Related papers: A general class of free boundary problems for full…
In this paper we study the fully nonlinear free boundary problem $$ {{array}{ll} F(D^2u)=1 & \text{a.e. in}B_1 \cap \Omega |D^2 u| \leq K & \text{a.e. in}B_1\setminus\Omega, {array}. $$ where $K>0$, and $\Omega$ is an unknown open set. Our…
We consider fully nonlinear obstacle-type problems of the form \begin{equation*} \begin{cases} F(D^{2}u,x)=f(x) & \text{a.e. in}B_{1}\cap\Omega,|D^{2}u|\le K & \text{a.e. in}B_{1}\backslash\Omega, \end{cases} \end{equation*} where $\Omega$…
In this paper we present a survey concerning unconstrained free boundary problems of type $$ \left\{ \begin{array}{ll} F_1(D^2u,\nabla u,u,x)=0 & \text{in }B_1 \cap \Omega ,\\ F_2 (D^2 u,\nabla u,u,x)=0 & \text{in }B_1\setminus\Omega ,\\ u…
In this paper, we prove the existence and uniqueness of $W^{2,p}$ ($n<p<\infty$) solutions of a double obstacle problem with $C^{1,1}$ obstacle functions. Moreover, we show the optimal regularity of the solution and the local $C^1$…
In this paper, we study a parabolic free boundary problem in an exterior domain $$\begin{cases} F(D^2u)-\partial_tu=u^a\chi_{\{u>0\}}&\text{in }(\mathbb R^n\setminus K)\times(0,\infty),\\ u=u_0&\text{on }\{t=0\},\\ |\nabla u|=u=0&\text{on…
We study the parabolic free boundary problem of obstacle type $$ \lap u-\frac{\partial u}{\partial t}= f\chi_{{u\ne 0}}. $$ Under the condition that $f=Hv$ for some function $v$ with bounded second order spatial derivatives and bounded…
Consider the parabolic free boundary problem $$ \Delta u - \partial_t u = 0 \textrm{in} \{u>0\}, |\nabla u|=1 \textrm{on} \partial\{u>0\} . $$ For a realistic class of solutions, containing for example {\em all} limits of the singular…
For a parameter $\gamma\in(1,2)$, we study the fully nonlinear version of the Alt-Phillips equation, $F(D^2u)=u^{\gamma-1}$, for $u\ge 0.$ We establish the optimal regularity of the solution, as well as the $C^1$ regularity of the regular…
In this paper, we prove boundary pointwise $C^{k,\alpha}$ regularity for any $k\geq 1$ for fully nonlinear parabolic equations. As an application, we give a direct and short proof of the higher regularity of the free boundaries in…
In this paper we study the existence, the optimal regularity of solutions, and the regularity of the free boundary near the so-called \emph{regular points} in a thin obstacle problem that arises as the local extension of the obstacle…
In this paper we study the regularity of the free boundary for a vector-valued Bernoulli problem, with no sign assumptions on the boundary data. More precisely, given an open, smooth set of finite measure $D\subset \mathbb{R}^d$,…
In this paper, we prove local $C^{1}$ regularity of free boundaries for the double obstacle problem with an upper obstacle $\psi$, \begin{align*} \Delta u &=f\chi_{\Omega(u) \cap\{ u< \psi\} }+ \Delta \psi \chi_{\Omega(u)\cap \{u=\psi\}},…
In this article we consider the following boundary value problem \begin{equation*}\label{abs} \left\{ \begin{aligned} F(x,u,Du,D^{2}u)+c(x)u+ p(x)u^{-\alpha}&=0~\text{in}~\Omega\\ u&=0~~\text{on}~~\partial\Omega, \end{aligned} \right.…
In this paper, we establish the boundary regularity results for viscosity solutions of fully nonlinear degenerate/singular parabolic equations of the form $$u_t - x_n^{\gamma} F(D^2 u,x,t) = f,$$ where $\gamma<1$. These equations are…
We study the regularity of the free boundary in the parabolic obstacle problem for the fractional Laplacian $(-\Delta)^s$ (and more general integro-differential operators) in the regime $s>\frac{1}{2}$. We prove that once the free boundary…
The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the assets prices are driven by pure jump L\'evy processes. In this paper we study the regularity of the free boundary. Our main…
We study a general class of elliptic free boundary problems equipped with a Dirichlet boundary condition. Our primary result establishes an optimal $C^{1,1}$-regularity estimate for $L^p$-strong solutions at points where the free and fixed…
We study the higher regularity in nonlocal free boundary problems posed for general integro-differential operators of order $2s$. Our main result is for the nonlocal one-phase (Bernoulli) problem, for which we establish that $C^{2,\alpha}$…
In this paper we prove radial symmetry for solutions to a free boundary problem with a singular right hand side, in both elliptic and parabolic regime. More exactly, in the unit ball $B_1$ we consider a solution to the fully nonlinear…
Let $u$ be a solution to the normalized p-harmonic obstacle problem with $p>2$. That is, $u\in W^{1,p}(B_1(0))$, $2<p<\infty$, $u\ge 0$ and $$ \d\left( |\nabla u|^{p-2}\nabla u\right)=\chi_{\{u>0\}}\textrm{ in }B_1(0) $$ where $u(x)\ge 0$…