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We discuss global existence and asymptotic behaviour of a price formation free boundary model introduced by Lasry & Lions in 2007. Our results are based on a construction which transforms the problem into the heat equation with specially…

Analysis of PDEs · Mathematics 2011-05-06 Luis A. Caffarelli , Peter A. Markowich , Jan-Frederik Pietschmann

In this paper we propose an extension of the Lasry-Lions price formation model which includes fluctuations of the numbers of buyers and vendors. We analyze the model in the case of deterministic and stochastic market size fluctuations and…

Analysis of PDEs · Mathematics 2016-03-16 Peter A. Markowich , Josef Teichmann , Marie-Therese Wolfram

We discuss local and global existence and uniqueness for the price formation free boundary model with homogeneous Neumann boundary conditions introduced by Lasry & Lions in 2007. The results are based on a transformation of the problem to…

Analysis of PDEs · Mathematics 2011-07-04 Luis A. Caffarelli , Peter A. Markowich , Marie-Therese Wolfram

This paper studies asymptotic behavior of solutions of a free boundary problem modeling the growth of tumors with two species of cells: proliferating cells and quiecent cells. In previous literatures it has been proved that this problem has…

Analysis of PDEs · Mathematics 2013-03-18 Shangbin Cui

In this paper we present a Boltzmann type price formation model, which is motivated by a parabolic free boundary model for the evolution of the prize presented by Lasry and Lions in 2007. We discuss the mathematical analysis of the…

Analysis of PDEs · Mathematics 2015-06-15 Martin Burger , Luis Caffarelli , Peter Markowich , Marie-Therese Wolfram

An $\mathrm{L}_1$-maximal regularity theory for parabolic evolution equations inspired by the pioneering work of Da Prato and Grisvard is developed. Besides of its own interest, the approach yields a framework allowing global-in-time…

Analysis of PDEs · Mathematics 2021-11-30 Raphaël Danchin , Matthias Hieber , Piotr B. Mucha , Patrick Tolksdorf

The dynamical and stationary behaviors of a fourth-order evolution equation with clamped boundary conditions and a singular nonlocal reaction term, which is coupled to an elliptic free boundary problem on a non-smooth domain, are…

Analysis of PDEs · Mathematics 2013-08-29 Philippe Laurencot , Christoph Walker

We prove an existence result for a free boundary problem inspired by the modelization of accretive growth. The growth process is formulated through a level-set approach, leading to a boundary-value problem for a Hamilton-Jacobi equation…

Analysis of PDEs · Mathematics 2026-02-17 Ulisse Stefanelli

We study a parabolic free boundary problem, arising from a model for the propagation of equi-diffusional premixed flames with high activation energy. If an initial data is compactly supported, then the solution vanishes in a finite time,…

Analysis of PDEs · Mathematics 2019-11-19 Rubin Abrams , Sunhi Choi

In this paper we study asymptotic behavior of solutions for a free boundary problem modeling the growth of tumors containing two species of cells: proliferating cells and quiescent cells. This tumor model was proposed by Pettet et al in…

Analysis of PDEs · Mathematics 2007-12-18 Shangbin Cui

We study a model due to J.M. Lasry and P.L. Lions, describing the evolution of a scalar price which is realized as a free boundary in a 1-D diffusion equation with dynamically evolving, non-standard sources. We establish global existence…

Analysis of PDEs · Mathematics 2009-02-24 Lincoln Chayes , Maria del Mar Gonzalez , Maria Pia Gualdani , Inwon Kim

This paper concerns the large time asymptotic behavior of solutions to the free boundary problem of the compressible primitive equations in atmospheric dynamics with physical vacuum. Up to second order of the perturbations of an…

Analysis of PDEs · Mathematics 2025-07-15 Xin Liu , Edriss S. Titi , Zhouping Xin

We study small perturbations of the Dirichlet problems for second order elliptic equations that degenerate on the boundary. The limit of the solution, as the perturbation tends to zero, is calculated. The result is based on a certain…

Analysis of PDEs · Mathematics 2021-07-01 Mark Freidlin , Leonid Koralov

A well-known model due to J.-M. Lasry and P.L. Lions that presents the evolution of prices in a market as the evolution of a free boundary in a diffusion equation is suggested to be modified in order to show instabilities for some values of…

Analysis of PDEs · Mathematics 2013-06-06 María del Mar González , Maria Pia Gualdani , Joan Solà-Morales

We consider free higher derivative theories of scalars and Dirac fermions in the presence of a boundary in general dimension. We establish a method for finding consistent conformal boundary conditions in these theories by removing certain…

High Energy Physics - Theory · Physics 2023-05-10 Adam Chalabi , Christopher P. Herzog , Krishnendu Ray , Brandon Robinson , Jacopo Sisti , Andreas Stergiou

In this paper we develop a geometric theory for quasilinear parabolic problems in weighted $L_p$-spaces. We prove existence and uniqueness of solutions as well as the continuous dependence on the initial data. Moreover, we make use of a…

Analysis of PDEs · Mathematics 2015-10-22 Matthias Köhne , Jan Pruess , Mathias Wilke

We derive the long time asymptotic of solutions to an evolutive Hamilton-Jacobi-Bellman equation in a bounded smooth domain, in connection with ergodic problems recently studied in \cite{bcr}. Our main assumption is an appropriate…

Analysis of PDEs · Mathematics 2017-08-02 Daniele Castorina , Annalisa Cesaroni , Luca Rossi

We consider an abstract first order evolution equation in a Hilbert space in which the linear part is represented by a self-adjoint nonnegative operator A with discrete spectrum, and the nonlinear term has order greater than one at the…

Analysis of PDEs · Mathematics 2014-02-24 Marina Ghisi , Massimo Gobbino , Alain Haraux

We investigate the stability and global existence of weak solutions to a free boundary problem governing the evolution of polymeric fluids. We construct weak solutions of the two-phase model by performing the asymptotic limit of a…

Analysis of PDEs · Mathematics 2017-05-22 Donatella Donatelli , Konstantina Trivisa

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

chao-dyn · Physics 2008-02-03 J. Bricmont , A. Kupiainen , G. Lin
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