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This article deals with the variable coefficient thin obstacle problem in $n+1$ dimensions. We address the regular free boundary regularity, the behavior of the solution close to the free boundary and the optimal regularity of the solution…

Analysis of PDEs · Mathematics 2016-03-23 Herbert Koch , Angkana Rüland , Wenhui Shi

In this article we investigate the higher regularity properties of the regular free boundary in the fractional thin obstacle problem. Relying on a Hodograph-Legendre transform, we show that for smooth or analytic obstacles the regular free…

Analysis of PDEs · Mathematics 2016-05-24 Herbert Koch , Angkana Rüland , Wenhui Shi

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\}},…

Analysis of PDEs · Mathematics 2017-03-21 Ki-ahm Lee , Jinwan Park , Henrik Shahgholian

We study the singular part of the free boundary in the obstacle problem for the fractional Laplacian, \ $\min\bigl\{(-\Delta)^su,\,u-\varphi\bigr\}=0$ in $\mathbb R^n$, for general obstacles $\varphi$. Our main result establishes the…

Analysis of PDEs · Mathematics 2017-04-04 Nicola Garofalo , Xavier Ros-Oton

We consider one-dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. Results on $C^m$-regularity of the free boundary are obtained. In particular, a necessary and…

Analysis of PDEs · Mathematics 2013-08-21 Rossitza Semerdjieva

In this paper we study a parabolic version of the fractional obstacle problem, proving almost optimal regularity for the solution. This problem is motivated by an American option model proposed by Menton which introduces, into the theory of…

Analysis of PDEs · Mathematics 2011-01-28 Luis Caffarelli , Alessio Figalli

Building upon the recent results in \cite{FoSp17} we provide a thorough description of the free boundary for the fractional obstacle problem in $\mathbb{R}^{n+1}$ with obstacle function $\varphi$ (suitably smooth and decaying fast at…

Analysis of PDEs · Mathematics 2019-09-20 Matteo Focardi , Emanuele Spadaro

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 $u(x)\ge 0$…

Analysis of PDEs · Mathematics 2016-11-15 John Andersson

We study regularity properties of the free boundary for solutions of the porous medium equation with the presence of drift. We show the $C^{1,\alpha}$ regularity of the free boundary, when the solution is directionally monotone in space…

Analysis of PDEs · Mathematics 2021-08-12 Inwon Kim , Yuming Paul Zhang

We study the obstacle problem associated with the Kolmogorov operator $\Delta_v - \partial_t - v\cdot\nabla_x$, which arises from the theory of optimal control in Asian-American options pricing models. Our first main contribution is to…

Analysis of PDEs · Mathematics 2025-02-04 David Bowman

For the parabolic obstacle-problem-like equation $$\Delta u - \partial_t u = \lambda_+ \chi_{\{u>0\}} - \lambda_- \chi_{\{u<0\}} ,$$ where $\lambda_+$ and $\lambda_-$ are positive Lipschitz functions, we prove in arbitrary finite dimension…

Analysis of PDEs · Mathematics 2007-12-21 Henrik Shahgholian , Nina Uraltseva , Georg S. Weiss

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…

Analysis of PDEs · Mathematics 2007-05-23 J. Andersson , G. S. Weiss

The aim of this note is to review some recent developments on the regularity theory for the stationary and parabolic obstacle problems. After a general overview, we present some recent results on the structure of singular free boundary…

Analysis of PDEs · Mathematics 2018-09-24 Alessio Figalli

In this work, we study the asymptotic behavior of the free boundary of the solution to the exterior Bernoulli problem for the half Laplacian when the Bernoulli's gradient parameter tends to $0^+$ and to $+\infty$. Moreover, we show that,…

Analysis of PDEs · Mathematics 2025-01-09 Sven Jarohs , Tadeusz Kulczycki , Paolo Salani

In this paper, we develop a series of boundary pointwise regularity for Dirichlet problems and oblique derivative problems. As applications, we give direct and simple proofs of the higher regularity of the free boundaries in obstacle-type…

Analysis of PDEs · Mathematics 2022-04-26 Yuanyuan Lian , Kai Zhang

In this article, we deal with the fine boundary regularity, a weighted H\"{o}lder regularity of weak solutions to the problem involving the fractional $(p,q)$ Laplacian denoted by $(-\Delta)_{p}^{s} u + (-\Delta)_{q}^{s} u = f(x)$ in…

Analysis of PDEs · Mathematics 2025-05-22 R. Dhanya , Ritabrata Jana , Uttam Kumar , Sweta Tiwari

In this paper we are concerned with a two-penalty boundary obstacle problem of interest in thermics, fluid dynamics and electricity. Specifically, we prove existence, uniqueness and optimal regularity of the solutions, and we establish…

Analysis of PDEs · Mathematics 2020-08-17 Donatella Danielli , Rohit Jain

We consider a one-phase free boundary problem with variable coefficients and non-zero right hand side. We prove that flat free boundaries are $C^{1,\alpha}$ using a different approach than the classical supconvolution method of Caffarelli.…

Analysis of PDEs · Mathematics 2009-12-11 Daniela De Silva

We study a model for combustion on a boundary. Specifically, we study certain generalized solutions of the equation \[ (-\Delta)^s u = \chi_{\{u>c\}} \] for $0<s<1$ and an arbitrary constant $c$. Our main object of study is the free…

Analysis of PDEs · Mathematics 2018-12-03 Mark Allen , Mariana Smit Vega Garcia

We prove $C^{2,\alpha}$ regularity of sufficiently flat free boundaries, for the thin one-phase problem in which the free boundary occurs on a lower dimensional subspace. This problem appears also as a model of a one-phase free boundary…

Analysis of PDEs · Mathematics 2011-11-11 Daniela De Silva , Ovidiu Savin