Related papers: A stochastic branching particle method for solving…
In this work, we propose a new semi-Lagrangian (SL) finite difference scheme for nonlinear advection-diffusion problems. To ensure conservation, which is fundamental for achieving physically consistent solutions, the governing equations are…
A hybrid stochastic individual-based model of proliferating cells with chemotaxis is presented. The model is expressed by a branching diffusion process coupled to a partial differential equation describing concentration of a chemotactic…
In this paper, we propose and implement a structure-preserving stochastic particle method for the Landau equation. The method is based on a particle system for the Landau equation, where pairwise grazing collisions are modeled as diffusion…
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an It\^{o}-Wentzell formula for jump…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
We study a non-conserved one-dimensional stochastic process which involves two species of particles $A$ and $B$. The particles diffuse asymmetrically and react in pairs as $A\emptyset\leftrightarrow AA\leftrightarrow BA \leftrightarrow…
In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…
We present a quantum algorithm for computational fluid dynamics based on the Lattice-Boltzmann method. Our approach involves a novel encoding strategy and a modified collision operator, assuming full relaxation to the local equilibrium…
We show a stochastic version of the Schauder-Tychonoff fixed point theorem which yields a solution of the martingale problem for a class of systems of nonlinear reaction-diffusion equations driven by a cylindrical Wiener process and a…
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…
The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…
We discuss numerical aspects related to a new class of nonlinear Stochastic Differential Equations in the sense of McKean, which are supposed to represent non conservative nonlinear Partial Differential equations (PDEs). We propose an…
In recent years, several particle-based stochastic simulation algorithms (PSSA) have been developed to study the spatially resolved dynamics of biochemical networks at a molecular scale. A challenge all these approaches have to address is…
The modeling and simulation of stochastic reaction-diffusion processes is a topic of steady interest that is approached with a wide range of methods. \rev{At the level of particle-resolved descriptions, where chemical reactions are coupled…
We propose a reaction-transport model for CTRW with non-linear reactions and non-exponential waiting time distributions. We derive non-linear evolution equation for mesoscopic density of particles. We apply this equation to the problem of…
Using non-linear response theory the time signals relevant for nonresonant spectral hole burning are calculated. The step-reponse function following the application of a high amplitude ac field (pump) and an intermediate waiting period is…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Reaction-diffusion equations with a nonlinear source have been widely used to model various systems, with particular application to biology. Here, we provide a solution technique for these types of equations in $N$-dimensions. The…
We study a stochastic particle system with a logarithmically-singular inter-particle interaction potential which allows for inelastic particle collisions. We relate the squared Bessel process to the evolution of localized clusters of…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…