Related papers: On a Differential Model for Sandpiles Growing in a…
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…
We study initial boundary value problems for linear scalar partial differential equations with constant coefficients, with spatial derivatives of {\em arbitrary order}, posed on the domain $\{t>0, 0<x<L\}$. We first show that by analysing…
We consider variational inequality solutions with prescribed gradient constraints for first order linear boundary value problems. For operators with coefficients only in $L^2$, we show the existence and uniqueness of the solution by using a…
In this paper, we propose a method for bounding the probability that a stochastic differential equation (SDE) system violates a safety specification over the infinite time horizon. SDEs are mathematical models of stochastic processes that…
We study the large time behaviour of the solution of a linear dispersive PDEs posed on a finite interval, when the prescribed boundary conditions are time periodic. We use the approach pioneered in Fokas & Lenells 2012 for nonlinear…
We prove existence and uniqueness of solutions, continuous dependence from the initial datum and stability with respect to the boundary condition in a class of initial--boundary value problems for systems of balance laws. The particular…
As an introductory lecture to the workshop an overview is given over continuum models for homoepitaxial surface growth using partial differential equations (PDEs). Their {\em heuristic derivation} makes use of inherent symmetries in the…
The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…
In this article we are interested in the boundary stabilization in finite time of one-dimensional linear hyperbolic balance laws with coefficients depending on time and space. We extend the so called "backstepping method" by introducing…
We study stochastic sandpile models with a height restriction in one and two dimensions. A site can topple if it has a height of two, as in Manna's model, but, in contrast to previously studied sandpiles, here the height (or number of…
We study the sandpile model in infinite volume on $\mathbb{Z}^d$. In particular, we are interested in the question whether or not initial configurations, chosen according to a stationary measure $\mu$, are $\mu$-almost surely stabilizable.…
Capillary forces significantly affect the stability of sandpiles. We analyze the stability of sandpiles with such forces, and find that the critical angle is unchanged in the limit of an infinitely large system; however, this angle is…
We introduce a one-dimensional sandpile model with $N$ different particle types and an infinitesimal driving rate. The parameters for the model are the N^2 critical slopes for one type of particle on top of another. The model is trivial…
We study diffusion of particles in large-scale simulations of one-dimensional stochastic sandpiles, in both the restricted and unrestricted versions. The results indicate that the diffusion constant scales in the same manner as the activity…
We consider a structural stochastic volatility model for the loss from a large portfolio of credit risky assets. Both the asset value and the volatility processes are correlated through systemic Brownian motions, with default determined by…
The existence of stationary radial solutions to a partial differential equation arising in the theory of epitaxial growth is studied. Our results depend on the size of a parameter that plays the role of the velocity at which mass is…
We explore the connection between self-organized criticality and phase transitions in models with absorbing states. Sandpile models are found to exhibit criticality only when a pair of relevant parameters - dissipation epsilon and driving…
We study a moving boundary problem describing the growth of nonnecrotic tumors in different regimes of vascularisation. This model consists of two decoupled Dirichlet problem, one for the rate at which nutrient is added to the tumor domain…
The Abelian sandpile growth model is a diffusion process for configurations of chips placed on vertices of the integer lattice $\mathbb{Z}^d$, in which sites with at least 2d chips {\em topple}, distributing 1 chip to each of their…
We investigate linear boundary value problems for first-order one-dimensional hyperbolic systems in a strip. We establish conditions for existence and uniqueness of bounded continuous solutions. For that we suppose that the non-diagonal…