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Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…

Probability · Mathematics 2018-01-18 Martin Keller-Ressel , Marvin S. Mueller

We derive the fractional version of one-phase one-dimensional Stefan model. We assume that the diffusive flux is given by the time-fractional Riemann-Liouville derivative, i.e. we impose the memory effect in the examined model. Furthermore,…

Analysis of PDEs · Mathematics 2020-10-27 Adam Kubica , Katarzyna Ryszewska

We introduce the optimal transportation interpretation of the Kantorovich norm on thespace of signed Radon measures with finite mass, based on a generalized Wasserstein distancefor measures with different masses.With the formulation and the…

Analysis of PDEs · Mathematics 2019-10-14 Benedetto Piccoli , Francesco Rossi , Magali Tournus

We prove uniqueness of the maximal weak solutions to the supercooled Stefan problem in 1 dimension. This follows by showing that in 1 dimension, the optimal solution of the corresponding free target optimal transport problem given in…

Analysis of PDEs · Mathematics 2026-01-05 Kai Hong Chau , Young-Heon Kim , Mathav Murugan

This paper considers a safe trajectory tracking of the Stefan problem with a second-order moving boundary dynamics. The model is given by a parabolic Partial Differential Equation (PDE) defined on a time-varying domain of moving boundary…

Optimization and Control · Mathematics 2026-05-26 Shumon Koga , Miroslav Krstic

We study the Cauchy-Dirichlet problem associated to a phase transition modeled upon the degenerate two-phase Stefan problem. We prove that weak solutions are continuous up to the parabolic boundary and quantify the continuity by deriving a…

Analysis of PDEs · Mathematics 2017-02-24 Paolo Baroni , Tuomo Kuusi , Casimir Lindfors , José Miguel Urbano

The goal of this paper is to simplify and strengthen the Le Jan-Qian approximation scheme of studying the uniqueness of signature problem to the non-Markov setting. We establish a general framework for a class of multidimensional stochastic…

Probability · Mathematics 2014-07-18 Horatio Boedihardjo , Xi Geng

We derive the quantitative modulus of continuity $$ \omega(r)=\left[ p+\ln \left( \frac{r_0}{r} \right) \right]^{-\alpha (n,p)}, $$ which we conjecture to be optimal, for solutions of the $p$-degenerate two-phase Stefan problem. Even in the…

Analysis of PDEs · Mathematics 2015-06-18 Paolo Baroni , Tuomo Kuusi , José Miguel Urbano

This paper is devoted to a proof of optimal regularity, near the initial state, for weak solutions to the two-phase parabolic obstacle problem. The approach used here is general enough to allow us to consider the initial data belonging to…

Analysis of PDEs · Mathematics 2014-10-27 D. E. Apushkinskaya , N. N. Uraltseva

In this paper we define and study signed deficient topological measures and signed topological measures (which generalize signed measures) on locally compact spaces. We prove that a signed deficient topological measure is $\tau$-smooth on…

Classical Analysis and ODEs · Mathematics 2019-02-21 Svetlana V. Butler

We provide perturbative estimates for the one-phase Stefan free boundary problem and obtain the regularity of flat free boundaries via a linearization technique in the spirit of the elliptic counterpart established by the first author.

Analysis of PDEs · Mathematics 2020-07-20 Daniela De Silva , Nicolo Forcillo , Ovidiu Savin

Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

Analysis of PDEs · Mathematics 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

We consider positive singular solutions of PDEs arising from double phase functionals. Exploiting a rather new version of the moving plane method originally developed by Sciunzi, we prove symmetry and monotonicity properties of such…

Analysis of PDEs · Mathematics 2020-10-12 Stefano Biagi , Francesco Esposito , Eugenio Vecchi

We consider a unique continuation problem for the wave equation given data in a volumetric subset of the space time domain. In the absence of data on the lateral boundary of the space-time cylinder we prove that the solution can be…

Numerical Analysis · Mathematics 2025-10-24 Erik Burman , Lauri Oksanen , Janosch Preuss , Ziyao Zhao

We consider the one-phase Stefan problem describing the evolution of melting ice. On the one hand, we focus on understanding the evolution of the free boundary near isolated singular points, and we establish for the first time upper and…

Analysis of PDEs · Mathematics 2026-02-02 Gabriele Fioravanti , Xavier Ros-Oton , Clara Torres-Latorre

We propose a data-assisted two-stage method for solving an inverse random source problem of the Helmholtz equation. In the first stage, the regularized Kaczmarz method is employed to generate initial approximations of the mean and variance…

Numerical Analysis · Mathematics 2024-03-05 Peijun Li , Ying Liang , Yuliang Wang

This paper presents a control design for the one-phase Stefan problem under actuator delay via a backstepping method. The Stefan problem represents a liquid-solid phase change phenomenon which describes the time evolution of a material's…

Optimization and Control · Mathematics 2019-01-29 Shumon Koga , Delphine Bresch-Pietri , Miroslav Krstic

We study the regularity and well-posedness of physical solutions to the supercooled Stefan problem. Assuming only that the initial temperature is integrable, we prove that the free boundary, known to have jump discontinuities as a function…

Analysis of PDEs · Mathematics 2026-04-08 Sebastian Munoz

In this paper we consider the one-phase Stefan problem with surface tension, set in a two-dimensional strip-like geometry, with periodic boundary conditions respect to the horizontal direction $x_1\in\mathbb{T}$. We prove that the system is…

Optimization and Control · Mathematics 2022-09-09 Borjan Geshkovski , Debayan Maity

This paper is devoted to the study of existence and properties of solitary waves of the Benjamin equation. The studied equation includes a parameter $\gamma$ in front of the Benjamin-Ono term. We show the existence, uniqueness, decay and…

Analysis of PDEs · Mathematics 2024-05-07 May Abdallah , Mohamad Darwich , Luc Molinet
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