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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…

Probability · Mathematics 2023-02-21 D. C. Antonopoulou , D. Farazakis , G. Karali

Droplets move on substrates with a spatio-temporal wettability pattern as generated, for example, on light-switchable surfaces. To study such cases, we implement the boundary-element method to solve the governing Stokes equations for the…

Fluid Dynamics · Physics 2021-03-16 Josua Grawitter , Holger Stark

A modified phase field crystal model in which the free energy may be minimised by an order parameter profile having isolated bumps is investigated. The phase diagram is calculated in one and two dimensions and we locate the regions where…

Soft Condensed Matter · Physics 2012-08-31 Mark J. Robbins , Andrew J. Archer , Uwe Thiele , Edgar Knobloch

When a stable phase is adjacent to a metastable phase with a planar interface, the stable phase grows. We propose a stochastic lattice model describing the phase growth accompanying heat diffusion. The model is based on an energy-conserving…

Statistical Mechanics · Physics 2024-10-14 Mao Hiraizumi , Hiroki Ohta , Shin-ichi Sasa

Frustration and the associated phenomenon of "avoided criticality" have been proposed as an explanation for the dramatic relaxation slowdown in glass-forming liquids. To test this, we have undertaken a Monte-Carlo study of possibly the…

Statistical Mechanics · Physics 2017-11-01 Ilya Esterlis , Steve A. Kivelson , Gilles Tarjus

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…

Probability · Mathematics 2008-12-20 Seid Bahlali

We study convergence and stability properties of control-affine systems. Our considerations are motivated by the problem of stabilizing a control-affine system by means of output feedback for states in which the output function attains an…

Dynamical Systems · Mathematics 2018-06-12 Raik Suttner

Multicanonical ensemble simulations for the simulation of first-order phase transitions suffer from exponential slowing down. Monte Carlo autocorrelation times diverge exponentially with free energy barriers $\Delta F$, which in $L^d$ boxes…

Statistical Mechanics · Physics 2007-05-23 Thomas Neuhaus , Johannes S. Hager

Ice-templating is a well-established processing route for porous ceramics. Because of the structure/properties relationships, it is essential to better understand and control the solidification microstructures. Ice-templating is based on…

Soft Condensed Matter · Physics 2017-12-22 Dmytro Dedovets , Sylvain Deville

A model system with fast and slow processes is introduced. After integrating out the fast ones, the considered dynamics of the slow variables is exactly solvable. In statics the system undergoes a Kauzmann transition to a glassy state. The…

Statistical Mechanics · Physics 2007-05-23 Theo M. Nieuwenhuizen

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

We study the stochastic Willmore flow and the stochastic surface diffusion flow for closed or non-closed curves on $\mathbb{R}^2$ in this paper. We equivalently formulate them as a stochastic one-phase Stefan problem (or a stochastic free…

Probability · Mathematics 2025-11-26 Qi Yan

We study the regularity of the free boundary arising in a thermodynamically consistent two-phase Stefan problem with surface tension by means of a family of parameter-dependent diffeomorphisms, $L_p$-maximal regularity theory, and the…

Analysis of PDEs · Mathematics 2016-12-19 Jan Pruess , Yuanzhen Shao , Gieri Simonett

The framework of transition state theory (TST) provides a powerful way for analyzing the dynamics of physical and chemical reactions. While TST has already been successfully used to obtain reaction rates for systems with a single…

Chemical Physics · Physics 2021-02-26 Johannes Reiff , Matthias Feldmaier , Jörg Main , Rigoberto Hernandez

Suppression of the transient energy growth in subcritical plane Poiseuille flow via feedback control is addressed. It is assumed that the time derivative of any of the velocity components can be imposed at the walls as control input, and…

Fluid Dynamics · Physics 2015-05-27 F. Martinelli , M. Quadrio , J. McKernan , J. F. Whidborne

Liquid crystals are materials that experience an intermediate phase where the material can flow like a liquid, but the molecules maintain an orientation order. The Frank-Oseen model is a continuum model of a liquid crystal. The model…

Numerical Analysis · Mathematics 2024-05-07 Lucas Bouck , Ricardo H. Nochetto

We address the problem of sampling from terminally constrained distributions with pre-trained flow-based generative models through an optimal control formulation. Theoretically, we characterize the value function by a…

Machine Learning · Computer Science 2026-01-15 Weiguo Gao , Ming Li , Qianxiao Li

We investigate with exact numerical calculation coherent control of a two-level quantum system's decay by subjecting the two-level system to many periodic ideal $2\pi$ phase modulation pulses. For three spectrum intensities (Gaussian,…

Quantum Physics · Physics 2015-05-14 Wenxian Zhang , Jun Zhuang

We analyse the properties across steady state phase transitions of two all-to-all driven-dissipative spin models that describe possible dynamics of N two-level systems inside an optical cavity. We show that the finite size behaviour around…

Quantum Physics · Physics 2024-01-29 Diego Barberena , Ana Maria Rey

In the design of quantum computing devices of the future the basic element is the qubit. It is a two-level quantum system which may describe population transfer from one steady-state to another controlled by a coherent laser field. A…

Optimization and Control · Mathematics 2010-02-24 Markku Nihtilä
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