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Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

Probability · Mathematics 2018-10-31 Marvin S. Mueller

This work is devoted to the study of non-Newtonian fluids of grade three on two-dimensional and three-dimensional bounded domains, driven by a nonlinear multiplicative Wiener noise. More precisely, we establish the existence and uniqueness…

Probability · Mathematics 2024-02-27 Yassine Tahraoui , Fernanda Cipriano

We discuss the initial boundary value problem for a heat equation in a domain surrounded by a layer. The main features of this problem are twofold: on one hand, the layer is thin compared to the scale of the domain, and on the other hand,…

Analysis of PDEs · Mathematics 2025-05-27 Xingri Geng

We propose an improved model explaining the occurrence of high stresses due to the difference in specific volumes during phase transitions between water and ice. The unknowns of the resulting evolution problem are the absolute temperature,…

Analysis of PDEs · Mathematics 2014-01-10 Pavel Krejci , Elisabetta Rocca

In this work, we study the motion of a rigid body in a bounded domain which is filled with a compressible isentropic fluid. We consider the Navier-slip boundary condition at the interface as well as at the boundary of the domain. This is…

Analysis of PDEs · Mathematics 2021-03-17 S. Necasova , M. Ramaswamy , A. Roy , A. Schlomerkemper

Motivated by the numerical investigation by Aoki et al. [1], we study a rarefied gas flow between two parallel infinite plates of the same temperature governed by the Boltzmann equation with diffuse reflection boundaries, where one plate is…

Analysis of PDEs · Mathematics 2024-12-02 Renjun Duan , Zhu Zhang

We consider a general compressible viscous and heat conducting fluid confined between two parallel plates and heated from the bottom. The time evolution of the fluid is described by the Navier--Stokes--Fourier system considered in the…

Analysis of PDEs · Mathematics 2023-11-21 Peter Bella , Eduard Feireisl , Florian Oschmann

A mathematically rigorous derivation of the first Vlasov equation as a well-known Schr\"odinger equation for the probabilistic description of a system and families of the classic diffusion equations and heat conduction for the deterministic…

Mathematical Physics · Physics 2015-06-11 E. E. Perepelkin , B. I. Sadovnikov , N. G. Inozemtseva

We develop an intrinsic geometric approach to calculus of variations on Wasserstein space. We show that the flows associated to the Schroedinger bridge with general prior, to Optimal Mass Transport and to the Madelung fluid can all be…

Mathematical Physics · Physics 2017-12-07 Giovanni Conforti , Michele Pavon

We consider the three-dimensional Ising model in a half-space with a boundary field (no bulk field). We compute the low-temperature expansion of layering transition lines.

Statistical Mechanics · Physics 2015-05-14 K. S. Alexander , F. M. Dunlop , S. Miracle-Sole

In this paper, new boundary differential equations for the two-dimensional exterior scattering problem have been derived. It has been shown that the Helmholtz equation can be reduced to an inhomogeneous Bessel's equation in a body-fitted…

Classical Physics · Physics 2017-11-21 Wen Geyi

We consider wave equations in domains with time-dependent boundaries (moving obstacles) contained in a fixed cylinder for all time. We give sufficient conditions for the determination of the moving boundary from the Cauchy data on part of…

Mathematical Physics · Physics 2015-07-21 Gregory Eskin , James Ralston

New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…

Analysis of PDEs · Mathematics 2020-04-22 Leo Dostal , Navaratnam Sri Namachchivaya

We consider the model equations for the Timoshenko beam as a first order system in the framework of evolutionary equations. The focus is on boundary damping, which is implemented as a dynamic boundary condition. A change of material laws…

Analysis of PDEs · Mathematics 2016-02-09 Rainer Picard , Bruce A. Watson

In this dissertation two-dimensional buoyancy-driven flows are investigated. While usually the Navier-Stokes equations are equipped with no-slip boundary conditions here we focus on the Navier-slip conditions that, depending on the system…

Analysis of PDEs · Mathematics 2024-09-25 Fabian Bleitner

We are concerned with a time periodic supersonic flow through a bounded interval. This motion is described by the compressible Euler equation with a time periodic outer force. Our goal in this paper is to prove the existence of a time…

Analysis of PDEs · Mathematics 2019-08-09 Naoki Tsuge

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

Probability · Mathematics 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato

While an integration by parts formula for the bilinear form of the hypersingular boundary integral operator for the transient heat equation in three spatial dimensions is available in the literature, a proof of this formula seems to be…

Numerical Analysis · Mathematics 2023-04-03 Raphael Watschinger , Günther Of

Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…

Probability · Mathematics 2018-09-25 Giovanni Conforti , Tetiana Kosenkova , Sylvie Roelly

This paper is concerned with a diffuse interface model for the gas-liquid phase transition. The model consists the compressible Navier-Stokes equations with van der Waals equation of state and a modified Allen-Cahn equation. The global…

Analysis of PDEs · Mathematics 2018-10-02 Qiaolin He , Ming Mei , Xiaoding Shi , Xiaoping Wang
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