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We discuss various limits of a simple random exchange model that can be used for the distribution of wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we show its functional…
We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…
We study a transmission problem of {N}eumann--{R}obin type involving a parameter $\alpha$ and perform an asymptotic analysis with respect to $\alpha$. The limits $\alpha \to 0$ and $\alpha \to +\infty$ correspond respectively to complete…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
This paper investigates shape optimization problems in the context of heat transfer, with a focus on the stability and non-optimality of round domains under Robin boundary conditions. Using the flow approach and Steklov eigenvalue…
Sequential and quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac models in distribution spaces. The performance of these…
We study a quantum dot coupled to two semiconducting reservoirs, when the dot level and the electrochemical potential are both close to a band edge in the reservoirs. This is modelled with an exactly solvable Hamiltonian without…
We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…
This paper discusses the in-domain feedback stabilization of reaction-diffusion PDEs with Robin boundary conditions in the presence of an uncertain time- and spatially-varying delay in the distributed actuation. The proposed control design…
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 +…
An asymptotic analysis for a system with equation and dynamic boundary condition of Cahn-Hilliard type is carried out as the coefficient of the surface diffusion acting on the phase variable tends to 0, thus obtaining a forward-backward…
We propose an interacting many-body space-time-discrete Markov chain model, which is composed of an integrable deterministic and reversible cellular automaton (the rule 54 of [Bobenko et al, CMP 158, 127 (1993)]) on a finite one-dimensional…
This work concerns controlled Markov chains with finite state and action spaces. The transition law satisfies the simultaneous Doeblin condition, and the performance of a control policy is measured by the (long-run) risk-sensitive average…
We compare the solutions of two one-dimensional Poisson problems on an interval with Robin boundary conditions, one with given data, and one where the data has been symmetrized. When the Robin parameter is positive and the symmetrization is…
We consider a model system consisting of two reaction-diffusion equations, where one species diffuses in a volume while the other species diffuses on the surface which surrounds the volume. The two equations are coupled via a nonlinear…
In this work we introduce a new system of partial differential equations as a simplified model for the evolution of reversible martensitic transformations under thermal cycling in low hysteresis alloys. The model is developed in the context…
We consider a fermionic quantum system exchanging particles with an environment at a fixed temperature and study its reduced evolution by means of a Redfield-I equation with time-dependent (non-Markovian) coefficients. We find that the…
We consider the output-feedback stabilization of a one-dimensional cascade coupling a reaction-diffusion equation and a wave equation through an internal term, with Neumann boundary control acting at the wave endpoint. Two measurements are…
We revisit the two-dimensional quantum Ising model by computing renormalization group flows close to its quantum critical point. The low but finite temperature regime in the vicinity of the quantum critical point is squashed between two…