Related papers: On free boundary problems for the Atlas model
We introduce and analyze a nonlocal version of the one-phase Stefan problem in which, as in the classical model, the rate of growth of the volume of the liquid phase is proportional to the rate at which energy is lost through the…
This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…
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…
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 consider a parabolic non-local free boundary problem that has been derived as a limit of a bulk-surface reaction-diffusion system which models cell polarization. The authors have justified the well-posedness of this problem and have…
We consider the facilitated exclusion process, which is a nonergodic, kinetically constrained exclusion process. We show that in the hydrodynamic limit, its macroscopic behavior is governed by a free boundary problem. The particles evolve…
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…
We study a Bernoulli type free boundary problem with two phases $$J[u]=\int_{\Omega}|\nabla u(x)|^2\,dx+\Phi\big({\mathcal M}_-(u), {\mathcal{M}}_+(u)\big), \quad u-\bar u\in W^{1,2}_0(\Omega), $$ where $\bar u\in W^{1,2}(\Omega)$ is a…
The Brownian bees model is a branching particle system with spatial selection. It is a system of $N$ particles which move as independent Brownian motions in $\mathbb{R}^d$ and independently branch at rate 1, and, crucially, at each…
This work establishes a scaling limit theorem for the Stefan problem incorporating a mushy region, demonstrating that solutions to stochastic variants with turbulent transport terms converge to the solution to a deterministic partial…
If the Boltzmann-Gibbs state $\omega_N$ of a mean-field $N$-particle system with Hamiltonian $H_N$ verifies the condition $$ \omega_N(H_N) \ge \omega_N(H_{N_1}+H_{N_2}) $$ for every decomposition $N_1+N_2=N$, then its free energy density…
We consider the dynamics of an electrostatically actuated thin elastic plate being clamped at its boundary above a rigid plate. The model includes the harmonic electrostatic potential in the three-dimensional time-varying region between the…
We consider a branching-selection system in $\mathbb {R}$ with $N$ particles which give birth independently at rate 1 and where after each birth the leftmost particle is erased, keeping the number of particles constant. We show that, as…
In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…
Given a standard Brownian motion $B^{\mu}=(B_t^{\mu})_{0\le t\le T}$ with drift $\mu \in \mathbb{R}$ and letting $S_t^{\mu}=\max_{0\le s\le t}B_s^{\mu}$ for $0\le t\le T$, we consider the optimal prediction problem: \[V=\inf_{0\le \tau \le…
We study the Willmore problem with free boundary by means of a new {\L}ojasiewicz-Simon gradient inequality for functionals on infinite dimensional manifolds. In contrast to previous works, we do not rely on a gradient-like representation…
We study self-similar solutions of a multi-phase Stefan problem for a heat equation on the half-line $x>0$ with a constant initial data and with Dirichlet or Neumann boundary conditions. In the case of Dirichlet boundary condition we prove…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…