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We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution converges to a steady-state when time goes to infinity. The present scheme preserves steady-states and provides a satisfying long-time behavior. Moreover, it remains valid and second-order accurate in space even in the degenerate case. After describing the numerical scheme, we present several numerical results which confirm the high-order accuracy in various regime degenerate and non degenerate cases and underline the efficiency to preserve the large-time asymptotic.

A nonlinear parabolic equation of the fourth order is analyzed. The equation is characterized by a mobility coefficient that degenerates at 0. Existence of at least one weak solution is proved by using a regularization procedure and deducing suitable a-priori estimates. If a viscosity term is added and additional conditions on the nonlinear terms are assumed, then it is proved that any weak solution becomes instantaneously strictly positive. This in particular implies uniqueness for strictly positive times and further time-regularization properties. The long-time behavior of the problem is also investigated and the existence of trajectory attractors and, under more restrictive conditions, of strong global attractors is shown.

In this paper, we discuss the Cauchy problem for a degenerate parabolic hyperbolic equation with a multiplicative noise. We focus on the existence of a solution. Using nondegenerate smooth approximations, Debussche, Hofmanov\'a and Vovelle [8] proved the existence of a kinetic solution. On the other hand, we propose to construct a sequence of approximations by applying a time splitting method and prove that this converges strongly in $L^1$ to a kinetic solution. This method will somewhat give us not only a simpler and more direct argument but an improvement over the existence result.

Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable and which become degenerate along the boundary of the half-space. We establish existence and uniqueness of solutions in weighted Holder spaces which incorporate both the degeneracy at the boundary and the unboundedness of the coefficients. In our companion article [arXiv:1211.4636], we apply the main result of this article to show that the martingale problem associated with a degenerate-elliptic partial differential operator is well-posed in the sense of Stroock and Varadhan.

We study existence and uniqueness of solutions to a class of nonlinear degenerate parabolic equations, in bounded domains. We show that there exists a unique solution which satisfies possibly inhomogeneous Dirichlet boundary conditions. To this purpose some barrier functions are properly introduced and used.

We consider a class of doubly nonlinear degenerate hyperbolic-parabolic equations with homogeneous Dirichlet boundary conditions, for which we first establish the existence and uniqueness of entropy solutions. We then turn to the construction and analysis of discrete duality finite volume schemes (in the spirit of Domelevo and Omn\`es \cite{DomOmnes}) for these problems in two and three spatial dimensions. We derive a series of discrete duality formulas and entropy dissipation inequalities for the schemes. We establish the existence of solutions to the discrete problems, and prove that sequences of approximate solutions generated by the discrete duality finite volume schemes converge strongly to the entropy solution of the continuous problem. The proof revolves around some basic a priori estimates, the discrete duality features, Minty-Browder type arguments, and "hyperbolic" $L^\infty$ weak-$\star$ compactness arguments (i.e., propagation of compactness along the lines of Tartar, DiPerna, ...). Our results cover the case of non-Lipschitz nonlinearities.

We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such equations arise in the nonlinear filtering theory of partially observable diffusion processes. We show that the convergence of the spatial approximation can be accelerated to an arbitrarily high order, under suitable regularity assumptions, by applying an extrapolation technique.

It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted. In the paper the definition of the generalized solution is given and the existence theorem is established in the classes of functions close to ones of bounded variation. The main feature of used a priori estimates is the fact that one needs to estimate only the diffusion flux, which allows to have in fact arbitrary local growth of the velocity gradient. The uniqueness theorem is proven for essentially narrower class of piecewise smooth functions with regular behavior of discontinuity lines.

In this paper we deal with parabolic problems whose simplest model is $$ \begin{cases} u'- \Delta_{p} u + B\frac{|\nabla u|^p}{u} = 0 & \text{in} (0,T) \times \Omega,\newline u(0,x)= u_0 (x) &\text{in}\ \Omega, \newline u(t,x)=0 &\text{on}\ (0,T) \times \partial\Omega, \end{cases} $$ where $T>0$, $N\geq 2$, $p>1$, $B > 0$, and $u_{0}$ is a positive function in $L^{\infty}(\Omega)$ bounded away from zero.

