Related papers: A singular two-phase Stefan problem and particles …

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…

We study the existence and properties of solutions and free boundaries of the one-phase Stefan problem with fractional diffusion posed in $\mathbb{R}^N$. In terms of the enthalpy $h(x,t)$, the evolution equation reads $\partial_t…

We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…

In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…

In this paper, we consider an integrated MSP-MDP framework which captures features of Markov decision process (MDP) and multistage stochastic programming (MSP). The integrated framework allows one to study a dynamic decision-making process…

We consider a novel McKean--Vlasov control problem with contagion through killing of particles and common noise. Each particle is killed at an exponential rate according to an intensity process that increases whenever the particle is…

We prove nonlinear asymptotic stability of steady spheres in the two-phase Stefan problem with surface tension. Our method relies on the introduction of appropriate orthogonality conditions in conjunction with a high-order energy method.

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

We consider the two dimensional free boundary Stefan problem describing the evolution of a spherically symmetric ice ball $\{r\leq \lambda(t)\}$. We revisit the pioneering analysis of [20] and prove the existence in the radial class of…

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 study the mathematical theory of second order systems with two species, arising in the dynamics of interacting particles subject to linear damping, to nonlocal forces and to external ones, and resulting into a nonlocal version of the…

We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…

Recently it was obtained in [Tarzia, Thermal Sci. 21A (2017) 1-11] for the classical two-phase Lam\'e-Clapeyron-Stefan problem an equivalence between the temperature and convective boundary conditions at the fixed face under a certain…

In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…

This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…

We study the McKean--Vlasov equation on the finite tori of length scale $L$ in $d$--dimensions. We derive the necessary and sufficient conditions for the existence of a phase transition, which are based on the criteria first uncovered in…

In this article the static Einstein-Vlasov-Maxwell system is considered in spherical symmetry. This system describes an ensemble of charged particles interacting by general relativistic gravity and Coulomb forces. First, a proof for local…

We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…

This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…

This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…