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We formulate an initial- and Dirichlet boundary- value problem for a linear stochastic heat equation, in one space dimension, forced by an additive space-time white noise. First, we approximate the mild solution to the problem by the…

Numerical Analysis · Mathematics 2017-09-26 Georgios E. Zouraris

We provide a numerical method for computing solutions to a free boundary problem arising from the equilibrium state of a floating drop. This numerical method is based on a Newton's method for the underlying nonlinear boundary value…

Fluid Dynamics · Physics 2026-02-12 Mason Mault , Ray Treinen

In the planar $N$-center problem, for a non-trivial free homotopy class of the configuration space satisfying certain mild condition, we show that there is at least one collision free $T$-periodic solution for any positive $T.$ We use the…

Dynamical Systems · Mathematics 2015-09-17 Guowei Yu

In this work, we study a boundary control problem for the evolutionary Navier-Stokes equations, under mixed boundary conditions, in two dimensions. The cost functional here considered is of quadratic type, depending on both state and…

Optimization and Control · Mathematics 2024-10-02 Telma Guerra , Irene Marín-Gayte , Jorge Tiago

This work is concerned with boundary conditions for one-dimensional hyperbolic relaxation systems with characteristic boundaries. We assume that the relaxation system satisfies the structural stability condition proposed by the second…

Analysis of PDEs · Mathematics 2020-10-15 Yizhou Zhou , Wen-An Yong

An asymptotic analysis of the Gunn effect in two-dimensional samples of bulk n-GaAs with circular contacts is presented. A moving pulse far from contacts is approximated by a moving free boundary separating regions where the electric…

Materials Science · Physics 2009-11-10 L. L. Bonilla , R. Escobedo , F. J. Higuera

Bernoulli free boundary problem is numerically solved via shape optimization that minimizes a cost functional subject to state problems constraints. In \cite{1}, an energy-gap cost functional was formulated based on two auxiliary state…

Analysis of PDEs · Mathematics 2025-11-05 Shiouhe Wang , Fang Shen , Yi Yang , Xueshang Feng

A new algorithm to determine the position of the crack (discontinuity set) of certain minimizers of Mumford-Shah functional in situations when a crack-tip occurs is introduced. The conformal mapping $w=\sqrt{z}$ in the complex plane is used…

Numerical Analysis · Mathematics 2015-11-25 Zhilin Li , Hayk Mikayelyan

This study presents a numerical simulation of a quantum electron confined in a 10 nm potential well, using the Crank-Nicolson numerical technique to solve the time-dependent Schrodinger equation. The results capture the evolution of the…

General Physics · Physics 2025-08-07 Adib Kabir

In this paper, we study the Schr\"{o}dinger equation in the semiclassical regime and with multiscale potential function. We develop the so-called constraint energy minimization generalized multiscale finite element method (CEM-GMsFEM), in…

Numerical Analysis · Mathematics 2025-07-21 Xingguang Jin , Liu Liu , Xiang Zhong , Eric T. Chung

We study the regularity of minimizers of a multiphase vectorial Bernoulli free boundary problem. This problem consists in a minimization problem for the Bernoulli functional over families of Sobolev functions with disjoint supports and non…

Analysis of PDEs · Mathematics 2026-05-20 Giovanni Siclari , Bozhidar Velichkov

Implicit schemes have been extensively used in building physics to compute the solution of moisture diffusion problems in porous materials for improving stability conditions. Nevertheless, these schemes require important sub-iterations when…

Computational Engineering, Finance, and Science · Computer Science 2020-02-20 Suelen Gasparin , Julien Berger , Denys Dutykh , Nathan Mendes

Efficient and unconditionally stable high order time marching schemes are very important but not easy to construct for nonlinear phase dynamics. In this paper, we propose and analysis an efficient stabilized linear Crank-Nicolson scheme for…

Numerical Analysis · Mathematics 2018-04-26 Lin Wang , Haijun Yu

Optimal control problems with symmetries often admit a non stationary turnpike property called trim turnpike, which characterizes the convergence of optimal solutions to certain symmetry induced trajectories called trim primitives. In this…

Optimization and Control · Mathematics 2026-04-27 Sofya Maslovskaya , Sina Ober-Blöbaum , Boris Wembe

In this paper, we investigate the borderline regularity of local minimizers of energy functionals under minimal assumptions on the potential term $\sigma$. When $\sigma$ is merely bounded and measurable, we show that sign-changing…

Analysis of PDEs · Mathematics 2025-08-21 Damião J. Araújo , Aelson Sobral , Eduardo V. Teixeira , José Miguel Urbano

We study a new approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains. Our approach is based on the minimization of an integral functional arising from a volume integral formulation of the…

Analysis of PDEs · Mathematics 2015-06-12 Giulio Ciraolo , Francesco Gargano , Vincenzo Sciacca

Existence and regularity of minimizers in elliptic free boundary problems have been extensively studied in the literature. The corresponding study of higher critical points was recently initiated in Jerison and Perera [30, 31]. In…

Analysis of PDEs · Mathematics 2015-03-18 Yang Yang , Kanishka Perera

In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…

Mathematical Finance · Quantitative Finance 2018-10-23 Jingtang Ma , Jie Xing , Harry Zheng

In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the solution of one reflected backward stochastic differential…

Optimization and Control · Mathematics 2007-05-23 Zhen Wu , Zhiyong Yu

We develop an existence and regularity theory for a class of degenerate one-phase free boundary problems. In this way we unify the basic theories in free boundary problems like the classical one-phase problem, the obstacle problem, or more…

Analysis of PDEs · Mathematics 2019-12-16 Daniela De Silva , Ovidiu Savin
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