Related papers: Boundary conditions for the single-factor term str…
In this paper we are concerned with the initial boundary value problems of linear and semi-linear parabolic equations with mixed boundary conditions on non-cylindrical domains in spatial-temporal space. We obtain the existence of a weak…
This paper investigates the existence of positive solutions of a singular boundary value problem with negative exponent similar to standard Emden--Fowler equation. A necessary and sufficient condition for the existence of $C[0,1]$ positive…
We study existence of nonnegative solutions to a nonlinear parabolic boundary value problem with a general singular lower order term and a nonnegative measure as nonhomogeneous datum, of the form $$ \begin{cases} \displaystyle u_t -…
This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of degenerate non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model. In a…
In this paper, we obtained the sufficient conditions for the existence of solutions to the discrete boundary value problems of fractional difference equation depending on parameters. We use Krasnoselskii fixed point theorem to establish the…
We consider a hyperbolic free boundary problem by means of minimizing time discretized functionals of Crank-Nicolson type. The feature of this functional is that it enjoys energy conservation in the absence of free boundaries, which is an…
In this paper there are estimated the derivatives of the solution of an initial boundary value problem for a nonlinear uniformly parabolic equation in the interior with the total variation of the boundary data and the L^{infinity}-norm of…
In a configuration space whose boundary can be identified with a subset of its interior, a boundary condition can relate the behaviour of a function on the boundary and in the interior. Additionally, boundary values can appear as additive…
We consider a Hamiltonian system of free boundary type, showing first uniform bounds and existence of solutions and of the free boundary. Then, for any smooth and bounded domain, we prove uniqueness of positive solutions in a suitable…
In this article, we study a boundary value problem of a class of singular linear discrete time systems whose coefficients are non-square constant matrices or square with a matrix pencil which has an identically zero determinant. By taking…
We consider a boundary value problem in the half-space for a linear parabolic equation of fourth order with a degeneration on the boundary of the half-space. The equation under consideration is substantially a linearized thin film equation.…
We study linear nonautonomous parabolic systems with dynamic boundary conditions. Next, we apply these results to show a theorem of local existence and uniqueness of a classical solution to a second order quasilinear system with nonlinear…
We show that the energy of classical solutions to the wave equation with hyperbolic boundary condition (i.e., dynamic Wentzell boundary condition) and damping on the boundary decays like 1/t. In fact we allow mixed boundary conditions: a…
A Lax-Oleinik type explicit formula for 1D scalar balance laws has been recently obtained for the pure initial value problem by Adimurthi et al. in [1]. In this article, by introducing a suitable boundary functional, we establish a…
We study the question of uniqueness of weak solution to the fast reaction limit of the Keller and Rubinow model for Liesegang rings as introduced by Hilhorst et al. (J. Stat. Phys. 135, 2009, pp. 107-132). The model is characterized by a…
We model the term structure of the forward default intensity and the default density by using L\'evy random fields, which allow us to consider the credit derivatives with an after-default recovery payment. As applications, we study the…
A Dirichlet-type problem is studied for an equation of even order with variable coefficients. A criterion for the uniqueness of a solution is given. The solution is built in the form of a Fourier series. When justifying the convergence of…
We study a two-point free boundary problem in a sector for a quasilinear parabolic equation. The boundary conditions are assumed to be spatially and temporally "self-similar" in a special way. We prove the existence, uniqueness and…
In this paper we study a general framework of American put option with stochastic volatility whose value function is associated with a 2-dimensional parabolic variational inequality with degenerate boundaries. We apply PDE methods to…
In this paper we study the existence, the optimal regularity of solutions, and the regularity of the free boundary near the so-called \emph{regular points} in a thin obstacle problem that arises as the local extension of the obstacle…