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In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…

数理金融 · 定量金融 2017-02-17 Jean-Pierre Fouque , Ning Ning

This article is concerned with a system of semilinear parabolic equations with two free boundaries describing the spreading fronts of the invasive species in a mutualistic ecological model. The local existence and uniqueness of a classical…

偏微分方程分析 · 数学 2014-05-20 Mei Li

Static manifolds with boundary were recently introduced by Cruz and Vit\'orio in the context of the prescribed scalar curvature problem in a manifold with boundary with prescribed mean curvature. This kind of manifold is also interesting…

微分几何 · 数学 2025-05-12 Stanislav Demurov , Vladimir Medvedev

We study a two-phase free boundary problem in which the two-phases satisfy an impenetrability condition. Precisely, we have two ordered positive functions, which are harmonic in their supports, satisfy a Bernoulli condition on the one-phase…

偏微分方程分析 · 数学 2023-09-06 Lorenzo Ferreri , Bozhidar Velichkov

We study solutions to a variational equation that models heat control on the boundary. This problem can be thought of as the two phase parabolic Signorini problem. We show that when the solution has a sign on the boundary, the study of the…

偏微分方程分析 · 数学 2015-09-14 Mark Allen , Wenhui Shi

The inverse problem treated in this article consists in reconstructing the electrical conductivity from the free response of the system in the magneto-quasi-stationary (MQS) limit. The MQS limit corresponds to a diffusion PDE. In this…

偏微分方程分析 · 数学 2024-10-08 Antonello Tamburrino , Gianpaolo Piscitelli , Zhengfang Zhou

This dissertation presents a new coupled electro-mechanical model that is an improvement on the classical parallel-plate approximation. The model employs a hyperbolic function to account for the beam deformed shape and electrostatic field.…

应用物理 · 物理学 2017-08-24 Xi Luo

We show existence of solutions for the equations of static atomistic nonlinear elasticity theory on a bounded domain with prescribed boundary values. We also show their convergence to the solutions of continuum nonlinear elasticity theory,…

偏微分方程分析 · 数学 2016-06-30 Julian Braun , Bernd Schmidt

The present paper is devoted to the joint motion of two immiscible incompressible liquids in porous media. The liquids have different densities and initially separated by a surface of strong discontinuity (free boundary). We discuss the…

微分几何 · 数学 2011-10-10 O. V. Galtsev , A. M. Meirmanov

The method of fundamental solutions (MFS) is known to be effective for solving 3D Laplace and Stokes Dirichlet boundary value problems in the exterior of a large collection of simple smooth objects. Here we present new scalable MFS…

数值分析 · 数学 2025-08-22 Anna Broms , Alex H. Barnett , Anna-Karin Tornberg

If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the…

微分几何 · 数学 2017-03-14 Giovanni Moreno , Monika Ewa Stypa

In this paper we study the local wellposedness of the solution to a non-linear parabolic-dispersive coupled system which models a Micro-Electro-Mechanical System (MEMS). A simple electrostatically actuated MEMS capacitor device has two…

偏微分方程分析 · 数学 2023-12-06 Heiko Gimperlein , Runan He , Andrew A. Lacey

Using a direct approach, we prove a $2$-dimensional epiperimetric inequality for the one-phase problem in the scalar and vectorial cases and for the double-phase problem. From this we deduce, in dimension $2$, the $C^{1,\alpha}$ regularity…

偏微分方程分析 · 数学 2017-02-10 Luca Spolaor , Bozhidar Velichkov

Using the Lindblad equation approach, we study the nonequilibrium stationary state of a benzene ring connected to two reservoirs in the large bias regime, a prototype of a generic molecular electronic device. We show the emergence of an…

强关联电子 · 物理学 2022-04-26 Andrea Nava , Domenico Giuliano , Luca Lepori , Marco Rossi

We consider diatomic systems in which the kinetic energy of the electrons is treated in a simple relativistic model. The Born-Oppenheimer approximation is assumed. We investigate questions of stability, deducing bounds on the number $N$ of…

数学物理 · 物理学 2015-05-18 Natalie Gilka

In this paper we study asymptotic behavior of solutions for a free boundary problem modeling the growth of tumors containing two species of cells: proliferating cells and quiescent cells. This tumor model was proposed by Pettet et al in…

偏微分方程分析 · 数学 2007-12-18 Shangbin Cui

We introduce a framework for the design of finite element methods for two-dimensional moving boundary problems with prescribed boundary evolution that have arbitrarily high order of accuracy, both in space and in time. At the core of our…

数值分析 · 数学 2015-06-19 Evan S. Gawlik , Adrian J. Lew

We consider non-relativistic systems in quantum mechanics interacting through the Coulomb potential, and discuss the existence of bound states which are stable against spontaneous dissociation into smaller atoms or ions. We review the…

原子物理 · 物理学 2009-11-10 E. A. G. Armour , J. -M. Richard , K. Varga

We give a description of the structure of finite Morse index solutions to two free boundary problems in $\mathbb{R}^2$. These free boundary problems are models of phase transition and they are closely related to minimal hypersurfaces. We…

偏微分方程分析 · 数学 2017-12-05 Kelei Wang

A mathematical model for the poroelastic materials (PEM) with the variable volume is developed in multidimensional case. Governing equations of the model are constructed using the continuity equations, which reflect the well-known physical…

数学物理 · 物理学 2024-09-19 Roman Cherniha , Vasyl' Davydovych , Joanna Stachowska-Pietka , Jacek Waniewski