Related papers: A free boundary problem arising from branching Bro…
We study a free boundary problem which is motivated by a particular case of the flow of a non-Newtonian fluid, with a pressure depending yield stress given by a Drucker-Prager plasticity criterion. We focus on the steady case and…
We consider a coupled bulk-surface system of partial differential equations with nonlinear coupling modelling receptor-ligand dynamics. The model arises as a simplification of a mathematical model for the reaction between cell surface…
In many industrial applications, rubber-based materials are routinely used in conjunction with various penetrants or diluents in gaseous or liquid form. It is of interest to estimate theoretically the penetration depth as well as the amount…
We consider a fractional Brownian motion with unknown linear drift such that the drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it…
In this paper, we study a free boundary problem for a class of nonlinear nonautonomous size structured population model. Using the comparison principle and upper lower solution methods, we establish the existence of the solution for such…
Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…
Free boundary problems are those described by PDEs that exhibit a priori unknown (free) interfaces or boundaries. These problems appear in Physics, Probability, Biology, Finance, or Industry, and the study of solutions and free boundaries…
A class of diffusion driven Free Boundary Problems is considered which is characterized by the initial onset of a phase and by an explicit kinematic condition for the evolution of the free boundary. By a domain fixing change of variables it…
As is known, an option price is a solution to a certain partial differential equation (PDE) with terminal conditions (payoff functions). There is a close association between the solution of PDE and the solution of a backward stochastic…
In this work, we study the asymptotic behavior of the free boundary of the solution to the exterior Bernoulli problem for the half Laplacian when the Bernoulli's gradient parameter tends to $0^+$ and to $+\infty$. Moreover, we show that,…
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…
In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
This paper concerns the theoretical and numerical analysis of a free boundary problem for the Laplace equation, with a curvature condition on the free boundary. This boundary is described as the graph of a function, and contact angles are…
Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of probabilistic models--related to the SABR model in mathematical finance--which can be obtained by geometry-preserving transformations, and…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
One-dimensional free boundary problem for a nonlinear diffusion - convection equation with a Dirichlet condition at fixed face $x=0$, variable in time, is considered. Throught several transformations the problem is reduced to a free…
The collective non-equilibrium dynamics of multi-component mixtures of interacting active (self-propelled) and passive (diffusive) particles have garnered great interest in the physics community. However, the mathematical understanding of…
We consider a one-dimensional free boundary problem describing the migration of diffusants into rubber. In our setting, the free boundary represents the position of the front delimitating the diffusant region. The growth rate of this region…
It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…