Related papers: On solutions of an ill-posed Stefan problem
We obtain necessary conditions and sufficient conditions on the existence of solutions to the Cauchy problem for a fractional semilinear heat equation with an inhomogeneous term. We identify the strongest spatial singularity of the…
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 consider the complete Euler system describing the time evolution of an inviscid non-isothermal gas. We show that the rarefaction wave solutions of the 1D Riemann problem are stable, in particular unique, in the class of all bounded weak…
We study the distribution of the Schmidt coefficients of the reduced density matrix of a quantum system in a pure state. By applying general methods of statistical mechanics, we introduce a fictitious temperature and a partition function…
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…
This article is concerned with the solution of a time-dependent shape identification problem. Specifically we consider the heat equation in a domain, which contains a time-dependent inclusion of zero temperature. The objective is to detect…
We use a powerful extension of the classical method of heat potentials, recently developed by the present author and his collaborators, to solve several significant problems of financial mathematics. We consider the following problems in…
In this paper, we formulate a continuum theory of solidification within the context of finite-strain coupled thermoelasticity. We aim to fill a gap in the existing literature, as the existing studies on solidification typically decouple the…
In this contribution tracking control designs using output feedback are presented for a two-phase Stefan problem arising in the modeling of the Vertical Gradient Freeze process. The two-phase Stefan problem, consisting of two coupled free…
We study the Cauchy-Dirichlet problem associated to a phase transition modeled upon the degenerate two-phase Stefan problem. We prove that weak solutions are continuous up to the parabolic boundary and quantify the continuity by deriving a…
We consider a non-isothermal multi-phase field model. We subsequently discretize implicitly in time and with linear finite elements. The arising algebraic problem is formulated in two variables where one is the multi-phase field, and the…
We propose a level-set approach to characterize the region occupied by the solid in Stefan problems with and without surface tension, based on their recent probabilistic reformulation. The level-set function is parameterized by a…
A review of solutions of solid-state diffusion problems in infinite and semi-infinite bodies is presented. Based on the identified solutions for the semi-infinite body a two-step diffusion problem is discussed in detail with the first step…
We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…
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…
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…
Backward parabolic equations, such as the backward heat equation, are classical examples of ill-posed problems where solutions may not exist or depend continuously on the data. In this work, we study a least squares finite element method to…
We present iterative solvers to approximate the solution of numerical schemes for stochastic Stefan problems. After briefly talking about the convergence results, we tackle the question of efficient strategies for solving the nonlinear…
In the present paper, we study a double-phase variable exponent problem which is set up within a variational framework including a singular potential of fractional-Hardy-type. We employ the Mountain-Pass theorem and the strong minimum…
We provide an exact finite temperature extension to the recently developed Riemann-Hilbert approach for the calculation of response functions in nonadiabatically perturbed (multi-channel) Fermi gases. We give a precise definition of the…