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We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…

Probability · Mathematics 2025-11-13 Asaf Cohen , Ethan Huffman

We study the stochastic Willmore flow and the stochastic surface diffusion flow for closed or non-closed curves on $\mathbb{R}^2$ in this paper. We equivalently formulate them as a stochastic one-phase Stefan problem (or a stochastic free…

Probability · Mathematics 2025-11-26 Qi Yan

We provide perturbative estimates for the one-phase Stefan free boundary problem and obtain the regularity of flat free boundaries via a linearization technique in the spirit of the elliptic counterpart established by the first author.

Analysis of PDEs · Mathematics 2020-07-20 Daniela De Silva , Nicolo Forcillo , Ovidiu Savin

In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…

Numerical Analysis · Mathematics 2023-05-30 Qian Guo , Jie He , Lei Li

Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…

Probability · Mathematics 2025-03-04 Pierre Monmarché

We study the vanishing viscosity limit of a nonlinear diffusion equation describing chemical reaction interface or the spatial segregation interface of competing species, where the diffusion rate for the negative part of the solution…

Analysis of PDEs · Mathematics 2020-08-11 Kelei Wang

We study a Hele-Shaw problem with a mushy region obtained as a Mesa type limit of one phase Stefan problems in exterior domains. We study the convergence, determine some of the qualitative properties and regularity of the unique limiting…

Analysis of PDEs · Mathematics 2007-05-23 I. A. Blank , M. K. Korten , C. N. Moore

In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…

Probability · Mathematics 2012-10-29 Zhi Zheng , Richard B. Sowers

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,…

Analysis of PDEs · Mathematics 2018-08-09 Julieta Bollati , José A. Semitiel , Domingo A. Tarzia

We propose an explicit drift-randomised Milstein scheme for both McKean--Vlasov stochastic differential equations and associated high-dimensional interacting particle systems with common noise. By using a drift-randomisation step in space…

Probability · Mathematics 2023-06-19 Sani Biswas , Chaman Kumar , Neelima , Gonçalo dos Reis , Christoph Reisinger

We discuss the construction and approximation of solutions to a nonlinear McKean-Vlasov equation driven by a singular self-excitatory interaction of the mean-field type. Such an equation is intended to describe an infinite population of…

Probability · Mathematics 2015-01-26 F. Delarue , J. Inglis , S. Rubenthaler , E. Tanré

A two-phase solidification process for a one-dimensional semi-infinite material is considered. It is assumed that it is ensued from a constant bulk temperature present in the vicinity of the fixed boundary, which it is modelled through a…

Analysis of PDEs · Mathematics 2016-09-16 Andrea N. Ceretani , Domingo A. Tarzia

We prove locally in time the existence of a smooth solution for multidimensional two-phase Stefan problem for degenerate parabolic equations of the porous medium type. We establish also natural H\"{o}lder class for the boundary conditions…

Analysis of PDEs · Mathematics 2014-10-10 S. P. Degtyarev

We consider the inverse multiphase Stefan problem with homogeneous Dirichlet boundary condition on a bounded Lipschitz domain, where the density of the heat source is unknown in addition to the temperature and the phase transition…

Analysis of PDEs · Mathematics 2020-05-12 Ugur G. Abdulla , Bruno Poggi

In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit…

Analysis of PDEs · Mathematics 2024-12-11 Patrick Cattiaux

We study a class of graphon particle systems with time-varying random coefficients. In a graphon particle system, the interactions among particles are characterized by the coupled mean field terms through an underlying graphon and the…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Yan Chen , Tao Li , Xiaofeng Zong

We consider the problem of recovering the initial condition in the one-dimensional one-phase Stefan problem for the heat equation from the knowledge of the position of the melting point. We first recall some properties of the free boundary…

Analysis of PDEs · Mathematics 2021-05-27 Chifaa Ghanmi , Saloua Mani Aouadi , Faouzi Triki

We study existence of solutions in the variational sense for a class of stochastic phase-field models describing moving boundary problems. The models consist of stochastic reaction-diffusion equations with singular diffusion forced by a…

Probability · Mathematics 2026-01-12 Amjad Saef , Wilhelm Stannat

Two fractional two-phase Stefan-like problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0, 1)$ verifying that they coincide with the same classical Stefan problem at the limit case when…

Analysis of PDEs · Mathematics 2020-07-15 Sabrina Roscani , Nahuel Caruso , Domingo Tarzia

In this paper we are interested in a rigorous derivation of the Kuramoto-Sivashinsky equation (K--S) in a Free Boundary Problem. As a paradigm, we consider a two-dimensional Stefan problem in a strip, a simplified version of a solid-liquid…

Analysis of PDEs · Mathematics 2009-07-17 Claude-Michel Brauner , Josephus Hulshof , Luca Lorenzi
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