Related papers: A stochastic Stefan-type problem under first-order…
It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct…
We consider the incompressible and stationary Stokes equations on an infinite two-dimensional wedge with non-scaling invariant Navier-slip boundary conditions. We prove well-posedness and higher regularity of the Stokes problem in a certain…
We propose a predictor-corrector adaptive method for the simulation of hyperbolic partial differential equations (PDEs) on networks under general uncertainty in parameters, initial conditions, or boundary conditions. The approach is based…
Laboratory experiments with bacterial colonies, under well-controlled conditions often lead to evolutionary diversification, where at least two ecotypes emerge from an initially monomorphic population. Empirical evidence suggests that such…
An approach to stochastic evolution equations based on a simple generalization of known embedding theorems is presented. It allows for the inclusion of problems which have nonlinear non monotone operators. This is used to discuss the…
We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…
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…
Stochastic processes are shown to emerge from the time evolution of complex quantum systems. Using parametric, banded random matrix ensembles to describe a quantum chaotic environment, we show that the dynamical evolution of a particle…
This paper discusses the initial-boundary value problem (with a nonhomogeneous boundary condition) for a multi-dimensional scalar first-order conservation law with a multiplicative noise. One introduces a notion of kinetic formulations in…
A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…
This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
The macroscopic fundamental diagram (MFD) is a powerful and popular tool that describes a network scale traffic operational state and serve as the plant model of perimeter control. As both the supply and the demand suffer from random…
We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…
In this article, we study a weighted particle representation for a class of stochastic partial differential equations with Dirichlet boundary conditions. The locations and weights of the particles satisfy an infinite system of stochastic…
We consider the nonlinear Stefan problem $$ \left \{ \begin{array} {ll} -d \Delta u=a u-b u^2 \;\; & \mbox{for } x \in \Omega (t), \; t>0, \\ u=0 \mbox{ and } u_t=\mu|\nabla_x u |^2 \;\;&\mbox{for } x \in \partial\Omega (t), \; t>0, \\…
In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. The core of our approach is an abstract notion of critical…
We present an existence theory for martingale and strong solutions to doubly nonlinear evolution equations in a separable Hilbert space in the form $$d(Au) + Bu\,dt \ni F(u)\,dt + G(u)\,dW$$ where both $A$ and $B$ are maximal monotone…
The evolution Stokes equation in a perforated domain subject to Fourier boundary condition on the boundaries of the holes is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and…
We consider a one-dimensional one-phase inverse Stefan problem for the heat equation. It consists in recovering a boundary influx condition from the knowledge of the position of the moving front, and the initial state. We derived a…