Results 21 to 30 of about 20,051 (307)
Ratio Mathematica, 2023 A linear system of ’n’ second order ordinary differential equations of reaction-diffusion type with discontinuous source terms is considered. On a piecewise uniform Shishkin mesh, a numerical system is built that employs the finite element method.
Vinoth Maruthamuthu +1 more
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Markov chain approximations for transition densities of Lévy processes ∗ [PDF]
, 2014 E l e c t r o
Mijatović, Aleksandar +5 more
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On the fundamental solutions-based inversion of Laplace matrices
Results in Applied Mathematics, 2022 The discretisation of the Laplacian results into the well-known Laplace matrix. In the case of a one dimensional problem, an explicit formula for its inverse is derived on the basis of fundamental solutions (Green’s functions) for general boundary ...
F.J. Vermolen, D.R. den Bakker, C. Vuik
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Discrete-Time Semi-Markov Random Evolutions in Asymptotic Reduced Random Media with Applications
Mathematics, 2020 This paper deals with discrete-time semi-Markov random evolutions (DTSMRE) in reduced random media. The reduction can be done for ergodic and non ergodic media.
Nikolaos Limnios, Anatoliy Swishchuk
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Stochastic Systems, 2017 In the seminal paper of Gamarnik and Zeevi [17], the authors justify the steady-state diffusion approximation of a generalized Jackson network (GJN) in heavy traffic.
Anton Braverman +2 more
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Tractable diffusion and coalescent processes for weakly correlated loci [PDF]
, 2015 Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their computation is ...
Fearnhead, Paul +6 more
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Mass-dependence of self-diffusion coefficients in disparate-mass binary fluid mixtures
Condensed Matter Physics, 2009 Self-diffusion coefficients of a binary fluid mixture with components differing only in their particle masses are studied, in particular the case when mass ratio μ of light and heavy particles tends to zero.
I. Binas, I. Mryglod
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On diffusion approximation with discontinuous coefficients
Stochastic Processes and their Applications, 2002 Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a diffusion process with discontinuous diffusion and drift coefficients.
Krylov, N.V., Liptser, R.
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Discrete Dynamics in Nature and Society, 2001 We revise the interrelations between the classical Black Scholes equation, the diffusion equation and Burgers equation. Some of the algebraic properties the diffusion equation shows are elaborated and qualitatively presented.
Andreas Ruffing +2 more
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Approximating the First Passage Time Density of Diffusion Processes with State-Dependent Jumps
Fractal and Fractional, 2022 We study the problem of the first passage time through a constant boundary for a jump diffusion process whose infinitesimal generator is a nonlocal Jacobi operator.
Giuseppe D’Onofrio, Alessandro Lanteri
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