The motion of interfaces for a mass-conserving Allen–Cahn equation that are attached to the boundary of a two-dimensional domain is studied. In the limit of thin interfaces, the interface motion for this problem is known to be governed by an area-preserving mean curvature flow. A numerical front-tracking method, that allows for a numerical solution of this type of curvature flow, is used to compute the motion of interfaces that are attached orthogonally to the boundary. Results obtained from these computations are favourably compared with a previously-derived asymptotic result for the motion of attached interfaces that enclose a small area. The area-preserving mean curvature flow predicts that a semi-circular interface is stationary when it is attached to a flat segment of the boundary. For this case, the interface motion is shown to be metastable and an explicit characterization of the metastability is given.

The purpose of this paper is to analyse the free boundary problem for the Black–Scholes equation for pricing the American call option on stocks paying a continuous dividend. Using the Fourier integral transformation method, we derive and analyse a nonlinear singular integral equation determining the shape of the free boundary. Numerical experiments based on this integral equation are also presented.

Rapid solidification fronts are studied using a phase field model. Unlike slow moving solutions which approximate the Mullins–Sekerka free boundary problem, different limiting behaviour is obtained for rapidly moving fronts. A time-dependent analysis is carried out for various cases and the leading order behaviour of solidification front solutions is derived to be one of several travelling wave problems. An analysis of these problems is conducted, leading to expressions for front speeds in certain limits. The dynamics leading to these travelling wave solutions is derived, and conclusions about stability are drawn. Finally, a discussion is made of the relationship to other solidification models.

The paper is devoted to the stability of stationary solutions of an evolution system, describing heat explosion in a two-phase medium, where a parabolic equation is coupled with an ordinary differential equation. Spectral properties of the problem linearized about a stationary solution are analyzed and used to study stability of continuous branches of solutions. For the convex nonlinearity specific to combustion problems it is shown that solutions on the first increasing branch are stable, solutions on all other branches are unstable. These results remain valid for the scalar equation and they generalize the results obtained before for heat explosion in the radially symmetric case [1].

This work studies mathematical issues associated with steady-state modelling of diffusion- reaction-conduction processes in an electrolyte wedge (meniscus corner) of a current-producing porous electrode. The discussion is applicable to various electrodes where the rate-determining reaction occurs at the electrolyte-solid interface; molten carbonate fuel cell cathodes are used as a specific example. New modelling in terms of component potentials (linear combinations of electrochemical potentials) is shown to be consistent with tradition concentration modelling. The current density is proved to be finite, and asymptotic expressions for both current density and total current are derived for suffciently small contact angles. Finally, numerical and asymptotic examples are presented to illustrate the strengths and weaknesses of these expressions.