Related papers: A Stefan-type stochastic moving boundary problem
The financial model proposed involves the liquidation process of a portfolio of $n$ assets through sell or (and) buy orders with volatility. We present the rigorous mathematical formulation of this model in a financial setting resulting to…
We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the…
Consider the Navier-Stokes flow past a rotating obstacle with a general time-dependent angular velocity and a time-dependent outflow condition at infinity -- sometimes called an Oseen condition. By a suitable change of coordinates the…
We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…
The Swift-Hohenberg equation is ubiquitous in the study of bistable dynamics. In this paper, we study the dynamic transitions of the Swift-Hohenberg equation with a third-order dispersion term in one spacial dimension with a periodic…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
This work establishes a scaling limit theorem for the Stefan problem incorporating a mushy region, demonstrating that solutions to stochastic variants with turbulent transport terms converge to the solution to a deterministic partial…
We study reaction-diffusion equations in cylinders with possibly nonlinear diffusion and possibly nonlinear Neumann boundary conditions. We provide a geometric Poincar\'e-type inequality and classification results for stable solutions, and…
In this article, using DiPerna-Lions theory \cite{Di-Li}, we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and…
We present the group classification of one class of (1+3)-dimensional nonlinear boundary-value problems of the Stefan type that simulate the processes of melting and evaporation of metals. The results obtained are used for the construction…
In this paper we introduce a completely continuous and time-variate model of the evolution of market limit orders based on the existence, uniqueness, and regularity of the solutions to a type of stochastic partial differential equations…
We consider a moving boundary mathematical model of biological invasion. The model describes the spatiotemporal evolution of two adjacent populations: each population undergoes linear diffusion and logistic growth, and the boundary between…
In this chapter we consider different approximations for the one-dimensional one-phase Stefan problem corresponding to the fusion process of a semi-infinite material with a temperature boundary condition at the fixed face and non-linear…
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…
Recently it was obtained in [Tarzia, Thermal Sci. 21A (2017) 1-11] for the classical two-phase Lam\'e-Clapeyron-Stefan problem an equivalence between the temperature and convective boundary conditions at the fixed face under a certain…
In this paper, we propose a novel free boundary problem to model the movement of single species with a range boundary. The spatial movement and birth/death processes of the species found within the range boundary are assumed to be governed…
We study a one-dimensional one-phase Stefan problem with a Neumann boundary condition on the fixed part of the boundary. We construct the unique self-similar solution, and show that starting from arbitrary initial data, solution orbits…
In this paper, we study a two-point boundary value problem consisting of the heat equation on the open interval $(0,1)$ with boundary conditions which relate first and second spatial derivatives at the boundary points. Moreover, the unique…
We investigate the pathwise well-posedness of stochastic evolution equations perturbed by multiplicative Neumann boundary noise, such as fractional Brownian motion for $H\in(1/3,1/2]$. Combining the controlled rough path approach with the…
The classical one-phase Stefan problem describes the temperature distribution in a homogeneous medium undergoing a phase transition, such as ice melting to water. This is accomplished by solving the heat equation on a time-dependent domain…