THE ANALYTICITY AND GENERAL SOLUTION OF THE CAUCHY-STEFAN PROBLEM

DOI10.1093/QJMAM/36.4.487zbMATH Open0522.73100OpenAlexW2100539967MaRDI QIDQ3673283FDOQ3673283

Authors: L. N. Tao 

Publication date: 1983

Published in: The Quarterly Journal of Mechanics and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/qjmam/36.4.487

zbMATH Keywords

convergenceexact solutionsexistencegeneral solutionuniquenesssolidification problemCauchy-Stefan problemanalyticity of interfacial boundaryarbitrarily prescribed initial conditionsat freezing pointfour different casesimmediate solidification with surface temperature below freezing pointinitial conditions expressed in series of fractional powers of space variablelate solidification preceded by presolidification periodno solidification whatsoevertemperature solutionstwo semi-infinite materials

Mathematics Subject Classification ID

Series solutions to PDEs (35C10) Heat equation (35K05) Free boundary problems for PDEs (35R35) Thermodynamics in solid mechanics (74A15)

Cited In (10)

• A spectral-collocation method for pricing perpetual American puts with stochastic volatility
• SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT?
• A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options
• Multiscale analysis of a perpetual American option with the stochastic elasticity of variance
• Pricing American lookback options under a stochastic volatility model
• A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility
• An exact and explicit solution for the valuation of American put options
• Pricing perpetual American options under a stochastic-volatility model with fast mean reversion
• Investment timing under hybrid stochastic and local volatility
• Pricing perpetual American options under multiscale stochastic elasticity of variance

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