The aim of the series is to present new and important developments in pure and applied mathematics. Well established in the community over two decades, it offers a large library of mathematics including several important classics. The volumes supply thorough and detailed expositions of the methods and ideas essential to the topics in question. In addition, they convey their relationships to other parts of mathematics. The series is addressed to advanced readers wishing to thoroughly study the topic. Editorial Board Lev Birbrair, Universidade Federal do Ceará, Fortaleza, Brasil Victor P. Maslov, Russian Academy of Sciences, Moscow, Russia Walter D. Neumann, Columbia University, New York, USA Markus J. Pflaum, University of Colorado, Boulder, USA Dierk Schleicher, Jacobs University, Bremen, Germany

This volume emphasises studies related to classical Stefan problems. The term "Stefan problem" is generally used for heat transfer problems with phase-changes such as from the liquid to the solid. Stefan problems have some characteristics that are typical of them, but certain problems arising in fields such as mathematical physics and engineering also exhibit characteristics similar to them. The term ``classical" distinguishes the formulation of these problems from their weak formulation, in which the solution need not possess classical derivatives. Under suitable assumptions, a weak solution could be as good as a classical solution. In hyperbolic Stefan problems, the characteristic features of Stefan problems are present but unlike in Stefan problems, discontinuous solutions are allowed because of the hyperbolic nature of the heat equation. The numerical solutions of inverse Stefan problems, and the analysis of direct Stefan problems are so integrated that it is difficult to discuss one without referring to the other. So no strict line of demarcation can be identified between a classical Stefan problem and other similar problems. On the other hand, including every related problem in the domain of classical Stefan problem would require several volumes for their description. A suitable compromise has to be made. The basic concepts, modelling, and analysis of the classical Stefan problems have been extensively investigated and there seems to be a need to report the results at one place. This book attempts to answer that need.

Translations of Mathematical Monographs

In this monograph the theory and methods of solving inverse Stefan problems for quasilinear parabolic equations in regions with free boundaries are developed. The study of this new class of ill-posed problems is motivated by the needs of the mod eling and control of nonlinear processes with phase transitions in thermophysics and mechanics of continuous media. Inverse Stefan problems are important for the perfection of technologies both in high temperature processes (e.g., metallurgy, the aircraft industry, astronautics and power engineering) and in hydrology, exploitation of oil-gas fields, etc. The proposed book will complete a gap in these subjects in the preceding re searches of ill-posed problems. It contains the new theoretical and applied studies of a wide class of inverse Stefan problems. The statements of such problems on the determination of boundary functions and coefficients of the equation are considered for different types of additional information about their solution. The variational method of obtaining stable approximate solutions is proposed and established. It is implemented by an efficient computational scheme of descriptive regularization. This algorithm utilizes a priori knowledge of the qualitative structure of the sought solution and ensures a substantial saving in computational costs. It is tested on model and applied problems in nonlinear thermophysics. In particular, the results of calculations for important applications in continuous casting of ingots and in the melting of a plate with the help of laser technology are presented.

This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.

Phase transition phenomena arise in a variety of relevant real world situations, such as melting and freezing in a solid-liquid system, evaporation, solid-solid phase transitions in shape memory alloys, combustion, crystal growth, damage in elastic materials, glass formation, phase transitions in polymers, and plasticity.The practical interest of such phenomenology is evident and has deeply influenced the technological development of our society, stimulating intense mathematical research in this area.This book analyzes and approximates some models and related partial differential equation problems that involve phase transitions in different contexts and include dissipation effects.

This text focuses on the theory of boundary value problems in partial differential equations, which plays a central role in various fields of pure and applied mathematics, theoretical physics, and engineering. Geared toward upper-level undergraduates and graduate students, it discusses a portion of the theory from a unifying point of view and provides a systematic and self-contained introduction to each branch of the applications it employs.