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We consider one-dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. Results on $C^m$-regularity of the free boundary are obtained. In particular, a necessary and…
In the present work, we discuss the existence of a unique positive solution of a boundary value problem for nonlinear fractional order equation with singularity. Precisely, order of equation $D_{0+}^\alpha u(t)=f(t,u(t))$ belongs to $(3,4]$…
In this paper we study one dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. We establish global existence-uniqueness of classical solutions assuming that the…
In the paper the conditions are obtained providing existence and uniqueness of the regular solution of the boundary problem for class of the second order homogeneous operator-differential equation with singular coefficients. High term of…
We investigate linear boundary value problems for first-order one-dimensional hyperbolic systems in a strip. We establish conditions for existence and uniqueness of bounded continuous solutions. For that we suppose that the non-diagonal…
This paper deals with a parabolic partial differential equation that includes a non-linear nonlocal in time term. This term is the product of a so-called interaction potential and the solution of the problem. The interaction potential…
The probabilistic representation of weak solutions to a parabolic boundary value problem is established in the following framework. The boundary value problem consists of a second order parabolic equation defined on a time-varying Lipschitz…
In this small paper, we study a boundary value problem for an equation of parabolic-hyperbolic type. The goal is to show how we can prove existence and uniqueness theorem for a regular solution.
In this paper we analyze a nonlinear parabolic equation characterized by a singular diffusion term describing very fast diffusion effects. The equation is settled in a smooth bounded three-dimensional domain and complemented with a general…
In this paper, we introduce the notion of boundary delay equations, establishing a unified framework for analyzing linear time-invariant systems with pure time-delayed boundary conditions. We establish mild sufficient conditions for the…
We establish the well-posedness of an initial-boundary value problem of mixed type for a stochastic nonlinear parabolic-hyperbolic equation on a space domain $\cO=\cO'\X\cO''$ where a Neumann boundary condition is imposed on…
We investigate existence and uniqueness of solutions to a class of fractional parabolic equations satisfying prescribed pointwise conditions at infinity (in space), which can be time- dependent. Moreover, we study the asymptotic behaviour…
The modeling of finite-extent semiconductor nanostructures that are embedded in a host material requires the numerical treatment of the boundary in a finite simulation domain. For the study of a self-assembled InAs dot embedded in GaAs,…
In this paper, we propose two approaches to apply boundary conditions for bond-based peridynamic models. There has been in recent years a renewed interest in the class of so-called non-local models, which include peridynamic models, for the…
The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…
We consider a parabolic non-local free boundary problem that has been derived as a limit of a bulk-surface reaction-diffusion system which models cell polarization. The authors have justified the well-posedness of this problem and have…
It is known that the value of a call option in the case of constant elasticity processes (CEV) with the indicator $\alpha$ exceeding the critical $\alpha=1$ is determined in a non-unique way. We show how, based on an already existing…
We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…
We investigate qualitative and quantitative behavior of a solution of the mathematical model for pricing American style of perpetual put options. We assume the option price is a solution to the stationary generalized Black-Scholes equation…
We consider an initial boundary value problem in a bounded domain $\Omega$ over a time interval $(0, T)$ for a time-fractional wave equation where the order of the fractional time derivative is between $1$ and $2$ and the spatial elliptic…