Related papers: Existence for the Supercooled Stefan Problem in Ge…
We establish certain oscillation estimates for weak solutions to nonlinear, anomalous phase transitions modeled on the nonlocal two-phase Stefan problem. The problem is singular in time, is scaling deficient and influenced by far-off…
In this paper we provide a complete theoretical analysis of a two-dimensional degenerate non convex singular stochastic control problem. The optimisation is motivated by a storage-consumption model in an electricity market, and features a…
We develop a framework for a unified treatment of well-posedness for the Stefan problem with or without surface tension. In the absence of surface tension, we establish well-posedness in Sobolev spaces for the classical Stefan problem. We…
We establish the local continuity of locally bounded weak solutions (temperatures) to the doubly singular parabolic equation modeling the phase transition of a material: \[ \partial_t \beta(u)-\Delta_p u\ni 0\quad\text{ for…
We prove strong convergence to singular limits for a linearized fully inhomogeneous Stefan problem subject to surface tension and kinetic undercooling effects. Different combinations of $\sigma \to \sigma_0$ and $\delta \to\delta_0$, where…
Consider the optimal stopping problem of a one-dimensional diffusion with positive discount. Based on Dynkin's characterization of the value as the minimal excessive majorant of the reward and considering its Riesz representation, we give…
The classical one-phase Stefan problem describes the temperature distribution in a homogeneous medium undergoing a phase transition, such as ice melting to water. This is accomplished by solving the heat equation on a time-dependent domain…
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…
The classical one-phase Stefan problem (without surface tension) allows for a continuum of steady state solutions, given by an arbitrary (but sufficiently smooth) domain together with zero temperature. We prove global-in-time stability of…
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…
We investigate the regularizing behavior of two-phase Stefan problem near initial data. The main step in the analysis is to establish that in any given scale, the scaled solution is very close to a Lipschitz profile in space-time. We…
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…
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,…
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 would like to consider the Cauchy problem for a multi-component weakly coupled system of semi-linear $\sigma$-evolution equations with double dissipation for any $\sigma\ge 1$. The first main purpose is to obtain the…
We study multi-phase Stefan problem with increasing Riemann initial data and with generally negative latent specific heats for the phase transitions. We propose the variational formulation of self-similar solutions, which allows to find…
We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…
We consider the Stefan problem, firstly with regular data and secondly with irregular data. In both cases is given a proof for the convergence of an approximation obtained by regularising the problem. These proofs are based on weak…
The purpose of this work is to introduce a notion of weak solution to the master equation of a potential mean field game and to prove that existence and uniqueness hold under quite general assumptions. Remarkably, this is achieved without…
We propose a general strategy for solving nonlinear integro-differential evolution problems with periodic boundary conditions, where no direct maximum/minimum principle is available. This is motivated by the study of recent macroscopic…