Multidimensional transonic shocks and free boundary problems for nonlinear equations of mixed type

We establish the existence and stability of multidimensional transonic shocks for the Euler equations for steady potential compressible fluids. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for the velocity, can be written as a second-order, nonlinear equation of mixed elliptic-hyperbolic type for the velocity potential. The transonic shock problem can be formulated into the following free boundary problem: The free boundary is the location of the transonic shock which divides the two regions of smooth flow, and the equation is hyperbolic in the upstream region where the smooth perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem. Our results indicate that there exists a unique solution of the free boundary problem such that the equation is always elliptic in the downstream region and the free boundary is smooth, provided that the hyperbolic phase is close to a uniform flow. We prove that the free boundary is stable under the steady perturbation of the hyperbolic phase. We also establish the existence and stability of multidimensional transonic shocks near spherical or circular transonic shocks.

     

A NUMERICAL METHOD FOR DETERMINING THE OPTIMAL EXERCISE PRICE TO AMERICAN OPTIONS

American Options can be exercised prior to the date of expiration,the valuation of American options then constitutes a free boundary value problem.How to determine the free boundary,i.e. the optimal exercise price,is a key problem.In this paper,a nonlinear equation is given.The free boundary can be obtained by solving the nonlinear equation and the numerical results are better.     

On the Global-in-Time Existence of a Generalized Solution to a Free-Boundary Problem

A problem with free (unknown) boundary for a one-dimensional diffusion-convection equation is considered. The unknown boundary is found from an additional condition on the free boundary. By the extension of the variables, the problem in an unknown domain is reduced to an initial boundary-value problem for a strictly parabolic equation with unknown coefficients in a known domain. These coefficients are found from an additional boundary condition that enables the construction of a nonlinear operator whose fixed points determine a solution of the original problem.

     

The Stochastic Control Model for Use Conversion of Land

In this paper, the authors investigate the optimal conversion rate at which land use is irreversibly converted from biodiversity conservation to agricultural production. This problem is formulated as a stochastic control model, then transformed into a HJB equation involving free boundary. Since the state equation has singularity, it is difficult to directly derive the boundary value condition for the HJB equation. They provide a new method to overcome the difficulty via constructing another auxi...     

一个与硅氧化有关的粘性可压缩流体的自由边界问题

本文研究一个描述硅的氧化过程的自由边界问题．它的数学模型是一个可压缩的Ｎａｖｉｏｒ－Ｓｔｏｋｅｓ方程与一个抛物方程以及一个双曲方程的耦合，其中在自由边界上存在表面张力并且密度方程是非齐次的．本文将证明只要已知数据满足相容性条件，则上述问题有唯一局部强解．     

An adaptive algorithm for the Thomas–Fermi equation

A free boundary value problem is introduced to approximate the original Thomas–Fermi equation. The unknown truncated free boundary is determined iteratively. We transform the free boundary value problem to a nonlinear boundary value problem defined on [0,1]. We present an adaptive algorithm to solve the problem by means of the moving mesh finite element method. Comparison of our numerical results with those obtained by other approaches shows high accuracy of our method.     

A free boundary problem in an absorbing porous material with saturation dependent permeability

We prove a well posedness result for a free boundary problem describing the filtration of an incompressible viscous fluid in a porous medium containing water absorbing granules.?The location of the wetting front (the free boundary) is described by a Stefan like problem for a parabolic equation which is coupled with an hyperbolic equation describing the absorption kinetic of the granules. Received December 1999     

The method of lines for Poisson's equation with nonlinear or free boundary conditions

Summary The method of lines is used to solve Poisson's equation on an irregular domain with nonlinear or free boundary conditions. The partial differential equation is approximated by a system of second order ordinary differential equations subject to multi-point boundary conditions. The system is solved with an SOR iteration which employs invariant imbedding for each one dimensional problem. An application of the method to a boundary control problem and to a free surface problem arising in electrochemical machining is described. Finally, some theoretical convergence results are presented for a model problem with radiative boundary conditions on fixed boundaries.This work was supported by the U.S. Army Research Office under Grant DA-AG29-76-G-0261     

A free boundary problem of diffusion equation with integral condition

We consider a free boundary problem of heat equation with integral condition on the unknown free boundary. Results of solution regularity and problem well-posedness are presented.     

Regularity of solutions to a free boundary problem modeling tumor growth by Stokes equation

In this paper we investigate regularity of solutions to a free boundary problem modeling tumor growth in fluid-like tissues. The model equations include a quasi-stationary diffusion equation for the nutrient concentration, and a Stokes equation with a source representing the proliferation density of the tumor cells, subject to a boundary condition with stress tensor effected by surface tension. This problem is a fully nonlinear problem involving nonlocal terms. Based on the employment of the functional analytic method and the theory of maximal regularity, we prove that the free boundary of this problem is real analytic in temporal and spatial variables for initial data of less regularity.     

Heat Conduction with Flux Condition on a Free Patch

A new free boundary or free patch problem for the heat equation is presented. In the problem a nonlinear heat flux condition is prescribed on a free portion of the boundary, the patch, the position of which depends on the solution. The existence of a weak solution is established using the theory of set-valued pseudomonotone operators.     

