Related papers: The Nonlocal Stefan Problem via a Martingale Trans…
In this contribution we prove the existence of weak solutions to degenerate parabolic systems arising from the coupled moisture movement, transport of dissolved species and heat transfer through partially saturated porous materials.…
We study the vanishing viscosity limit of a nonlinear diffusion equation describing chemical reaction interface or the spatial segregation interface of competing species, where the diffusion rate for the negative part of the solution…
We formulate and solve the martingale problem in a nonlinear expectation space. Unlike the classical work of Stroock and Varadhan (1969) where the linear operator in the associated PDE is naturally defined from the corresponding diffusion…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
We study a class of nonlocal reaction-diffusion equations with a harvesting term where the nonlocal operator is given by a Bernstein function of the Laplacian. In particular, it includes the fractional Laplacian, fractional relativistic…
A nonlinear diffusion equation is proposed to account for thermalization in fermionic and bosonic systems through analytical solutions. For constant transport coefficients, exact time-dependent solutions are derived through nonlinear…
We consider the Stefan problem with surface tension, also known as the Stefan-Gibbs-Thomson problem, in an ambient space of arbitrary dimension. Assuming the radial symmetry of the initial data we introduce a novel "probabilistic" notion of…
We study the stochastic Willmore flow and the stochastic surface diffusion flow for closed or non-closed curves on $\mathbb{R}^2$ in this paper. We equivalently formulate them as a stochastic one-phase Stefan problem (or a stochastic free…
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…
We study the Stefan problem with surface tension and radially symmetric initial data. In this context, the notion of a so-called physical solution, which exists globally despite the inherent blow-ups of the melting rate, has been recently…
We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…
In this paper, we study a semi-martingale optimal transport problem and its application to the calibration of Local-Stochastic Volatility (LSV) models. Rather than considering the classical constraints on marginal distributions at initial…
In laser produced plasmas, when temperature gradient is deep, local thermal transport is not dominant. Classical theory of Spitzer-Harm should not be used in this case. Instead, Fokker-Planck simulation method should be utilized. In this…
This work investigates a class of moving boundary problems related to a nonlinear evolution equation featuring an exponential source term. We establish a connection to Stefan-type problems, for different boundary conditions at the fixed…
In this article, we study a non-Newtonian Stokes-Transport system. This set of PDEs was introduced as a model for describing the behavior of a cloud of particles in suspension in a Stokes fluid, and is a nonlinear coupling between a…
We consider two implicit approximation schemes of the one-dimensional supercooled Stefan problem and prove their convergence, even in the presence of finite time blow-ups. All proofs are based on a probabilistic reformulation recently…
We study the existence of weak martingale solutions to a stochastic moving boundary problem arising from the interaction between an isentropic compressible fluid and a viscoelastic structure. In the model, we consider a three-dimensional…
Modeling phase change problems numerically is vital for understanding many natural (e.g., ice formation, steam generation) and engineering processes (e.g., casting, welding, additive manufacturing). Almost all phase change materials (PCMs)…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
This paper examines the well-posedness of the Stefan problem with a dynamic boundary condition. To show the existence of the weak solution, the original problem is approximated by a limit of an equation and dynamic boundary condition of…