We are interested in the large-time behavior of periodic entropy solutions in $L^\infty$ to anisotropic degenerate parabolic-hyperbolic equations of second-order. Unlike the pure hyperbolic case, the nonlinear equation is no longer self-similar invariant and the diffusion term in the equation significantly affects the large-time behavior of solutions; thus the approach developed earlier based on the self-similar scaling does not directly apply. In this paper, we develop another approach for establishing the decay of periodic solutions for anisotropic degenerate parabolic-hyperbolic equations. The proof is based on the kinetic formulation of entropy solutions. It involves time translations and a monotonicity-in-time property of entropy solutions, and employs the advantages of the precise kinetic equation for the solutions in order to recognize the role of nonlinearity-diffusivity of the equation.

In this paper the well-posedness of some degenerate parabolic equations with a dynamic boundary condition is considered. To characterize the target degenerate parabolic equation from the Cahn-Hilliard system, the nonlinear term coming from the convex part of the double-well potential is chosen using a suitable maximal monotone graph. The main topic of this paper is the existence problem under an assumption for this maximal monotone graph for treating a wider class. The existence of a weak solution is proved.

We show Carleman estimates, observability inequalities and null controllability results for parabolic equations with non smooth coefficients degenerating at an interior point.

We obtain new oscillation and gradient bounds for the viscosity solutions of fully nonlinear degenerate elliptic equations where the Hamiltonian is a sum of a sublinear and a superlinear part in the sense of Barles and Souganidis (2001). We use these bounds to study the asymptotic behavior of weakly coupled systems of fully nonlinear parabolic equations. Our results apply to some "asymmetric systems" where some equations contain a sublinear Hamiltonian whereas the others contain a superlinear one. Moreover, we can deal with some particular case of systems containing some degenerate equations using a generalization of the strong maximum principle for systems.

We prove the well-posedness and decay of Besicovitch almost periodic solutions for nonlinear degenerate anisotropic hyperbolic-parabolic equations. The decay property is proven for the case where the diffusion term is given by a non-degenerate nonlinear $d"\times d"$ diffusion matrix and the complementary $d'$ components of flux-function form a non-degenerate flux in $\mathbb{R}^{d'}$, with $d'+d"=d$. For this special case we also prove that the strong trace property at the initial time holds, which allows, in particular, to require the assumption of the initial data only in a weak sense, and gives the continuity in time of the solution with values in $L_{\operatorname{loc}}^1(\mathbb{R}^d)$. So far, for the decay property, we need also to impose that the bounded Besicovitch almost periodic initial function can be approximated in the Besicovitch norm by almost periodic functions whose $\varepsilon$-inclusion intervals $l_\varepsilon$ satisfy $l_\varepsilon/|\log \varepsilon|^{1/2}\to 0$ as $\varepsilon\to 0$. This includes, in particular, generalized limit periodic functions, that is, limits in the Besicovitch norm of purely periodic functions.

We study the first vanishing time for solutions of the Cauchy-Dirichlet problem to the semilinear $2m$-order ($m \geq 1$) parabolic equation $u_t+Lu+a(x) |u|^{q-1}u=0$, $0 2m$ and $\displaystyle \int_0^1 s^{-1} \text{meas} \{x \in \Omega : |a(x)| \leq s \}^\frac{2m}{N} ds < + \infty$, then the solution $u$ vanishes in a finite time. When $N=2m$, the condition becomes $\displaystyle \int_0^1 s^{-1} (\text{meas} \{x \in \Omega : |a(x)| \leq s \}) (-\ln \text{meas} \{x \in \Omega : |a(x)| \leq s \}) ds < + \infty$.

