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We study a certain one dimensional, degenerate parabolic partial differential equation with a boundary condition which arises in pricing of Asian options. Due to degeneracy of the partial differential operator and the non-smooth boundary…

Analysis of PDEs · Mathematics 2009-02-09 Seick Kim

In this paper, we consider nonlinearly perturbed Legendre differential equations subject to the usual boundary conditions. For such problems we establish sufficient conditions for the existence of solutions and in some cases we provide a…

Classical Analysis and ODEs · Mathematics 2019-02-25 Benjamin Freedman , Jesus Rodriguez

In a series of papers, we will develop systematically the basic spectral theory of (self-adjoint) boundary value problems for operators of Dirac type. We begin in this paper with the characterization of (self-adjoint) boundary conditions…

Functional Analysis · Mathematics 2007-05-23 Jochen Brüning , Matthias Lesch

The Dirichlet problem on a bounded planar domain is more readily understood and solved for the Laplace operator than it is for a Schrodinger operator. When the potential function is small, we might hope to approximate the solution to the…

Analysis of PDEs · Mathematics 2014-01-09 Charles Z. Martin

Initial-boundary value problems for second order fully nonlinear PDEs with Caputo time fractional derivatives of order less than one are considered in the framework of viscosity solution theory. Associated boundary conditions are Dirichlet…

Analysis of PDEs · Mathematics 2018-05-15 Tokinaga Namba

We consider a free boundary problem for the $p$-Laplace operator which is related to the so-called Bernoulli free boundary problem. In this formulation, the classical boundary gradient condition is replaced by a condition on the distance…

Analysis of PDEs · Mathematics 2012-05-01 Maria del Mar Gonzalez , Maria Gualdani , Henrik Shahgholian

We study the Cauchy-Dirichlet problem associated to a phase transition modeled upon the degenerate two-phase Stefan problem. We prove that weak solutions are continuous up to the parabolic boundary and quantify the continuity by deriving a…

Analysis of PDEs · Mathematics 2017-02-24 Paolo Baroni , Tuomo Kuusi , Casimir Lindfors , José Miguel Urbano

For an $SU(2)\times U(1)$-invariant $S^3$ boundary the classical Dirichlet problem of Riemannian quantum gravity is studied for positive-definite regular solutions of the Einstein equations with a negative cosmological constant within…

General Relativity and Quantum Cosmology · Physics 2009-11-10 M. M. Akbar

This paper recalls some classical motivations in fluid dynamics leading to a partial differential equation which is prescribed on a domain whose boundary possesses two connected components, one endowed with a Dirichlet datum, and the other…

Analysis of PDEs · Mathematics 2019-01-14 Serena Dipierro , Pietro Miraglio , Enrico Valdinoci

Let $\Omega$ be a Lipschitz domain in $\mathbb R^n,n\geq 3,$ and $L=\divt A\nabla$ be a second order elliptic operator in divergence form. We will establish that the solvability of the Dirichlet regularity problem for boundary data in…

Analysis of PDEs · Mathematics 2011-10-25 Martin Dindoš , Josef Kirsch

In this paper, we present a numerical solution to an ordinary differential equation of a fractional order in one-dimensional space. The solution to this equation can describe a steady state of the process of anomalous diffusion. The process…

Numerical Analysis · Mathematics 2014-12-03 Mariusz Ciesielski , Jacek Leszczynski

In this paper, we investigate an overdetermined boundary value problem of divergence type on bounded domains in Riemannian manifolds with non-negative Ricci curvature. Using integral identities and the $P$-function method, we derive…

Differential Geometry · Mathematics 2025-07-25 Márcio Batista , Márcio Santos , Antônio da Silva , Joyce Sindeaux

We study a mixed boundary value problem for the $p$-Laplace equation $\Delta_p u=0$ in an open infinite circular half-cylinder with prescribed Dirichlet boundary data on a part of the boundary and zero Neumann boundary data on the rest.…

Analysis of PDEs · Mathematics 2021-06-28 Jana Björn , Abubakar Mwasa

We give a probabilistic representation of the solution to a semilinear elliptic Dirichlet problem with general (discontinuous) boundary data. The boundary behaviour of the solution is in the sense of the controlled convergence initiated by…

Analysis of PDEs · Mathematics 2023-12-04 Lucian Beznea , Alexandra Teodor

A standard Hilbert-space proof of Dirichlet's principle is simplified, using an observation that a certain form of min-problem has unique solution, at a specified point. This solves Dirichlet's problem, after it is recast in the required…

Functional Analysis · Mathematics 2010-12-24 H. N. Friedel

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…

Classical Analysis and ODEs · Mathematics 2018-05-17 Faouzi Haddouchi

In classical potential theory, one can solve the Dirichlet problem on unbounded domains such as the upper half plane. These domains have two types of boundary points; the usual finite boundary points and another point at infinity. W. Woess…

Analysis of PDEs · Mathematics 2014-06-25 Tony Perkins

We consider the H\"older continuity for the Dirichlet problem at the boundary. Almgren introduced the multivalued; Q-valued functions for studying regularity of minimal surfaces in higher codimension. The H\"older continuity in the interior…

Analysis of PDEs · Mathematics 2014-02-12 Jonas Hirsch

In the presented work, we solve the Dirichlet boundary problem for the Helmholtz equation in an exterior angle with periodic boundary data. We prove the existence and uniqueness of solution in an appropriate funcional class and we give an…

Analysis of PDEs · Mathematics 2022-08-30 A. Merzon , P. Zhevandrov , M. I. Romero Rodríguez , J. E. De la Paz Méndez

A logarithmic type modulus of continuity is established for weak solutions to a two-phase Stefan problem, up to the parabolic boundary of a cylindrical space-time domain. For the Dirichlet problem, we merely assume that the spatial domain…

Analysis of PDEs · Mathematics 2021-02-23 Naian Liao