Related papers: Discrete reaction-diffusion system with stochastic…
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…
We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…
A new method is introduced allowing to solve exactly the reactions A+A->inert and A+A->A on the 1D lattice with synchronous diffusional dynamics (simultaneous hopping of all particles). Exact connections are found relating densities and…
A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…
In this paper, a new fractional step method is proposed for simulating stiff and nonstiff chemically reacting flows. In stiff cases, a well-known spurious numerical phenomenon, i.e. the incorrect propagation speed of discontinuities, may be…
Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
We study the heat equation on a half-space or on an exterior domain with a linear dynamical boundary condition. Our main aim is to establish the rate of convergence to solutions of the Laplace equation with the same dynamical boundary…
We are concerned with fully-discrete schemes for the numerical approximation of diffusive-dispersive hyperbolic conservation laws with a discontinuous flux function in one-space dimension. More precisely, we show the convergence of…
In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…
We prove an abstract convergence result for a family of dual-mesh based quadrature rules on tensor products of simplical meshes. In the context of the multilinear tensor-product finite element discretization of reaction-drift-diffusion…
In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…
We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…
A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
We briefly review some common diffusion-limited reactions with emphasis on results for two-species reactions with anisotropic hopping. Our review also covers single-species reactions. The scope is that of providing reference and general…
In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…