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We prove the existence and uniqueness of the solution to the doubly nonlinear parabolic systems with mixed boundary conditions. Due to the unilateral constraint the problem comes as a variational inequality. We apply the penalty method and…
This paper considers the weakly coupled parabolic system $\partial_t u-\partial^2_xu +P(x)u=0$ with the homogeneous Neumann boundary condition, where \(P(x)\) is a \(2\times2\) symmetric real-valued function matrix. Under the assumption…
This work is focused on the solvability of initial-boundary value problems for degenerate parabolic partial differential equations that arise in the pricing of Asian options, and on the investigation of differential and certain qualitative…
This article is concerned with the unique continuation property of a forward differential inequality abstracted from parabolic equations proposed on a convex domain $\Omega$ prescribed with some regularity and growth conditions. Our result…
This paper is devoted to confront two different approaches to the problem of dynam-ical perfect plasticity. Interpreting this model as a constrained boundary value Friedrichs' system enables one to derive admissible hyperbolic boundary…
In present paper we study a boundary value problem for a mixed parabolic-hyperbolic type equation in a rectangular domain and prove the existence of unique solution of this problem. In theory of boundary value problems for second order…
We show the well-posed variational principle in constraint systems. In a naive procedure of the variational principle with constraints, the proper number of boundary conditions does not match with that of physical degrees of freedom…
In this paper we study a class of nonlinear anisotropic parabolic problems in bounded domains. In detail, we study the influences of the initial data and the forcing term f on the behavior of the solutions. We prove existence and uniqueness…
In this study, we investigate a mixed problem linked to a second-order parabolic equation, characterized by temporal dependencies and variable~coefficients, and constrained by non-local, non-self-adjoint boundary conditions. By defining…
We consider a mixed type boundary value problem for a class of degenerate parabolic-hyperbolic equations. Namely, we consider a Cartesian product domain and split its boundary into two parts. In one of them we impose a Dirichlet boundary…
In this work, a pricing model for a defaultable corporate bond with credit rating migration risk is established. The model turns out to be a free boundary problem with two free boundaries. The latter are the level sets of the solution but…
We obtain an exact necessary and sufficient condition for the existence and uniqueness of equilibrium asset prices in infinite horizon, discrete-time, arbitrage free environments. Through several applications we show how the condition…
We investigate linear parabolic equations in divergence form with singular coefficients and non-smooth boundary data. When the diffusion, drift, or potential terms, as well as the initial or boundary conditions, are distributions rather…
This paper investigates the initial boundary value problem for a fractional pseudo-parabolic equation with singular potential. The global existence and blow-up of solutions to the initial boundary value problem are obtained at low initial…
We consider a quasi-linear parabolic equation with nonlinear dynamic boundary conditions occurring as a natural generalization of the semilinear reaction-diffusion equation with dynamic boundary conditions. The corresponding class of…
In this paper, we establish a globally quantitative estimate of unique continuation at one time point for solutions of parabolic equations with Neumann boundary conditions in bounded domains. Our proof is mainly based on Carleman commutator…
Pricing formulae for defaultable corporate bonds with discrete coupons under consideration of the government taxes in the united model of structural and reduced form models are provided. The aim of this paper is to generalize the…
The method is proposed for the study of many-point boundary value problems for systems of nonlinear ODE, by reducing them to special equivalent integral equations, and allows us [in contrast with the known method [1]] to consider boundary…
The boundary-value problem on semi-axis for one class operator-differential equations of the fourth order, the main part of which has the multiple characteristic is investigated in this paper in Sobolev type weighted space. Correctness and…
In this paper we investigate the uniqueness of solutions of the steady planar Navier-Stokes equations with different boundary conditions in the exterior domain. For a class of incompressible flow with constant vorticity, we prove the…