Related papers: Stochastic solutions of Stefan problems
The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…
Similarity solutions for a one-dimensional mathematical model for thawing in a saturated semi-infinite porous media is considered when change of phase induces a density jump and a convective boundary condition is imposed at the fixed face…
The supercooled Stefan problem and its variants describe the freezing of a supercooled liquid in physics, as well as the large system limits of systemic risk models in finance and of integrate-and-fire models in neuroscience. Adopting the…
Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…
We study the regularity and well-posedness of physical solutions to the supercooled Stefan problem. Assuming only that the initial temperature is integrable, we prove that the free boundary, known to have jump discontinuities as a function…
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…
We introduce the method of stochastic lists to deal with a multi-variable positive function, defined by a self-consistent equation, typical for certain problems in physics and mathematics. In this approach, the function's properties are…
The one-dimensional (1D) Stefan problem is a prototypical heat and mass transfer problem that analyzes the temperature distribution in a material undergoing phase change. In addition, it describes the evolution of the phase change front…
This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…
This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…
We formulate and solve a free target optimal Brownian stopping problem from a given distribution while the target distribution is free and is conditioned to satisfy a given density height constraint. The free target optimization problem…
Different one-phase Stefan problems for a semi-infinite slab are considered, involving a moving phase change material as well as temperature dependent thermal coefficients. Existence of at least one similarity solution is proved imposing a…
The present article is dedicated to the forward and backward solution of a transient one-phase Stefan problem. In the forward problem, we compute the evolution of the initial domain for a Stefan problem where the melting temperature varies…
The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing…
In this paper, a one-phase Stefan-type problem for a semi-infinite material which has as its main feature a variable latent heat that depends on the power of the position and the velocity of the moving boundary is studied. Exact solutions…
We consider the one-phase Stefan problem describing the evolution of melting ice. On the one hand, we focus on understanding the evolution of the free boundary near isolated singular points, and we establish for the first time upper and…
We consider a one-dimensional one-phase inverse Stefan problem for the heat equation. It consists in recovering a boundary influx condition from the knowledge of the position of the moving front, and the initial state. We derived a…
In this paper, a backstepping control of the one-phase Stefan Problem, which is a 1-D diffusion Partial Differential Equation (PDE) defined on a time varying spatial domain described by an ordinary differential equation (ODE), is studied. A…
Phase field equations describe the novel approach to the Stefan problems. We calculate these equations numerically performed in two-dimensions. We take full advantage of the phase field parameter $\varphi$ to track the interface on which…
In this paper we consider a one-dimensional one-phase Stefan problem corresponding to the solidification process of a semi-infinite material with a convective boundary condition at the fixed face. The exact solution of this problem,…