On a phase-change problem arising from inductive heating

In this paper we study a phase-change problem arising from induction heating. The mathematical model consists of time-harmonic Maxwell’s system in a quasi-stationary field coupled with nonlinear heat conduction. The enthalpy form is used to characterize the phase-change in the material. It is shown that the problem has a global solution. Moreover, it is shown that the solution is unique and regular in one-space dimension even with an unbounded resistivity. This work is supported in part by a NSF grant: DMS-0102261     

A parabolic variational inequality arising from the valuation of strike reset options

A strike reset option is an option that allows its holder to reset the strike price to the prevailing underlying asset price at a moment chosen by the holder. The pricing model of the option can be formulated as a one-dimensional parabolic variational inequality, or equivalently, a free boundary problem, where the free boundary just corresponds to the optimal reset strategy adopted by the holder of the option. This paper is concerned with the theoretical analysis of the model. The existence and uniqueness of the solution are established. Furthermore, we study properties of the free boundary. The monotonicity and C^∞ smoothness of the free boundary are proven in some situations.     

On an inverse problem arising in continuous casting of steel billets

In continuous casting of steel, the control of the solidification front by means of the amount of water sprayed onto the strand is of great practical interest. We study the thermal history in a continuously cast cylindrical billet. The mathematical model is a two-dimensional nonlinear heat equation div[k(u)gradu] = ut subject to water-cooling and heat radiation boundary conditions. We establish existence, uniqueness and stability results for both the temperature field and the solidification front. We study the monotonicity behaviour of the temperature field and show that certain technically easy-to-realize cooling-strategies may generate double liquid fingers at the final stage of solidification. The inverse problem of determining the cooling strategy is an ill-posed problem. We therefore use Tikhonov regularization as a stable and convergent methodfor treating this problem.     

Asymptotic stability for a free boundary problem arising in a tumor model

We consider a tumor model in which all cells are proliferating at a rate μ and their density is proportional to the nutrient concentration. The model consists of a coupled system of an elliptic equation and a parabolic equation, with the tumor boundary as a free boundary. It is known that for an appropriate choice of parameters, there exists a unique spherically symmetric stationary solution with radius RS which is independent of μ. It was recently proved that there is a function μ_∗(RS) such that the spherical stationary solution is linearly stable if μ<μ_∗(RS) and linearly unstable if μ>μ_∗(RS). In this paper we prove that the spherical stationary solution is nonlinearly stable (or, asymptotically stable) if μ<μ_∗(RS).     

A phase transition for a stochastic PDE related to the contact process

Summary We consider the one-dimensional heat equation, with a semilinear term and with a nonlinear white noise term. R. Durrett conjectured that this equation arises as a weak limit of the contact process with longrange interactions. We show that our equation possesses a phase transition. To be more precise, we assume that the initial function is nonnegative with bounded total mass. If a certain parameter in the equation is small enough, then the solution dies out to 0 in finite time, with probability 1. If this parameter is large enough, then the solution has a positive probability of never dying out to 0. This result answers a question of Durett.Supported by an NSA grant, and by the Army's Mathematical Sciences Institute at Cornell     

An initial boundary-value problem for model electromagnetoelasticity system

In this paper we consider an initial boundary-value problem related to the electrodynamics of vibrating elastic media. The aim is to prove an existence and uniqueness result for a model describing the nonlinear interactions of the electromagnetic and elastic waves. We assume that the motion of the continuum occurs at velocities that are much smaller than the propagation velocity of the electromagnetic waves through the elastic medium. The model under study consists of two coupled differential equations, one of them is the hyperbolic equation (an analog of the Lamé system) and another one is the parabolic equation (an analog of the diffusion Maxwell system). One stability result is proved too.     

On the singular set of the parabolic obstacle problem

This paper is devoted to regularity results and geometric properties of the singular set of the parabolic obstacle problem with variable right-hand side. Making use of a monotonicity formula for singular points, we prove the uniqueness of blow-up limits at singular points. These results apply to parabolic obstacle problem with variable coefficients.     

A comparison principle for weak solutions of the Cauchy problem for quasilinear parabolic inequalities

We obtain a new comparison principle for weak solutions of the Cauchy problem for a wide class of quasilinear parabolic inequalities. This is a nonlinear result with no analogue in linear theory. Received: 13 January 2005     

Application of variational inequalities to the moving-boundary problem in a fluid model for biofilm growth

We consider a moving-boundary problem associated with the fluid model for biofilm growth proposed by J. Dockery and I. Klapper, Finger formation in biofilm layers, SIAM J. Appl. Math. 62 (3) (2001) 853–869. Notions of classical, weak, and variational solutions for this problem are introduced. Classical solutions with radial symmetry are constructed, and estimates for their growth given. Using a weighted Baiocchi transform, the problem is reformulated as a family of variational inequalities, allowing us to show that, for any initial biofilm configuration at time t=0$t=0$ (any bounded open set), there exists a unique weak solution defined for all t≥0$t\ge 0$.     

