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Considering a real-valued diffusion, a real-valued reward function and a positive discount rate, we provide an algorithm to solve the optimal stopping problem consisting in finding the optimal expected discounted reward and the optimal…

Probability · Mathematics 2019-09-24 Fabián Crocce , Ernesto Mordecki

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2008-04-04 F. Cavalli , M. Semplice

In this paper, Lyapunov-Razumikhin technique, design of state-dependent switching laws, a fixed point theorem and variational methods are employed to derive the existence and the unique existence results of globally exponentially stable…

Dynamical Systems · Mathematics 2026-01-30 Ruofeng Rao , Jialin Huang , Xiaodi Li

A solution is developed for a convection-diffusion equation describing chemical transport with sorption, decay, and production. The problem is formulated in a finite domain where the appropriate conservation law yields Robin conditions at…

Analysis of PDEs · Mathematics 2007-05-23 W. J. Golz , J. R. Dorroh

The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…

Numerical Analysis · Mathematics 2026-05-13 Luke Benfield , Andreas Dedner

The diffuse domain method for partial differential equations on complicated geometries recently received strong attention in particular from practitioners, but many fundamental issues in the analysis are still widely open. In this paper we…

Numerical Analysis · Mathematics 2014-12-19 Martin Burger , Ole Løseth Elvetun , Matthias Schlottbom

This work introduces Differential Wavelet Amplifier (DWA), a drop-in module for wavelet-based image Super-Resolution (SR). DWA invigorates an approach recently receiving less attention, namely Discrete Wavelet Transformation (DWT). DWT…

Image and Video Processing · Electrical Eng. & Systems 2024-03-08 Brian B. Moser , Stanislav Frolov , Federico Raue , Sebastian Palacio , Andreas Dengel

The time evolution of the Wigner distribution function for a single-particle excitation in a Fermi system was studied within the framework of the diffusion approximation of kinetic theory by numerically solving a nonlinear diffusion…

Nuclear Theory · Physics 2026-03-12 Sergiy V. Lukyanov

In this Letter we present discrete wave turbulence (DWT) as a counterpart of classical statistical wave turbulence (SWT). DWT is characterized by resonance clustering, not by the size of clusters, i.e. it includes, but is not reduced to,…

Fluid Dynamics · Physics 2009-09-07 Elena Kartashova

This article is in continuation of our earlier article [37] in which computational solution of an unified reaction-diffusion equation of distributed order associated with Caputo derivatives as the time-derivative and Riesz-Feller derivative…

Analysis of PDEs · Mathematics 2012-11-02 R. K. Saxena , A. M. Mathai , H. J. Haubold

We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…

Methodology · Statistics 2016-02-10 Ramsés H. Mena , Matteo Ruggiero

Reaction-diffusion equations are studied on bounded, time-periodic domains with zero Dirichlet boundary conditions. The long-time behaviour is shown to depend on the principal periodic eigenvalue of a transformed periodic-parabolic problem.…

Analysis of PDEs · Mathematics 2023-07-18 Jane Allwright

Dynamic Low Rank (DLR) methods are a promising way to reduce the computational cost and memory footprint of the high-dimensional thermal radiative transfer (TRT) equations. The TRT equations are a system of nonlinear PDEs that model the…

Numerical Analysis · Mathematics 2026-01-27 Terry Haut , John Loffeld , Lukas Einkemmer , Pierson Guthrey , Stefan Brunner , William Schill

The stability and convergence analysis of high-order numerical approximations for the one- and two-dimensional nonlocal wave equations on unbounded spatial domains are considered. We first use the quadrature-based finite difference schemes…

Numerical Analysis · Mathematics 2022-11-09 Jihong Wang , Jerry Zhijian Yang , Jiwei Zhang

Unmanned Aerial Vehicles (UAVs) are increasingly adopted in modern communication networks. However, challenges in decision-making and digital modeling continue to impede their rapid advancement. Reinforcement Learning (RL) algorithms face…

Machine Learning · Computer Science 2025-01-13 Yousef Emami , Hao Zhou , Luis Almeida , Kai Li

This article investigates the numerical solution of the Diffusive Wave equation posed on domains containing a large number of polygonal perforations, motivated by urban flood modeling. Such geometries induce strong multiscale effects driven…

Numerical Analysis · Mathematics 2026-03-10 Miranda Boutilier , Konstantin Brenner , Victorita Dolean

In this paper we develop a non-diffusive neural network (NDNN) algorithm for accurately solving weak solutions to hyperbolic conservation laws. The principle is to construct these weak solutions by computing smooth local solutions in…

Numerical Analysis · Mathematics 2024-05-27 Emmanuel Lorin , Arian Novruzi

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

Statistical Mechanics · Physics 2020-10-28 Oded Farago

Reaction--diffusion mechanism are a robust paradigm that can be used to represent many biological and physical phenomena over multiple spatial scales. Applications include intracellular dynamics, the migration of cells and the patterns…

Quantitative Methods · Quantitative Biology 2021-01-01 Cameron A. Smith , Christian A. Yates

We study a dispersive counterpart of the classical gas dynamics problem of the interaction of a shock wave with a counter-propagating simple rarefaction wave often referred to as the shock wave refraction. The refraction of a…

Pattern Formation and Solitons · Physics 2015-05-28 G. A. El , V. V. Khodorovskii , A. M. Leszczyszyn
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