In this paper we obtain well-posedness for a class of semilinear weakly degenerate reaction-diffusion systems with Robin boundary conditions. This result is obtained through a Gagliardo-Nirenberg interpolation inequality and some embedding results for weighted Sobolev spaces.

A fully adaptive finite volume multiresolution scheme for one-dimensional strongly degenerate parabolic equations with discontinuous flux is presented. The numerical scheme is based on a finite volume discretization using the Engquist--Osher approximation for the flux and explicit time--stepping. An adaptivemultiresolution scheme with cell averages is then used to speed up CPU time and meet memory requirements. A particular feature of our scheme is the storage of the multiresolution representation of the solution in a dynamic graded tree, for the sake of data compression and to facilitate navigation. Applications to traffic flow with driver reaction and a clarifier--thickener model illustrate the efficiency of this method.

We establish a local null controllability result for following the nonlinear parabolic equation: $$u_t-\left(b\left(x,\int_0^1u \ \right)u_x \right)_x+f(t,x,u)=h\chi_\omega,\ (t,x)\in (0,T)\times (0,1) $$ where $b(x,r)=\ell(r)a(x)$ is a function with separated variables that defines an operator which degenerates at $x=0$ and has a nonlocal term. Our approach relies on an application of Liusternik's inverse mapping theorem that demands the proof of a suitable Carleman estimate.

In this work we deal with degenerate parabolic equations with three lines of degeneration. Using "a-b-c" method we prove the uniqueness theorems defining conditions to parameters. We show nontrivial solutions for considered problems, when uniqueness conditions to parameters, participating in the equations are not fulfilled.

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.

We consider a quasi-linear parabolic equation with nonlinear dynamic boundary conditions occurring as a natural generalization of the semilinear reaction-diffusion equation with dynamic boundary conditions. The corresponding class of initial and boundary value problems has already been studied previously, proving well-posedness and the existence of the global attractor. The goal of this note is to show that the previous analysis can be redone for more general nonlinearities by proving an additional (uniform) L\infty-estimate on the solutions. In particular, we derive new conditions which reflect an exact balance between the two nonlinear mechanisms involved, even when both the nonlinear (source) terms contribute in opposite directions.

Relying on recent advances in the theory of entropy solutions for nonlinear (strongly) degenerate parabolic equations, we present a direct proof of an L^1 error estimate for viscous approximate solutions of the initial value problem for \partial_t w+\mathrm{div} \bigl(V(x)f(w)\bigr)= \Delta A(w) where V=V(x) is a vector field, f=f(u) is a scalar function, and A'(.) \geq 0. The viscous approximate solutions are weak solutions of the initial value problem for the uniformly parabolic equation \partial_t w^{\epsilon}+\mathrm{div} \bigl(V(x) f(w^{\epsilon})\bigr) \Delta \bigl(A(w^{\epsilon})+\epsilon w^{\epsilon}\bigr), \epsilon>0. The error estimate is of order \sqrt{\epsilon}.

We present a fully adaptive multiresolution scheme for spatially one-dimensional quasilinear strongly degenerate parabolic equations with zero-flux and periodic boundary conditions. The numerical scheme is based on a finite volume discretization using the Engquist-Osher numerical flux and explicit time stepping. An adaptive multiresolution scheme based on cell averages is then used to speed up the CPU time and the memory requirements of the underlying finite volume scheme, whose first-order version is known to converge to an entropy solution of the problem. A particular feature of the method is the storage of the multiresolution representation of the solution in a graded tree, whose leaves are the non-uniform finite volumes on which the numerical divergence is eventually evaluated. Moreover using the $L^1$ contraction of the discrete time evolution operator we derive the optimal choice of the threshold in the adaptive multiresolution method. Numerical examples illustrate the computational efficiency together with the convergence properties.

We study a Neumann type initial-boundary value problem for strongly degenerate parabolic-hyperbolic equations under the nonlinearity-diffusivity condition. We suggest a notion of entropy solution for this problem and prove its uniqueness. The existence of entropy solutions is also discussed.

