Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction–diffusion processes are widely used to model such behaviour ...

The forward and backward conditioned diffusion equations relative to the event of the process attaining absorption in one of the boundaries have been derived from the corresponding Kolmogorov ...

Reaction-diffusion equations underpin the modelling of a vast array of natural and engineered phenomena, ranging from the spread of invasive species and epidemic outbreaks to phase transitions in ...

Mathematics of Computation, Vol. 59, No. 200 (Oct., 1992), pp. 383-401 (19 pages) In this paper a new explicit finite element method for numerically solving the drift-diffusion semiconductor device ...