GLOBAL SOLUTIONS TO THE NAVIER-STOKES EQUATIONS FOR COMPRESSIBLE HEAT-CONDUCTING FLOW WITH SYMMETRY AND FREE BOUNDARY

ABSTRACT

Global solutions of the multidimensional Navier-Stokes equations for compressible heat-conducting flow are constructed, with spherically symmetric initial data of large oscillation between a static solid core and a free boundary connected to a surrounding vacuum state. The free boundary connects the compressible heat-conducting fluids to the vacuum state with free normal stress and zero normal heat flux. The fluids are initially assumed to fill with a finite volume and zero density at the free boundary, and with bounded positive density and temperature between the solid core and the initial position of the free boundary. One of the main features of this problem is the singularity of solutions near the free boundary. Our approach is to combine an effective difference scheme to construct approximate solutions with the energy methods and the pointwise estimate techniques to deal with the singularity of solutions near the free boundary and to obtain the bounded estimates of the solutions and the free boundary as time evolves. The convergence of the difference scheme is established. It is also proved that no vacuum develops between the solid core and the free boundary, and the free boundary expands with finite speed.     

Stefan-like problems with curvature

We study a two-phase free boundary problem in which the speed of the free boundary depends also on its curvature. It is assumed that the free boundary is Lipschitz and it is proved that the solution as well as the free boundary are classical.     

The free boundary problem of American butterfly option

This article aims to characterize behaviors of the free boundary arising from American butterfly option pricing. We prove the existence and uniqueness of the solution and free boundary. And then, we classify the shape of the free boundary under different conditions. The main contribution of this paper is to prove that the free boundary of evolutionary problem converges to the free boundary of stationary problem. Copyright © 2013 John Wiley & Sons, Ltd.     

On the regularity of a free boundary near contact points with a fixed boundary

We investigate the regularity of a free boundary near contact points with a fixed boundary, with C1,1 boundary data, for an obstacle-like free boundary problem. We will show that under certain assumptions on the solution, and the boundary function, the free boundary is uniformly C¹ up to the fixed boundary. We will also construct some examples of irregular free boundaries.     

Regularity of flat free boundaries in two-phase problems for the p-Laplace operator

In this paper we continue the study in Lewis and Nyström (2010) [19], concerning the regularity of the free boundary in a general two-phase free boundary problem for the p-Laplace operator, by proving regularity of the free boundary assuming that the free boundary is close to a Lipschitz graph.     

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.     

A survey on free boundary identification of the truncated boundary in numerical BVPs on infinite intervals

A free boundary formulation for the numerical solution of boundary value problems on infinite intervals was proposed recently in Fazio (SIAM J. Numer. Anal. 33 (1996) 1473). We consider here a survey on recent developments related to the free boundary identification of the truncated boundary. The goals of this survey are: to recall the reasoning for a free boundary identification of the truncated boundary, to report on a comparison of numerical results obtained for a classical test problem by three approaches available in the literature, and to propose some possible ways to extend the free boundary approach to the numerical solution of problems defined on the whole real line.     

美式期权自由边界的计算方法

美式期权的自由边界问题在金融工程文献中已经引起了广泛的关注,然而,它的数值计算方法一直是一个难点.基于差分技巧,给出了满足具有有限到期日的美式期权自由边界的两种计算方法,即,根据股票期权价格和相应的偏导数来确定自由边界条件.数值结果表明了上述两种方法下自由边界是一致性的.此外研究结果对自由边界的计算提供很好的科学依据.     

Stabilization of the trial method for the Bernoulli problem in case of prescribed Dirichlet data

We apply the trial method for the solution of Bernoulli's free boundary problem when the Dirichlet boundary condition is imposed for the solution of the underlying Laplace equation, and the free boundary is updated according to the Neumann boundary condition. The Dirichlet boundary value problem for the Laplacian is solved by an exponentially convergent boundary element method. The update rule for the free boundary is derived from the linearization of the Neumann data around the actual free boundary. With the help of shape sensitivity analysis and Banach's fixed‐point theorem, we shed light on the convergence of the respective trial method. Especially, we derive a stabilized version of this trial method. Numerical examples validate the theoretical findings.Copyright © 2014 John Wiley & Sons, Ltd.     

Univalent Functions in Two-Dimensional Free Boundary Problems

The main goal of the paper is to bring together methods of the classical theory of univalent functions and some problems of fluid mechanics. Our interest centers on free boundary problems. We study the time evolution of the free boundary of a viscous fluid in the zero- and nonzero-surface-tension models for planar flows in Hele-Shaw cells either with an extending to infinity free boundary or with a bounded free boundary. We consider special classes of univalent functions that admit an explicit geometric interpretation to characterize the shape of the free interface. Another model is two-dimensional solidification/melting of a nucleus in a forced flow.     

