Related papers: Dirichlet problems and exit distributions for the …
The dynamics of ionization fronts that generate a conducting body, are in simplest approximation equivalent to viscous fingering without regularization. Going beyond this approximation, we suggest that ionization fronts can be modeled by a…
We study the Bayesian problems of detecting a change in the drift rate of an observable diffusion process with linear and exponential penalty costs for a detection delay. The optimal times of alarms are found as the first times at which the…
We investigate the one-dimensional telegraph random process in the presence of an elastic boundary at the origin. This process describes a finite-velocity random motion that alternates between two possible directions of motion (positive or…
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…
In this article we define and study a stochastic process on Galoisian covers of compact manifolds. The successive positions of the process are defined recursively by picking a point uniformly in the Dirichlet domain of the previous one. We…
In the paper we study the 2D div-curl problem in the exterior domain which models the flow with given vorticity, divergency, boundary condition at infinity, and Dirichlet condition on the solid surface. We will find the relations on…
We study an optimal boundary control problem for the two-dimensional stationary micropolar fluids system with variable density. We control the system by considering boundary controls, for the velocity vector and angular velocity of rotation…
We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighborhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
We present a mathematical and numerical framework for thin-film fluid flows over planar surfaces including dynamic contact angles. In particular, we provide algorithmic details and an implementation of higher-order spatial and temporal…
In this work, first we employ a penalization technique to analyze a Dirichlet boundary feedback control problem pertaining to reaction-diffusion equation. We establish the stabilization result of the equivalent Robin problem in the…
We study two types of asymptotic problems whose common feature - and difficulty- is to exhibit oscillating Dirichlet boundary conditions : the main contribution of this article is to show how to recover the Dirichlet boundary condition for…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…
In this paper, we derive general theorems for controlling (vector-valued) first order ordinary differential equations such that its solutions stop at a finite time $T>0$ and apply them to relaxation and dissipative oscillation processes. We…
We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…
This paper deals with the distributed order time-fractional diffusion equations with non-homogeneous Dirichlet (Nuemann) boundary condition. We first prove the wellposedness of the weak solution to the initial boundary value problem for the…
Incompressible flows are modeled by a coupled system of partial differential equations for velocity and pressure, Starting from a divergence-free mixed method proposed in [John, Li, Merdon and Rui, Math. Models Methods Appl. Sci.…
We calculate effective impedances of infinite $LC$- and $CL$- ladder networks as limits of effective impedances of finite network approximations, using a new method, which involves precise mathematical concepts. These concepts are related…
In this paper, we use probabilistic approach to prove that there exists a unique weak solution to the Dirichlet boundary value problem for second order elliptic equations whose coefficients are signed measures, and we will give a…
We consider the finite element discretization of an optimal Dirichlet boundary control problem for the Laplacian, where the control is considered in $H^{1/2}(\Gamma)$. To avoid computing the latter norm numerically, we realize it using the…