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G. Karali

Publications and source records attributed to G. Karali.

3 recordsLinked to original sources

Higher-order diffusion and Cahn-Hilliard-type models revisited on the half-line

In this paper, we solve explicitly and analyze rigorously inhomogeneous initial-boundary-value problems (IBVP) for several fourth-order variations of the traditional diffusion equation and the associated linearized Cahn-Hilliard (C-H) model (also Kuramoto-Sivashinsky equation), formulated in the spatiotemporal quarter-plane. Such models are of relevance to heat-mass transfer phenomena, solid-fluid dynamics and the applied sciences. In particular, we derive formally effective solution representations, justifying a posteriori their validity. This includes the reconstruction of the prescribed initial and boundary data, which requires careful analysis of the various integral terms appearing in the formulae, proving that they converge in a strictly defined sense. In each IBVP, the novel formula is utilized to rigorously deduce the solution's regularity and asymptotic properties near the boundaries of the domain, including uniform convergence, eventual (long-time) periodicity under (eventually) periodic boundary conditions, and null non-controllability. Importantly, this analysis is indispensable for exploring the (non)uniqueness of the problem's solution and a new counter-example is constructed. Our work is based on the synergy between: (i) the well-known Fokas unified transform method and (ii) a new approach recently introduced for the rigorous analysis of the Fokas method and for investigating qualitative properties of linear evolution partial differential equations (PDE) on semi-infinite strips. Since only up to third-order evolution PDE have been investigated within this novel framework to date, we present our analysis and results in an illustrative manner and in order of progressively greater complexity, for the convenience of readers. The solution formulae established herein are expected to find utility in well-posedness studies for nonlinear counterparts too.

math.AP

Malliavin Calculus for the stochastic heat equation and results on the density

We study the one-dimensional stochastic heat equation with unbounded, nonlinear,Lipschitz coefficients with Dirichlet boundary conditions. Using Malliavin calculus, we construct a piecewise approximation of the solution u and establish regularity results. This approximation enables us to provide a new proof of the existence of a density for the random variable u(t, x) at any fixed t, x. Unlike existing proofs, which rely on comparison principles ([10], [12]), our approach is based purely on a localization argument, which allows us to handle the unbounded coefficients.

math.AP

Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread

In this work, we consider the outer Stefan problem for the short-time prediction of the spread of a volatile asset traded in a financial market. The stochastic equation for the evolution of the density of sell and buy orders is the Heat Equation with a non-smooth noise in the sense of Walsh, posed in a moving boundary domain with velocity given by the Stefan condition. This condition determines the dynamics of the spread, and the solid phase $[s^-(t),s^+(t)]$ defines the bid-ask spread area wherein the transactions vanish. We introduce a reflection measure and prove existence and uniqueness of maximal solutions up to stopping times in which the spread $s^+(t)-s^-(t)$ stays a.s. non-negative and bounded. For this, we use a Picard approximation scheme and some of the estimates of \cite{BH} for the Green's function and the associated to the reflection measure obstacle problem. Analogous results are obtained for the equation without reflection corresponding to a signed density. Additionally, we apply some formal asymptotics when the noise depends only on time to derive that the spread is given by the integral of the solution of a linear diffusion stochastic equation.

math.PR