Problem For Degenerate Parabolic Equation Research Articles

Inverse free boundary problem for degenerate parabolic equation

Inverse free boundary problem for degenerate parabolic equation

Gradient estimates of the solution to the Cauchy problem for degenerate parabolic equations with nonpower nonlinearities

ABSTRACT We prove the uniform gradient estimates of the nonnegative solution to the Cauchy problem for quasilinear degenerate parabolic equations with nonpower nonlinearity. The large-time estimates in terms of initial data mass and nonlinearity structure were obtained. In the particular case, when the nonlinearity of the equation is power like, then our result coincides with well-known optimal bound.

To the Properties of One Fox Function

В работе рассматривается частный случай специальной функции Фокса с четырьмя параметрами, которая возникает в теории краевых задач для параболических уравнений c оператором Бесселя и дробной производной по времени. Целью исследования является получение некоторых рекуррентных соотношений, формул дифференцирования и интегрального преобразования рассматриваемой функции. При получении результатов работы в основном используется представление рассматриваемой функции через интеграл Меллина–Барнса. Также используются её асимптотические разложения при большом и малом значениях аргумента. С помощью указанного интегрального представления и некоторых известных формул для гамма-функции Эйлера, получены рекуррентные соотношения, связывающие функции с разными параметрами, а также функцию с её производной первого порядка. Получена формула дифференцирования n-го порядка. Исследуется несобственный интеграл первого рода, который содержит рассматриваемую функцию с двумя зависимыми параметрами из четырёх. Показывается, что этот несобственный интеграл может быть записан в терминах известной специальной функции Макдональда. При частных значениях параметров рассматриваемой в работе функции получаются некоторые известные элементарные и специальные функции. Результаты работы носят теоретический характер и будут полезны при исследовании краевых задач для вырождающихся параболических уравнений с производными дробного порядка по времени. The paper considers a particular case of a special Fox function with four parameters, which arises in the theory of boundary value problems for parabolic equations with a Bessel operator and a fractional time derivative. The research objective is to obtain some recurrence relations, formulas for differentiation and integral transformation of the function under consideration. The results are obtained through representation of the considered function in terms of the Mellin–Barnes integral. The function asymptotic expansions for large and small values of the argument are also used. Employing the integral representation and some wellknown formulas for the Euler gamma function, recurrent relations are obtained connecting functions with different parameters, as well as a function with its first-order derivative. A formula for differentiation of the nth order is obtained. The paper studies an improper integral of the first kind that includes the considered function with two dependent of the four parameters. We show that the improper integral can be written out in terms of the well-known special Macdonald function. With special values of the parameters of the considered function we obtain some well-known elementary and special functions. The results of the study are theoretical and applicable in the study of boundary value problems for degenerate parabolic equations with fractional time derivatives.

Qualitative Properties of Solutions of Degenerate Parabolic Equations via Energy Approaches

We consider several problems for degenerate parabolic equations exhibiting nonlinearities of various kinds. For example the equations may contain superlinear sources, causing blow up of the solutions, or damping terms; the principal part of the operator is also nonlinear. We mention as unifying features the fact that the spatial domains have non-compact boundary, and the technical approach which is based on energy methods and a priori estimates. The issues investigated include existence under optimal assumptions on the data, asymptotic behavior of solutions, existence or non-existence of global in time solutions.

Unique Solvability of Direct and Inverse Problems for Degenerate Parabolic Equations in the Multidimensional Case

Unique Solvability of Direct and Inverse Problems for Degenerate Parabolic Equations in the Multidimensional Case

Determining the Volatility in Option Pricing From Degenerate Parabolic Equation

This contribution deals with the inverse volatility problem for a degenerate parabolic equation from numerical perspective. Being different from other inverse volatility problem in classical parabolic equations, the model in this paper is degenerate parabolic equation. Due to solve the deficiencies caused by artificial truncation and control the volatility risk with precision, the linearization method and variable substitutions are applied to transformed the inverse principal term coefficient problem for classical parabolic equation into the inverse source problem for degenerate parabolic equation in bounded region. An iteration algorithm of Landweber type is designed to obtain the numerical solution of the inverse problem. Some numerical experiments are performed to validate that the proposed algorithm is robust and the unknown coefficient is recovered quite well.

