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We analyze a splitting method for a canonical fluid structure interaction problem. The splittling method uses a Robin-Robin boundary condition, explicit strategy. We prove the method is stable and, furthermore, we provide an error estimate…
Recently it was obtained in [Tarzia, Thermal Sci. 21A (2017) 1-11] for the classical two-phase Lam\'e-Clapeyron-Stefan problem an equivalence between the temperature and convective boundary conditions at the fixed face under a certain…
This paper investigates the long-term dynamics of a reaction-diffusion predator-prey system subject to random environmental fluctuations modeled by Markovian switching. The model is formulated as a hybrid system of partial differential…
Exploiting the rich phenomenology of periodically-driven many-body systems is notoriously hindered by persistent heating in both the classical and quantum realm. Here, we investigate to what extent coupling to a large thermal reservoir…
We further develop the general theory of the area reactivity model that provides an alternative description of the diffusion-influenced reaction of an isolated receptor-ligand pair in terms of a generalized Feynman-Kac equation. We analyze…
Heat exchanged between an open quantum system and its environment exhibits fluctuations that carry crucial signatures of the underlying dynamics. Within the well-established two-point measurement scheme, we identify a 'heat operator,' whose…
We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…
We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…
We study the validity of an averaging principle for a slow-fast system of stochastic reaction diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging…
The main objective of this paper is analysis of the initial-boundary value problems for the linear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo type…
We consider the dunking problem: a solid body at uniform temperature $T_\text{i}$ is placed in a environment characterized by farfield temperature $T_\infty$ and time-independent spatially uniform heat transfer coefficient; we permit…
We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…
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…
In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…
This study investigates the melting process of a three-phase Stefan problem in a semi-infinite material, imposing a convective boundary condition at the fixed face. By employing a similarity-type transformation, the problem is reduced to a…
The work in this paper concerns the study of different approximations for one-dimensional one-phase Stefan-like problems with a space-dependent latent heat. It is considered two different problems, which differ from each other in their…
Reaction networks are mathematical models of interacting chemical species that are primarily used in biochemistry. There are two modeling regimes that are typically used, one of which is deterministic and one that is stochastic. In…
We present a model for nonlocal diffusion with Neumann boundary conditions in a bounded smooth domain prescribing the flux through the boundary. We study the limit of this family of nonlocal diffusion operators when a rescaling parameter…
In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction of the external…
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…