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In this work, a pricing model for a defaultable corporate bond with credit rating migration risk is established. The model turns out to be a free boundary problem with two free boundaries. The latter are the level sets of the solution but…

Analysis of PDEs · Mathematics 2023-07-21 Yuchao Dong , Jin Liang , Claude-Michel Brauner

We consider a free boundary model of epithelial cell migration with logistic growth and nonlinear diffusion induced by mechanical interactions. Using numerical simulations, phase plane and perturbation analysis, we find and analyse…

Pattern Formation and Solitons · Physics 2020-10-05 Ryan J Murphy , Pascal R Buenzli , Ruth E Baker , Matthew J Simpson

We consider an evolution equation of parabolic type in R having a travelling wave solution. We perform an appropriate change of variables which transforms the equation into a non local evolution one having a travelling wave solution with…

Analysis of PDEs · Mathematics 2015-03-17 Jose M. Arrieta , Maria Lopez-Fernandez , Enrique Zuazua

Consider the thin-film equation $h_t + \left(h h_{yyy}\right)_y = 0$ with a zero contact angle at the free boundary, that is, at the triple junction where liquid, gas, and solid meet. Previous results on stability and well-posedness of this…

Analysis of PDEs · Mathematics 2020-08-25 Manuel V. Gnann , Slim Ibrahim , Nader Masmoudi

We study an incompressible Darcy's free boundary problem, recently introduced in [22]. Our goal is to prove the existence of non-trivial traveling wave solutions and thus validate the interest of this model to describe cell motility. The…

Analysis of PDEs · Mathematics 2022-05-10 Thomas Alazard , Martina Magliocca , Nicolas Meunier

We study the transmission problem in bounded domains with dissipative boundary conditions. Under some natural assumptions, we prove uniform bounds of the corresponding resolvents on the real axis at high frequency, and as a consequence, we…

Analysis of PDEs · Mathematics 2015-05-14 Fernando Cardoso , Georgi Vodev

In this paper, we consider the stabilization of wave equations with moving boundary. First, we show the solution behaviour of wave equation with Neumann boundary conditions, that is, the energy of wave equation with mixed boundary…

Analysis of PDEs · Mathematics 2021-03-26 Lingyang Liu , Hang Gao

We prove the existence of a traveling wave solution for a boundary reaction diffusion equation when the reaction term is the combustion nonlinearity with ignition temperature. A key role in the proof is plaid by an explicit formula for…

Analysis of PDEs · Mathematics 2011-01-25 L. Caffarelli , A. Mellet , Y. Sire

The present research is devoted to the problem of stability of the fluid flow moving in a channel with flexible walls and interacting with the walls, which are subject to traveling waves. Experimental data shows that the energy of the…

Fluid Dynamics · Physics 2021-01-01 Marianna A. Shubov , Madeline M. Edwards

In this paper, we study a nonlinear boundary diffusion equation of porous medium type arising from a boundary control problem. We give a complete and sharp characterization of the asymptotic behavior of its solutions, and prove the…

Analysis of PDEs · Mathematics 2024-02-07 Tianling Jin , Jingang Xiong , Xuzhou Yang

In this paper, we investigate the instability of the spherical travelling wave solutions for the Transport-Stokes system in $\mathbb{R}^3$. First, a classical scaling argument ensures instability among all probability measures for the…

Analysis of PDEs · Mathematics 2024-12-20 Matthieu Bonnivard , Amina Mecherbet

We study weak solutions for a class of free boundary problems which includes as a special case the classical problem of traveling waves on water of finite depth. We show that such problems are equivalent to problems in fixed domains and…

Complex Variables · Mathematics 2009-10-04 Eugen Varvaruca

We study travelling-wave solutions for a reaction-diffusion system arising as a model for host-tissue degradation by bacteria. This system consists of a parabolic equation coupled with an ordinary differential equation. For large values of…

Analysis of PDEs · Mathematics 2007-05-23 Danielle Hilhorst , John R. King , Matthias Röger

We study two systems of reaction diffusion equations with monostable or bistable type of nonlinearity and with free boundaries. These systems are used as multi-species competitive model. For two-species models, we prove the existence of a…

Analysis of PDEs · Mathematics 2013-07-23 Jian Yang , Bendong Lou

Recently, the Whitham and capillary-Whitham equations were shown to accurately model the evolution of surface waves on shallow water. In order to gain a deeper understanding of these equations, we compute periodic, traveling-wave solutions…

Fluid Dynamics · Physics 2019-02-01 John D. Carter , Morgan Rozman

We study the Muskat problem for one fluid in arbitrary dimension, bounded below by a flat bed and above by a free boundary given as a graph. In addition to a fixed uniform gravitational field, the fluid is acted upon by a generic force…

Analysis of PDEs · Mathematics 2023-06-02 Huy Q. Nguyen , Ian Tice

We study an integro-differential equation that describes the slow erosion of granular flow. The equation is a first order non-linear conservation law where the flux function includes an integral term. We show that there exist unique…

Analysis of PDEs · Mathematics 2013-03-20 Graziano Guerra , Wen Shen

In this study, we analyze the behavior of monotone traveling waves of a one-dimensional porous medium equation modeling mechanical properties of living tissues. We are interested in the asymptotics where the pressure, which governs the…

Analysis of PDEs · Mathematics 2021-08-25 Anne-Laure Dalibard , Gabriela Lopez-Ruiz , Charlotte Perrin

This paper considers a mortgage contract where the borrower pays a fixed mortgage rate and has the choice of making prepayment. Assume the market interest follows the CIR model, a free boundary problem is formulated. Here we focus on the…

Pricing of Securities · Quantitative Finance 2009-09-30 Dejun Xie

Convertible bonds give rise to the so-called free boundary; i.e., an unknown boundary between continuation and conversion regions of the bond. The characteristic feature of such a bond, with an extra call feature, is that the free boundary…

Analysis of PDEs · Mathematics 2013-04-10 Sadna Sajadini
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