相关论文: Time-dependent Robin heat equation via Markovian s…
In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…
We study Markov processes conditioned so that their local time must grow slower than a prescribed function. Building upon recent work on Brownian motion with constrained local time in [5] and [33], we study transience and recurrence for a…
We investigate spectral properties of a quantum particle confined to an infinite straight planar strip by imposing Robin boundary conditions with variable coupling. Assuming that the coupling function tends to a constant at infinity, we…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
Realistic examples of reaction-diffusion phenomena governing spatial and spatiotemporal pattern formation are rarely isolated systems, either chemically or thermodynamically. However, even formulations of `open' reaction-diffusion systems…
In recent decades, considerable research has been devoted to partial differential equations (PDEs) with dynamic boundary conditions. However, the physical interpretation of the parameters involved often remains unclear, which in turn limits…
Under certain conditions, the dynamics of coarse-grained models of solvated proteins can be described using a Markov state model, which tracks the evolution of populations of configurations. The transition rates among states that appear in…
We consider a reaction-diffusion system for two densities lying in adjacent domains of $\mathbb{R}^N$. We treat two configurations: either a cylinder and its complement, or two half-spaces. Diffusion and reaction heterogeneities for the two…
We consider a steady-state heat conduction problem in a multidimensional bounded domain Omega for the Poisson equation with constant internal energy g and mixed boundary conditions given by a constant temperature b in the portion Gamma_1 of…
We map the problem of diffusion in the quenched trap model onto a new stochastic process: Brownian motion which is terminated at the coverage "time" ${\cal S}_\alpha=\sum_{x=-\infty} ^\infty (n_x)^\alpha$ with $n_x$ being the number of…
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 spatially uniform time-independent heat transfer coefficient. We permit…
In this paper, we study the eigenvalue problem of stochastic Hamiltonian system driven by Brownian motion and Markov chain with boundary conditions and time-dependent coefficients. For any dimensional case, the existence of the first…
This paper deals with the problem of identification of a Robin coefficient (also known as impedance coefficient) in a parabolic PDE from terminal observations of the temperature distributions. The problem is ill-posed in the sense that…
This paper studies the boundary output feedback stabilization of general 1-D reaction-diffusion PDEs in the presence of a state delay in the reaction term. The control input applies through a Robin boundary condition while the system output…
We investigate the reversible diffusion-influenced reaction of an isolated pair in the presence of a non-Markovian generalization of the backreaction boundary condition in two space dimensions. Following earlier work by Agmon and Weiss, we…
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…
Transition State Theory is a central cornerstone in reaction dynamics. Its key step is the identification of a dividing surface that is crossed only once by all reactive trajectories. This assumption is often badly violated, especially when…
In this paper, I derive the limiting behaviour of the solutions to Poisson's equation, in a perforated domain, subject to inhomogeneous Robin boundary conditions. In the first half of the paper, I derive a generalised limit for non-periodic…
We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…
An explicit solution of a similarity type is obtained for a one-phase Stefan problem in a semi-infinite material using Kummer functions. Motivated by [D.A. Tarzia, Relationship between Neumann solutions for two phase Lam\'e-Clapeyron-Stefan…