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We study a nonlocal diffusion operator in a bounded smooth domain prescribing the flux through the boundary. This problem may be seen as a generalization of the usual Neumann problem for the heat equation. First, we prove existence,…

Analysis of PDEs · Mathematics 2007-05-23 C. Cortazar , M. Elgueta , J. D. Rossi , N. Wolanski

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

We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary…

Analysis of PDEs · Mathematics 2019-05-02 Tokinaga Namba , Piotr Rybka

We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one…

Optimization and Control · Mathematics 2013-05-07 Tiziano De Angelis

In this paper, the existence, uniqueness and dependence on initial value of solution for a singular diffusion equation with nonlinear boundary condition are discussed. It is proved that there exists a unique global smooth solution which…

Analysis of PDEs · Mathematics 2015-04-07 Jiaqing Pan

A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…

Analysis of PDEs · Mathematics 2026-03-12 Saumyajit Das , Ram Gopal Jaiswal

We consider the thin-film equation for a class of free boundary conditions modelling friction at the contact line, as introduced by E and Ren. Our analysis focuses on formal long-time asymptotics of solutions in the perfect wetting regime.…

Analysis of PDEs · Mathematics 2023-05-29 Lorenzo Giacomelli , Manuel V. Gnann , Dirk Peschka

In this paper, we introduce and analyze a numerical scheme for solving the Cauchy-Dirichlet problem associated with fractional nonlinear diffusion equations. These equations generalize the porous medium equation and the fast diffusion…

Numerical Analysis · Mathematics 2024-09-30 Hélène Hivert , Florian Salin

Solutions of the Dirichlet and Robin boundary value problems for the multi-term variable-distributed order diffusion equation are studied. A priori estimates for the corresponding differential and difference problems are obtained by using…

Numerical Analysis · Mathematics 2014-01-31 A. A. Alikhanov

In this paper, we derive a new handy integral equation for the free-boundary of infinite time horizon, continuous time, stochastic, irreversible investment problems with uncertainty modeled as a one-dimensional, regular diffusion $X$. The…

Portfolio Management · Quantitative Finance 2015-01-21 Giorgio Ferrari

A system of segregated boundary-domain integral equations (BDIEs) is obtained from the Dirichlet problem for the diffusion equation in non-homogeneous media defined on an exterior two-dimensional domain. We use a parametrix different from…

Analysis of PDEs · Mathematics 2020-11-23 Carlos Fresneda-Portillo , Zenebe W. Woldemicheal

The Fast Diffusion Equation (FDE) $u_t= \Delta u^m$, with $m\in (0,1)$, is an important model for singular nonlinear (density dependent) diffusive phenomena. Here, we focus on the Cauchy-Dirichlet problem posed on smooth bounded Euclidean…

Analysis of PDEs · Mathematics 2023-08-17 Matteo Bonforte , Alessio Figalli

In this paper, we study a linear convection-diffusion equation with time-dependent coefficients on a bounded interval. The problem includes inhomogeneous Dirichlet boundary conditions and is motivated by physical models where the…

Analysis of PDEs · Mathematics 2025-10-22 Konstantinos Kalimeris , Türker Özsarı

We establish several results related to existence, nonexistence or bifurcation of positive solutions for a Dirichlet boundary value problem with in a smooth bounded domain. The main feature of this paper consists in the presence of a…

Analysis of PDEs · Mathematics 2015-06-26 Marius Ghergu , Vicentiu Radulescu

A free boundary problem for the dynamics of a glasslike binary fluid naturally leads to a singular perturbation problem for a strongly degenerate parabolic partial differential equation in 1D. We present a conjecture for an asymptotic…

Analysis of PDEs · Mathematics 2021-11-09 Roberto Benzi , Michiel Bertsch , Francesco Deangelis

In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A function that has a prescribed value on the domain in which a differential…

Mathematical Physics · Physics 2009-12-08 Hui-Chia Yu , Hsun-Yi Chen , K. Thornton

We derive an explicit representation of the fundamental solution to the heat equation in a half-space of ${\mathbb R}^N$ with a diffusive dynamical boundary condition, and establish sharp pointwise upper and lower bounds. We also…

Analysis of PDEs · Mathematics 2026-04-02 Kazuhiro Ishige , Sho Katayama , Tatsuki Kawakami

We study whether the solutions of a fully nonlinear, uniformly parabolic equation with superquadratic growth in the gradient satisfy initial and homogeneous boundary conditions in the classical sense, a problem we refer to as the classical…

Analysis of PDEs · Mathematics 2017-10-31 Alexander Quaas , Andrei Rodríguez

We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…

Analysis of PDEs · Mathematics 2019-07-05 Yavar Kian , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We investigate quantitative properties of nonnegative solutions $u(t,x)\ge 0$ to the nonlinear fractional diffusion equation, $\partial_t u + \mathcal{L}F(u)=0$ posed in a bounded domain, $x\in\Omega\subset \mathbb{R}^N$, with appropriate…

Analysis of PDEs · Mathematics 2015-10-01 Matteo Bonforte , Juan Luis Vázquez