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Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…

Analysis of PDEs · Mathematics 2024-04-05 Katy Craig , Matt Jacobs , Olga Turanova

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

Probability · Mathematics 2012-10-09 Jocelyne Bion-Nadal

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

Analysis of PDEs · Mathematics 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

The mathematical model describing the dynamics of closed contact heating which involves vaporization of the metal when instantaneous explosion of micro-asperity occurs is presented through a Stefan type problem. The temperature field for…

Analysis of PDEs · Mathematics 2023-11-07 Julieta Bollati , Adriana C. Briozzo , Stanislav N. Kharin , Targyn A. Nauryz

A mathematical model for a one-phase change problem (particularly a Stefan problem) with a memory flux, is obtained. The hypothesis that the weighted sum of fluxes back in time is proportional to the gradient of temperature is considered.…

Analysis of PDEs · Mathematics 2018-10-18 Sabrina Roscani , Julieta Bollati , Domingo Tarzia

Stefan problems relevant to burning oil-water systems are formulated. Two moving boundary sub-problems are defined: burning liquid surface and formation of a distillation ("hot zone") layer beneath it. The basic model considers a heat…

Mathematical Physics · Physics 2010-12-14 Jordan Hristov

We prove the global-time existence of weak solutions to the supercooled Stefan problem. Our result holds in general space dimensions and with a general class of initial data. In addition, our solution is maximal in the sense of a certain…

Analysis of PDEs · Mathematics 2026-04-21 Sunhi Choi , Inwon C. Kim , Young-Heon Kim

Transport in Hamiltonian systems with weak chaotic perturbations has been much studied in the past. In this paper, we introduce a new class of problems: transport in Hamiltonian systems with slowly changing phase space structure that are…

Chaotic Dynamics · Physics 2019-10-02 Freddy Bouchet , Eric Woillez

Supercooled Stefan problems describe the evolution of the boundary between the solid and liquid phases of a substance, where the liquid is assumed to be cooled below its freezing point. Following the methodology of Delarue, Nadtochiy and…

Probability · Mathematics 2022-06-15 Christa Cuchiero , Stefan Rigger , Sara Svaluto-Ferro

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

The technique of periodic homogenization with two-scale convergence is applied to the analysis of a two-phase Stefan-type problem that arises in the study of a periodic array of melting ice bars. For this "reduced model" we prove results on…

Analysis of PDEs · Mathematics 2014-11-13 Isabell Graf , John M. Stockie

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…

Analysis of PDEs · Mathematics 2023-08-08 S. D. Roscani , K. Ryszewska , L. D. Venturato

The phenomena of nonlocal transport in magnetically confined plasma are theoretically analyzed. A hybrid model is proposed, which brings together the notion of inverse energy cascade, typical of drift-wave- and two-dimensional fluid…

Plasma Physics · Physics 2013-07-02 Alexander V. Milovanov , Jens Juul Rasmussen

The dissolution of solids has created spectacular geomorphologies ranging from centimeter-scale cave scallops to the kilometer-scale "stone forests" of China and Madagascar. Mathematically, dissolution processes are modeled by a Stefan…

Fluid Dynamics · Physics 2021-02-08 Jinzi Mac Huang , Michael J. Shelley , David B. Stein

We present a new method for the approximate solution of the strongly coupled, nonlinear stress-diffusion problem that appears when modeling hydrogen transport in metals. The most salient feature of the proposed approximation is that it is…

Materials Science · Physics 2024-06-21 Eva M. Andrés , Ignacio Romero

The qualitative behavior of a thermodynamically consistent two-phase Stefan problem with surface tension and with or without kinetic undercooling is studied. It is shown that these problems generate local semiflows in well-defined state…

Analysis of PDEs · Mathematics 2015-05-27 Jan Pruess , Gieri Simonett , Rico Zacher

We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…

Analysis of PDEs · Mathematics 2020-02-18 Andrea N. Ceretani

We consider the inverse multiphase Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundaries. Optimal control framework is pursued, where boundary…

Analysis of PDEs · Mathematics 2019-09-23 Ugur G. Abdulla , Bruno Poggi

We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…

Numerical Analysis · Mathematics 2026-03-26 Timo Böhme , Simone Göttlich , Andreas Neuenkirch

In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…

Probability · Mathematics 2025-03-12 Xiaobin Sun , Jue Wang , Yingchao Xie
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