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We consider a variational problem with boundary singularity and Dirichlet condition. We give a blow-up analysis for sequences of solutions of an equation with exponential nonlinearity. Also, we derive a compactness criterion under some…
We prove existence and uniqueness of solutions, continuous dependence from the initial datum and stability with respect to the boundary condition in a class of initial--boundary value problems for systems of balance laws. The particular…
We introduce two simple models of forward-backward stochastic differential equations with a singular terminal condition and we explain how and why they appear naturally as models for the valuation of CO2 emission allowances. Single phase…
We study a family of initial boundary value problems associated to mixed hyperbolic-parabolic systems: v^{\epsilon} _t + A (v^{\epsilon}, \epsilon v^{\epsilon}_x ) v^{\epsilon}_x = \epsilon B (v^{\epsilon} ) v^{\epsilon}_{xx} The…
In this paper, we study the stability of traveling wave solutions arising from a credit rating migration problem with a free boundary, After some transformations, we turn the Free Boundary Problem into a fully nonlinear parabolic problem on…
We explore singular second-order boundary value problems with mixed boundary conditions on a general time scale. Using the lower and upper solutions method combined with the Brouwer fixed point theorem we demonstrate the existence of a…
This paper is devoted to study the existence and uniqueness of solutions of a one parameter family of nonlinear fractional differential equation with mixed boundary value conditions. Riemann-Liouville fractional derivative is considered. An…
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…
We propose a method to determine the smoothness of sufficiently flat solutions of one phase Hele-Shaw problems. The novelty is the observation that under a flatness assumption the free boundary --represented by the hodograph transform of…
The problem of boundary behaviour at the origin of coordinates is discussed for D-dimensional Schrodinger equation in the framework of hyper spherical formalism, which have been often considered last time. We show that the Dirichlet…
We study the existence of non-trivial, non-negative periodic solutions for systems of singular-degenerate parabolic equations with nonlocal terms and satisfying Dirichlet boundary conditions. The method employed in this paper is based on…
This paper is concerned with the initial-boundary value problem for a nonlinear hyperbolic system of conservation laws. We study the boundary layers that may arise in approximations of entropy discontinuous solutions. We consider both the…
We consider an initial and boundary value problem invoked from the mathematical model for moisture transport in porous materials. Because of the difficulty appearing in the boundary condition, we have changed it and obtain the nonlinear…
We prove the existence of unique solutions to the Dirichlet boundary value problems for linear second-order uniformly parabolic operators in either divergence or non-divergence form with boundary blowup low-order coefficients. The domain is…
The standard problem for the classical heat equation posed in a bounded domain $\Omega$ of $\mathbb R^n$ is the initial and boundary value problem. If the Laplace operator is replaced by a version of the fractional Laplacian, the initial…
In this article, we investigate the existence and uniqueness of a positive solution for a class of singular nonlinear elliptic problem with boundary condition. Our result holds in fractional Orlicz-Sobolev spaces.
In this paper, we investigate the existence and uniqueness of solutions for a fractional boundary value problem supplemented with nonlocal Riemann-Liouville fractional integral and Caputo fractional derivative boundary conditions. Our…
We establish boundary estimates for non-negative solutions to the p-parabolic equation in the degenerate range $p>2$. Our main results include new parabolic intrinsic Harnack chains in cylindrical NTA-domains together with sharp boundary…
We study convexity and monotonicity properties for prices of bonds and bond options when the short rate is modeled by a diffusion process. We provide conditions under which convexity of the price in the short rate is guaranteed. Under these…
In this paper, we deal with the initial value problem for a class of fully nonlinear parabolic equations with a singular Dirichlet boundary condition in one space dimension. The interior equation includes, for example, a fully nonlinear…