Related papers: The Stefan problem and concavity
We consider the following equations: \begin{equation*} \left\{\begin{array}{ll} (-\triangle)^{\alpha/2}u(x)=f(v(x)), \\ (-\triangle)^{\beta/2}v(x)=g(u(x)), &x \in R^{n},\\ u,v\geq 0, &x \in R^{n}, \end{array} \right. \end{equation*} for…
In this paper, we investigate the log-concavity of the kernel for the parabolic Ornstein-Uhlenbeck operator in a bounded, convex domain. Consequently, we get the preservation of the log-concavity of the initial datum by the related flow. As…
Supercooled Stefan problems describe the evolution of the boundary between the solid and liquid phases of a substance, where the liquid is assumed to be cooled below its freezing point. Following the methodology of Delarue, Nadtochiy and…
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.…
The H\"older continuity of the solution to a nonlinear stochastic partial differential equation arising from one dimensional super process is obtained. It is proved that the H\"older exponent in time variable is as close as to 1/4,…
We study the Cauchy problem for the semilinear fractional heat equation $u_{t}=\triangle^{\alpha/2}u+f(u)$ with non-negative initial value $u_{0}\in L^{q}(\mathbb{R}^{n})$ and locally Lipschitz, non-negative source term $f$. For $f$…
We propose a level-set approach to characterize the region occupied by the solid in Stefan problems with and without surface tension, based on their recent probabilistic reformulation. The level-set function is parameterized by a…
We consider a nonlinear constrained heat flow evolving on the manifold $\mathcal{M}=\{v\in L^{2}:\|v\|_{L^{2}}=1\}$ over bounded smooth domains. It is known that the solution corresponding to any nonnegative initial datum remains on…
We study the question of positivity of the fundamental solution for fractional diffusion and wave equations of the form, which may be of fractional order both in space and time. We give a complete characterization for the positivity of the…
We consider a unique continuation problem for the wave equation given data in a volumetric subset of the space time domain. In the absence of data on the lateral boundary of the space-time cylinder we prove that the solution can be…
We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions of the literature, except that it is not convex.
In this paper we analyze the singular set in the Stefan problem and prove the following results: - The singular set has parabolic Hausdorff dimension at most $n-1$. - The solution admits a $C^\infty$-expansion at all singular points, up to…
We present a numerical method for the solution of interfacial growth governed by the Stefan model coupled with incompressible fluid flow. An algorithm is presented which takes special care to enforce sharp interfacial conditions on the…
We consider a particle moving with equation of motion $\dot x=f(t)$, where $f(t)$ is a random function with statistics which are independent of $x$ and $t$, with a finite drift velocity $v=\langle f\rangle$ and in the presence of a…
We consider time-independent solutions of hyperbolic equations such as $\d_{tt}u -\Delta u= f(x,u)$ where $f$ is convex in $u$. We prove that linear instability with a positive eigenfunction implies nonlinear instability. In some cases the…
In this paper we derive estimates for the Hessian of the logarithm (log-Hessian) for solutions to the heat equation. For initial data in the form of log-Lipschitz perturbation of strongly log-concave measures, the log-Hessian admits an…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
We present a novel numerical method to solve the incompressible Navier-Stokes equations for two-phase flows with phase change, using a one-fluid approach. Separate phases are tracked using a geometric Volume-Of-Fluid (VOF) method with…
Consider the following class of conformable time-fractional stochastic equation $$T_{\alpha,t}^a u(x,t)=\lambda\sigma(u(x,t))\dot{W}_t,\,\,\,\,x\in\mathbb{R},\,t\in[a,\infty), \,\,0<\alpha<1,$$ with a non-random initial condition…
We address the question of existence of nonconstant stable stationary solution to the heat equation on a class of convex domains subject to nonlinear boundary flux involving a positive parameter. Such solutions which were known to exist in…