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We consider approximations of the Stefan-type condition by imbalances of volume closely around the inner interface and study convergence of the solutions of the corresponding semilinear stochastic moving boundary problems. After a…

Probability · Mathematics 2018-10-29 Marvin S. Mueller

In this study, we propose a parametric finite element method for a degenerate multi-phase Stefan problem with triple junctions. This model describes the energy-driven motion of a surface cluster whose distributional solution was studied by…

Numerical Analysis · Mathematics 2026-02-11 Tokuhiro Eto , Harald Garcke , Robert Nürnberg

A new comprehensive analysis of Stefan's flow caused by a free growing droplet in vapor-gas atmosphere with several condensing components is presented. This analysis, based on the nonstationary heat and material balance and diffusion…

Atmospheric and Oceanic Physics · Physics 2016-09-28 A. E. Kuchma , A. K. Shchekin , D. S. Martyukova

The numerical solutions of nonlocal and local Boltzmann kinetic equations for the simulation of peripheral and central heavy ion reactions are compared. The experimental finding of enhancement of mid-rapidity matter shows the necessity to…

Nuclear Theory · Physics 2007-05-23 Klaus Morawetz

We establish asymptotic diffusion limits of the non-classical transport equation derived in [E. W. Larsen, A generalized Boltzmann equation for non-classical particle transport, Joint international topical meeting on mathematics &…

Analysis of PDEs · Mathematics 2016-07-15 Martin Frank , Weiran Sun

From the one-dimensional consolidation of fine-grained soils with threshold gradient, it can be derived a special type of Stefan problems where the seepage front, due to the presence of this threshold gradient, exhibits the features of a…

Analysis of PDEs · Mathematics 2017-03-24 Julieta Bollati , Domingo A. Tarzia

A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…

Chaotic Dynamics · Physics 2009-11-11 Piero Olla , Luca Pignagnoli

We present a general phase-space kinetic model for charged particle transport through combined localised and delocalised states, capable of describing scattering collisions, trapping, detrapping and losses. The model is described by a…

Statistical Mechanics · Physics 2016-09-14 Peter W. Stokes , Bronson Philippa , Daniel Cocks , Ronald D. White

In this work we introduce a new system of partial differential equations as a simplified model for the evolution of reversible martensitic transformations under thermal cycling in low hysteresis alloys. The model is developed in the context…

Analysis of PDEs · Mathematics 2018-11-20 Francesco Della Porta

We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…

Probability · Mathematics 2021-08-27 David Criens , Peter Pfaffelhuber , Thorsten Schmidt

We consider an interacting particle system with two species under strong competition dynamics between the two species. Then, through the hydrodynamic limit procedure for the microscopic model, we derive a one-phase Stefan type free boundary…

Probability · Mathematics 2021-06-02 Kohei Hayashi

Developing a thermodynamic theory of computation is a challenging task at the interface of non-equilibrium thermodynamics and computer science. In particular, this task requires dealing with difficulties such as stochastic halting times,…

Statistical Mechanics · Physics 2024-05-14 Gonzalo Manzano , Gülce Kardeş , Édgar Roldán , David Wolpert

We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…

Probability · Mathematics 2025-07-23 Thomas Blore , D. G. M Flynn , Ben Hambly

We consider (a variant of) the external multi-particle diffusion-limited aggregation (MDLA) process of Rosenstock and Marquardt on the plane. Based on the recent findings of [11], [10] in one space dimension it is natural to conjecture that…

Probability · Mathematics 2021-02-19 Sergey Nadtochiy , Mykhaylo Shkolnikov , Xiling Zhang

This paper presents results for the sampled-data boundary feedback control to the Stefan problem. The Stefan problem represents a liquid-solid phase change phenomenon which describes the time evolution of a material's temperature profile…

Optimization and Control · Mathematics 2019-06-05 Shumon Koga , Iasson Karafyllis , Miroslav Krstic

In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the generator or the Fokker-Planck operator of a Pearson diffusion.…

Probability · Mathematics 2021-06-30 Giacomo Ascione , Nikolai Leonenko , Enrica Pirozzi

We show the application of an optimal transportation approach to estimate stochastic volatility process by using the flow that optimally transports the set of particles from the prior to a posterior distribution. We also show how to direct…

Numerical Analysis · Mathematics 2017-09-06 Raphael Douady , Shohruh Miryusupov

The existence of global weak solutions to a parabolic energy-transport system in a bounded domain with no-flux boundary conditions is proved. The model can be derived in the diffusion limit from a kinetic equation with a linear collision…

Analysis of PDEs · Mathematics 2023-07-18 Gianluca Favre , Ansgar Jüngel , Christian Schmeiser , Nicola Zamponi

A fractional Stefan problem with a boundary convective condition is solved, where the fractional derivative of order $ \alpha \in (0,1) $ is taken in the Caputo sense. Then an equivalence with other two fractional Stefan problems (the first…

Analysis of PDEs · Mathematics 2014-03-26 Sabrina Roscani , Eduardo Santillan Marcus

Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…

Statistical Mechanics · Physics 2012-11-30 Matteo Smerlak
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