21.07.2025 16:30 Mykhaylo Shkolnikov:
Cascade equation in the Stefan problem and equilibria of mean field gamesB 252 (Theresienstr. 39, 80333 München)
After motivating the Stefan problem from the random growth model perspective, I will discuss its discontinuities in time. These turn out to be characterized by the cascade equation, a second-order hyperbolic PDE. Questions of existence and regularity for the latter can be answered by expressing its solution as the value function of a player in an equilibrium of a suitable mean field game. Based on joint work with Yucheng Guo and Sergey Nadtochiy.