Porosity of the free boundary for quasilinear parabolic variational problems

Variational Modeling of Parabolic Free Boundary Problems

Free Boundary Problems for Parabolic Equations

An address delivered at the Ann Arbor meeting of the American Mathematical Society on November 29, 1969, by invitation of the Committee to Select Hour Speakers for Western Sectional Meetings; received by the editors April 9,1969. AMS 1969 subject classifications. Primary 3562, 3578.

Maximal regularity and quasilinear parabolic boundary value problems

∂tw +A(v)w = f(v) in J̊ , w(0) = 0 has a unique solution w = w(v) ∈W(J). Clearly, a fixed point of the map v 7→ w(v) is a solution of (1). Fixed point arguments of this type are, of course, omnipresent in the study of evolution equations of type (1). The new feature of our work, which distinguishes it from all previous investigations, is that we assume that W(J) is a maximal regularity space and...

Nonlinear Transmission Problems for Quasilinear Parabolic Systems

We study degenerate quasilinear parabolic systems in two different domains, which are connected by a nonlinear transmission condition at their interface. For a large class of models, including those modeling pollution aggression on stones and chemotactic movements of bacteria, we prove global existence, uniqueness and stability of the solutions.

A Stochastic Approximation for Fully Nonlinear Free Boundary Parabolic Problems

When the option pricing problem is of several dimensions, for example, basket options, deterministic methods such as finite difference are almost intractable; because the complexity increases exponentially with the dimension and one almost inevitably needs to use Monte Carlo simulations. Moreover, many problems in finance, for example, pricing in incomplete markets and portfolio optimization, l...