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This paper considers master equations for Markovian kinetic schemes that possess the detailed balance property. Chemical kinetics, as a prime example, often yields large-scale, highly stiff equations. Based on chemical intuitions, Sumiya et…

Numerical Analysis · Mathematics 2023-12-12 Satoru Iwata , Taihei Oki , Shinsaku Sakaue

The flow of U(1) charge through dense fishnet diagrams, in a non-hermitian matrix scalar field theory g_1Tr(\Sigma^\dagger\Sigma)^2 + 2g_1vTr\Sigma^{\dagger 2}\Sigma^2, is described by a 6-vertex model on a ``diamond'' lattice [1]. We give…

High Energy Physics - Theory · Physics 2009-10-31 Charles B. Thorn

We propose two methods to obtain exact solutions for the Almgren-Chriss model about optimal execution of portfolio transactions. In the first method we rewrite the Almgren-Chriss equation and find two exact solutions. In the second method,…

Mathematical Finance · Quantitative Finance 2016-02-01 Juan M. Romero , Jorge Bautista

We present simulation data for the motion of a polymer chain through a regular lattice of impenetrable obstacles (Evans-Edwards model). Chain lengths range from N=20 to N=640, and time up to $10^{7}$ Monte Carlo steps. For $N \geq 160$ we…

Soft Condensed Matter · Physics 2016-08-17 A. Baumgärtner , U. Ebert , L. Schäfer

In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Under mild and reasonable assumptions, the existence of…

Optimization and Control · Mathematics 2022-12-06 Chun-Yueh Chiang , Hung-Yuan Fan

A simplified form of the time dependent evolutionary dynamics of a quasispecies model with a rugged fitness landscape is solved via a mapping onto a random flux model whose asymptotic behavior can be described in terms of a random walk. The…

Statistical Mechanics · Physics 2009-11-11 Clement Sire , Satya N. Majumdar , David S. Dean

We consider a next generation neural field model which describes the dynamics of a network of theta neurons on a ring. For some parameters the network supports stable time-periodic solutions. Using the fact that the dynamics at each spatial…

Adaptation and Self-Organizing Systems · Physics 2023-06-21 Carlo R. Laing , Oleh E. Omel'chenko

The exact solution of a diffusion$-$reaction model for the trapping and annihilation of positrons in small extended spherical defects (clusters, voids, small precipitates) with competitive rate-limited trapping in vacancy-type point defects…

Materials Science · Physics 2019-04-24 Roland Würschum , Laura Resch , Gregor Klinser

We present the exact solution to a one-dimensional multicomponent quantum lattice model interacting by an exchange operator which falls off as the inverse-sinh-square of the distance. This interaction contains a variable range as a…

Condensed Matter · Physics 2016-08-14 Bill Sutherland , Rudolf A. Römer , B. Sriram Shastry

We consider how beads can diffuse along a chain that wraps them, without becoming displaced from the chain; our proposed mechanism is analogous to the reptation of "stored length" in more familiar situations of polymer dynamics. The problem…

Soft Condensed Matter · Physics 2009-11-07 H. Schiessel , J. Widom , R. F. Bruinsma , W. M. Gelbart

A chemical kinetic model of the elongation dynamics of RNA polymerase along a DNA sequence is introduced. The proposed model governs the discrete movement of the RNA polymerase along a DNA template, with no consideration given to elastic…

Biomolecules · Quantitative Biology 2007-05-23 Yujiro Richard Yamada , Charles S. Peskin

The paper deals with the two-state (opening-closing of base pairs) model used to describe the fluctuation dynamics of a single bubble formation. We present an exact solution for the discrete and finite size version of the model that…

Soft Condensed Matter · Physics 2009-11-10 D. J. Bicout , E. Kats

The most general reaction-diffusion model on a Cayley tree with nearest-neighbor interactions is introduced, which can be solved exactly through the empty-interval method. The stationary solutions of such models, as well as their dynamics,…

Statistical Mechanics · Physics 2007-05-23 Laleh Farhang Matin , Amir Aghamohammadi , Mohammad Khorrami

In this paper we consider a one-dimensional Mindlin model describing linear elastic behaviour of isotropic materials with micro-structural effects. After introducing the kinetic and the potential energy, we derive a system of equations of…

Analysis of PDEs · Mathematics 2019-01-10 Armando Majorana , Rita Tracinà

Single-species reaction-diffusion systems on a one-dimensional lattice are considered, in them more than two neighboring sites interact. Constraints on the interaction rates are obtained, that guarantee the closedness of the time evolution…

Condensed Matter · Physics 2009-11-07 M. Khorrami , A. Aghamohammadi , M. Alimohammadi

A necklace is an equivalence class of words of length $n$ over an alphabet under the cyclic shift (rotation) operation. As a classical object, there have been many algorithmic results for key operations on necklaces, including counting,…

Combinatorics · Mathematics 2021-11-08 Duncan Adamson , Argyrios Deligkas , Vladimir V. Gusev , Igor Potapov

In this paper we introduce a model describing diffusion of species by a suitable regularization of a "forward-backward" parabolic equation. In particular, we prove existence and uniqueness of solutions, as well as continuous dependence on…

Analysis of PDEs · Mathematics 2015-08-14 Elena Bonetti , Pierluigi Colli , Giuseppe Tomassetti

Reptation theory has been highly successful in explaining the unusual material properties of entangled polymer solutions. It reduces the complex many-body dynamics to a single-polymer description where each polymer is envisaged to be…

Soft Condensed Matter · Physics 2018-02-13 Philipp Lang , Erwin Frey

Multi-species reaction-diffusion systems, with nearest-neighbor interaction on a one-dimensional lattice are considered. Necessary and sufficient constraints on the interaction rates are obtained, that guarantee the closedness of the time…

Condensed Matter · Physics 2009-11-07 Amir Aghamohammadi , Masoud Alimohammadi , Mohammad Khorrami

We consider a class of mass transfer models on a one-dimensional lattice with nearest-neighbour interactions. The evolution is given by the discrete backward fast diffusion equation, with exponent $\beta$ in the regime $(-\infty,0) \cup…

Mathematical Physics · Physics 2018-12-26 Constantin Eichenberg