We introduce the notion of pathwise entropy solutions for a class of degenerate parabolic-hyperbolic equations with non-isotropic nonlinearity and fluxes with rough time dependence and prove their well-posedness. In the case of Brownian noise and periodic boundary conditions, we prove that the pathwise entropy solutions converge to their spatial average and provide an estimate on the rate of convergence. The third main result of the paper is a new regularization result in the spirit of averaging lemmata. This work extends both the framework of pathwise entropy solutions for stochastic scalar conservation laws introduced by Lions, Perthame and Souganidis and the analysis of the long time behavior of stochastic scalar conservation laws by the authors to a new class of equations.

This paper is concerned with a free boundary problem which arises in the study of a class of degenerate parabolic equations. A thorough treatment is given for a special case which can be reduced to a problem in ordinary differential equations upon introduction of the appropriate similarity variable. Beyond its inherent interest, the solvability of the resulting problem establishes that an analysis by Vol'pert and Hudjaev of jump conditions satisfied by solutions of degenerate parabolic equations is not correct in general. (Author)

We consider degenerate Kirchhoff equations with a small parameter epsilon in front of the second-order time-derivative. It is well known that these equations admit global solutions when epsilon is small enough, and that these solutions decay as t -> +infinity with the same rate of solutions of the limit problem (of parabolic type). In this paper we prove decay-error estimates for the difference between a solution of the hyperbolic problem and the solution of the corresponding parabolic problem. These estimates show in the same time that the difference tends to zero both as epsilon -> 0, and as t -> +infinity. Concerning the decay rates, it turns out that the difference decays faster than the two terms separately (as t -> +infinity). Proofs involve a nonlinear step where we separate Fourier components with respect to the lowest frequency, followed by a linear step where we exploit weighted versions of classical energies.

Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equations under rather generale assumtpions. The principle allows to consider dependence on the gradient witha quadratic growth and also on complex zeroth-order terms. The result it applies in particular to a differential model for pricing Mortgage-Backed Securities.

We obtain new $L^1$ contraction results for bounded entropy solutions of Cauchy problems for degenerate parabolic equations. The equations we consider have possibly strongly degenerate local or non-local diffusion terms. As opposed to previous results, our results apply without any integrability assumption on the %(the positive part of the difference of) solutions. They take the form of partial Duhamel formulas and can be seen as quantitative extensions of finite speed of propagation local $L^1$ contraction results for scalar conservation laws. A key ingredient in the proofs is a new and non-trivial construction of a subsolution of a fully non-linear (dual) equation. Consequences of our results are maximum and comparison principles, new a priori estimates, and in the non-local case, new existence and uniqueness results.

In this work there is established an optimal existence and regularity theory for second order linear parabolic differential equations on a large class of noncompact Riemannian manifolds. Then it is shown that it provides a general unifying approach to problems with strong degeneracies in the interior or at the boundary.

We are interested in the study of parabolic equations on a multi-dimensional junction (Imbert, Monneau (2014)), i.e. the union of a finite number of copies of a half-hyperplane of R d+1 whose boundaries are identified. The common boundary is referred to as the junction hyperplane. The parabolic equations on the half-hyperplanes are in non-divergence form, fully non-linear and possibly degenerate, and they do degenerate along the junction hyperplane, i.e. along the junction hyperplane the nonlinearities do not depend on second order derivatives. The parabolic equations are supplemented with a generalized junction condition (or boundary condition of Neumann type), which is compatible with the maximum principle. Our main result states that, in the case where the non-linearities at the junction have convex sublevel sets with respect to the gradient variable, then these general junction conditions can be classified: they are equivalent to junction conditions of control type. This classification extends the one obtained by Imbert and Monneau for Hamilton-Jacobi equations on networks and multi-dimensional junctions. We give two applications of this classification result. On the one hand, we give the first complete answer to an open question about these equations: we prove in the two-domain case that the vanishing viscosity limit associated with quasi-convex Hamilton-Jacobi equations coincides with the maximal Ishii solution identified by Barles, Briani and Chasseigne (2012). On the other hand, we give a short and simple PDE proof of a large deviation results of Bou{\'e}, Dupuis and Ellis (2000).

