5 papers
Monte Carlo Approximations of Time-Nonlocal Diffusions in Bounded Domains
Ivan Biočić, Daniel E. Cedeño-Girón, Aleksandar Mijatović +1
We develop and analyze a Monte Carlo method for sampling killed anomalous diffusions obtained by time-changing Brownian motion with drift by the inverse of a subordinator. The meth…
Modelling Anomalous Diffusion: The Role of CTRWs and Non-Local Dynamics
Ivan Biočić, Bruno Toaldo
These notes provide a self-consistent summary of the stochastic approach to anomalous diffusion based on Continuous Time Random Walks (CTRWs) and their scaling limits. An introduct…
Large solutions for subordinate spectral Laplacian
Ivan Biočić, Vanja Wagner
We find a large solution to a semilinear Dirichlet problem in a bounded domain for a non-local operator , an extension of the infinitesimal generator of a…
Semilinear Dirichlet problem for subordinate spectral Laplacian
Ivan Biocic
We study semilinear problems in bounded domains for non-local operators with a boundary condition. The operators cover and extend the case of the spectral fractional Lapl…
Semilinear equations for non-local operators: beyond the fractional Laplacian
Ivan Biočić, Zoran Vondraček, Vanja Wagner
We study semilinear problems in general bounded open sets for non-local operators with exterior and boundary conditions. The operators are more general than the fractional Laplacia…