Related papers: On a price formation free boundary model by Lasry …
We discuss global existence and asymptotic behaviour of a price formation free boundary model introduced by Lasry & Lions in 2007. Our results are based on a construction which transforms the problem into the heat equation with specially…
In this paper we present a Boltzmann type price formation model, which is motivated by a parabolic free boundary model for the evolution of the prize presented by Lasry and Lions in 2007. We discuss the mathematical analysis of the…
We study a model due to J.M. Lasry and P.L. Lions, describing the evolution of a scalar price which is realized as a free boundary in a 1-D diffusion equation with dynamically evolving, non-standard sources. We establish global existence…
We study the asymptotics for large time of solutions to a one dimensional parabolic evolution equation with non-standard measure-valued right hand side, that involves derivatives of the solution computed at a free boundary point. The…
We consider a one-dimensional free boundary problem governed by a nonlinear diffusion - convection equation with a Neumann condition at fixed face $x=0$, which is variable in time and a like Stefan convective condition on the free boundary.…
In this paper we propose an extension of the Lasry-Lions price formation model which includes fluctuations of the numbers of buyers and vendors. We analyze the model in the case of deterministic and stochastic market size fluctuations and…
We consider a free boundary problem for the heat equation with a given non-negative external heat source. On the free boundary, we impose the zero Dirichlet condition and the fixed normal derivative so that heat escapes from the boundary.…
In this paper we study the existence of solutions in parabolic Schauder space of a nonlinear mixed boundary value problem for the heat equation in a perforated domain. From a given regular open set $\Omega\subseteq\mathbb{R}^n$ we remove a…
We introduce a new Neumann problem for the fractional Laplacian arising from a simple probabilistic consideration, and we discuss the basic properties of this model. We can consider both elliptic and parabolic equations in any domain. In…
A generalized Neumann solution for the two-phase fractional Lam\'e--Clapeyron--Stefan problem for a semi--infinite material with constant initial temperature and a particular heat flux condition at the fixed face is obtained, when a…
We study a free boundary problem arising from the theory of thermal insulation. The outstanding feature of this set optimization problem is that the boundary of the set being optimized is not a level surface of a harmonic function, but…
In this paper, we consider initial-boundary value problems for two-component nonlinear systems of time-fractional diffusion equations with the homogeneous Neumann boundary condition and non-negative initial values. The main results are the…
The (1+1)-dimensional nonlinear boundary value problem, modeling the process of melting and evaporation of metals, is studied by means of the classical Lie symmetry method. All possible Lie operators of the nonlinear heat equation, which…
We study self-similar solutions of a multi-phase Stefan problem for a heat equation on the half-line $x>0$ with a constant initial data and with Dirichlet or Neumann boundary conditions. In the case of Dirichlet boundary condition we prove…
We consider the problem of existence of a solution $u$ to $\partial_t u-\partial_{xx} u = 0$ in $(0,T)\times\mathbb{R}_+$ subject to the boundary condition $-u_x(t,0)+g(u(t,0))=\mu$ on $(0,T)$ where $\mu$ is a measure on $(0,T)$ and $g$ a…
In this paper we study the existence of solutions for nonlinear boundary value problems ({\phi}(u' ))' = f(t,u,u'), l(u,u')=0 where l(u,u') =0 denotes the Dirichlet or mixed conditions on [0, T], {\phi} is a bounded, singular or classic…
Let \begin{equation*} L=\sum_{i,j=1}^da_{i,j}\frac{\partial^2}{\partial x_i\partial x_j}-\sum_{i=1}^db_i\frac{\partial}{\partial x_i} \end{equation*} be a second order elliptic operator and consider the reaction-diffusion equation with…
We study the regularity and well-posedness of physical solutions to the supercooled Stefan problem. Assuming only that the initial temperature is integrable, we prove that the free boundary, known to have jump discontinuities as a function…
We establish the local existence and the uniqueness of solutions of the heat equation with a nonlinear boundary condition for the initial data in uniformly local $L^r$ spaces. Furthermore, we study the sharp lower estimates of the blow-up…
In this paper we obtain natural boundary conditions for a large class of variational problems with free boundary values. In comparison with the already existing examples, our framework displays complete freedom concerning the topology of…