Related papers: Free Boundary Formulations for two Extended Blasiu…
A method is proposed for accurately describing arbitrary-shaped free boundaries in single-grid finite-difference schemes for elastodynamics, in a time-domain velocity-stress framework. The basic idea is as follows: fictitious values of the…
This paper studies the parabolic free boundary problem arising from pricing American-style put options on an asset whose index follows a geometric Brownian motion process. The contribution is to propose a condition for that the early…
In this paper we study the fully nonlinear free boundary problem $$ {{array}{ll} F(D^2u)=1 & \text{a.e. in}B_1 \cap \Omega |D^2 u| \leq K & \text{a.e. in}B_1\setminus\Omega, {array}. $$ where $K>0$, and $\Omega$ is an unknown open set. Our…
We will study a free boundary value problem driven by a source term which is quite {\it irregular}. In the process, we will establish a monotonicity result, and regularity of the solution.
Recently, we have proposed a new free boundary problem representing the bread baking process in a hot oven. Unknown functions in this problem are the position of the evaporation front, the temperature field and the water content. For…
A free boundary problem for the incompressible neo-Hookean elastodynamics is studied in two and three spatial dimensions. The a priori estimates in Sobolev norms of solutions with the physical vacuum condition are established through a…
This paper presents necessary and sufficient optimality conditions for problems of the fractional calculus of variations with a Lagrangian depending on the free end-points. The fractional derivatives are defined in the sense of Caputo.
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…
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…
In this paper, we continue our investigations into the global theory of oblique boundary value problems for augmented Hessian equations. We construct a global barrier function in terms of an admissible function in a uniform way when the…
In this paper we are concerned with a two-penalty boundary obstacle problem of interest in thermics, fluid dynamics and electricity. Specifically, we prove existence, uniqueness and optimal regularity of the solutions, and we establish…
We study the regularity of the "free surface" in boundary obstacle problems. We show that near a non-degenerate point the free boundary is a $C^{1,\alpha}$ $(n-2)$-dimensional surface in $\real^{n-1}$.
As a sequel to the paper [9], we study the existence and properties of Lipschitz solutions to the initial-boundary value problem of some forward-backward parabolic equations with diffusion fluxes violating Fourier's inequality.
The ordinary Poisson brackets in field theory do not fulfil the Jacobi identity if boundary values are not reasonably fixed by special boundary conditions. We show that these brackets can be modified by adding some surface terms to lift…
We introduce the most general class of linear boundary-value problems for systems of first-order ordinary differential equations whose solutions belong to the complex H\"older space $C^{n+1,\alpha}$, with $0\leq n\in\mathbb{Z}$ and…
We study the existence, uniqueness and regularity of solutions of the equation $f_t = \Delta_p f = \text{div} (|Df|^{p-2} Df)$ under over-determined boundary conditions $f = 0$ and $|Df| = 1$. We show that if the initial data is concave and…
This article investigates the exceptional set of the boundary for the following problem: \begin{equation*} \begin{aligned} -\frac{\partial u}{\partial t} + \mathcal{M}_{\lambda,\Lambda}^+(D^2u) + b(x,t)\cdot Du + c(x,t)u =0 \quad \rm{in} ~…
In this paper, within scaling invariance theory, we define and apply to the numerical solution of a similarity boundary layer model an iterative transformation method. The boundary value problem to be solved depends on a parameter and is…
We systematically derive the Lax pair formulation for both discrete and continuum integrable classical theories with consistent boundary conditions.
We study a fractional analogue of a plasma problem arising from physics. Specifically, for a fixed bounded domain $\Omega$ we study solutions to the eigenfunction equation \[ (- \Delta)^s u = \lambda(u- \gamma)_+ \] with $u \equiv 0$ on…