Related papers: A New Mathematical Formulation for a Phase Change …
This paper is concerned with the inverse random source problem for a stochastic time fractional diffusion equation, where the source is assumed to be driven by a Gaussian random field. The direct problem is shown to be well-posed by…
Stefan problems relevant to burning oil-water systems are formulated. Two moving boundary sub-problems are defined: burning liquid surface and formation of a distillation ("hot zone") layer beneath it. The basic model considers a heat…
We address the existence and uniqueness of the so-called modified error function that arises in the study of phase-change problems with specific heat and thermal conductivity given by linear functions of the material temperature. This…
On the basis of a coherent state representation of quantum noise operator and an ensemble averaging procedure a scheme for quantum Brownian motion has been proposed recently [Banerjee {\it et al}, Phys. Rev. E {\bf65}, 021109 (2002);…
The efficient resolution of Bayesian inverse problems remains challenging due to the high computational cost of traditional sampling methods. In this paper, we propose a novel framework that integrates Conditional Flow Matching (CFM) with a…
The role of thermal relaxation in nanoparticle melting is studied using a mathematical model based on the Maxwell--Cattaneo equation for heat conduction. The model is formulated in terms of a two-phase Stefan problem. We consider the cases…
The non-local in space two-phase Stefan problem (a prototype in phase change problems) can be formulated via a singular nonlinear parabolic integro-differential equation which admits a unique weak solution. This formulation makes Stefan…
Taking into account the asymptotic behavior of some Wright functions and the existence of bounds for the Mainardi and the Wright function $W(-x,\frac{\alpha}{2}, 1)$ in $\mathbb{R}^+$ , three different initial-boundary-value problems for…
In this paper, we derive the time-fractional Cahn-Hilliard equation from continuum mixture theory with a modification of Fick's law of diffusion. This model describes the process of phase separation with nonlocal memory effects. We analyze…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
Financial markets have long since been modeled using stochastic methods such as Brownian motion, and more recently, rough volatility models have been built using fractional Brownian motion. This fractional aspect brings memory into the…
In this work, we consider boundary value problems involving Caputo and Riemann-Liouville fractional derivatives of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. These fractional derivatives lead to non-symmetric boundary value…
We consider the one-phase Stefan problem describing the evolution of melting ice. On the one hand, we focus on understanding the evolution of the free boundary near isolated singular points, and we establish for the first time upper and…
A new phase field model is introduced, which can be viewed as nontrivial generalisation of what is known as the Caginalp model. It involves in particular nonlinear diffusion terms. By formal asymptotic analysis, it is shown that in the…
We present a new method of deriving a boundary condition at a thin membrane for diffusion from experimental data. Based on experimental results obtained for normal diffusion of ethanol in water, we show that the derived boundary condition…
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 consider a partial data inverse problem for a time-dependent convection-diffusion equation on an admissible manifold. We prove that the time-dependent convection term and time-dependent density can be recovered uniquely modulo a known…
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…
We study an open-boundary version of the on-off zero-range process introduced in Hirschberg et al. [Phys. Rev. Lett. 103, 090602 (2009)]. This model includes temporal correlations which can promote the condensation of particles, a situation…
In this paper we describe a new model for solidification with heat flux using the phase field crystal (PFC) framework. The equations are thermodynamically consistent, in the sense that the time rate of change of the entropy density is…