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We study heat conduction in a one-dimensional {finite}, unpinned chain of atoms perturbed by stochastic momentum exchange and coupled to Langevin heat baths at {possibly} distinct temperatures placed at the endpoints of the chain. While…

Mathematical Physics · Physics 2025-12-05 Tomasz Komorowski , Stefano Olla

We consider the kinetics of the imperfect narrow escape problem, i.e. the time it takes for a particle diffusing in a confined medium of generic shape to reach and to be adsorbed by a small, imperfectly reactive patch embedded in the…

Statistical Mechanics · Physics 2023-05-11 T. Guérin , M. Dolgushev , O. Bénichou , R. Voituriez

We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…

Dynamical Systems · Mathematics 2019-12-03 Daniele Cappelletti , Abhishek Pal Majumder , Carsten Wiuf

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

Probability · Mathematics 2019-01-18 Son L. Nguyen , George Yin , Tuan A. Hoang

The radiation (reaction, Robin) boundary condition for the continuum diffusion equation is widely used in chemical and biological applications to express reactive boundaries. The underlying trajectories of the diffusing particles are…

Mathematical Physics · Physics 2007-09-02 A. Singer , Z. Schuss , D. Holcman

In this paper, we study an optimal boundary control problem for the Boussinesq equations, which couple the time-dependent Navier-Stokes system with a heat equation, where the control enters through a Robin boundary condition on temperature.…

Numerical Analysis · Mathematics 2026-03-03 Wei Gong , Dongdong Liang , Xianbing Luo , Changlun Ye

Different one-phase Stefan problems for a semi-infinite slab are considered, involving a moving phase change material as well as temperature dependent thermal coefficients. Existence of at least one similarity solution is proved imposing a…

Analysis of PDEs · Mathematics 2021-05-12 Julieta Bollati , Adriana C. Briozzo

We study thermal insulating of a bounded body $\Omega\subset \mathbb{R}^n$. Under a prescribed heat source $f\geq 0$, we consider a model of heat transfer between $\Omega$ and the environment determined by convection; this corresponds,…

Analysis of PDEs · Mathematics 2020-08-06 Francesco Della Pietra , Carlo Nitsch , Riccardo Scala , Cristina Trombetti

This paper uses the generator approach of Stein's method to analyze the gap between steady-state distributions of Markov chains and diffusion processes. Until now, the standard way to invoke Stein's method for this problem was to use the…

Probability · Mathematics 2022-02-15 Anton Braverman

We study the real time dynamics of a quantum system with potential barrier coupled to a heat-bath environment. Employing the path integral approach an evolution equation for the time dependent density matrix is derived. The time evolution…

Quantum Physics · Physics 2007-05-23 Joachim Ankerhold , Hermann Grabert , Gert-Ludwig Ingold

In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time…

Probability · Mathematics 2011-04-27 Bernardo D'Auria , Offer Kella

We consider an optimal insulation problem of a given domain in $\mathbb R^N$. We study a model of heat trasfer determined by convection; this corresponds, before insulation, to a Robin boundary value problem. We deal with a prototype which…

Analysis of PDEs · Mathematics 2024-10-01 Francesco Della Pietra , Francescantonio Oliva

We study a two-component reaction-diffusion system in which one of the reaction terms becomes singularly large. Assuming that the initial data are nonnegative and mutually segregated, we prove that the solution converges to that of the heat…

Analysis of PDEs · Mathematics 2025-06-12 Yuki Tsukamoto

This paper delves into the Inverse Stefan problem, specifically focusing on determining the time-dependent source coefficient in the parabolic heat equation governing heat transfer in a semi-infinite rod. The problem entails the intricate…

Analysis of PDEs · Mathematics 2025-01-22 Targyn A. Nauryz , Khumoyun Jabbarkhanov

This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…

Probability · Mathematics 2025-08-12 Yaozhong Hu , Qun Shi

We prove existence, uniqueness, and regularity for a reaction-diffusion system of coupled bulk-surface equations on a moving domain modelling receptor-ligand dynamics in cells. The nonlinear coupling between the three unknowns is through…

Analysis of PDEs · Mathematics 2017-11-23 Amal Alphonse , Charles M. Elliott , Joana Terra

In the current work we study a nonlocal parabolic problem with Robin boundary conditions. The problem arises from the study of an idealized electrically actuated MEMS (Micro-Electro-Mechanical System) device. Initially we study the…

Analysis of PDEs · Mathematics 2021-04-13 Ourania Drosinou , Nikos I. Kavallaris , Christos V. Nikolopoulos

We revise the encounter-based approach to imperfect diffusion-controlled reactions, which employs the statistics of encounters between a diffusing particle and the reactive region to implement surface reactions. We extend this approach to…

Statistical Mechanics · Physics 2023-10-03 Denis S. Grebenkov

We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…

Optimization and Control · Mathematics 2016-09-19 Fulvia Confortola , Marco Fuhrman , Giuseppina Guatteri , Gianmario Tessitore

We consider a chemotaxis-Navier-Stokes system modelling cellular swimming in fluid drops where an exchange of oxygen between the drop and its environment is taken into account. This phenomenon results in an inhomogeneous Robin-type boundary…

Analysis of PDEs · Mathematics 2019-09-30 Marcel Braukhoff , Bao Quoc Tang