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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

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…

Analysis of PDEs · Mathematics 2012-10-11 John Andersson , Erik Lindgren , Henrik Shahgholian

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 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…

Analysis of PDEs · Mathematics 2016-05-03 Begoña Barrios , Alessio Figalli , Xavier Ros-Oton

In this paper we are concerned with higher regularity properties of the elliptic system \[ \Delta\mathbf{u}= |\mathbf{u}|^{q-1}\mathbf{u}\chi_{\{|\mathbf{u}|>0\}},\qquad\mathbf{u}=(u^1,\dots,u^m) \] for $0\leq q<1$. We show analyticity of…

Analysis of PDEs · Mathematics 2023-05-02 Morteza Fotouhi , Herbert Koch

We study the obstacle problem for parabolic operators of the type $\partial_t + L$, where $L$ is an elliptic integro-differential operator of order $2s$, such as $(-\Delta)^s$, in the supercritical regime $s \in (0,{1/2})$. The best result…

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

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 discuss the obstacle problem for the $p$-Laplace operator. We prove optimal growth results for the solution. Of particular interest is the point-wise regularity of the solution at free boundary points. The most surprising…

Analysis of PDEs · Mathematics 2015-03-19 John Andersson , Erik Lindgren , Henrik Shahgholian

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 $\Omega$…

Analysis of PDEs · Mathematics 2017-12-07 Emanuel Indrei , Andreas Minne

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 investigate general semilinear (obstacle-like) problems of the form $\Delta u = f(u)$, where $f(u)$ has a singularity/jump at $\{u=0\}$ giving rise to a free boundary. Unlike many works on such equations where $f$ is approximately…

Analysis of PDEs · Mathematics 2025-05-09 Mark Allen , Dennis Kriventsov , Henrik Shahgholian

In this paper we consider the fully nonlinear parabolic free boundary problem $$ \left\{\begin{array}{ll} F(D^2u) -\partial_t u=1 & \text{a.e. in}Q_1 \cap \Omega\\ |D^2 u| + |\partial_t u| \leq K & \text{a.e. in}Q_1\setminus\Omega,…

Analysis of PDEs · Mathematics 2015-06-17 Alessio Figalli , Henrik Shahgholian

We study the free boundary of solutions to the parabolic obstacle problem with fully nonlinear diffusion. We show that the free boundary splits into a regular and a singular part: near regular points the free boundary is $C^\infty$ in space…

Analysis of PDEs · Mathematics 2022-09-12 Alessandro Audrito , Teo Kukuljan

We study the free boundary in an unstable parabolic problem arising from a model in combustion. We consider the physical situation in which the heat advances and prove that the free boundary is a $C^{1,\alpha/2}$ hypersurface.

Analysis of PDEs · Mathematics 2025-08-25 Mark Allen , Gilles Bokolo-Tamba

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…

Analysis of PDEs · Mathematics 2019-06-18 Agnid Banerjee , Donatella Danielli , Nicola Garofalo , Arshak Petrosyan

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 consider an elliptic-parabolic free boundary problem that models the fluid flow through a partially saturated porous medium. The free boundary arises as the interface separating the saturated and unsaturated regions. Our main goal is to…

Analysis of PDEs · Mathematics 2025-08-20 Dennis Kriventsov , María Soria-Carro

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…

Analysis of PDEs · Mathematics 2022-08-03 Yuanyuan Lian , Kai Zhang

We prove a regularity result for the unstable elliptic free boundary problem $\Delta u = -\chi_{\{u>0\}}$ related to traveling waves in a problem arising in solid combustion. The maximal solution and every local minimizer of the energy are…

Analysis of PDEs · Mathematics 2007-05-23 Regis Monneau , G. S. Weiss

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 $D\subset \mathbb{R}^d$,…

Analysis of PDEs · Mathematics 2020-04-22 Dario Mazzoleni , Susanna Terracini , Bozhidar Velichkov
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