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Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
Many biological and medical questions can be modeled using time-to-event data in finite-state Markov chains, with the phase-type distribution describing intervals between events. We solve the inverse problem: given a phase-type…
Convection in a spherical shell is widely used to model fluid layers of planets and stars. The choice of thermal boundary conditions in such models is not always straightforward. To understand the implications of this choice, we report on…
We study the situation in which the distribution of temperature a body is due to its interaction with radiation. We consider the boundary value problem for the stationary radiative transfer equation under the assumption of the local…
We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…
Similarity solutions for a one-dimensional mathematical model for thawing in a saturated semi-infinite porous media is considered when change of phase induces a density jump and a convective boundary condition is imposed at the fixed face…
We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…
The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…
Let $M$ be a complete connected Riemannian manifold with boundary $\pp M$, $Q$ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. By using the reflecting diffusion process generated by $L$ and its…
Chemical reaction rates must increasingly be determined in systems that evolve under the control of external stimuli. In these systems, when a reactant population is induced to cross an energy barrier through forcing from a temporally…
We consider the problem of finding the transition rates of a continuous-time homogeneous Markov chain under the empirical condition that the state changes at most once during a time interval of unit length. It is proven that this…
A simple transformation converts a solution of a partial differential equation with a Dirichlet boundary condition to a function satisfying a Robin (generalized Neumann) condition. In the simplest cases this observation enables the exact…
By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…
A semi-infinite material under a solidification process with the Solomon-Wilson- Alexiades's mushy zone model with a heat flux condition at the fixed boundary is considered. The associated free boundary problem is overspecified through a…
We analyze strict positivity at the boundary for nonnegative solutions of Robin problems in general (non-smooth) domains, e.g. open sets with rectifiable topological boundaries having finite Hausdorff measure. This question was raised by…
In this article, we consider a one-dimensional symmetric exclusion process in weak contact with reservoirs at the boundary. In the diffusive time-scaling the empirical measure evolves according to the heat equation with Robin boundary…
Stochastic model of the Feynman-Smoluchowski ratchet is proposed and solved using generalization of the Fick-Jacobs theory. The theory fully captures nonlinear response of the ratchet to the difference of heat bath temperatures. The ratchet…
A long standing open problem whether a heat engine with finite power achieves the Carnot efficiency is investigated. We rigorously prove a general trade-off inequality on thermodynamic efficiency and time interval of a cyclic process with…
We study a Boussinesq system in a bounded domain with an outlet boundary portion where fluid can leave or re-enter. On this boundary part, we consider a do-nothing condition for the fluid flow, and a new artificial condition for the heat…
Parabolic equations on evolving domains model a multitude of applications including various industrial processes such as the molding of heated materials. Such equations are numerically challenging as they require large-scale computations…