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math.NA2026
Cylindrical Projections of Occupied Diffusions
Valentin Tissot-Daguette, Xin Zhang
Occupied diffusions offer a Markovian framework for path-dependent dynamics by lifting the state space with a flow of occupation measures. Because this additional feature is infini…
math.NA2023
Deep Level-set Method for Stefan Problems
Mykhaylo Shkolnikov, H. Mete Soner, Valentin Tissot-Daguette
We propose a level-set approach to characterize the region occupied by the solid in Stefan problems with and without surface tension, based on their recent probabilistic reformulat…