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We study the parabolic obstacle problem $$\lap u-u_t=f\chi_{\{u>0\}}, \quad u\geq 0,\quad f\in L^p \quad \mbox{with}\quad f(0)=1$$ and obtain two monotonicity formulae, one that applies for general free boundary points and one for singular…

Analysis of PDEs · Mathematics 2013-06-03 Erik Lindgren , Régis Monneau

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…

Analysis of PDEs · Mathematics 2022-07-27 Teo Kukuljan

In this paper, we propose a review of the free boundary formulation for BVPs defined on semi-infinite intervals. The main idea and theorem are illustrated, for the reader convenience, by using a class of second-order BVPs. Moreover, we are…

Numerical Analysis · Mathematics 2020-11-17 Riccardo Fazio

We construct a monotonicity formula for a class of free boundary problems associated with the stationary points of the functional \[ J(u)=\int_\Omega F(|\nabla u|^2)+\mbox{meas}(\{u>0\}\cap \Omega), \] where $F$ is a density function…

Analysis of PDEs · Mathematics 2025-09-16 Aram Karakhanyan

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 regularity criteria for the $d$-dimensional incompressible Navier-Stokes equations. We prove if $u\in L_{\infty}^tL_d^x((0,T)\times \mathbb{R}^d_+)$ is a Leray-Hopf weak solution vanishing on the boundary and the pressure $p$…

Analysis of PDEs · Mathematics 2018-09-19 Hongjie Dong , Kunrui Wang

In this paper we establish the $C^{1,\beta}$ regularity of the regular part of the free boundary in the Signorini problem for elliptic operators with variable Lipschitz coefficients. This work is a continuation of the recent paper [GSVG14],…

Analysis of PDEs · Mathematics 2015-01-27 Nicola Garofalo , Arshak Petrosyan , Mariana Smit Vega Garcia

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

We develop a cut finite element method for the Bernoulli free boundary problem. The free boundary, represented by an approximate signed distance function on a fixed background mesh, is allowed to intersect elements in an arbitrary fashion.…

Numerical Analysis · Mathematics 2017-04-05 Erik Burman , Daniel Elfverson , Peter Hansbo , Mats G. Larson , Karl Larsson

We study weak solutions for a class of free boundary problems which includes as a special case the classical problem of traveling waves on water of finite depth. We show that such problems are equivalent to problems in fixed domains and…

Complex Variables · Mathematics 2009-10-04 Eugen Varvaruca

We consider the singular boundary-value problem \Delta u = f(u) in D; u|_dD= phi, where 1. D is a bounded C^2-domain of R^d, d >= 3 2. f: (0,1) -> (0,1) is a locally H\"older continuous function such that f(u) -> 1 as u -> 0 at the rate…

Probability · Mathematics 2016-09-07 Siva Athreya

We construct nonnegative weak solutions to the singular parabolic free boundary problem \[ \partial_t u - \Delta u = - \frac{\mathrm{d}}{\mathrm{d} u} u_+^\gamma , \] where $\gamma \in (0,1]$, $u_+ := \max\{u,0\}$, and the term in the…

Analysis of PDEs · Mathematics 2025-11-05 Alessandro Audrito , Tomás Sanz-Perela

These notes record and expand the lectures for the `Journ\'ees \'Equations aux D\'eriv\'ees Partielles 2018' held by the author during the week of June 11-15, 2018. The aim is to give a overview of the classical theory for the obstacle…

Analysis of PDEs · Mathematics 2018-07-04 Alessio Figalli

We investigate existence and regularity properties of one-phase free boundary graphs, in connection with the question of whether there exists a complete non-planar free boundary graph in high dimensions.

Analysis of PDEs · Mathematics 2007-05-23 Daniela De Silva

We prove a higher regularity result for the free boundary in the obstacle problem for the fractional Laplacian via a higher order boundary Harnack inequality.

Analysis of PDEs · Mathematics 2017-03-28 Yash Jhaveri , Robin Neumayer

We study the higher regularity of solutions and free boundaries in the Alt-Phillips problem $\Delta u=u^{\gamma-1}$, with $\gamma\in(0,1)$. Our main results imply that, once free boundaries are $C^{1,\alpha}$, then they are $C^\infty$. In…

Analysis of PDEs · Mathematics 2024-07-31 Daniel Restrepo , Xavier Ros-Oton

In this paper we prove the optimal $C^{1,1}(B_\frac12)$-regularity for a general obstacle type problem $$ \lap u = f\chi_{\{u\neq 0\}}\textup{in $B_1$}, $$ under the assumption that $f*N$ is $C^{1,1}(B_1)$, where $N$ is the Newtonian…

Analysis of PDEs · Mathematics 2011-05-05 John Andersson , Erik Lindgren , Henrik Shahgholian

The main result of this paper is to prove that viscosity solutions to a parabolic free boundary problem with variable coefficients are Lipschitz continuous under the assumptions that the solution has a Lipschitz free boundary and satisfies…

Analysis of PDEs · Mathematics 2015-12-04 Thomas Backing

We study the exterior and interior Bernoulli problems for the half Laplacian and the interior Bernoulli problem for the spectral half Laplacian. We concentrate on the existence and geometric properties of solutions. Our main results are the…

Analysis of PDEs · Mathematics 2021-12-13 Sven Jarohs , Tadeusz Kulczycki , Paolo Salani

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