3 papers
math.OC2026
Optimal Loss Allocation and Reflected Free Boundaries in Systemic Risk
Yucheng Guo, Qinxin Yan
We study a singular mean-field control problem in which a central planner allocates losses generated by bank defaults to maximize terminal system health. Every generated loss must…
math.AP2024
Cascade equation for the discontinuities in the Stefan problem with surface tension
Yucheng Guo, Sergey Nadtochiy, Mykhaylo Shkolnikov
The Stefan problem with surface tension is well known to exhibit discontinuities in the associated moving aggregate (i.e., in the domain occupied by the solid), whose structure has…
math.AP2023
Stefan problem with surface tension: uniqueness of physical solutions under radial symmetry
Yucheng Guo, Sergey Nadtochiy, Mykhaylo Shkolnikov
We study the Stefan problem with surface tension and radially symmetric initial data. In this context, the notion of a so-called physical solution, which exists globally despite th…