Related papers: A Stefan-type stochastic moving boundary problem
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…
We discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…
This work investigates a class of moving boundary problems related to a nonlinear evolution equation featuring an exponential source term. We establish a connection to Stefan-type problems, for different boundary conditions at the fixed…
We consider approximations of the Stefan-type condition by imbalances of volume closely around the inner interface and study convergence of the solutions of the corresponding semilinear stochastic moving boundary problems. After a…
In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…
Moving boundary problems of Stefan-type for a novel third order nonlinear evolution equation with temporal modulation are here shown to be amenable to exact Airy-type solution via a classical Ermakov equation with its admitted nonlinear…
We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…
We consider a new Stefan-type problem for the classical heat equation with a latent heat and phase-change temperature depending of the variable time. We prove the equivalence of this Stefan problem with a class of boundary value problems…
We study the one-dimensional one-phase Stefan problem for the heat equation with a nonlinear boundary condition. We show that all solutions fall into one of three distinct types: global-in-time solutions with exponential decay,…
Here classes of moving boundary problems of Stefan-type for both an established non-linear evolution equation of cuspon theory and novel reciprocally linked solitonic equations are shown to be solvable via Painleve' II symmetry reduction.
This paper presents a safe stabilization of the Stefan PDE model with a moving boundary governed by a high-order dynamics. We consider a parabolic PDE with a time-varying domain governed by a second-order response with respect to the…
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…
The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing…
In this work, we consider the outer Stefan problem for the short-time prediction of the spread of a volatile asset traded in a financial market. The stochastic equation for the evolution of the density of sell and buy orders is the Heat…
Free boundary problems appear naturally in numerous areas of mathematics, science and engineering. These problems present a great computational challenge because they necessitate numerical methods that can yield an accurate approximation of…
The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…
We introduce and analyze a nonlocal version of the one-phase Stefan problem in which, as in the classical model, the rate of growth of the volume of the liquid phase is proportional to the rate at which energy is lost through the…
We study the stochastic Willmore flow and the stochastic surface diffusion flow for closed or non-closed curves on $\mathbb{R}^2$ in this paper. We equivalently formulate them as a stochastic one-phase Stefan problem (or a stochastic free…
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…