · Mathematics 2016-07-26 Tao Xiong , Giovanni Russo , Jing-Mei Qiu

We introduce a multi-allele Wright-Fisher model with non-recurrent, reversible mutation and directional selection. In this setting, the allele frequencies at a single locus track the path of a hybrid jump-diffusion process with state space…

Probability · Mathematics 2023-02-16 Ingemar Kaj , Carina F. Mugal , Rebekka Müller

Populations evolving under the joint influence of recombination and resampling (traditionally known as genetic drift) are investigated. First, we summarise and adapt a deterministic approach, as valid for infinite populations, which assumes…

Populations and Evolution · Quantitative Biology 2009-02-20 Ellen Baake , Inke Herms

We develop a global and hierarchical scheme for the forward Kolmogorov (Fokker-Planck) equation of the diffusion approximation of the Wright-Fisher model of population genetics. That model describes the random genetic drift of several…

Analysis of PDEs · Mathematics 2015-09-21 Julian Hofrichter , Tat Dat Tran , Jürgen Jost

Splitting methods constitute a well-established class of numerical schemes for the time integration of partial differential equations. Their main advantages over more traditional schemes are computational efficiency and superior geometric…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

We propose a bound-preserving Runge-Kutta (RK) discontinuous Galerkin (DG) method as an efficient, effective and compact numerical approach for numerical simulation of traffic flow problems on networks, with arbitrary high order accuracy.…

Numerical Analysis · Mathematics 2014-07-14 Suncica Canic , Benedetto Piccoli , Jing-Mei Qiu , Tan Ren

A free boundary diffusive logistic model finds application in many different fields from biological invasion to wildfire propagation. However, many of these processes show a random nature and contain uncertainties in the parameters. In this…

Numerical Analysis · Mathematics 2025-01-17 M. -C. Casabán , R. Company , V. N. Egorova , L. Jódar

Kimura diffusions serve as a stochastic model for the evolution of gene frequencies in population genetics. Their infinitesimal generator is an elliptic differential operator whose second-order coefficients matrix degenerates on the…

Analysis of PDEs · Mathematics 2014-06-04 Camelia A. Pop

We propose an Eulerian-Lagrangian (EL) Runge-Kutta (RK) discontinuous Galerkin (DG) method for wave equations. The method is designed based on the ELDG method for transport problems [J. Comput. Phy. 446: 110632, 2021.], which tracks…

Numerical Analysis · Mathematics 2022-07-29 Xue Hong , Jing-Mei Qiu

Duality plays an important role in population genetics. It can relate results from forwards-in-time models of allele frequency evolution with those of backwards-in-time genealogical models; a well known example is the duality between the…

Populations and Evolution · Quantitative Biology 2019-08-09 Robert C. Griffiths , Paul A. Jenkins , Sabin Lessard

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

Probability · Mathematics 2010-04-22 Emmanuel Gobet , Stéphane Menozzi