Related papers: Existence for the Supercooled Stefan Problem in Ge…
We consider the three-dimensional radial Stefan problem which describes the evolution of a radial symmetric ice ball with free boundary \begin{equation*} \left\{\begin{aligned} &\partial_{t}u-\partial_{rr}u-\frac{2}{r}\partial_{r}u=0 \quad…
We develop a high-order energy method to prove asymptotic stability of flat steady surfaces for the Stefan problem with surface tension - also known as the Stefan problem with Gibbs-Thomson correction.
A range of optimization cases of two-dimensional Stefan problems, solved using a tracking-type cost-functional, is presented. A level set method is used to capture the interface between the liquid and solid phases and an immersed boundary…
We study a two-phase modified Stefan problem modeling solid combustion and nonequilibrium phase transition. The problem is known to exhibit a variety of non-trivial dynamical scenarios. We develop a priori estimates and establish…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We provide a model-free pricing-hedging duality in continuous time. For a frictionless market consisting of $d$ risky assets with continuous price trajectories, we show that the purely analytic problem of finding the minimal superhedging…
We study a specific class of finite-horizon mean field optimal stopping problems by means of the dynamic programming approach. In particular, we consider problems where the state process is not affected by the stopping time. Such problems…
In this chapter we consider different approximations for the one-dimensional one-phase Stefan problem corresponding to the fusion process of a semi-infinite material with a temperature boundary condition at the fixed face and non-linear…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
We obtain a global existence result for the three-dimensional Navier-Stokes equations with a large class of data allowing growth at spatial infinity. Namely, we show the global existence of suitable weak solutions when the initial data…
We introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support…
We argue that the celebrated Stefan condition on the moving interphase, accepted in mathematical physics up to now, can not be imposed if energy sources are spatially distributed in the volume. A method based on Tikhonov and Samarskii's…
In this paper we prove the existence of weak solutions for a thermodynamically consistent phase-field model introduced in [26] in two and three dimensions of space. We use a notion of solution inspired by [18], where the pointwise internal…
We study the regularity of the bounded self-similar solution to the one-phase Stefan problem with fractional diffusion posed on the whole line. In terms of the enthalpy $h(x,t)$, the evolution problem reads \[ \begin{cases} \partial_t h +…
In this paper we prove the almost sure existence of global weak solution to the 3D incompressible Navier-Stokes Equation for a set of large data in $\dot{H}^{-\alpha}(\mathbb{R}^{3})$ or $\dot{H}^{-\alpha}(\mathbb{T}^{3})$ with…
We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
One dimensional Stefan problems for a semi-infinite material with temperature dependent thermal coefficients are considered. Existence and uniqueness of solution are obtained imposing a Dirichlet or a Robin type condition at fixed face…
We propose an optimization strategy to control the dynamics of a stochastic system transferred from one thermal equilibrium to another and apply it experimentally to a Brownian particle in an optical trap under compression. Based on a…