A parabolic variational inequality related to the perpetual American executive stock options

A parabolic variational inequality is investigated which comes from the study of the optimal exercise strategy for the perpetual American executive stock options in financial markets. It is a degenerate parabolic variational inequality and its obstacle condition depends on the derivative of the solution with respect to the time variable. The method of discrete time approximation is used and the existence and regularity of the solution are established.     

Convergence to equilibrium for a parabolic problem with mixed boundary conditions in one space dimension

We prove that any bounded non-negative solution of a degenerate parabolic problem with Neumann or mixed boundary conditions converges to a stationary solution.     

Singular and degenerate anisotropic parabolic equations with a nonlinear source

The Dirichlet problem in arbitrary domain for degenerate and singular anisotropic parabolic equations with a nonlinear source term is considered. We state conditions that guarantee the existence and uniqueness of a global weak solution to the problem. A similar result is proved for the parabolic p-Laplace equation.     

Preservation of convexity of solutions to parabolic equations

In the present paper we find necessary and sufficient conditions on the coefficients of a parabolic equation for convexity to be preserved. A parabolic equation is said to preserve convexity if given a convex initial condition, any solution of moderate growth remains a convex function of the spatial variables for each fixed time.     

Quasilinear parabolic and elliptic equations with nonlinear boundary conditions

This paper is concerned with a class of quasilinear parabolic and elliptic equations in a bounded domain with both Dirichlet and nonlinear Neumann boundary conditions. The equation under consideration may be degenerate or singular depending on the property of the diffusion coefficient. The consideration of the class of equations is motivated by some heat-transfer problems where the heat capacity and thermal conductivity are both temperature dependent. The aim of the paper is to show the existence and uniqueness of a global time-dependent solution of the parabolic problem, existence of maximal and minimal steady-state solutions of the elliptic problem, including conditions for the uniqueness of a solution, and the asymptotic behavior of the time-dependent solution in relation to the steady-state solutions. Applications are given to some heat-transfer problems and an extended logistic reaction–diffusion equation.     

Large time behavior of free boundary for a degenerate parabolic equation with absorption

This work studies the large time behavior of free boundary and continuous dependence on nonlinearity for the Cauchy problem of a degenerate parabolic partial differential equation with absorption. Our objective is to give an explicit expression of speed of propagation of the solution and to show that the solution depends on the nonlinearity of the equation continuously.     

Monotonicity of solutions and blow-up for semilinear parabolic equations with nonlinear memory

We show the existence of monotone in time solutions for a semilinear parabolic equation with memory. The blow-up rate estimate of the solution is known to be a consequence of the monotonicity property.     

Application of the G class of functions in the parabolic class

In this paper,the application of the G class of functions in the parabolic class is considered. The regularity of the solution for the first boundary value problem of parabolic equation in divergence form is proved.     

Harnack inequalities,exponential separation,and perturbations of principal Floquet bundles for linear parabolic equations

We consider the Dirichlet problem for linear nonautonomous second order parabolic equations with bounded measurable coefficients on bounded Lipschitz domains. Using a new Harnack-type inequality for quotients of positive solutions, we show that each positive solution exponentially dominates any solution which changes sign for all times. We then examine continuity and robustness properties of a principal Floquet bundle and the associated exponential separation under perturbations of the coefficients and the spatial domain.     

A singular solution with smooth initial data for a semilinear parabolic equation

We consider the Cauchy problem for a parabolic partial differential equation with a power nonlinearity. Our concern in this paper is the existence of a singular solution with smooth initial data. By using the Haraux-Weissler equation, it is shown that there exist singular forward self-similar solutions. Using this result, we also obtain a sufficient condition for the singular solution with general initial data including smooth initial data.     

一个具有非线性边界条件的抛物系统整体存在性和爆破

In this paper the nonnegative classical solutions of a parabolic system with nonlinear boundary conditions are discussed. The existence and uniqueness of a nonnegative classical solution are proved. And some sufficient conditions to ensure the global existence and nonexistence of nonnegative classical solution to this problem are given.     

On degenerate quasilinear parabolic equations of higher order

In the paper existence results for degenerate quasilinear parabolic initial boundary value problems of higher order are proved. The weak solution is sought in a suitable weighted Sobolev space using the generalized degree theory. Supported by the funds of State Educational Commission of China for returned scholars from abroad.     

