Related papers: On Schr\"odinger's equation, 3-dimensional Bessel …
This paper deals with the three-dimensional narrow escape problem in dendritic spine shaped domain, which is composed of a relatively big head and a thin neck. The narrow escape problem is to compute the mean first passage time of Brownian…
We exploit a two-dimensional model [7], [6] and [1] describing the elastic behavior of the wall of a flexible blood vessel which takes interaction with surrounding muscle tissue and the 3D fluid flow into account. We study time periodic…
In this paper, we study the formation of finite time singularities for the solution of the boundary layer equations in the two-dimensional incompressible heat conducting flow. We obtain that the first spacial derivative of the solution…
We study the limiting behavior of the solutions of Euler equations of one-dimensional compressible fluid flow as the pressure like term vanishes. This system can be thought of as an approximation for the one dimensional model for large…
In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDEs. When the system is open, there are several mechanisms to couple the system with the…
An accurate and comprehensive numerical solution to the parabolic free boundary problem arising from thin film flow with both velocity and temperature distribution at large Reynolds numbers is obtained using a modified Keller box method. A…
In this study,we investigate the characteristics of three-dimensional turbulent boundary layers influenced by transverse flow and pressure gradients. Our findings reveal that even without assuming an infinite sweep, a fully developed…
In this note we consider the initial boundary value problem for the heat equation on cylinders based on Lipschitz domains with Besov data. We obtain a regularity exponent for the solution that improves the rate of convergence of nonlinear…
In this paper, we consider the local well-posedness of the Prandtl boundary layer equations that describe the behavior of boundary layer in the small viscosity limit of the compressible isentropic Navier-Stokes equations with non-slip…
The initial-boundary value problem in a bounded domain with moving boundaries and nonhomogeneous boundary conditions for a higher order nonlinear Schr\"odinger (HNLS) equation is considered. Existence and uniqueness of global weak solutions…
We consider a boundary value problem (BVP) modelling one-dimensional heat-conduction with radiation, which is derived from the Stefan-Boltzmann law. The problem strongly depends on the parameters, making difficult to estimate the solution.…
Let (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion with drift and a compound Poisson process. We consider T_x the first hitting time of a fixed level x > 0 by (Xt, t >= 0). We prove that the law of T_x has a…
In this paper, we develop a Monte Carlo based algorithm for estimating the FPT density of a time-homogeneous SDE through a time-dependent frontier. We consider Brownian bridges as well as localized Daniels curve approximations to obtain…
In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work is a convenient framework for the analysis of such…
The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…
A Schr\"odinger bridge is the most probable time-dependent probability distribution that connects an initial probability distribution $w_{i}$ to a final one $w_{f}$. The problem has been solved and widely used for the case of simple…
We study the mathematical properties of time-dependent flows of incompressible fluids that respond as an Euler fluid until the modulus of the symmetric part of the velocity gradient exceeds a certain, a-priori given but arbitrarily large,…
The \emph{Schr\"odinger problem} is obtained by replacing the mean square distance with the relative entropy in the Monge-Kantorovich problem. It was first addressed by Schr\"odinger as the problem of describing the most likely evolution of…
We present analytic self-similar or traveling wave solutions for a one-dimensional coupled system of continuity, compressible Euler and heat conduction equations. Different kind of equation of states are investigated. In certain forms of…
We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose…