Related papers: A free boundary problem arising from branching Bro…
We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…
We consider a reflected backward stochastic differential equations with default time and an optional barrier in a filtration generated by a one-dimensional Brownian motion and a defaultable process. We suppose that the barrier have…
This work is part of a general study on the long-term safety of the geological repository of nuclear wastes. A diffusion equation with a moving free boundary in one dimension is introduced and studied. The model describes some mechanisms…
We study a spatial branching model, where the underlying motion is Brownian motion and the branching is affected by a random collection of reproduction blocking sets called "mild" obstacles. We show that the quenched local growth rate is…
Starting with a quantum particle on a closed manifold without boundary, we consider the process of generating boundaries by modding out by a group action with fixed points, and we study the emergent quantum dynamics on the quotient…
The ``Brownian bees" model describes an ensemble of $N$ independent branching Brownian particles. When a particle branches into two particles, the particle farthest from the origin is eliminated so as to keep a constant number of particles.…
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
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 study a free boundary problem arising from the theory of thermal insulation. The outstanding feature of this set optimization problem is that the boundary of the set being optimized is not a level surface of a harmonic function, but…
We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the…
We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give series expansions…
We consider an elliptic-parabolic free boundary problem that models the fluid flow through a partially saturated porous medium. The free boundary arises as the interface separating the saturated and unsaturated regions. Our main goal is to…
For characterizing the Brownian motion in a bounded domain: $\Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on…
Burdzy, Pal, and Swanson considered solid spheres of small radius moving in the unit interval, reflecting instantaneously from each other and at x=0, and killed at x=1, with mass being added to the system from the left at constant rate. By…
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly…
We consider an infinite system of quasilinear first-order partial differential equations, generalized to contain spacial integration, which describes an incompressible fluid mixture of infinite components in a line segment whose motion is…
We consider a parabolic non-local free boundary problem that has been derived as a limit of a bulk-surface reaction-diffusion system which models cell polarization. In previous papers, we have established well-posedness of this problem and…
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
We consider a stochastic control model driven by a fractional Brownian motion. This model is a formal approximation to a queueing network with an on-off input process. We study stochastic control problems associated with the long-run…
A classical topic in the mathematical theory of hydrodynamics is to study the evolution of the free surface separating air from an incompressible perfect fluid. The goal of this survey is to examine this problem for two important sets of…