Well‐posedness of a parabolic free boundary problem driven by diffusion and surface tension

Well‐posedness and regularity results are shown for a class of free boundary problems consisting of diffusion on a free domain where the boundary movement depends on its mean curvature of the boundary and the diffusion on the boundary, and initial conditions are radially symmetric. Short‐time existence and uniqueness of solutions in a suitable Sobolev space are shown using a fixed‐point argument. Higher regularity is a posteriori. Finally, it is shown that solutions exist globally in time and converge to equilibrium if the boundary movement depends on the mean curvature of the boundary and diffusion in a specific way. A mathematical model describing the swelling of a cell due to osmosis is treated as an example. Copyright © 2014 John Wiley & Sons, Ltd.     

Viscosity solutions for elliptic-parabolic problems

We study an elliptic-parabolic problem appearing in the theory of partially saturated flows in the framework of viscosity solutions. This is part of current investigation to understand the theory of viscosity solutions for PDE problems involving free boundaries. We prove that the problem is well posed in the viscosity setting and compare the results with the weak theory. Dirichlet or Neumann boundary conditions are considered.     

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.     

A free boundary problem modeling the cell cycle and cell movement in multicellular tumor spheroids

This paper deals with a mathematical model describing the cell cycle dynamics and chemotactic driven cell movement in a multicellular tumor spheroid. Tumor cells consist of two types of cells: proliferating cells and quiescent cells, which have different chemotactic responses to an extracellular nutrient supply. The model is a free boundary problem for a nonlinear system of reaction-diffusion-advection equations, where the free boundary is the outer boundary of the spheroid. The free boundary condition is quite novel due to different velocity of two types of cells. The global existence and uniqueness of solutions to the model is proved. The proof is based on a fixed point argument, together with the Lp-theory for parabolic equations with the third boundary condition.     

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.     

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.     

A reduction approach for determining generalized simple waves

A reduction approach is developed in order to construct generalized simple wave solutions to quasilinear nonhomogenous hyperbolic systems of first order PDEs. The solutions sought must possess a special ansatz which permits time-evolution of the profile of a simple wave due to a source-like term. These solutions involve a free function which can be used to fit classes of initial or boundary value problems. By means of the proposed approach two governing models of interest in a variety of applications are investigated. Model constitutive laws consistent with the full reduction process are obtained and the occurence of singularities at a finite time for the resulting solutions is analysed. Furthermore a comparison is made between the results obtained within the present theoretical framework and the standard simple wave solutions of the corresponding homogeneous (source free) governing models.      

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.     

Nonlinear Free Boundary Problems with Singular Source Terms

We prove the existence of solutions to nonlinear free boundary problem with singularities at given points.     

On some free boundary problems of the prey–predator model

In this paper we investigate some free boundary problems for the Lotka–Volterra type prey–predator model in one space dimension. The main objective is to understand the asymptotic behavior of the two species (prey and predator) spreading via a free boundary. We prove a spreading–vanishing dichotomy, namely the two species either successfully spread to the entire space as time t goes to infinity and survive in the new environment, or they fail to establish and die out in the long run. The long time behavior of solution and criteria for spreading and vanishing are also obtained. Finally, when spreading successfully, we provide an estimate to show that the spreading speed (if exists) cannot be faster than the minimal speed of traveling wavefront solutions for the prey–predator model on the whole real line without a free boundary.     

Global smooth solutions of 3-D null-form wave equations in exterior domains with Neumann boundary conditions

The paper is devoted to investigating long time behavior of smooth small data solutions to 3-D quasilinear wave equations outside of compact convex obstacles with Neumann boundary conditions. Concretely speaking, when the surface of a 3-D compact convex obstacle is smooth and the quasilinear wave equation fulfills the null condition, we prove that the smooth small data solution exists globally provided that the Neumann boundary condition on the exterior domain is given. One of the main ingredients in the current paper is the establishment of local energy decay estimates of the solution itself. As an application of the main result, the global stability to 3-D static compressible Chaplygin gases in exterior domain is shown under the initial irrotational perturbation with small amplitude.     

Front propagation in infinite cylinders. II. The sharp reaction zone limit

This paper applies the variational approach developed in part I of this work [22] to a singular limit of reaction–diffusion–advection equations which arise in combustion modeling. We first establish existence, uniqueness, monotonicity, asymptotic decay, and the associated free boundary problem for special traveling wave solutions which are minimizers of the considered variational problem in the singular limit. We then show that the speed of the minimizers of the approximating problems converges to the speed of the minimizer of the singular limit. Also, after an appropriate translation the minimizers of the approximating problems converge strongly on compacts to the minimizer of the singular limit. In addition, we obtain matching upper and lower bounds for the speed of the minimizers in the singular limit in terms of a certain area-type functional for small curvatures of the free boundary. The conclusions of the analysis are illustrated by a number of numerical examples.     

On maps with given Jacobians involving the heat equation

In this paper we present and analyze two new algorithms to construct a smooth diffeomorphism of a domain with prescribed jacobian function. The first one is free from any restriction on the boundary, while the second one produces a diffeomorphism that coincides with the identity map on the boundary of the domain. Both are based on the solution of an initial value problem for the linear heat equation, and the second also uses solutions of the Stokes system of Fluid Mechanics.     

Generation of interfaces for Lotka-Volterra competition-diffusion system with large interaction rates

We discuss the generation and motion of interfaces for Lotka-Volterra competition-diffusion system with large interaction. An asymptotic analysis of solutions shows that the two competing species are segregated and an interface appears on the common boundary of their habitats. The motion of the interface is governed by a free boundary problem. In this paper we establish a mathematical theory for the formation of interfaces (at the initial stage) by using an upper and lower solutions method. In addition, combining our results and a known result for the motion of interfaces (after the initial stage), we obtain some information on the generation and motion of interfaces for given almost any smooth initial data.     

A fast high-order finite difference algorithm for pricing American options

We describe an improvement of Han and Wu’s algorithm [H. Han, X.Wu, A fast numerical method for the Black–Scholes equation of American options, SIAM J. Numer. Anal. 41 (6) (2003) 2081–2095] for American options. A high-order optimal compact scheme is used to discretise the transformed Black–Scholes PDE under a singularity separating framework. A more accurate free boundary location based on the smooth pasting condition and the use of a non-uniform grid with a modified tridiagonal solver lead to an efficient implementation of the free boundary value problem. Extensive numerical experiments show that the new finite difference algorithm converges rapidly and numerical solutions with good accuracy are obtained. Comparisons with some recently proposed methods for the American options problem are carried out to show the advantage of our numerical method.     

Higher regularity for free boundary and tangential derivative problems and global solutions to regular reflections for the unsteady transonic small disturbance (UTSD) equations

We establish C^2,α$C^{2,\alpha }$-estimates for solutions of a class of quasilinear elliptic equations with free boundary and tangential derivative boundary problems. Using this regularity result we show the existence of global solutions to regular shock reflections for the unsteady transonic small disturbance (UTSD) equation. We also present Lipschitz estimates near the degenerate Dirichlet boundary (the sonic boundary) for the UTSD equation.     

A free boundary problem for compressible hydrodynamic flow of liquid crystals in one dimension

In this paper, we consider the free boundary problem for a simplified version of Ericksen–Leslie equations modeling the compressible hydrodynamic flow of nematic liquid crystals in dimension one. We obtain both existence and uniqueness of global classical solutions provided that the initial density is away from vacuum.     

Cross-shaped and degenerate singularities in an unstable elliptic free boundary problem

We investigate singular and degenerate behavior of solutions of the unstable free boundary problem

Δu=−χ{u>0}.     

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.