In this work, we show existence and uniqueness of positive solutions of $H(Du, D^2u)+\chi(t)|Du|^\Gamma-f(u)u_t=$ in $\Omega\times(0, T)$ and $u=h$ on its parabolic boundary. The operator $H$ satisfies certain homogeneity conditions, $\Gamma>0$ and depends on the degree of homogeneity of $H$, $f>0$, increasing and meets a concavity condition. We also consider the case $f\equiv 1$ and prove existence of solutions without sign restrictions.

We prove existence and uniqueness of viscosity solutions to the degenerate parabolic problem $u_t = \Delta_\infty^h u$ where $\Delta_\infty^h$ is the $h$-homogeneous operator associated with the infinity-Laplacian, $\Delta_\infty^h u = |Du|^{h-3} < D^2uDu,Du>$. We also derive the asymptotic behavior of $u$ for the problem posed in the whole space and for the Dirichlet problem with zero boundary conditions.

We study the behaviour of solutions to a class of nonlinear degenerate parabolic problems when the data are perturbed. The class includes the Richards equation, Stefan problem and the parabolic $p$-Laplace equation. We show that, up to a subsequence, weak solutions of the perturbed problem converge uniformly-in-time to weak solutions of the original problem as the perturbed data approach the original data. We do not assume uniqueness or additional regularity of the solution. However, when uniqueness is known, our result demonstrates that the weak solution is uniformly temporally stable to perturbations of the data. Beginning with a proof of temporally-uniform, spatially-weak convergence, we strengthen the latter by relating the unknown to an underlying convex structure that emerges naturally from energy estimates on the solution. The double degeneracy --- shown to be equivalent to a maximal monotone operator framework --- is handled with techniques inspired by a classical monotonicity argument and a simple variant of the compensated compactness phenomenon.

We consider non smooth general degenerate/singular parabolic equations in non divergence form with degeneracy and singularity occurring in the interior of the spatial domain, in presence of Dirichlet or Neumann boundary conditions. In particular, we consider well posedness of the problem and then we prove Carleman estimates for the associated adjoint problem.

For a general class of divergence type quasi-linear degenerate parabolic equations with differentiable structure and lower order coefficients form bounded with respect to the Laplacian we obtain $L^q$-estimates for the gradients of solutions, and for the lower order coefficients from a Kato-type class we show that the solutions are Lipschitz continuous with respect to the space variable.

We obtain solutions of the nonlinear degenerate parabolic equation \[ \frac{\partial \rho}{\partial t} = {div} \Big\{\rho \nabla c^\star [ \nabla (F^\prime(\rho)+V) ] \Big\} \] as a steepest descent of an energy with respect to a convex cost functional. The method used here is variational. It requires less uniform convexity assumption than that imposed by Alt and Luckhaus in their pioneering work \cite{luckhaus:quasilinear}. In fact, their assumption may fail in our equation. This class of problems includes the Fokker-Planck equation, the porous-medium equation, the fast diffusion equation, and the parabolic p-Laplacian equation.

