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Revista Matematica Iberoamericana, ISSN 0213-2230, 2017, Volume 33, Issue 2, pp. 377 - 416
We introduce a new Neumann problem for the fractional Laplacian arising from a simple probabilistic consideration, and we discuss the basic properties of this... 
Fractional Laplacian | Neumann problem | Nonlocal operators | MATHEMATICS | REGULARITY | fractional Laplacian | INTEGRODIFFERENTIAL EQUATIONS | DIFFUSION | CENSORED STABLE PROCESSES
Journal Article
Journal of Modern Optics, ISSN 0950-0340, 06/2019, Volume 66, Issue 10, pp. 1116 - 1123
We study the photocurrent statistics in a homodyne setup with a mirror in the vacuum port. Conventional photodetection theory predicts a modulation of the... 
Quantum optics | quantum vacuum | homodyne detection | stochastic electrodynamics | photodetection theory | STATES | SPONTANEOUS EMISSION | FIELD | FLUCTUATIONS | ATOMS | OPTICS | QUANTUM-THEORY | Photoelectric effect | Boundary conditions | Design parameters | Photocurrent | Quantum efficiency | Noise
Journal Article
Journal of Computational Physics, ISSN 0021-9991, 10/2018, Volume 371, p. 192
We study an incompletely parabolic system in three space dimensions with stochastic boundary and initial data. We show how the variance of the solution can be... 
Compressibility | Computational fluid dynamics | Robustness (mathematics) | Boundary conditions | Mathematical models | Stochastic models | Navier Stokes equations | Variance analysis
Journal Article
Annals of Applied Probability, ISSN 1050-5164, 08/2018, Volume 28, Issue 4, pp. 2335 - 2369
Moving boundary problems allow to model systems with phase transition at an inner boundary. Motivated by problems in economics and finance, we set up a... 
Stochastic partial differential equations | Limit order book | Stefan problem | Moving boundary problem | moving boundary problem | ORDER BOOK | STATISTICS & PROBABILITY | MODEL | limit order book
Journal Article
Journal de mathématiques pures et appliquées, ISSN 0021-7824, 05/2015, Volume 103, Issue 5, pp. 1294 - 1315
In this paper we discuss some existence and uniqueness results for multi-population stationary Mean Field Games systems with Neumann conditions at the... 
Multi-population models | Mean Field Games | Ergodic stochastic control | Mean field games | MATHEMATICS | EQUATIONS | MATHEMATICS, APPLIED | Computer entertainment systems
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 05/2016, Volume 449, pp. 176 - 191
Journal Article
Journal of Mathematical Analysis and Applications, ISSN 0022-247X, 09/2019, Volume 477, Issue 1, pp. 1 - 40
In this study, we consider nonlinear partial differential equations (PDEs) and stochastic PDEs (SPDEs) with Neumann boundary conditions on domains that satisfy... 
Reflected stochastic differential equation | Stochastic partial differential equation | HJB equation | Neumann condition | Viscosity solution
Journal Article
Journal of Computational Physics, ISSN 0021-9991, 02/2018, Volume 354, p. 135
In this paper we propose a method for the strong imposition of random Dirichlet boundary conditions in the Dynamical Low Rank (DLR) approximation of parabolic... 
Approximation | Computational fluid dynamics | Computer simulation | Stochastic processes | Fluid flow | Boundary conditions | Imposition | Navier Stokes equations | Doppler effect | Stokes law (fluid mechanics) | Blood flow | Studies | Manifolds | Laminar flow | Mathematical analysis | Incompressibility | Dirichlet problem | Inflow | Navier-Stokes equations | Cylinders
Journal Article
Physical Biology, ISSN 1478-3967, 05/2018, Volume 15, Issue 4, p. 046007
In the present study, an off-lattice particle-based method called the reactive multi-particle collision (RMPC) dynamics is extended to model reaction-diffusion... 
multi-particle collision dynamics | diffusion | reactive boundary | CHEMICAL-REACTIONS | BIOPHYSICS | STOCHASTIC SIMULATION | BIOCHEMISTRY & MOLECULAR BIOLOGY | MESOSCOPIC MODEL | SYSTEMS | REACTION-DIFFUSION PROCESSES | SOLVENT
Journal Article
Journal of Mathematical Analysis and Applications, ISSN 0022-247X, 07/2017, Volume 451, Issue 1, pp. 583 - 603
We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behavior, also allowing for multiplicative... 
Stochastic Optimal Control | Stochastic reaction-diffusion equations | Multiplicative Gaussian perturbations | Time-delayed boundary conditions | Semigroup theory | Dynamic boundary conditions | MATHEMATICS | MATHEMATICS, APPLIED | DIFFERENTIAL-EQUATIONS
Journal Article
Journal of Computational Physics, ISSN 0021-9991, 2005, Volume 207, Issue 1, pp. 114 - 128
Dissipative particle dynamics (DPD) is a potentially very effective approach in simulating mesoscale hydrodynamics. However, because of the soft potentials... 
DPD | Boundary conditions | Atomistic | Stochastic MD | No-slip | Slip | stochastic MD | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | atomistic | COMPUTER | slip | no-slip | SIMULATION | PHYSICS, MATHEMATICAL | boundary conditions | DENSE COLLOIDAL SUSPENSIONS | Fluid dynamics | Analysis | Methods
Journal Article
Journal of Mathematical Analysis and Applications, ISSN 0022-247X, 09/2018, Volume 465, Issue 1, pp. 359 - 378
We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by... 
Stochastic control | Maximum principle | Stochastic evolution equation | Backward stochastic differential equation | EXISTENCE | MATHEMATICS, APPLIED | STOCHASTIC DIFFERENTIAL-EQUATIONS | SPACES | NOISE | MATHEMATICS | EVOLUTION | HEAT-EQUATION | SYSTEMS
Journal Article
Journal of Mathematical Analysis and Applications, ISSN 0022-247X, 01/2018, Volume 457, Issue 1, pp. 248 - 272
By a dual method, two Carleman estimates for forward and backward stochastic parabolic equations with Neumann boundary conditions are established. Then they... 
Stochastic parabolic equations | State observation | Carleman estimates | Null controllability | Neumann boundary conditions | SYSTEM | MATHEMATICS | MATHEMATICS, APPLIED | HEAT-EQUATIONS
Journal Article
Journal of Computational Physics, ISSN 0021-9991, 03/2017, Volume 333, p. 331
We devise a new high order local absorbing boundary condition (ABC) for radiating problems and scattering of time-harmonic acoustic waves from obstacles of... 
Numerical analysis | Partial differential equations | Computation | Boundary conditions | Stochastic models | Computational physics | Acoustic absorption | Acoustic waves
Journal Article
Applied Computational Electromagnetics Society Journal, ISSN 1054-4887, 08/2018, Volume 33, Issue 8, pp. 847 - 853
This paper provides two novel Stochastic Galerkin Method strategies to undertake stochastic analysis of the crosstalk in the multi-conductor cables with... 
Uncertainty Analysis | EMC simulation | Stochastic Galerkin Method | Uncertain Boundary Conditions | uncertainty analysis | stochastic Galerkin method | uncertain boundary conditions | TELECOMMUNICATIONS | CROSSTALK | ENGINEERING, ELECTRICAL & ELECTRONIC
Journal Article
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