Inverse problems of determining coefficients of time type in a degenerate parabolic equation

The paper is devoted to the study of the solvability of inverse coefficient problems for degenerate parabolic equations of the second order. We study both linear inverse problems – the problems of determining an unknown right-hand side (external influence), and nonlinear problems of determining an unknown coefficient of the equation itself. The peculiarity of the studied work is that its unknown coefficients are functions of a time variable only. The work aims to prove the existence and uniqueness of regular solutions to the studied problems (having all the generalized in the sense of S.L. Sobolev derivatives entering the equation).

Asymptotic Properties of Solutions to the Cauchy Problem for Degenerate Parabolic Equations with Inhomogeneous Density on Manifolds

We consider the Cauchy problem for doubly nonlinear degenerate parabolic equations with inhomogeneous density on noncompact Riemannian manifolds. We give a qualitative classification of the behavior of the solutions of the problem depending on the behavior of the density function at infinity and the geometry of the manifold, which is described in terms of its isoperimetric function. We establish for the solutions properties as: stabilization of the solution to zero for large times, finite speed of propagation, universal bounds of the solution, blow up of the interface. Each one of these behaviors of course takes place in a suitable range of parameters, whose definition involves a universal geometrical characteristic function, depending both on the geometry of the manifold and on the asymptotics of the density at infinity.

Long-time behaviour of the solution to the Cauchy problem for degenerate parabolic equations with nonpower nonlinearities

We prove the qualitative decay in time estimate of supremum norm of the nonnegative solution to the Cauchy problem for quasilinear degenerate parabolic equations with nonpower nonlinearity. The result obtained is given in terms of the initial data mass and nonlinearity structure. In particular, if the nonlinearity of the equation is power like, then our result coincides with well-known optimal bound.

The regular free boundary in the thin obstacle problem for degenerate parabolic equations

This paper is devoted to the existence, the optimal regularity of solutions, and the regularity of the free boundary near the so-called regular points in a thin obstacle problem that arises as the local extension of the obstacle problem for the fractional heat operator ( ∂ t − Δ x ) s (\partial _t - \Delta _x)^s for s ∈ ( 0 , 1 ) s \in (0,1) . The regularity estimates are completely local in nature. This aspect is of crucial importance in our forthcoming work on the blowup analysis of the free boundary, including the study of the singular set. The approach is based on first establishing the boundedness of the time-derivative of the solution. This allows reduction to an elliptic problem at every fixed time level. By using several results from the elliptic theory, including the epiperimetric inequality, the optimal regularity is established for solutions as well as the H 1 + γ , 1 + γ 2 H^{1+\gamma ,\frac {1+\gamma }{2}} regularity of the free boundary near such regular points.

The structure of the singular set in the thin obstacle problem for degenerate parabolic equations

We study the singular set in the thin obstacle problem for degenerate parabolic equations with weight |y|^a for a in (-1,1). Such problem arises as the local extension of the obstacle problem for the fractional heat operator (partial _t - Delta _x)^s for s in (0,1). Our main result establishes the complete structure and regularity of the singular set of the free boundary. To achieve it, we prove Almgren-Poon, Weiss, and Monneau type monotonicity formulas which generalize those for the case of the heat equation (a=0).

Trace formulae of potentials for degenerate parabolic equations

In this paper, we analyze main properties of the volume and layer potentials as well as the Poisson integral for a multi-dimensional degenerate parabolic equation. As consequences, we obtain trace formulae of the heat volume potential and the Poisson integral which solve Kac's problem for degenerate parabolic equations in cylindrical domains.

