Related papers: Stefan Problems for Reflected SPDEs Driven by Spac…
We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…
We study the existence and properties of solutions and free boundaries of the one-phase Stefan problem with fractional diffusion posed in $\mathbb{R}^N$. In terms of the enthalpy $h(x,t)$, the evolution equation reads $\partial_t…
We consider the one-dimensional outer stochastic Stefan problem with reflection. The problem admits maximal solutions as long as the velocity of the moving boundary remains bounded, [3,9,10]. We apply Malliavin calculus to the transformed…
The sample paths of white noise are proved to be elements of certain Besov spaces with dominating mixed smoothness. Unlike in isotropic spaces, here the regularity does not get worse with increasing space dimension. Consequently, white…
This paper examines the well-posedness of the Stefan problem with a dynamic boundary condition. To show the existence of the weak solution, the original problem is approximated by a limit of an equation and dynamic boundary condition of…
In a noise driving by a multivariate point process $\mu$ with predictable compensator $\nu$, we prove existence and uniqueness of the reflected backward stochastic differential equation's solution with a lower obstacle…
In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work is a convenient framework for the analysis of such…
We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…
We study the statistical properties of stochastic evolution equations driven by space-only noise, either additive or multiplicative. While forward problems, such as existence, uniqueness, and regularity of the solution, for such equations…
One dimensional Stefan problems for a semi-infinite material with temperature dependent thermal coefficients are considered. Existence and uniqueness of solution are obtained imposing a Dirichlet or a Robin type condition at fixed face…
We consider a stochastic partial differential equation with reflection at 0 and with the constraint of conservation of the space average. The equation is driven by the derivative in space of a space--time white noise and contains a double…
In this paper, we delve into the study of evolution equations that exhibit white-noise boundary conditions. Our primary focus is to establish a necessary and sufficient condition for the existence of solutions, by utilizing the concept of…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
Dynamical properties of the Bose-Einstein condensate in double-well potential subject to Gaussian white noise are investigated by numerically solving the time-dependent Gross-Pitaevskii equation. The Gaussian white noise is used to describe…
In this article it is proved the existence of similarity solutions for a one-phase Stefan problem with temperature-dependent thermal conductivity and a Robin condition at the fixed face. The temperature distribution is obtained through a…
In this paper, a backstepping observer and an output feedback control law are designed for the stabilization of the one-phase Stefan problem. The present result is an improvement of the recent full state feedback backstepping controller…
We consider a one-dimensional free boundary problem governed by a nonlinear diffusion - convection equation with a Neumann condition at fixed face $x=0$, which is variable in time and a like Stefan convective condition on the free boundary.…
We consider a class of nonautonomous parabolic competition-diffusion systems on bounded radial domains under Neumann boundary conditions. We show that, if the initial profiles satisfy a reflection inequality with respect to a hyperplane,…
We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…
This paper develops an input-to-state stability (ISS) analysis of the Stefan problem with respect to an unknown heat loss. The Stefan problem represents a liquid-solid phase change phenomenon which describes the time evolution of a…