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When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione

It was recently shown that the phase retrieval imaging of a sample can be modeled as a simple convolution process. Sometimes, such a convolution depends on physical parameters of the sample which are difficult to estimate a priori. In this…

Numerical Analysis · Mathematics 2017-02-20 Eduardo X. Miqueles , Nathaly L. Archilha , Marcelo R. Dos Anjos , Harry Westfahl , Elias S. Helou

Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decomposition methods appealing, like dynamic programming which is a…

Optimization and Control · Mathematics 2023-05-01 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Thomas Martin , Tristan Rigaut

We propose and analyze a perturbative regularization method to approximate quadratic optimization problems with finite-dimensional degeneracy. The original problem is first approximated by a regularized problem depending on a small positive…

Numerical Analysis · Mathematics 2026-03-16 C. G. Gebhardt , I. Romero

A thermodynamically consistent two-phase Stefan problem with temperature-dependent surface tension and with or without kinetic undercooling is studied. It is shown that these problems generate local semiflows in well-defined state…

Analysis of PDEs · Mathematics 2016-12-20 Jan Pruess , Gieri Simonett , Mathias Wilke

We propose a level-set approach to characterize the region occupied by the solid in Stefan problems with and without surface tension, based on their recent probabilistic reformulation. The level-set function is parameterized by a…

Numerical Analysis · Mathematics 2023-06-21 Mykhaylo Shkolnikov , H. Mete Soner , Valentin Tissot-Daguette

We consider the stochastic Swift-Hohenberg equation on a large domain near its change of stability. We show that, under the appropriate scaling, its solutions can be approximated by a periodic wave, which is modulated by the solutions to a…

Mathematical Physics · Physics 2009-11-10 D. Blömker , M. Hairer , G. A. Pavliotis

Piecewise constant denoising can be solved either by deterministic optimization approaches, based on the Potts model, or by stochastic Bayesian procedures. The former lead to low computational time but require the selection of a…

Machine Learning · Computer Science 2017-10-11 Jordan Frecon , Nelly Pustelnik , Nicolas Dobigeon , Herwig Wendt , Patrice Abry

We formulate a well posed interface formulation for canonical one-dimensional evaporation two-phase model problems (the Stefan and Sucking problems) commonly used to validate production codes. We focus on the interface between the vapor and…

Numerical Analysis · Mathematics 2026-04-28 Jan Nordström

We study the one-phase one-dimensional supercooled Stefan problem with oscillatory initial conditions. In this context, the global existence of so-called physical solutions has been shown recently in [CRSF20], despite the presence of…

Probability · Mathematics 2023-11-14 Scander Mustapha , Mykhaylo Shkolnikov

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 deposition dynamics of particles (or the growth of a rigid crystal) on a disordered substrate at a finite deposition rate is explored. We begin with an equation of motion which includes, in addition to the disorder, the periodic…

Condensed Matter · Physics 2009-10-22 Yan-Chr Tsai , Yonathan Shapir

Previous studies on two-timescale stochastic approximation (SA) mainly focused on bounding mean-squared errors under diminishing stepsize schemes. In this work, we investigate {\it constant} stpesize schemes through the lens of Markov…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Jeongyeol Kwon , Luke Dotson , Yudong Chen , Qiaomin Xie

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

We consider a two-stage stochastic optimization problem, in which a long-term optimization variable is coupled with a set of short-term optimization variables in both objective and constraint functions. Despite that two-stage stochastic…

Optimization and Control · Mathematics 2021-07-07 An Liu , Rui Yang , Tony Q. S. Quek , Min-Jian Zhao

The purpose of this work is to evidence a pathological set of initial data for which the regularized solutions by convolution experience a norm-inflation mechanism, in arbitrarily short time. The result is in the spirit of the construction…

Analysis of PDEs · Mathematics 2022-03-10 Nicolas Camps , Louise Gassot

We study for the first time a two-phase free boundary problem in which the solution satisfies a Robin boundary condition. We consider the case in which the solution is continuous across the free boundary and we prove an existence and a…

Analysis of PDEs · Mathematics 2020-10-20 Serena Guarino Lo Bianco , Domenico Angelo La Manna , Bozhidar Velichkov

We consider the Stefan problem with surface tension, also known as the Stefan-Gibbs-Thomson problem, in an ambient space of arbitrary dimension. Assuming the radial symmetry of the initial data we introduce a novel "probabilistic" notion of…

Probability · Mathematics 2022-03-30 Sergey Nadtochiy , Mykhaylo Shkolnikov

The supercooled Stefan problem and its variants describe the freezing of a supercooled liquid in physics, as well as the large system limits of systemic risk models in finance and of integrate-and-fire models in neuroscience. Adopting the…

Probability · Mathematics 2022-03-21 Vadim Kaushansky , Christoph Reisinger , Mykhaylo Shkolnikov , Zhuo Qun Song

We construct examples for the one-phase Stefan problem which show that $\alpha$-concavity of the solution is in general not preserved in time, for $0 \le \alpha <1/2$. In particular, this shows that, in contrast to the case of the heat…

Analysis of PDEs · Mathematics 2021-11-17 Albert Chau , Ben Weinkove