Related papers: A singular two-phase Stefan problem and particles …
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…
We study the existence of patterns (nontrivial, stationary solutions) for one-dimensional Swift-Hohenberg Equation in a directional quenching scenario, that is, on $x\leq 0$ the energy potential associated to the equation is bistable,…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…
In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain…
We study a nonlocal version of the two-phase Stefan problem, which models a phase transition problem between two distinct phases evolving to distinct heat equations. Mathematically speaking, this consists in deriving a theory for…
In this paper a time dependent Stokes problem that is motivated by a standard sharp interface model for the fluid dynamics of two-phase flows is studied. This Stokes interface problem has discontinuous density and viscosity coefficients and…
In this paper, we characterize the geometry of solutions to one-phase inhomogeneous fully nonlinear Stefan problem with flat free boundaries under a new nondegeneracy assumption. This continues the study of regularity of flat free…
We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…
We study single-interface solutions to a free boundary problem that couples bilinear bulk diffusion to the Stefan condition and a hysteretic flow rule for phase boundaries. We introduce a time-discrete approximation scheme and establish its…
The work in this paper concerns the study of different approximations for one-dimensional one-phase Stefan-like problems with a space-dependent latent heat. It is considered two different problems, which differ from each other in their…
We study a system of stochastic differential equations with singular drift which describes the dynamics of signed particles in two dimensions interacting by the Coulomb potential. In contrast to the well-studied cases of identical particles…
In this paper, we study multi-species stochastic interacting particle systems and their mean-field McKean-Vlasov partial differential equations (PDEs) in non-convex landscapes. We discuss the well-posedness of the multi-species SDE system,…
We formulate a well posed interface formulation for canonical one-dimensional evaporation two-phase model problems (the Stefan and Sucking problems) commonly used to validate production codes. We focus on the interface between the vapor and…
This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the…
Stochastic Master equations or quantum filtering equations for mixed states are well known objects in quantum physics. Building a mathematically rigorous theory of these equations in infinite-dimensional spaces is a long standing open…
The classical Stefan problem, concerning mere heat-transfer during solid-liquid phase transition, is here enhanced towards mechanical effects. The Eulerian description at large displacements is used with convective and Zaremba-Jaumann…
We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…
We discuss the feedback control problem for a two-dimensional two-phase Stefan problem. In our approach, we use a sharp interface representation in combination with mesh-movement to track the interface position. To attain a feedback…
We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…