Related papers: A Crank-Nicolson type minimization scheme for a hy…
For a bounded smooth domain in the plane and smooth boundary data we consider the minimisation of the Willmore functional for graphs subject to Dirichlet or Navier boundary conditions. For $H^2$-regular graphs we show that bounds for the…
This paper studies the Cauchy problem for variable coefficient weakly hyperbolic first order systems of partial differential operators. The hyperbolicity assumption is that for each $t, x$ the principal symbol is hyperbolic. No hypothesis…
We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…
We study the solutions of the one-phase supercooled Stefan problem with kinetic undercooling, which describes the freezing of a supercooled liquid, in one spatial dimension. Assuming that the initial temperature lies between the equilibrium…
This paper characterizes the solution to a finite horizon min-max optimal control problem where the system is linear and discrete-time with control and state constraints, and the cost quadratic; the disturbance is negatively costed, as in…
Hyperbolic programming is the problem of computing the infimum of a linear function when restricted to the hyperbolicity cone of a hyperbolic polynomial, a generalization of semidefinite programming. We propose an approach based on symbolic…
In this article we are interested in the boundary stabilization in finite time of one-dimensional linear hyperbolic balance laws with coefficients depending on time and space. We extend the so called "backstepping method" by introducing…
Time-dependent models of fluid motion in thin layers, subject to signed source terms, represent important sub-problems within climate dynamics. Examples include ice sheets, sea ice, and even shallow oceans and lakes. We address these…
The general theory on exact boundary controllability for general first order quasilinear hyperbolic systems requires that the characteristic speeds of system do not vanish. This paper deals with exact boundary controllability, when this is…
We present a graph-based numerical method for solving hyperbolic systems of conservation laws using discontinuous finite elements. This work fills important gaps in the theory as well as practice of graph-based schemes. In particular, four…
We study the free boundary problem for the equations of compressible Euler equations with a vacuum boundary condition. Our main goal is to recover in Eulerian coordinates the earlier well-posedness result obtained by Lindblad [Lindblad H.,…
We analyze the wave equation in mixed form, with periodic and/or Dirichlet homogeneous boundary conditions, and nonconstant coefficients that depend on the spatial variable. For the discretization, the weak form of the second equation is…
We consider a Hamiltonian system of free boundary type, showing first uniform bounds and existence of solutions and of the free boundary. Then, for any smooth and bounded domain, we prove uniqueness of positive solutions in a suitable…
For the Alt-Caffarelli problem, we study free boundary regularity of energy minimizers. In six dimensions, we show that free boundaries are analytic for generic boundary data. In general, we improve previous generic Hausdorff dimensions of…
The purpose of this paper is to analyze and compute the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility which can be a function of the second derivative of the option price itself. A…
A numerical scheme is developed for solution of the Goursat problem for a class of nonlinear hyperbolic systems with an arbitrary number of independent variables. Convergence results are proved for this difference scheme. These results are…
A theoretical framework and numerical techniques to solve optimal control problems with a spatial trace term in the terminal cost and governed by regularized nonlinear hyperbolic conservation laws are provided. Depending on the spatial…
This paper presents, using dynamical system theory, a framework for investigating the turnpike property in nonlinear optimal control. First, it is shown that a turnpike-like property appears in general dynamical systems with hyperbolic…
We propose a method to determine the smoothness of sufficiently flat solutions of one phase Hele-Shaw problems. The novelty is the observation that under a flatness assumption the free boundary --represented by the hodograph transform of…
We prove optimal regularity and a detailed analysis of the free boundary of the solutions to the thin obstacle problem for nonparametric minimal surfaces with flat obstacles.