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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…
We study the regularity of the free boundary in the obstacle problem for the fractional Laplacian under the assumption that the obstacle $\varphi$ satisfies $\Delta \varphi\leq 0$ near the contact region. Our main result establishes that…
Motivated by a nonlocal free boundary problem, we study uniform properties of solutions to a singular perturbation problem for a boundary-reaction-diffusion equation, where the reaction term is of combustion type. This boundary problem is…
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…
In the special relativity, a rigid rod slides upon itself, with one extremity oscillating harmonically. We discovered restrictions in the amplitude of the motion and in the length of the rod, essential to eliminate unphysical solutions.…
This paper establishes sharp local regularity estimates for viscosity solutions of fully nonlinear parabolic free boundary problems with singular absorption terms. The main difficulties are due to the blow-up of the source along the free…
In this paper, motivated by a problem in stochastic impulse control theory, we aim to study solutions to a free boundary problem of obstacle-type. We obtain sharp estimates for the solution using nonlinear tools which are independent of the…
We study the regularity of the free boundary in the fully nonlinear thin obstacle problem. Our main result establishes that the free boundary is $C^1$ near regular points.
We will investigate the value and inactive region of optimal stopping and one-sided singular control problems by focusing on two fundamental ratios. We shall see that these ratios unambiguously characterize the solution, although usually…
For one boundary problem of fourth order with a spectral parameter in the boundary condition we prove the simplicity of the spectrum and the oscillation properties of the system of the eigenfunctions derivatives.
We consider the inhomogeneous Dirichlet problem on product domains. The main result is the asymptotic expansion of the solution in terms of increasing smoothness up to the boundary. In particular, we show the exact nature of the…
In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…
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.
We study the higher regularity in nonlocal free boundary problems posed for general integro-differential operators of order $2s$. Our main result is for the nonlocal one-phase (Bernoulli) problem, for which we establish that $C^{2,\alpha}$…
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…
We study the obstacle problem with an elliptic operator in divergence form. We develop all of the basic theory of existence, uniqueness, optimal regularity, and nondegeneracy of the solutions. These results, in turn, allow us to begin the…
We study the transmission problem in bounded domains with dissipative boundary conditions. Under some natural assumptions, we prove uniform bounds of the corresponding resolvents on the real axis at high frequency, and as a consequence, we…
This contribution reports on numerical simulations of 2D granular flows on erodible beds. The broad aim is to investigate whether simple flows of model granular matter exhibits spontaneous oscillatory motion in generic flow conditions, and…
For elliptic systems with block structure in the upper half-space and t-independent coefficients, we settle the study of boundary value problems by proving compatible well-posedness of Dirichlet, regularity and Neumann problems in optimal…
In this paper, we study a free boundary problem, which arises from an optimal trading problem of a stock that is driven by a uncertain market status process. The free boundary problem is a variational inequality system of three functions…