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In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…

Mathematical Finance · Quantitative Finance 2017-02-17 Jean-Pierre Fouque , Ning Ning

This article is concerned with a system of semilinear parabolic equations with two free boundaries describing the spreading fronts of the invasive species in a mutualistic ecological model. The local existence and uniqueness of a classical…

Analysis of PDEs · Mathematics 2014-05-20 Mei Li

Static manifolds with boundary were recently introduced by Cruz and Vit\'orio in the context of the prescribed scalar curvature problem in a manifold with boundary with prescribed mean curvature. This kind of manifold is also interesting…

Differential Geometry · Mathematics 2025-05-12 Stanislav Demurov , Vladimir Medvedev

We study a two-phase free boundary problem in which the two-phases satisfy an impenetrability condition. Precisely, we have two ordered positive functions, which are harmonic in their supports, satisfy a Bernoulli condition on the one-phase…

Analysis of PDEs · Mathematics 2023-09-06 Lorenzo Ferreri , Bozhidar Velichkov

We study solutions to a variational equation that models heat control on the boundary. This problem can be thought of as the two phase parabolic Signorini problem. We show that when the solution has a sign on the boundary, the study of the…

Analysis of PDEs · Mathematics 2015-09-14 Mark Allen , Wenhui Shi

The inverse problem treated in this article consists in reconstructing the electrical conductivity from the free response of the system in the magneto-quasi-stationary (MQS) limit. The MQS limit corresponds to a diffusion PDE. In this…

Analysis of PDEs · Mathematics 2024-10-08 Antonello Tamburrino , Gianpaolo Piscitelli , Zhengfang Zhou

This dissertation presents a new coupled electro-mechanical model that is an improvement on the classical parallel-plate approximation. The model employs a hyperbolic function to account for the beam deformed shape and electrostatic field.…

Applied Physics · Physics 2017-08-24 Xi Luo

We show existence of solutions for the equations of static atomistic nonlinear elasticity theory on a bounded domain with prescribed boundary values. We also show their convergence to the solutions of continuum nonlinear elasticity theory,…

Analysis of PDEs · Mathematics 2016-06-30 Julian Braun , Bernd Schmidt

The present paper is devoted to the joint motion of two immiscible incompressible liquids in porous media. The liquids have different densities and initially separated by a surface of strong discontinuity (free boundary). We discuss the…

Differential Geometry · Mathematics 2011-10-10 O. V. Galtsev , A. M. Meirmanov

The method of fundamental solutions (MFS) is known to be effective for solving 3D Laplace and Stokes Dirichlet boundary value problems in the exterior of a large collection of simple smooth objects. Here we present new scalable MFS…

Numerical Analysis · Mathematics 2025-08-22 Anna Broms , Alex H. Barnett , Anna-Karin Tornberg

If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the…

Differential Geometry · Mathematics 2017-03-14 Giovanni Moreno , Monika Ewa Stypa

In this paper we study the local wellposedness of the solution to a non-linear parabolic-dispersive coupled system which models a Micro-Electro-Mechanical System (MEMS). A simple electrostatically actuated MEMS capacitor device has two…

Analysis of PDEs · Mathematics 2023-12-06 Heiko Gimperlein , Runan He , Andrew A. Lacey

Using a direct approach, we prove a $2$-dimensional epiperimetric inequality for the one-phase problem in the scalar and vectorial cases and for the double-phase problem. From this we deduce, in dimension $2$, the $C^{1,\alpha}$ regularity…

Analysis of PDEs · Mathematics 2017-02-10 Luca Spolaor , Bozhidar Velichkov

Using the Lindblad equation approach, we study the nonequilibrium stationary state of a benzene ring connected to two reservoirs in the large bias regime, a prototype of a generic molecular electronic device. We show the emergence of an…

Strongly Correlated Electrons · Physics 2022-04-26 Andrea Nava , Domenico Giuliano , Luca Lepori , Marco Rossi

We consider diatomic systems in which the kinetic energy of the electrons is treated in a simple relativistic model. The Born-Oppenheimer approximation is assumed. We investigate questions of stability, deducing bounds on the number $N$ of…

Mathematical Physics · Physics 2015-05-18 Natalie Gilka

In this paper we study asymptotic behavior of solutions for a free boundary problem modeling the growth of tumors containing two species of cells: proliferating cells and quiescent cells. This tumor model was proposed by Pettet et al in…

Analysis of PDEs · Mathematics 2007-12-18 Shangbin Cui

We introduce a framework for the design of finite element methods for two-dimensional moving boundary problems with prescribed boundary evolution that have arbitrarily high order of accuracy, both in space and in time. At the core of our…

Numerical Analysis · Mathematics 2015-06-19 Evan S. Gawlik , Adrian J. Lew

We consider non-relativistic systems in quantum mechanics interacting through the Coulomb potential, and discuss the existence of bound states which are stable against spontaneous dissociation into smaller atoms or ions. We review the…

Atomic Physics · Physics 2009-11-10 E. A. G. Armour , J. -M. Richard , K. Varga

We give a description of the structure of finite Morse index solutions to two free boundary problems in $\mathbb{R}^2$. These free boundary problems are models of phase transition and they are closely related to minimal hypersurfaces. We…

Analysis of PDEs · Mathematics 2017-12-05 Kelei Wang

A mathematical model for the poroelastic materials (PEM) with the variable volume is developed in multidimensional case. Governing equations of the model are constructed using the continuity equations, which reflect the well-known physical…

Mathematical Physics · Physics 2024-09-19 Roman Cherniha , Vasyl' Davydovych , Joanna Stachowska-Pietka , Jacek Waniewski
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