Related papers: Stochastic solutions of Stefan problems
The utilization of online stochastic algorithms is popular in large-scale learning settings due to their ability to compute updates on the fly, without the need to store and process data in large batches. When a constant step-size is used,…
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…
Most heat transfer models for bulk crystal growth rely on the classical Stefan formulation to evaluate interface motion during phase change. However, when the interface is non-smooth the use of the classical Stefan formulation may lead to…
We consider the three-dimensional radial Stefan problem which describes the evolution of a radial symmetric ice ball with free boundary \begin{equation*} \left\{\begin{aligned} &\partial_{t}u-\partial_{rr}u-\frac{2}{r}\partial_{r}u=0 \quad…
The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite…
The gradient discretisation method (GDM) -- a generic framework encompassing many numerical methods -- is studied for a general stochastic Stefan problem with multiplicative noise. The convergence of the numerical solutions is proved by…
We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…
Motivated by the numerical investigation by Aoki et al. [1], we study a rarefied gas flow between two parallel infinite plates of the same temperature governed by the Boltzmann equation with diffuse reflection boundaries, where one plate is…
We investigate the distribution of the time spent by a random walker to the right of a boundary moving with constant velocity v. For the continuous-time problem (Brownian motion), we provide a simple alternative proof of Newman's recent…
We consider a new Stefan-type problem for the classical heat equation with a latent heat and phase-change temperature depending of the variable time. We prove the equivalence of this Stefan problem with a class of boundary value problems…
The stochastic Gross-Pitaevskii equation represents a versatile approach for studying the dynamics of trapped degenerate ultracold Bose gases in the presence of large phase and density fluctuations. Following a brief review of the original…
In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…
The technique of periodic homogenization with two-scale convergence is applied to the analysis of a two-phase Stefan-type problem that arises in the study of a periodic array of melting ice bars. For this "reduced model" we prove results on…
We present the group classification of one class of (1+3)-dimensional nonlinear boundary-value problems of the Stefan type that simulate the processes of melting and evaporation of metals. The results obtained are used for the construction…
Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…
Standard stochastic control methods assume that the probability distribution of uncertain variables is available. Unfortunately, in practice, obtaining accurate distribution information is a challenging task. To resolve this issue, we…
We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…
The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
We consider two implicit approximation schemes of the one-dimensional supercooled Stefan problem and prove their convergence, even in the presence of finite time blow-ups. All proofs are based on a probabilistic reformulation recently…