相关论文: On transparent boundary conditions for the high--o…

We consider the initial boundary value problem of non-homogeneous stochastic heat equation. The derivative of the solution with respect to time receives heavy random perturbation. The space boundary is Lipschitz and we impose non-zero…

We consider the homogeneous heat equation in a domain $\Omega$ in $\mathbb{R}^n$ with vanishing initial data and the Dirichlet boundary condition. We are looking for solutions in $W^{r,s}_{p,q}(\Omega\times(0,T))$, where $r < 2$, $s < 1$,…

It is well known that the tropical climate model is an important model to describe the interaction of large scale flow fields and precipitation in the tropical atmosphere. In this paper, we address the issue of global well-posedness for 2D…

This paper considers the initial-boundary value problem for the heat equation with a dynamic type boundary condition. Under some regularity, consistency and orthogonality conditions, the existence, uniqueness and continuous dependence upon…

In this paper, we consider the initial-boundary value problem to the three-dimensional primitive equations for the oceanic and atmospheric dynamics with only horizontal eddy viscosities in the horizontal momentum equations and only vertical…

The Initial-Boundary Value Problem for the heat equation is solved by using a new algorithm based on a random walk on heat balls. Even if it represents a sophisticated generalization of the Walk on Spheres (WOS) algorithm introduced to…

We formulate an initial boundary value problem (IBVP) for the vacuum Einstein equations by describing the boundary conditions of a spacetime metric in its associated gauge. This gauge is determined, equivariantly with respect to…

A map from the initial conditions to the values of the function and its first spatial derivative evaluated at the interface is constructed for the heat equation on finite and infinite domains with $n$ interfaces. The existence of this map…

We consider nonlinear diffusion equations of the form $\partial_t u= \Delta \phi(u)$ in $\mathbb R^N$ with $N \ge 2.$ When $\phi(s) \equiv s$, this is just the heat equation. Let $\Omega$ be a domain in $\mathbb R^N$, where $\partial\Omega$…

For a one-dimensional mildly quasilinear wave equation given in the upper half-plane, we consider the Cauchy problem. The initial conditions have discontinuity of the first kind at one point. We construct the solution using the method of…

This paper focuses on the numerical solution of a dual-phase-lag heat conduction equation on a space unbounded domain. First, based on the Laplace transform and the Pad\'e approximation, a high-order local artificial boundary condition is…

We prove the existence of a fundamental solution of the Cauchy initial boundary value problem on the whole space for a parabolic partial differential equation with discontinuous unbounded first-order coefficient at the origin. We establish…

In this paper we consider the " exterior approach " to solve the inverse obstacle problem for the heat equation. This iterated approach is based on a quasi-reversibility method to compute the solution from the Cauchy data while a simple…

We study a parabolic initial-boundary-value problem for a system of two differential equations with two boundary conditions of different orders, the Dirichlet and Neumann ones. It occurs specifically in the heat-mass transfer theory. We…

We obtained a new representation of a solution of the heat conduction equation with boundary condition of the third kind for a layer. The result is presented as a superposition of fundamental solutions for an unbounded system with variable…

By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet boundary condition at zero.

In this paper, we are concerned with the initial-boundary value problem to the 2D magneto-micropolar system with zero angular viscosity in a smooth bounded domain. We prove that there exists a unique global strong solution of such a system…

We discuss the initial boundary value problem for a heat equation in a domain surrounded by a layer. The main features of this problem are twofold: on one hand, the layer is thin compared to the scale of the domain, and on the other hand,…

This paper considers the valuation of a European call option under the Heston stochastic volatility model. We present the asymptotic solution to the option pricing problem in powers of the volatility of variance. Then we introduce the…

We prove well-posedness results for the solution to an initial and boundary-value problem for an Allen-Cahn type equation describing the phenomenon of phase transitions for a material contained in a bounded and regular domain. The dynamic…