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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

We study the regularity of the free boundary in the obstacle for the $p$-Laplacian, $\min\bigl\{-\Delta_p u,\,u-\varphi\bigr\}=0$ in $\Omega\subset\mathbb R^n$. Here, $\Delta_p u=\textrm{div}\bigl(|\nabla u|^{p-2}\nabla u\bigr)$, and…

Analysis of PDEs · Mathematics 2017-01-20 Alessio Figalli , Brian Krummel , Xavier Ros-Oton

Existence and non-existence results are established for quasilinear elliptic problems with nonlinear boundary conditions and lack of compactness. The proofs combine variational methods with the geometrical feature, due to the competition…

Analysis of PDEs · Mathematics 2007-06-19 Roberta Filippucci , Patrizia Pucci , Vicentiu Radulescu

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…

Analysis of PDEs · Mathematics 2018-05-25 Alessio Figalli , Henrik Shahgholian

We study fully nonlinear singularly perturbed parabolic equations and their limits. We show that solutions are uniformly Lipschitz continuous in space and H\"{o}lder continuous in time. For the limiting free boundary problem, we analyse the…

Analysis of PDEs · Mathematics 2018-04-26 Gleydson C. Ricarte , Rafayel Teymurazyan , José Miguel Urbano

This paper concerns the regularity and geometry of the free boundary in the optimal partial transport problem for general cost functions. More specifically, we prove that a $C^1$ cost implies a locally Lipschitz free boundary. As an…

Analysis of PDEs · Mathematics 2013-12-12 Shibing Chen , Emanuel Indrei

We prove new boundary Harnack inequalities in Lipschitz domains for equations with a right hand side. Our main result applies to non-divergence form operators with bounded measurable coefficients and to divergence form operators with…

Analysis of PDEs · Mathematics 2023-07-11 Xavier Ros-Oton , Clara Torres-Latorre

We prove new optimal $C^{1,\alpha}$ regularity results for obstacle problems involving evolutionary $p$-Laplace type operators in the degenerate regime $p > 2$. Our main results include the optimal regularity improvement at free boundary…

Analysis of PDEs · Mathematics 2024-01-12 Sunghan Kim , Kaj Nyström

We prove under general assumptions that solutions of the thin obstacle or Signorini problem in any space dimension achieve the optimal regularity $C^{1,1/2}$. This improves the known optimal regularity results by allowing the thin obstacle…

Analysis of PDEs · Mathematics 2009-01-06 Nestor Guillen

In the classical obstacle problem, the free boundary can be decomposed into "regular" and "singular" points. As shown by Caffarelli in his seminal papers \cite{C77,C98}, regular points consist of smooth hypersurfaces, while singular points…

Analysis of PDEs · Mathematics 2017-11-28 Alessio Figalli , Joaquim Serra

In this work we consider the boundary blow-up problem $$ \left\{ \begin{array}{ll} \Delta u = f(u) & \hbox{in } B\\ \ \ u=+\infty & \hbox{on }\partial B \end{array} \right. $$ where $B$ stands for the unit ball of $\mathbb{R}^N$ and $f$ is…

Analysis of PDEs · Mathematics 2017-04-10 Carmen Cortázar , Manuel Elgueta , Jorge García-Melián

We calculate the full asymptotic expansion of boundary blow-up so- lutions, for any nonlinearity f . Our approach enables us to state sharp qualitative results regarding uniqueness and ra- dial symmetry of solutions, as well as a…

Analysis of PDEs · Mathematics 2009-03-19 Ovidiu Costin , Louis Dupaigne

In the first part of the article, we give necessary and sufficient conditions for the solvability of a class of nonlinear elliptic boundary value problems with nonlinear boundary conditions involving the q-Laplace-Beltrami operator. In the…

Dynamical Systems · Mathematics 2011-05-20 Ciprian G. Gal , Mahamadi Warma

We investigate the regularity of the free boundary for the Signorini problem in $\mathbb{R}^{n+1}$. It is known that regular points are $(n-1)$-dimensional and $C^\infty$. However, even for $C^\infty$ obstacles $\varphi$, the set of…

Analysis of PDEs · Mathematics 2021-02-15 Xavier Fernández-Real , Xavier Ros-Oton

We study a one-phase Bernoulli free boundary problem with weight function admitting a discontinuity along a smooth jump interface. In any dimension $N\ge 2$, we show the $C^{1, \alpha}$ regularity of the free boundary outside of a singular…

Analysis of PDEs · Mathematics 2023-09-19 Lorenzo Ferreri , Bozhidar Velichkov

We establish the existence of positive solutions to a general class of overdetermined semilinear elliptic boundary problems on suitable bounded open sets $\Omega\subset\mathbb{R}^n$. Specifically, for $n\leq 4$ and under mild technical…

Analysis of PDEs · Mathematics 2025-07-09 Alberto Enciso , Pablo Hidalgo-Palencia , Xavier Ros-Oton

In this paper we prove existence and uniqueness of viscosity solutions of elliptic systems associated to fully nonlinear operators for minimization problems that involve interconnected obstacles. This system appears, among other, in the…

Analysis of PDEs · Mathematics 2023-05-09 S. Andronicou , E. Milakis

We consider non-local in time semilinear subdiffusion equations on a bounded domain, where the kernel in the integro-differential operator belongs to a large class, which covers many relevant cases from physics applications, in particular…

Analysis of PDEs · Mathematics 2016-10-18 Vicente Vergara , Rico Zacher

The goal of this paper is to establish generic regularity of free boundaries for the obstacle problem in $\mathbb R^n$. By classical results of Caffarelli, the free boundary is $C^\infty$ outside a set of singular points. Explicit examples…

Analysis of PDEs · Mathematics 2020-06-25 Alessio Figalli , Xavier Ros-Oton , Joaquim Serra

Free boundary problems are those described by PDEs that exhibit a priori unknown (free) interfaces or boundaries. These problems appear in Physics, Probability, Biology, Finance, or Industry, and the study of solutions and free boundaries…

Analysis of PDEs · Mathematics 2017-07-05 Xavier Ros-Oton