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In this paper, we are interested in numerical solution of some linear boundary value problems with Dirichlet boundary part, by the means of simulation of random walks. We use a probabilistic interpretation of solution $u$, assuming that the…

Probability · Mathematics 2013-04-17 Jean-Paul Morillon

For one class of boundary value problem depending on small parameter for which numerical methods for their solution are actually inapplicable, procedure of limiting problem acquisition which is much easier and which solution as much as…

Numerical Analysis · Computer Science 2009-04-24 Vladimir Gotsulenko , Lyudmila Gaponova

We construct a monotonicity formula for the free boundary problem of the form $\Delta u=\mu$, where $\mu$ is a Radon measure. It implies that the blow up limits of solutions are homogenous functions of degree one. The first formula is new…

Analysis of PDEs · Mathematics 2025-04-03 Aram Karakhanyan

Aim of this paper is the qualitative analysis of the solution of a boundary value problem for a third-order non linear parabolic equation which describes several dissipative models. When the source term is linear, the problem is explictly…

Mathematical Physics · Physics 2012-07-11 Monica De Angelis

We extend basic regularity of the free boundary of the obstacle problem to some classes of heterogeneous quasilinear elliptic operators with variable growth that includes, in particular, the $p(x)$-Laplacian. Under the assumption of…

Analysis of PDEs · Mathematics 2014-01-28 S. Challal , A. Lyaghfouri , J. F. Rodrigues , R. Teymurazyan

We study an elliptic operator $L:=\mathrm{div}(A\nabla \cdot)$ on the upper half space. It is known that if the matrix $A$ is independent in the transversal $t$-direction, then the regularity boundary value problem is solvable with data in…

Analysis of PDEs · Mathematics 2025-04-07 Martin Ulmer

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

We consider a class of time-inhomogeneous optimal stopping problems and we provide sufficient conditions on the data of the problem that guarantee monotonicity of the optimal stopping boundary. In our setting, time-inhomogeneity stems not…

Optimization and Control · Mathematics 2023-01-16 Alessandro Milazzo

We develop an elliptic theory based in $L^2$ of boundary value problems for general wedge differential operators of first order under only mild assumptions on the boundary spectrum. In particular, we do not require the indicial roots to be…

Analysis of PDEs · Mathematics 2013-10-29 Thomas Krainer , Gerardo A. Mendoza

We consider an inverse problem for the linear one-dimensional wave equation with variable coefficients consisting in determining an unknown source term from a boundary observation. A method to obtain approximations of this inverse problem…

Numerical Analysis · Mathematics 2025-01-22 Carlos Castro , Sorin Micu

A boundary value problem for a fractional power of the second-order elliptic operator is considered. It is solved numerically using a time-dependent problem for a pseudo-parabolic equation. For the auxiliary Cauchy problem, the standard…

Numerical Analysis · Computer Science 2015-06-18 Petr N. Vabishchevich

A model of unsteady filtration (seepage) in a porous medium with capillary retention is considered. It leads to a free boundary problem for a generalized porous medium equation where the location of the boundary of the water mound is…

Numerical Analysis · Mathematics 2025-10-20 Eugene A. Ingerman , Helen Shvets

We study a class of semilinear free boundary problems in which admissible functions $u$ have a topological constraint, or spanning condition, on their 1-level set. This constraint forces $\{u=1\}$, which is the free boundary, to behave like…

Analysis of PDEs · Mathematics 2026-04-07 Michael Novack , Daniel Restrepo , Anna Skorobogatova

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 consider the exterior free boundary Bernoulli problem in the case of a rough given domain. An asymptotic analysis shows that the solution of the initial problem can be approximated by the solution of a non-rough Bernoulli problem at…

Analysis of PDEs · Mathematics 2013-06-11 Bouchon François , Chupin Laurent

We consider the vectorial analogue of the thin free boundary problem introduced in \cite{CRS} as a realization of a nonlocal version of the classical Bernoulli problem. We study optimal regularity, nondegeneracy, and density properties of…

Analysis of PDEs · Mathematics 2020-10-13 Daniela De Silva , Giorgio Tortone

We consider optimal control of an elliptic two-point boundary value problem governed by functions of bounded variation (BV). The cost functional is composed of a tracking term for the state and the BV-seminorm of the control. We use the…

Optimization and Control · Mathematics 2022-02-09 Evelyn Herberg , Michael Hinze

In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…

Numerical Analysis · Mathematics 2021-10-25 Zhiming Chen , Wenlong Zhang , Jun Zou

We study boundary value problems posed in a semistrip for the elliptic sine-Gordon equation, which is the paradigm of an elliptic integrable PDE in two variables. We use the method introduced by one of the authors, which provides a…

Mathematical Physics · Physics 2009-12-10 A. S. Fokas , B. Pelloni

We establish local interior Lipschitz continuity of the solutions of a class of free boundary elliptic problems assuming the coefficients of the equation of Dini mean oscillation in at least one direction. The novelty in this regularity…

Analysis of PDEs · Mathematics 2022-06-22 Abdeslem Lyaghfouri