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We consider nonlinear parabolic SPDEs of the form $\partial_t u=-(-\Delta)^{\alpha/2} u + b(u) +\sigma(u)\dot w$, where$\dot w$ denotes space-time white noise. The functions $b$ and $\sigma$ are both locally Lipschitz continuous. Under some…

Probability · Mathematics 2012-08-23 Mohammud Foondun , Rana Parshad

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

Probability · Mathematics 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

A fractional Stefan problem with a boundary convective condition is solved, where the fractional derivative of order $ \alpha \in (0,1) $ is taken in the Caputo sense. Then an equivalence with other two fractional Stefan problems (the first…

Analysis of PDEs · Mathematics 2014-03-26 Sabrina Roscani , Eduardo Santillan Marcus

Different one-phase Stefan problems for a semi-infinite slab are considered, involving a moving phase change material as well as temperature dependent thermal coefficients. Existence of at least one similarity solution is proved imposing a…

Analysis of PDEs · Mathematics 2021-05-12 Julieta Bollati , Adriana C. Briozzo

In this article, we consider the stochastic wave and heat equations on $\mathbb{R}$ with non-vanishing initial conditions, driven by a Gaussian noise which is white in time and behaves in space like a fractional Brownian motion of index…

Probability · Mathematics 2014-07-16 Raluca Balan , Maria Jolis , Lluis Quer-Sardanyons

We start by introducing a new definition of solutions to heat-based SPDEs driven by space-time white noise: SDDEs (stochastic differential-difference equations) limits solutions. In contrast to the standard direct definition of SPDEs…

Probability · Mathematics 2010-11-09 Hassan Allouba

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…

Analysis of PDEs · Mathematics 2021-12-01 Ioannis Athanasopoulos , Luis Caffarelli , Emmanouil Milakis

We examine travelling wave solutions of the reaction-diffusion equation, $\partial_t u= R(u) + \partial_x \left[D(u) \partial_x u\right]$, with a Stefan-like condition at the edge of the moving front. With only a few assumptions on $R(u)$…

Pattern Formation and Solitons · Physics 2020-05-07 Nabil T. Fadai

Free boundary problems appear naturally in numerous areas of mathematics, science and engineering. These problems present a great computational challenge because they necessitate numerical methods that can yield an accurate approximation of…

Numerical Analysis · Mathematics 2020-12-29 Sifan Wang , Paris Perdikaris

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…

Probability · Mathematics 2023-03-07 Beom-Seok Han , Kunwoo Kim , Jaeyun Yi

We consider the one-dimensional KPP-equation driven by space-time white noise. We show that for all parameters above the critical value for survival, there exist stochastic wavelike solutions which travel with a deterministic positive…

Probability · Mathematics 2018-06-18 Sandra Kliem

The classical one-phase Stefan problem (without surface tension) allows for a continuum of steady state solutions, given by an arbitrary (but sufficiently smooth) domain together with zero temperature. We prove global-in-time stability of…

Analysis of PDEs · Mathematics 2015-01-05 Mahir Hadžić , Steve Shkoller

We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…

Analysis of PDEs · Mathematics 2024-12-24 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

In this paper, we study the existence of solution for stochastic evolution equations with almost sectorial operators and possibly a non dense domain. Such problems cover several types of evolution equations, we are interested here in…

Analysis of PDEs · Mathematics 2023-07-25 Arnaud Ducrot , Fatima Zahra Lahbiri

A mathematical model for a one-phase change problem (particularly a Stefan problem) with a memory flux, is obtained. The hypothesis that the weighted sum of fluxes back in time is proportional to the gradient of temperature is considered.…

Analysis of PDEs · Mathematics 2018-10-18 Sabrina Roscani , Julieta Bollati , Domingo Tarzia

This paper presents a control design for the one-phase Stefan problem under actuator delay via a backstepping method. The Stefan problem represents a liquid-solid phase change phenomenon which describes the time evolution of a material's…

Optimization and Control · Mathematics 2019-01-29 Shumon Koga , Delphine Bresch-Pietri , Miroslav Krstic

We investigate conditional McKean-Vlasov equations driven by time-space white noise, motivated by the propagation of chaos in an N-particle system with space-time Ornstein-Uhlenbeck dynamics. The framework builds on the stochastic calculus…

Probability · Mathematics 2024-12-31 Nacira Agram , Bernt Øksendal , Frank Proske , Olena Tymoshenko

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

Probability · Mathematics 2009-12-22 Raluca Balan , Ciprian Tudor