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Nowadays, fractional differential equations are a well established tool to model phenomena from the real world. Since the analytical solution is rarely available, there is a great effort in constructing efficient numerical methods for their…

Numerical Analysis · Mathematics 2021-01-29 Enza Pellegrino , Laura Pezza , Francesca Pitolli

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the stochastic evolutionary equations into a backward and a…

Dynamical Systems · Mathematics 2012-06-22 Xingye Kan , Jinqiao Duan , Ioannis G. Kevrekidis , Anthony J. Roberts

Phase field equations describe the novel approach to the Stefan problems. We calculate these equations numerically performed in two-dimensions. We take full advantage of the phase field parameter $\varphi$ to track the interface on which…

Analysis of PDEs · Mathematics 2016-02-09 Jun-ichi Koga

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

Dynamical Systems · Mathematics 2007-10-08 Wei Wang , Jinqiao Duan

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…

Analysis of PDEs · Mathematics 2023-02-06 M. Ogren

We consider a linear partial integro-differential equation that arises in the modeling of various physical and biological processes. We study the problem in a spatial periodic domain. We analyze numerical stability and numerical convergence…

Numerical Analysis · Mathematics 2010-05-31 Samir Kumar Bhowmik

We review applications of theory of classical and quantum integrable systems to the free-boundary problems of fluid mechanics as well as to corresponding problems of statistical mechanics. We also review important exact results obtained in…

Mathematical Physics · Physics 2020-02-17 Igor Loutsenko , Oksana Yermolayeva

We study multi-phase Stefan problem with increasing Riemann initial data and with generally negative latent specific heats for the phase transitions. We propose the variational formulation of self-similar solutions, which allows to find…

Analysis of PDEs · Mathematics 2023-08-15 Evgeny Yu. Panov

We study numerical algorithms to solve a specific Partial Differential Equation (PDE), namely the Stefan problem, using Physics Informed Neural Networks (PINNs). This problem describes the heat propagation in a liquid-solid phase change…

Numerical Analysis · Mathematics 2024-10-21 Bahae-Eddine Madir , Francky Luddens , Corentin Lothodé , Ionut Danaila

We study a space-fractional Stefan problem, where the non-local diffusion flux is modeled by the Caputo derivative. We obtain the unique existence of classical solution to this problem.

Analysis of PDEs · Mathematics 2020-06-08 Katarzyna Ryszewska

A number of recent studies have proposed that linear representations are appropriate for solving nonlinear dynamical systems with quantum computers, which fundamentally act linearly on a wave function in a Hilbert space. Linear…

Quantum Physics · Physics 2024-07-10 Yen Ting Lin , Robert B. Lowrie , Denis Aslangil , Yiğit Subaşı , Andrew T. Sornborger

In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the…

Optimization and Control · Mathematics 2020-11-03 Caroline Geiersbach , Estefania Loayza-Romero , Kathrin Welker

We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…

Analysis of PDEs · Mathematics 2023-08-08 S. D. Roscani , K. Ryszewska , L. D. Venturato

Quantum computing is gaining increased attention as a potential way to speed up simulations of physical systems, and it is also of interest to apply it to simulations of classical plasmas. However, quantum information science is…

Plasma Physics · Physics 2024-06-19 I. Y. Dodin , E. A. Startsev

So far the problem of interface behavior upon phase transition has not yet acquired a satisfactory mathematical formulation due to a variety of the physical phenomena involved. Analytical solutions exist only for elementary problems…

Statistical Mechanics · Physics 2011-08-12 Alex Guskov

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…

Analysis of PDEs · Mathematics 2018-11-20 Francesco Della Porta

Most heat transfer models for bulk crystal growth rely on the classical Stefan formulation to evaluate interface motion during phase change. However, when the interface is non-smooth the use of the classical Stefan formulation may lead to…

Materials Science · Physics 2021-02-16 Eyan P. Noronha , B. Erik Ydstie

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

Probability · Mathematics 2018-10-31 Marvin S. Mueller

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski