Related papers: A Stefan-type stochastic moving boundary problem
In this paper, we consider the stationary Stokes equations in an exterior domain three-dimensional under a slip boundary condition without friction. We set the problem in weighted Sobolev spaces in order to control the behavior at infinity…
This paper is a continuation of Part I of this project, where we developed a new local well-posedness theory for nonlinear stochastic PDEs with Gaussian noise. In the current Part II we consider blow-up criteria and regularization…
We study a nonlocal version of the two-phase Stefan problem, which models a phase transition problem between two distinct phases evolving to distinct heat equations. Mathematically speaking, this consists in deriving a theory for…
We show existence of a regular solution in Sobolev-Slobodetskii spaces to stationary transport equation with inflow boundary condition in a bounded domain $\Omega \subset \mathbb{R}^2$. Our result is subject to quite general constraint on…
We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…
In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…
We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
The dynamical and stationary behaviors of a fourth-order evolution equation with clamped boundary conditions and a singular nonlocal reaction term, which is coupled to an elliptic free boundary problem on a non-smooth domain, are…
In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…
The initial-boundary value problem for the inhomogeneous non-cutoff Boltzmann equation is a challenging open problem. In this paper, we study the stability and long-time dynamics of the Boltzmann equation near a global Maxwellian without…
We develop methods for the solution of inhomogeneous Robin type boundary value problems (BVPs) that arise for certain linear parabolic Partial Differential Equations (PDEs) on a half line, as well as a second order generalisation. We are…
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…
We consider the approximation via modulation equations for nonlinear SPDEs on unbounded domains with additive space time white noise. Close to a bifurcation an infinite band of eigenvalues changes stability, and we study the impact of small…
By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…
We consider the inverse problem of recovering stationary coefficients in a class of dynamical Schr\"odinger equations with locally analytic nonlinear terms. Upon treating the well-posedness for small initial data and trivial boundary data,…
We study the Stokes problem in a bounded planar domain $\Omega$ with a friction type boundary condition that switches between a slip and no-slip stage. Unlike our previous work [6], in the present paper the threshold value may depend on the…
In this work, we consider the fractional Stefan-type problem in a Lipschitz bounded domain $\Omega\subset\mathbb{R}^d$ with time-dependent Dirichlet boundary condition for the temperature $\vartheta=\vartheta(x,t)$, $\vartheta=g$ on…
We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…
We consider initial-boundary-value problems for a class of nonlinear third order equations having non-autonomous forcing terms and get new asymptotic stability results by means of the Liapunov second method. The class includes equations…