Let $n\geq 3$, $0\le m 0$, $\beta>\beta_0^{(m)}=\frac{m\rho_1}{n-2-nm}$, $\alpha_m=\frac{2\beta+\rho_1}{1-m}$ and $\alpha=2\beta+\rho_1$. For any $\lambda>0$, we prove the uniqueness of radially symmetric solution $v^{(m)}$ of $\La(v^m/m)+\alpha_m v+\beta x\cdot\nabla v=0$, $v>0$, in $\R^n\setminus\{0\}$ which satisfies $\lim_{|x|\to 0}|x|^{\frac{\alpha_m}{\beta}}v^{(m)}(x)=\lambda^{-\frac{\rho_1}{(1-m)\beta}}$ and obtain higher order estimates of $v^{(m)}$ near the blow-up point $x=0$. We prove that as $m\to 0^+$, $v^{(m)}$ converges uniformly in $C^2(K)$ for any compact subset $K$ of $\R^n\setminus\{0\}$ to the solution $v$ of $\La\log v+\alpha v+\beta x\cdot\nabla v=0$, $v>0$, in $\R^n\bs\{0\}$, which satisfies $\lim_{|x|\to 0}|x|^{\frac{\alpha}{\beta}}v(x)=\lambda^{-\frac{\rho_1}{\beta}}$. We also prove that if the solution $u^{(m)}$ of $u_t=\Delta (u^m/m)$, $u>0$, in $(\R^n\setminus\{0\})\times (0,T)$ which blows up near $\{0\}\times (0,T)$ at the rate $|x|^{-\frac{\alpha_m}{\beta}}$ satisfies some mild growth condition on $(\R^n\setminus\{0\})\times (0,T)$, then as $m\to 0^+$, $u^{(m)}$ converges uniformly in $C^{2+\theta,1+\frac{\theta}{2}}(K)$ for some constant $\theta\in (0,1)$ and any compact subset $K$ of $(\R^n\setminus\{0\})\times (0,T)$ to the solution of $u_t=\La\log u$, $u>0$, in $(\R^n\setminus\{0\})\times (0,T)$. As a consequence of the proof we obtain existence of a unique radially symmetric solution $v^{(0)}$ of $\La \log v+\alpha v+\beta x\cdot\nabla v=0$, $v>0$, in $\R^n\setminus\{0\}$, which satisfies $\lim_{|x|\to 0}|x|^{\frac{\alpha}{\beta}}v(x)=\lambda^{-\frac{\rho_1}{\beta}}$.

We consider mildly degenerate Kirchhoff equations with a small parameter and a weak dissipation term. We prove the existence of global solutions when the parameter is small with respect to the size of initial data. Then we provide global-in-time error estimates on the difference between the solution of our problem and the solution of the corresponding first order problem.

We study the boundary behavior of non-negative solutions to a class of degenerate/singular parabolic equations, whose prototype is the parabolic $p$-Laplacian. Assuming that such solutions continuously vanish on some distinguished part of the lateral part $S_T$ of a Lipschitz cylinder, we prove Carleson-type estimates, and deduce some consequences under additional assumptions on the equation or the domain. We then prove analogous estimates for non-negative solutions to a class of degenerate/singular parabolic equations, of porous medium type.

We consider a mixed type boundary value problem for a class of degenerate parabolic-hyperbolic equations. Namely, we consider a Cartesian product domain and split its boundary into two parts. In one of them we impose a Dirichlet boundary condition; in the other, we impose a Neumann condition. We apply a normal trace formula for $L^2$-divergence-measure fields to prove a new strong trace property in the part of the boundary where the Neumann condition is imposed. We prove existence and uniqueness of the entropy solution.

We prove interior H\"older estimate for the spatial gradients of the viscosity solutions to the singular or degenerate parabolic equation $$ u_t=|\nabla u|^{\kappa}\mbox{div} (|\nabla u|^{p-2}\nabla u), $$ where $p\in (1,\infty)$ and $\kappa\in (1-p,\infty).$ This includes the from $L^\infty$ to $C^{1,\alpha}$ regularity for parabolic $p$-Laplacian equations in both divergence form with $\kappa=0$, and non-divergence form with $\kappa=2-p$. This work is a continuation of a paper by the last two authors \cite{JS}.

We prove interior H\"older estimate for the spatial gradients of the viscosity solutions to the singular or degenerate parabolic equation $$ u_t=|\nabla u|^{\kappa}\mbox{div} (|\nabla u|^{p-2}\nabla u), $$ where $p\in (1,\infty)$ and $\kappa\in (1-p,\infty).$ This includes the from $L^\infty$ to $C^{1,\alpha}$ regularity for parabolic $p$-Laplacian equations in both divergence form with $\kappa=0$, and non-divergence form with $\kappa=2-p$. This work is a continuation of a paper by the last two authors \cite{JS}.

