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Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

经典分析与常微分方程 · 数学 2013-10-14 Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

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…

动力系统 · 数学 2008-08-07 Wei Wang , Jinqiao Duan

Reaction-diffusion problems are often described at a macroscopic scale by partial derivative equations of the type of the Fisher or Kolmogorov-Petrovsky-Piscounov equation. These equations have a continuous family of front solutions, each…

凝聚态物理 · 物理学 2009-10-31 Eric Brunet , Bernard Derrida

Stochastic dynamical systems provide essential mathematical frameworks for modeling complex real-world phenomena. The Fokker-Planck-Kolmogorov (FPK) equation governs the evolution of probability density functions associated with stochastic…

统计计算 · 统计学 2025-10-13 Yi Zhang , Yiting Duan , Xiangjun Wang , Zhikun Zhang

It is well-known that the existence of traveling wave solutions for reaction-diffusion partial differential equations can be proved by showing the existence of certain heteroclinic orbits for related autonomous planar differential…

动力系统 · 数学 2011-12-02 Hector Giacomini , Armengol Gasull , Joan Torregrosa

We develop a new method to uniquely solve a large class of heat equations, so-called Kolmogorov equations in infinitely many variables. The equations are analyzed in spaces of sequentially weakly continuous functions weighted by proper…

概率论 · 数学 2016-08-16 Michael Röckner , Zeev Sobol

Finite element methods provide accurate and efficient methods for the numerical solution of partial differential equations by means of restricting variational problems to finite-dimensional approximating spaces. However, they do not…

数值分析 · 数学 2025-06-24 Robert C. Kirby , John D. Stephens

A new class of integro-partial differential equation models is derived for the prediction of granular flow dynamics. These models are obtained using a novel limiting averaging method (inspired by techniques employed in the derivation of…

混沌动力学 · 物理学 2015-06-26 Denis Blackmore , Roman Samulyak , Anthony Rosato

Strong experimental evidence has indicated that tumor growth belongs to the molecular beam epitaxy universality class. This type of growth is characterized by the constraint of cell proliferation to the tumor border, and surface diffusion…

定量方法 · 定量生物学 2009-11-13 Carlos Escudero

In many situations, one can approximate the behavior of a quantum system, i.e. a wave function subject to a partial differential equation, by effective classical equations which are ordinary differential equations. A general method and…

数学物理 · 物理学 2007-05-23 Martin Bojowald , Aureliano Skirzewski

This article presents a partial differential equation (PDE) of Keller-Segel (KS) type that reproduces patterns commonly observed during the growth of brain microvasculature. We provide mathematical insights into the mechanisms underlying…

动力系统 · 数学 2026-05-04 B Ambrosio , A Garroudji , S. Fitzsimons , H Zaag , F. M. Elahi

A semiclassical approximation approach based on the Maslov complex germ method is considered in detail for the 1D nonlocal Fisher-Kolmogorov-Petrovskii-Piskunov equation under the supposition of weak diffusion. In terms of the semiclassical…

偏微分方程分析 · 数学 2018-02-26 A. V. Shapovalov , A. Yu. Trifonov

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

概率论 · 数学 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

This work, Part II, together with its companion Part I develops a new framework for stochastic functional Kolmogorov equations, which are nonlinear stochastic differential equations depending on the current as well as the past states.…

概率论 · 数学 2021-05-12 Dang H. Nguyen , Nhu N. Nguyen , George Yin

The goal of this article is to describe the concepts of system dynamics and its applications to the simulation modeling of financial institutions daily activity. The hybrid method of the re-engineering of banking business processes based…

综合金融 · 定量金融 2009-12-08 Mikhail I. Rumyantsev

The article provides a framework to solve linear differential equations based on partial commutativity which is introduced by means of the Fedorov theorem. The framework is applied to specific types of three-level and four-level quantum…

量子物理 · 物理学 2020-12-24 Artur Czerwinski

Equations governing physico-chemical processes are usually known at microscopic spatial scales, yet one suspects that there exist equations, e.g. in the form of Partial Differential Equations (PDEs), that can explain the system evolution at…

机器学习 · 统计学 2021-03-31 Hassan Arbabi , Ioannis Kevrekidis

Brain tumor growth is unique to each glioma patient and extends beyond what is visible in imaging scans, infiltrating surrounding brain tissue. Understanding these hidden patient-specific progressions is essential for effective therapies.…

The continuum description of active particle systems is an efficient instrument to analyze a finite size particle dynamics in the limit of a large number of particles. However, it is often the case that such equations appear as nonlinear…

数值分析 · 数学 2021-06-30 Nikita Kruk , José A. Carrillo , Heinz Koeppl

We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces. The method is based on the spectral decomposition of the…

概率论 · 数学 2016-01-08 Francisco J. Delgado-Vences , Franco Flandoli