Related papers: The Two-Phase Stefan Problem with Anomalous Diffus…
In this paper we consider the flow of two incompressible, viscous and immiscible fluids in a bounded domain, with different densities and viscosities. This model consists of a coupled system of Navier-Stokes and Mullins-Sekerka type parts,…
We prove stability results for nonlinear diffusion equations of the porous medium and fast diffusion types with respect to the nonlinearity power $m$: solutions with fixed data converge in a suitable sense to the solution of the limit…
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…
We study the regularity of a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. The precise model is $u_t=\nabla\cdot(u\nabla (-\Delta)^{-1/2}u).$ For definiteness, the problem is posed…
We formulate a numerical method for solving the two-phase flow poroelasticity equations. The scheme employs the interior penalty discontinuous Galerkin method and a sequential time-stepping method. The unknowns are the phase pressures 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.…
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…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
In this paper, we study non-stationary filtration of real gases in porous media. Thermodynamic state of the medium is given by van der Waals state equations. Solutions for non-stationary filtration equation are obtained by means of finite…
We develop a theory of existence and uniqueness for the following porous medium equation with fractional diffusion, $$ \{ll} \dfrac{\partial u}{\partial t} + (-\Delta)^{\sigma/2} (|u|^{m-1}u)=0, & \qquad x\in\mathbb{R}^N,\; t>0, [8pt]…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
We study a system of equations governing liquid and gas flow in porous media. The gas phase is homogeneous while the liquid phase is composed of a liquid component and dissolved gas component. It is assumed that the gas component is weakly…
We prove duality estimates for time-fractional and more general subdiffusion problems. An important example is given by subdiffusive porous medium type equations. Our estimates can be used to prove uniqueness of weak solutions to such…
In this work, we investigate a model describing flow through porous media with permeability heterogeneity, combining an advection-reaction-diffusion equation for solute concentration with an unsteady Darcy-Brinkman equation with Korteweg…
Consider the time-periodic viscous incompressible fluid flow past a body with non-zero velocity at infinity. This article gives sufficient conditions such that weak solutions to this problem are smooth. Since time-periodic solutions do not…
Two fractional Stefan problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0,1)$ such that in the limit case ($\alpha =1$) both problems coincide with the same classical Stefan problem. For the one…
In this contribution we prove the existence of weak solutions to degenerate parabolic systems arising from the coupled moisture movement, transport of dissolved species and heat transfer through partially saturated porous materials.…
We are concerned with a model describing the motion of two compressible, immiscible fluids with density-dependent viscosity in the whole $\mathbb R^3$. The phases of the flow may have different pressure and viscosity laws and are separated…
A thin and narrow rectangular plate having the two short edges hinged and the two long edges free is considered. A nonlinear nonlocal evolution equation describing the deformation of the plate is introduced: well-posedness and existence of…
We study the large-time behavior of solutions of a one-phase Stefan-type problem with anisotropic diffusion in periodic media on an exterior domain in a dimension $n \geq 3$. By a rescaling transformation that matches the expansion of the…