A free boundary problem of elliptic equation arising in supersonic flow past a conical body

We study free boundary value problems of elliptic equation caused by a supersonic flow past a non-symmetric conical body. The flow is described by the potential flow equation. In the self-similar coordinate system the problem can be reduced to a boundary value problem of second order nonlinear elliptic equation with a free boundary. Applying the partial hodograph transformation and the method of nonlinear alternative iteration we proved the existence of solution to this boundary value problem. Consequently, we also proved the conclusion that for the problem of supersonic flow past a conical body, if the conical body is slightly different from a circular cone with its vertex angle less than a given value determined by the parameters of the coming flow, then there exists a weak entropy solution with an attached conical shock.     

Internal layer oscillations in FitzHugh-Nagumo equation

A controller-propagator system with a FitzHugh-Nagumo equation can be reduced to a free boundary problem when a layer parameter ε is equal to zero. We shall show the existence of solutions and the occurence of a Hopf bifurcation for this free boundary problem as the controlling parameter τ varies.     

Singular limit of a competition–diffusion system with large interspecific interaction

We consider a competition–diffusion system for two competing species; the density of the first species satisfies a parabolic equation together with an inhomogeneous Dirichlet boundary condition whereas the second one either satisfies a parabolic equation with a homogeneous Neumann boundary condition, or an ordinary differential equation. Under the situation where the two species spatially segregate as the interspecific competition rate becomes large, we show that the resulting limit problem turns out to be a free boundary problem. We focus on the singular limit of the interspecific reaction term, which involves a measure located on the free boundary.     

A nonoverlapping domain decomposition method for variational inequalities derived from free boundary problems

The article proposes a nonoverlapping domain decomposition method for variational inequalities derived from free boundary problems. The free boundary value problem is broken up into two problems on nonoverlapping regions. In one region the problem is treated as a partial differential equation, while in the second region that contains the free boundary part, a variational inequality is considered. By solving these two related problems successively, we have shown that the successive solutions converge to the solution of the original problem. Application to a free surface seepage problem is given. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

具有两种流体的轴对称渗流的一个自由边界问题

本文处理带有两种流体的轴对称的一个自由边界问题，其中在渗流区域的上部都是油，下部是水，这是同时取油注水的一个数学模型。下面，我们将用复分析方法求出此自由边界问题的一个解，并证明其解的唯一性。     

Asymptotics for a free boundary model in price formation

We study the asymptotics for a large time of solutions to a one-dimensional parabolic evolution equation with non-standard measure-valued right hand side, that involves derivatives of the solution computed at a free boundary point. The problem is a particular case of a mean-field free boundary model proposed by Lasry-Lions on price formation and dynamic equilibria.The main step in the proof is based on the fact that the free boundary disappears in the linearized problem, thus it can be treated as a perturbation through semigroup theory. This requires a delicate choice for the function spaces since higher regularity is needed near the free boundary. We show global existence for solutions with initial data in a small neighborhood of any equilibrium point, and exponential decay towards a stationary state. Moreover, the family of equilibria of the equation is stable, as follows from center manifold theory.     

Free boundary problems with nonlinear source terms

Summary The method of lines is used to semi-discretize the non-linear Poisson equation over a domain with a free boundary. The resulting multipoint free boundary problem is solved with a line Gauss-Seidel method which is shown to converge monotonically. The method of lines solution is then shown to converge to the continuous solution of the variational inequality form of the obstacle problem. Some numerical results for the diffusion-reaction equation indicate that the method is applicable to more general free boundary problems for nonlinear elliptic equations.This research was supported by the U.S. Army Research Office under Contract DAAG-79-0145     

On a price formation free boundary model by Lasry and Lions: The Neumann problem

We discuss local and global existence and uniqueness for the price formation free boundary model with homogeneous Neumann boundary conditions introduced by Lasry and Lions in 2007. The results are based on a transformation of the problem to the heat equation with nonstandard boundary conditions. The free boundary becomes the zero level set of the solution of the heat equation. The transformation allows us to construct an explicit solution and discuss the behavior of the free boundary. Global existence can be verified under certain conditions on the free boundary and examples of non-existence are given.     

Moving boundary problem for the detachment in multispecies biofilms

The work presents the qualitative analysis of the free boundary value problem related to the detachment process in multispecies biofilms. In the framework of continuum approach to one-dimensional mathematical modelling of multispecies biofilm growth, we consider the system of nonlinear hyperbolic partial differential equations governing the microbial species growth, the differential equation for the biomass velocity, the differential equation that governs the free boundary evolution and also accounts for detachment, and the elliptic system for substrate dynamics. The characteristics are used to convert the original moving boundary equation into a suitable differential equation useful to solve the mathematical problem. We also provide another form of the same equation that could be used in numerical applications. Several properties of the solutions to the free boundary problem are shown, such as positiveness of the functions that describe the microbial concentrations and estimates on the characteristic functions. Uniqueness and existence of solutions are proved by introducing a suitable system of Volterra integral equations and using the fixed point theorem.