Factorization of the Non-Stationary Schrödinger Operator

We consider a factorization of the non-stationary Schr?dinger operator based on the parabolic Dirac operator introduced by Cerejeiras, K?hler and Sommen. Based on the fundamental solution for the parabolic Dirac operators, we shall construct appropriated Teodurescu and Cauchy-Bitsadze operators. Afterwards we will describe how to solve the nonlinear Schr?dinger equation using Banach fixed point theorem.     

Uniqueness of the bounded solution to a strongly degenerate parabolic problem

This paper concerns the uniqueness of the bounded solution to a strongly degenerate parabolic problem. The equation considered may have two kinds of strong degeneracies and there is no restriction on the relation between the two degeneracies. By using Holmgren’s approach, we prove that the bounded solution of the associated initial–boundary value problem is unique under some essentially necessary condition on the growth of the convection.     

A semilinear parabolic system with generalized Wentzell boundary condition

In this paper, we consider a weak coupled semilinear parabolic system with general Wentzell boundary condition. We prove the well-posedness of the problem and derive different conditions in terms of the powers of the nonlinear terms under which the global solution exists and finite time blow-up occurs.     

Blow-up,global existence and exponential decay estimates for a class of quasilinear parabolic problems

This paper deals with a class of nonlinear parabolic problems in divergence form whose solutions, without appropriate data restrictions, might blow up at some finite time. The purpose of this paper is to establish conditions on the data sufficient to guarantee blow-up of solution at some finite time τ$\tau$, conditions to ensure that the solution remains bounded as well as conditions to derive some explicit exponential decay bounds for the solution and its derivatives.     

Asymptotic behavior of solutions to a quasilinear nonuniform parabolic system modelling chemotaxis

In this paper, we study a quasilinear nonuniform parabolic system modelling chemotaxis and taking the volume-filling effect into account. The results on the existence of a unique global classical solution was obtained in Cie?lak (2007) [4]. However, the convergence to equilibrium was not considered in that paper. In this paper, we first obtain the crucial uniform boundedness of the solution. Then with the help of a suitable non-smooth Simon-?ojasiewicz approach we obtain the results on convergence to equilibrium and the decay rate.     

Blow-up phenomena for a semilinear heat equation with nonlinear boundary condition, II

This paper deals with the blow-up of the solution to a semilinear second-order parabolic equation with nonlinear boundary conditions. It is shown that under certain conditions on the nonlinearities and data, blow-up will occur at some finite time and when blow-up does occur upper and lower bounds for the blow-up time are obtained.     

Mildly degenerate Kirchhoff equations with weak dissipation: Global existence and time decay

We consider the hyperbolic-parabolic singular perturbation problem for a degenerate quasilinear Kirchhoff equation with weak dissipation. This means that the coefficient of the dissipative term tends to zero when t→+∞.We prove that the hyperbolic problem has a unique global solution for suitable values of the parameters. We also prove that the solution decays to zero, as t→+∞, with the same rate of the solution of the limit problem of parabolic type.     

Positive solutions of quasilinear parabolic systems with Dirichlet boundary condition

Coupled systems for a class of quasilinear parabolic equations and the corresponding elliptic systems, including systems of parabolic and ordinary differential equations are investigated. The aim of this paper is to show the existence, uniqueness, and asymptotic behavior of time-dependent solutions. Also investigated is the existence of positive maximal and minimal solutions of the corresponding quasilinear elliptic system. The elliptic operators in both systems are allowed to be degenerate in the sense that the density-dependent diffusion coefficients Di(ui) may have the property Di(0)=0 for some or all i=1,…,N, and the boundary condition is ui=0. Using the method of upper and lower solutions, we show that a unique global classical time-dependent solution exists and converges to the maximal solution for one class of initial functions and it converges to the minimal solution for another class of initial functions; and if the maximal and minimal solutions coincide then the steady-state solution is unique and the time-dependent solution converges to the unique solution. Applications of these results are given to three model problems, including a scalar polynomial growth problem, a coupled system of polynomial growth problem, and a two component competition model in ecology.