Related papers: On the Second Boundary Value Problem for a Class o…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
We consider a boundary-value problem describing the steady motion of a two-component mixture of viscous compressible heat-conducting fluids in a bounded domain. We make no simplifying assumptions except for postulating the coincidence of…
As is known, the problems for the differential equations with continuously changing order of the derivatives are not considered completely. In this paper we consider the initial and boundary value problems for this type of linear ordinary…
This paper is devoted to study the existence of solutions and the monotone method of second-order periodic boundary value problems when the lower and upper solutions $\alpha$ and $\beta$ violate the boundary conditions $…
A general formula is presented for any order derivative of Chebyshev polynomials instead of the existing recursive relationship. Hence, the Chebyshev finite difference method is made applicable not only to second order problems but also to…
This paper concerns the viscous and non-resistive MHD systems which govern the motion of electrically conducting fluids interacting with magnetic fields. We consider an initial-boundary value problem for both compressible and…
We prove the existence of a unique global strong solution for a stochastic two-dimensional Euler vorticity equation for incompressible flows with noise of transport type. In particular, we show that the initial smoothness of the solution is…
The \emph{Schr\"odinger problem} is obtained by replacing the mean square distance with the relative entropy in the Monge-Kantorovich problem. It was first addressed by Schr\"odinger as the problem of describing the most likely evolution of…
We consider a new Stefan-type problem for the classical heat equation with a latent heat and phase-change temperature depending of the variable time. We prove the equivalence of this Stefan problem with a class of boundary value problems…
We continue our study on the global solution to the two-dimensional Prandtl's system for unsteady boundary layers in the class considered by Oleinik provided that the pressure is favorable. First, by using a different method from [13], we…
We are concerned with the global existence of classical solutions to the barotropic compressible Navier-Stokes equations with slip boundary condition in a three-dimensional (3D) exterior domain. We demonstrate that the classical solutions…
We discuss the existence and non-existence of non-negative, non-decreasing solutions of certain perturbed Hammerstein integral equations with derivative dependence. We present some applications to nonlinear, second order boundary value…
Selfdual variational calculus is further refined and used to address questions of existence of local and global solutions for various parabolic semi-linear equations, Hamiltonian systems of PDEs, as well as certain nonlinear Schrodinger…
We consider Hessian quotient equations in Riemannian setting related to a problem posed by Delano\"e and Urbas. We prove unobstructed second order a priori estimate for the real Hessian quotient equation via the maximum principle argument…
We are concerned with a priori estimates for the obstacle problem of a wide class of fully nonlinear equations on Riemannian manifolds. We use new techniques introduced by Bo Guan and derive new results for a priori second order estimates…
While there exist now formulations of initial boundary value problems for Einstein's field equations which are well posed and preserve constraints and gauge conditions, the question of geometric uniqueness remains unresolved. For two…
This paper considers the valuation of a European call option under the Heston stochastic volatility model. We present the asymptotic solution to the option pricing problem in powers of the volatility of variance. Then we introduce the…
In this paper, we study Hessian equations with prescribed contact angle boundary value or oblique derivative boundary value and finally derive the a priori global gradient estimate for the admissible solutions.
A new approach to solving two-point boundary value problems for a wave equation is developed. This new approach exploits the principle of stationary action to reformulate and solve such problems in the framework of optimal control. In…
We study a class of initial boundary value problems of hyperbolic type. A new topological approach is applied to prove the existence of non-negative classical solutions. The arguments are based upon a recent theoretical result.