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In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…
We study local existence and uniqueness for a surface growth model with space-time white noise in 2D. Unfortunately, the direct fixed-point argument for mild solutions fails here, as we do not have sufficient regularity for the stochastic…
In this article, we study a class of semilinear stochastic partial differential equations driven by an additive space time white noise. We establish Harnack inequalities for the semigroup associated with the solution by using coupling…
We consider the problem of recovering the initial condition in the one-dimensional one-phase Stefan problem for the heat equation from the knowledge of the position of the melting point. We first recall some properties of the free boundary…
Similarity solutions for a one-dimensional mathematical model for thawing in a saturated semi-infinite porous media is considered when change of phase induces a density jump and a convective boundary condition is imposed at the fixed face…
This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit $\epsilon\to 0$, where the small parameter $\epsilon$ is the diffuse interface thickness. We…
In this paper we first study the penalization approximation of stochastic differential equations reflected in a domain which satisfies conditions (A) and (B) and prove that the sequence of solutions of the penalizing equations converges in…
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 discuss a class of stochastic second-order PDEs in one space-dimension with an inner boundary moving according to a possibly non-linear, Stefan-type condition. We show that proper separation of phases is attained, i.e., the solution…
In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…
We study multi-phase Stefan problem with increasing Riemann initial data and with generally negative latent specific heats for the phase transitions. We propose the variational formulation of self-similar solutions, which allows to find…
We consider a parabolic stochastic partial differential equation (SPDE) on $[0\,,1]$ that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusion coefficient and a drift coefficient that is locally…
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…
In this chapter we consider different approximations for the one-dimensional one-phase Stefan problem corresponding to the fusion process of a semi-infinite material with a temperature boundary condition at the fixed face and non-linear…
In this article, we established a large deviation principle for invariant measures of solutions of stochastic partial differential equations with two reflecting walls driven by space-time white noise.
In this paper we study the existence of traveling wave solutions for a free-boundary problem modeling the phase transition of a material where the heat is transported by both conduction and radiation. Specifically, we consider a…
In this paper a one-phase Stefan problem with size-dependent thermal conductivity is analysed. Approximate solutions to the problem are found via perturbation and numerical methods, and compared to the Neumann solution for the equivalent…
The purpose of this paper is to establish the well-posedness of the stochastic Stefan problem on moving hypersurfaces. Through a specially designed transformation, it turns out we need to solve stochastic partial differential equations on a…
We study stochastic parabolic and elliptic PDEs driven by purely spatial white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We…
A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…