Direct and inverse source problems for degenerate parabolic equations

Abstract Degenerate parabolic partial differential equations (PDEs) with vanishing or unbounded leading coefficient make the PDE non-uniformly parabolic, and new theories need to be developed in the context of practical applications of such rather unstudied mathematical models arising in porous media, population dynamics, financial mathematics, etc. With this new challenge in mind, this paper considers investigating newly formulated direct and inverse problems associated with non-uniform parabolic PDEs where the leading space- and time-dependent coefficient is allowed to vanish on a non-empty, but zero measure, kernel set. In the context of inverse analysis, we consider the linear but ill-posed identification of a space-dependent source from a time-integral observation of the weighted main dependent variable. For both, this inverse source problem as well as its corresponding direct formulation, we rigorously investigate the question of well-posedness. We also give examples of inverse problems for which sufficient conditions guaranteeing the unique solvability are fulfilled, and present the results of numerical simulations. It is hoped that the analysis initiated in this study will open up new avenues for research in the field of direct and inverse problems for degenerate parabolic equations with applications.

Integral conditions for uniqueness of solutions to degenerate parabolic equations

We investigate uniqueness of solutions to the initial value problem for degenerate parabolic equations, posed in bounded domains, where no boundary conditions are prescribed. In order to obtain uniqueness, we need that the solutions satisfy certain integral growth conditions, which are crucially related to the degeneracy of the operator near the boundary. In particular, such solutions can be unbounded near the boundary. Our hypothesis on the behavior of the operator at the boundary is optimal; in fact, we show that if it fails, then nonuniqueness of solutions prevails.

An inverse backward problem for degenerate parabolic equations

This work studies the inverse problem of reconstructing an initial value function in the degenerate parabolic equation using the final measurement data. Problems of this type have important applications in the field of financial engineering. Being different from other inverse backward parabolic problems, the mathematical model in our article may be allowed to degenerate at some part of boundaries, which may lead to the corresponding boundary conditions missing. The conditional stability of the solution is obtained using the logarithmic convexity method. A finite difference scheme is constructed to solve the direct problem and the corresponding stability and convergence are proved. The Landweber iteration algorithm is applied to the inverse problem and some typical numerical experiments are also performed in the paper. The numerical results show that the proposed method is stable and the unknown initial value is recovered very well.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1900–1923, 2017

The stochastic solution to a Cauchy problem for degenerate parabolic equations

We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally Hölder continuous with exponent δ∈(0,1], the stochastic solution, which represents the price of a European option, is shown to be a classical solution to the Cauchy problem. This improves the standard requirement δ≥1/2. Uniqueness results, including a Feynman–Kac formula and a comparison theorem, are established without assuming the usual linear growth condition on the diffusion coefficient. When the stochastic solution is not smooth, it is characterized as the limit of an approximating smooth stochastic solutions. In deriving the main results, we discover a new, probabilistic proof of Kotani's criterion for martingality of a one-dimensional diffusion in natural scale.

On stability of the solutions of inverse problem for determining the right-hand side of a degenerate parabolic equation with two independent variables

We prove the estimates of stability with respect to perturbations of input data for the solutions of inverse problems for degenerate parabolic equations with unbounded coefficients. An important feature of these estimates is that the constants in these estimates are written out explicitly by the input data of the problem.

Existence and uniqueness of solutions for a class of doubly degenerate parabolic equations

In this paper, we study the Dirichlet problem for degenerate parabolic equations of the form ∂u∂t−div(a(x,t,u,∇u))−divϕ(u)=f−divg, where the main operator a(x,t,u,∇u) is allowed to degenerate with respect to the unknown u. Under suitable conditions on a and ϕ, we prove that there exists an unique solution u of this problem.

Boundary-value problem for degenerate parabolic equation of high order with varying time direction

In the present paper we investigate a boundary-value problem for a forward-backward parabolic equation in a rectangular domain and prove the existence of unique regular solution to this problem. The proof of the uniqueness of the solution is based on the spectral method, and in the proof of existence of solution we use the method of separation of variables. In the introduction we give a survey of related works.

Classical solvability of multidimensional two-phase Stefan problem for degenerate parabolic equations and Schauder’s estimates for a degenerate parabolic problem with dynamic boundary conditions

We prove locally in time the existence of a smooth solution for multidimensional two-phase Stefan problem for degenerate parabolic equations of the porous medium type. We establish also natural H\"{o}lder class for the boundary conditions in the Cauchy-Dirichlet problem for a degenerate parabolic equation.