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We study a free boundary problem on the lattice whose scaling limit is a harmonic free boundary problem with a discontinuous Hamiltonian. We find an explicit formula for the Hamiltonian, prove the solutions are unique, and prove that the…
In this work we consider the computational approximation of a unique continuation problem for the Helmholtz equation using a stabilized finite element method. First conditional stability estimates are derived for which, under a convexity…
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
In this paper we study the existence of traveling wave solutions for a free-boundary problem modeling the phase transition of a material where the heat is transported by both conduction and radiation. Specifically, we consider a…
In this paper we give a comprehensive treatment of a two-penalty boundary obstacle problem for a divergence form elliptic operator, motivated by applications to fluid dynamics and thermics. Specifically, we prove existence, uniqueness and…
We propose an analysis for the stabilized finite element methods proposed in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive, and ill-posed problems. Part I: Elliptic equations. SIAM J. Sci. Comput., 35(6) 2013,…
We consider the numerical solution of time-harmonic acoustic scattering by obstacles with uncertain geometries for Dirichlet, Neumann, impedance and transmission boundary conditions. In particular, we aim to quantify diffracted fields…
The spherically symmetric perturbations in the spatially flat Friedman models are considered. It is assumed that the Friedmannian density and pressure are related through a linear equation of state. The perturbation is joined smoothly with…
We compare two singularly perturbed elliptic systems modeling partially phase segregation. Although the formulations are fundamentally different, we prove that their limiting configurations have identical free boundaries. The result shows…
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…
In this paper we derive local estimates of solutions of the Perturbed Stokes system. This system arises as a reduction of the Stokes system near a curved part of the boundary of the domain if one applies a diffeomorphism flatting the…
We prove locally in time the existence of a smooth solution for multidimensional two-phase Stefan problem for degenerate parabolic equations of the porous medium type. We establish also natural H\"{o}lder class for the boundary conditions…
We prove an analogue for a one-phase free boundary problem of the classical gradient bound for solutions to the minimal surface equation. It follows, in particular, that every energy-minimizing free boundary that is a graph is also smooth.…
This paper is concerned with a family of second-order elliptic systems in divergence form with rapidly oscillating periodic coefficients. We initiate the study of homogenization and boundary layers for Neumann problems with first-order…
We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.
Single-phase Stokes flow problems with prescribed boundary conditions can be formulated in terms of a boundary regularized integral equation that is completely free of singularities that exist in the traditional formulation. The usual…
We establish a C^1,alpha Schauder estimate of a non-standard degenerate elliptic equation and use it to give another proof of the higher order boundary Harnack inequality. As an application, we obtain the analyticity of the free boundary in…
The qualitative behavior of a thermodynamically consistent two-phase Stefan problem with surface tension and with or without kinetic undercooling is studied. It is shown that these problems generate local semiflows in well-defined state…
We adapt Stein's method to isoperimetric and geometric inequalities. The main challenge is the treatment of boundary terms. We address this by using an elliptic PDE with an oblique boundary condition. We apply our geometric formulation of…