Using the theory of functions of bounded variation, Vol'pert and Hudjaev successfully treated the initial-value problem for a class of degenerate parabolic equations in one space dimension. Of particular interest was their ability to incorporate even the completely degenerate case of a scalar conservation law in the class they treated. The author subsequently treated the first boundary value problem in a similar spirit and generality. The current work shows that analogous results can be obtained for other boundary conditions. As before, regularizatio is used to obtain existence results for approximate problems. New estimates are obtained on the approximations which allow passage to the limit.

Locally bounded weak solutions of degenerate parabolic equations are proven to be locally hoelder continuous. Hoelder estimates are also derived up to the boundary for both Dirichlet data and (non-linear) variational data. Via a counterexample it is shown that non-negative solutions, in general, do not satisfy the parabolic version of the Harnack inequality.

We consider a possibly strongly degenerate parabolic semilinear problem which can be applied to a differential model for pricing financial derivatives. We prove the asked regularity for applying the Ito's formula which is used for building the differential model.

For a general class of divergence type quasi-linear degenerate parabolic equations with measurable coeffcients and lower order terms from non-linear Kato-type classes, we prove local boundedness and continuity of solutions, and the intrinsic Harnack inequality for positive solutions.

Degenerate parabolic equations arise in the description of melting processes, gas dynamics and certain biological models. The interfaces corresponding to degeneracies in the constitutive function usually separate different media in the physical problem. Problem (P) stated in the abstract is related to nonlinear diffusion equations with nonmonotone constitutive functions as has been discussed in previous documents. This report obtains explicit self-similar solutions for (P) corresponding to a class of model initial data and determine the free boundary explicitly. The qualitative behavior of these solutions, in particular of their interfaces, is typical of the situation in more general problems. For general initial data, the author then uses these self-similar solutions as comparison functions to study the regularity and the behavior of the free boundary for small time. Keywords: One dimensional degenerate Cauchy problem.

We study the well-posedness of triply nonlinear degenerate elliptic-parabolic-hyperbolic problem $$ b(u)_t - {\rm div} \tilde{\mathfrak a}(u,\nabla\phi(u))+\psi(u)=f, \quad u|_{t=0}=u_0 $$ in a bounded domain with homogeneous Dirichlet boundary conditions. The nonlinearities $b,\phi$ and $\psi$ are supposed to be continuous non-decreasing, and the nonlinearity $\tilde{\mathfrak a}$ falls within the Leray-Lions framework. Some restrictions are imposed on the dependence of $\tilde{\mathfrak a}(u,\nabla\phi(u))$ on $u$ and also on the set where $\phi$ degenerates. A model case is $\tilde{\mathfrak a}(u,\nabla\phi(u)) =\tilde{\mathfrak{f}}(b(u),\psi(u),\phi(u))+k(u)\mathfrak{a}_0(\nabla\phi(u)),$ with $\phi$ which is strictly increasing except on a locally finite number of segments, and $\mathfrak{a}_0$ which is of the Leray-Lions kind. We are interested in existence, uniqueness and stability of entropy solutions. If $b=\mathrm{Id}$, we obtain a general continuous dependence result on data $u_0,f$ and nonlinearities $b,\psi,\phi,\tilde{\mathfrak{a}}$. Similar result is shown for the degenerate elliptic problem which corresponds to the case of $b\equiv 0$ and general non-decreasing surjective $\psi$. Existence, uniqueness and continuous dependence on data $u_0,f$ are shown when $[b+\psi](\R)=\R$ and $\phi\circ [b+\psi]^{-1}$ is continuous.

In this paper, we study a nonlocal degenerate parabolic equation of order {\alpha} + 2 for 0