Approximations for the values of american options

The solution of the American option valuation problem is the solution of a parabolic partial differential equation satisfying free boundary conditions. The free boundary represents the critical price, at which the option should be exercised. In this paper the free boundary is determined by an algebraic relation and an approximate solution derived. A suitable modification of the approximate solution gives the exact solution. The uniqueness of the free boundary implies the expression determined by the algebraic relation is the true critical price     

Local existence of solution to free boundary value problem for compressible Navier-Stokes equations

This paper is concerned with the free boundary value problem for multi-dimensional Navier-Stokes equations with density-dependent viscosity where the flow density vanishes continuously across the free boundary. Local (in time) existence of a weak solution is established; in particular, the density is positive and the solution is regular away from the free boundary.     

A free boundary problem for two-species competitive model in ecology

This paper deals with a free boundary problem which is used to describe the two-species competitive model in ecology. The existence and uniqueness of a global classical solution are given by invoking the Schauder fixed point theorem. We study the evolution of the free boundary problem and show that the free boundary problem is well posed.     

Error estimates on homogenization of free boundary velocities in periodic media

In this paper we consider a free boundary problem which describes contact angle dynamics on inhomogeneous surface. We obtain an estimate on convergence rate of the free boundaries to the homogenization limit in periodic media. The method presented here also applies to more general class of free boundary problems with oscillating boundary velocities.     

On the uniqueness of a solution of a two-phase free boundary problem

In this paper, we study the uniqueness problem of a two-phase elliptic free boundary problem arising from the phase transition problem subject to given boundary data. We show that in general the comparison principle between the sub- and super-solutions does not hold, and there is no uniqueness of either a viscosity solution or a minimizer of this free boundary problem by constructing counter-examples in various cases in any dimension. In one-dimension, a bifurcation phenomenon presents and the uniqueness problem has been completely analyzed. In fact, the critical case signifies the change from uniqueness to non-uniqueness of a solution of the free boundary problem. Non-uniqueness of a solution of the free boundary problem suggests different physical stationary states caused by different processes, such as melting of ice or solidification of water, even with the same prescribed boundary data. However, we prove that a uniqueness theorem is true for the initial-boundary value problem of an ε-evolutionary problem which is the smoothed two-phase parabolic free boundary problem.     

On a multiple credit rating migration model with stochastic interest rate

In this paper, we explore a pricing model for corporate bond accompanied with multiple credit rating migration risk and stochastic interest rate. The bond price volatility strongly depends on potentially multiple credit rating migration and stochastic change of interest rate. A free boundary problem of partial differential equation is presented, which is the equivalent transformation of the pricing model. The existence, uniqueness, and regularity for the free boundary problem are established to guarantee the rationality of the pricing model. Due to the stochastic change of interest rate, the discontinuous coefficient in the free boundary problem depends explicitly on the time variable but is convergent as time tends to infinity. Accordingly, an auxiliary free boundary problem is constructed, whose coefficient is the convergent limit of the coefficient in the original free boundary problem. With some constraint on the risk discount rate satisfied, we prove that a unique traveling wave exists in the auxiliary free boundary problem. The inductive method is adopted to fit the multiplicity of credit rating. Then we show that the solution of the original free boundary problem converges to the traveling wave in the auxiliary free boundary problem. Returning to the pricing model with multiple credit rating migration and stochastic interest rate, we conclude that the bond price profile can be captured by a traveling wave pattern coupling with a guaranteed bond price with face value equal to one at the maturity.     

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.     

Smooth zero-contact-angle solutions to a thin-film equation around the steady state

In the simplest case of a linearly degenerate mobility, we view the thin-film equation as a classical free boundary problem. Our focus is on the regularity of solutions and of their free boundary in the “complete wetting” regime, which prescribes zero slope at the free boundary. In order to rule out of the analysis possible changes in the topology of the positivity set, we zoom into the free boundary by looking at perturbations of the stationary solution. Our strategy is based on a priori energy-type estimates which provide “minimal” conditions on the initial datum under which a unique global solution exists. In fact, this solution turns out to be smooth for positive times and to converge to the stationary solution for large times. As a consequence, we obtain smoothness and large-time behavior of the free boundary.     

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.

     

The convexity for compressible subsonic cavity flows

In this paper, we first show that the flow velocity takes its maximum on the free boundary, provided that the nozzle wall and obstacle satisfy some corresponding geometric assumptions. Second, the convexity of the free boundary to the compressible subsonic cavity flows will be established. Finally, the optimal regularity of the free boundary at the detachment point is obtained.