Hyperbolic free boundary problems and applications to wave-structure interactions

Initial Value/boundary Value Problems for Fractional Diffusion-wave Equations and Applications to Some Inverse Problems

We consider initial value/boundary value problems for fractional diffusion-wave equation: ∂ α t u(x, t) = Lu(x, t), where 0 < α ≤ 2, where L is a symmetric uniformly elliptic operator with t-independent smooth coefficients. First we establish the unique existence of ths weak solutions and the asymptotic behaviour as the time t goes to ∞ and the proofs are based on the eigenfunction expansions. ...

Free Boundary Problems for Nonlinear Wave Systems: Interacting Shocks

The hyperbolic region for hyperbolic boundary value problems

The well-posedness of hyperbolic initial boundary value problems is linked to the occurrence of zeros of the so-called Lopatinskii determinant. For an important class of problems, the Lopatinskii determinant vanishes in the hyperbolic region of the frequency domain and nowhere else. In this paper, we give a criterion that ensures that the hyperbolic region coincides with the projection of the f...

Solving Free-boundary Problems with Applications in Finance

Stochastic control problems in which there are no bounds on the rate of control reduce to so-called free-boundary problems in partial differential equations (PDEs). In a free-boundary problem the solution of the PDE and the domain over which the PDE must be solved need to be determined simultaneously. Examples of such stochastic control problems are singular control, optimal stopping, and impul...

On Free Boundary Problems