Bifurcation for a free boundary problem modeling the growth of multi-layer tumors

In this paper we study bifurcations for a free boundary problem modeling the growth of multi-layer tumors under the action of inhibitors. An important feature of this problem is that the surface tension effect of the free boundary is taken into account. By reducing this problem into an abstract bifurcation equation in a Banach space, overcoming some technical difficulties and finally using the Crandall–Rabinowitz bifurcation theorem, we prove that this problem has infinitely many branches of bifurcation solutions bifurcating from the flat solution.     

Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators

This paper is devoted to a proof of regularity, near the initial state, for solutions to the Cauchy-Dirichlet and obstacle problem for a class of second order differential operators of Kolmogorov type. The approach used here is general enough to allow us to consider smooth obstacles as well as non-smooth obstacles.     

On a nonclassical fractional boundary-value problem for the Laplace operator

In this paper we consider a boundary-value problem for the Poisson equation with a boundary condition comprising the fractional derivative in time and the right-hand sides dependent on time. We prove the one-valued solvability of this problem, and provide the coercive estimates of the solution.     

A Stefan problem in combustion

This paper deals with a mathematical model of a condensed two-phase combustion process which describes combustion of solid materials in which melting occurs. The paper shows the existence of a weak solution of the resulting differential equations system and, furthermore, shows that the phase change set (the set where the temperature is equal to the given constant melting temperature) is not a front but a whole mushy region. For this mushy region an estimate in measure is given.This work has been supported by the Deutsche Forschungsgemeinschaft.     

Global identifiability for an inverse problem for the Schrödinger equation in a magnetic field

Partially supported by NSF Grant DMS-9123742     

On the non-existence of global solutions to the Cauchy problem for semilinear parabolic equations and inequalities

We generalize and improve recent non-existence results for global solutions to the Cauchy problem for the inequality as well as for the equation u_t = Δu + |u|^q in the half-space . Received: 16 September 2005     

The first initial–boundary-value problem for a nonlinear model of the electrodynamics of vibrating elastic media

The first initial–boundary-value problem for nonlinear differential equations describing the interactions of a vibrating electroconductive body and the electromagnetic field is studied. We assume that the motion of the body occurs at velocities that are much smaller than the velocity of propagation of the electromagnetic waves through the elastic medium. The model under study consists of two coupled differential equations; one of them is the hyperbolic equation (an analogue of the Lamé system) and the other is the parabolic equation (an analogue of the diffusion Maxwell system). We prove an existence and uniqueness result. The proof is based on the classical Faedo–Galerkin method.     

A Liouville type theorem for a variational problem with free boundary in three dimensions

We consider the minimum problem for the functional

_EΩ(u)=_∫Ω(|Du|²+λ²_χ{u>0})$E_{\Omega }\left(u\right)={\int }_{\Omega }({\left|Du\right|}^2+{\lambda }^2{\chi }_{\{u>0\}})$

in three dimensional space, where λ>0$\lambda >0$ is a constant. We will establish a Liouville type theorem for this variational problem: if u∈C(R³)$u\in C\left({\mathbb{R}}^3\right)$ is a nonnegative and nonzero global minimizer, then u(x)=λ((x−_x0)⋅ν)⁺$u\left(x\right)=\lambda {((x-x_0)\cdot \nu )}^{+}$ for some point _x0$x_0$ and some unit vector ν$\nu$.     

The scaling limit for a stochastic PDE and the separation of phases

Summary We investigate the problem of singular perturbation for a reaction-diffusion equation with additive noise (or a stochastic partial differential equation of Ginzburg-Landau type) under the situation that the reaction term is determined by a potential with double-wells of equal depth. As the parameter (the temperature of the system) tends to 0, the solution converges to one of the two stable phases and consequently the phase separation is formed in the limit. We derive a stochastic differential equation which describes the random movement of the phase separation point. The proof consists of two main steps. We show that the solution stays near a manifoldM of minimal energy configurations based on a Lyapunov type argument. Then, the limit equation is identified by introducing a nice coordinate system in a neighborhood ofM .Research partially supported by Japan Society for the Promotion of Science