Related papers: A Stefan-type stochastic moving boundary problem
Complementing the analysis in [41], we investigate the well-posedness of SPDEs problems of doubly nonlinear type. These arise ubiquitously in the modelization of dissipative media and correspond to generalized balance laws between…
This paper presents the design and analysis of the extremum seeking for static maps with input passed through a partial differential equation (PDE) of the diffusion type defined on a time-varying spatial domain whose boundary position is…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
For a class of Bellman equations in bounded domains we prove that sub- and supersolutions whose growth at the boundary is suitably controlled must be constant. The ellipticity of the operator is assumed to degenerate at the boundary and a…
This paper studies a class of non$-$Markovian singular stochastic control problems, for which we provide a novel probabilistic representation. The solution of such control problem is proved to identify with the solution of a $Z-$constrained…
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…
We study self-similar solutions of a multi-phase Stefan problem for a heat equation on the half-line $x>0$ with a constant initial data and with Dirichlet or Neumann boundary conditions. In the case of Dirichlet boundary condition we prove…
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…
The initial-boundary value problems for linear non-autonomous first order evolution equations are examined. Our assumptions provide a unified treatment which is applicable to many situations, where the domains of the operators may change…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…
This paper treats the stationary Stokes problem in exterior domain of $\mathbb{R}^3$ with Navier slip boundary condition. The behavior at infinity of the data and the solution are determined by setting the problem in $L^p$-spaces, for $p>…
In the paper, we study the plane Couette flow of a rarefied gas between two parallel infinite plates at $y=\pm L$ moving relative to each other with opposite velocities $(\pm \alpha L,0,0)$ along the $x$-direction. Assuming that the…
The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…
In this paper, we study the set of stationary solutions of the Vlasov-Fokker-Planck (VFP) equation. This equation describes the time evolution of the probability distribution of a particle moving under the influence of a double-well…
In this paper, we study the Dirichlet boundary value problem of steady-state relativistic Boltzmann equation in half-line with hard potential model, given the data for the outgoing particles at the boundary and a relativistic global…
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…
We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…
We study the large-time behavior of solutions of a one-phase Stefan-type problem with anisotropic diffusion in periodic media on an exterior domain in a dimension $n \geq 3$. By a rescaling transformation that matches the expansion of the…
Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…