The heat equation in time dependent domains with insulated boundaries

DOI10.1016/j.jmaa.2004.02.032zbMath1087.35046OpenAlexW2121645956MaRDI QIDQ596789

Zhen-Qing Chen, John Sylvester, Chris Burdzy

Publication date: 10 August 2004

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1773/2230

zbMATH Keywords

existenceuniquenessfast moving boundaries

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Heat equation (35K05)

Related Items (8)

Pricing American-style Parisian up-and-out call options ⋮ The Skorohod oblique reflection problem in time-dependent domains ⋮ PDE backstepping control of one-dimensional heat equation with time-varying domain ⋮ A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates ⋮ An integral equation approach for the valuation of American-style down-and-out calls with rebates ⋮ Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration ⋮ Control of parabolic PDEs with time-varying spatial domain: Czochralski crystal growth process ⋮ Diffeomorphic shape evolution coupled with a reaction-diffusion PDE on a growth potential

Cites Work

• The heat equation and reflected Brownian motion in time-dependent domains. II: Singularities of solutions.
• The heat equation and reflected Brownian motion in time-dependent domains.
• The method of layer potentials for the heat equation in time-varying domains
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The heat equation in time dependent domains with insulated boundaries