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In [Cou15] a multiplier technique, going back to Leray and G{\aa}rding for scalar hyperbolic partial differential equations, has been extended to the context of finite difference schemes for evolutionary problems. The key point of the…
An elementary approach to characterizing the impact of noise scheduling and time discretization in generative diffusion models is developed. We first utilize the Cram\'er-Rao bound to identify the Gaussian setting as a fundamental…
In this paper a drift-randomized Milstein method is introduced for the numerical solution of non-autonomous stochastic differential equations with non-differentiable drift coefficient functions. Compared to standard Milstein-type methods we…
In this paper, we introduce a new method of sampling from transition densities of diffusion processes including those unknown in closed forms by solving a partial differential equation satisfied by the quotient of transition densities. We…
In this paper we introduce new characterizations of spectral fractional Laplacian to incorporate nonhomogeneous Dirichlet and Neumann boundary conditions. The classical cases with homogeneous boundary conditions arise as a special case. We…
We consider the so called Moran process with frequency dependent fitness given by a certain pay-off matrix. For finite populations, we show that the final state must be homogeneous, and show how to compute the fixation probabilities. Next,…
There are many different models--both continuous and discrete--used to describe gene mutation fixation. In particular, the Moran process, the Kimura equation and the replicator dynamics are all well known models, that might lead to…
A drift-kinetic model to describe the plasma dynamics in the scrape-off layer region of tokamak devices at arbitrary collisionality is derived. Our formulation is based on a gyroaveraged Lagrangian description of the charged particle…
The Moran discrete process and the Wright-Fisher modelare the most popular models in population genetics. It is common tounderstand the dynamics of these models to use an approximating diffusionprocess, called Wright-Fisher diffusion. Here,…
Employing a phase space which includes the (Riemann-Liouville) fractional derivative of curves evolving on real space, we develop a restricted variational principle for Lagrangian systems yielding the so-called restricted fractional…
The Cahn-Hilliard equation is a fundamental model for describing phase separation phenomena in binary mixtures. Traditional numerical methods, such as finite difference and finite element methods, often incur substantial computational cost,…
Miura surfaces are the solutions of a constrained nonlinear elliptic system of equations. This system is derived by homogenization from the Miura fold, which is a type of origami fold with multiple applications in engineering. A previous…
Jacobi diffusion is a representative diffusion process whose solution is bounded in a domain under certain drift and diffusion coefficient conditions. However, the process without such conditions has not been thoroughly investigated. We…
This work is a systematic study of discrete Markov chains that are used to describe the evolution of a two-types population. Motivated by results valid for the well-known Moran (M) and Wright-Fisher (WF) processes, we define a general class…
Recent years have seen an increasing amount of research devoted to the development of so-called resonance-based methods for dispersive nonlinear partial differential equations. In many situations, this new class of methods allows for…
We study the boundary regional controllability of a class of Riemann-Liouville fractional semilinear sub-diffusion systems with boundary Neumann conditions. The result is obtained by using semi-group theory, the fractional Hilbert…
In this work, we present a semi-discrete scheme to approximate solutions to the scalar LWR traffic model with spatially discontinuous flux, described by the equation $u_t + (k(x)u(1-u))_x = 0$. This approach is based on the…
This work is based upon a coupled, lattice-based continuum formulation that was previously applied to problems involving strong coupling between mechanics and mass transport; e.g. diffusional creep and electromigration. Here we discuss an…
We revisit the one-dimensional model of the symmetric simple exclusion process slowly coupled with two unequal reservoirs at the boundaries. In its non-equilibrium stationary state, the large deviations functions of density and current have…
In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…