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We study a fully nonlinear free transmission problem in the presence of general degeneracy laws. Under minimal conditions on the degeneracy of the model, we establish the differentiability of viscosity solutions.

Analysis of PDEs · Mathematics 2025-07-14 Edgard A. Pimentel , David Stolnicki

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

In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…

Probability · Mathematics 2008-12-18 Ludger Rüschendorf , Mikhail A. Urusov

We prove that bounded solutions to an overdetermined fully nonlinear free boundary problem in the plane are one dimensional. Our proof relies on maximum principle techniques and convexity arguments.

Analysis of PDEs · Mathematics 2008-11-11 Daniela De Silva , Enrico Valdinoci

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…

Analysis of PDEs · Mathematics 2023-03-28 Damião J. Araújo , Ginaldo S. Sá , José Miguel Urbano

In this paper we design an iterative domain decomposition method for free boundary problems with nonlinear flux jump condition. Our approach is related to damped Newton's methods. The proposed scheme requires, in each iteration, the…

Numerical Analysis · Mathematics 2015-03-13 Juan Galvis , H. M. Versieux

We introduce a generic numerical schemes for fully nonlinear parabolic PDEs on the full domain, where the nonlinearity is convex on the Hessian of the solution. The main idea behind this paper is reduction of a fully nonlinear problem to a…

Analysis of PDEs · Mathematics 2024-10-08 Hung Duong , Arash Fahim

A method is developed within an adaptive framework to solve quasilinear diffusion problems with internal and possibly boundary layers starting from a coarse mesh. The solution process is assumed to start on a mesh where the problem is badly…

Numerical Analysis · Mathematics 2016-02-16 Sara Pollock

In this article, we develop a fully discrete numerical scheme for the one-dimensional (1D) and two-dimensional (2D) viscous Burgers equations with nonlinear Neumann boundary feedback control. The temporal discretization employs a…

Numerical Analysis · Mathematics 2026-02-03 Shishu Pal Singh , Sudeep Kundu

In this work, first we employ a penalization technique to analyze a Dirichlet boundary feedback control problem pertaining to reaction-diffusion equation. We establish the stabilization result of the equivalent Robin problem in the…

Numerical Analysis · Mathematics 2026-03-25 Sudeep Kundu , Shishu pal Singh

We consider the optimal control of singular nonlinear partial differential equation which is the distributional formulation of the multiphase Stefan type free boundary problem for the general second order parabolic equation. Boundary heat…

Analysis of PDEs · Mathematics 2020-03-03 Ugur G. Abdulla , Evan Cosgrove

We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…

Analysis of PDEs · Mathematics 2018-10-26 Harbir Antil , Ken Shirakawa , Noriaki Yamazaki

This article firstly develops a proximal explicit approach for the generalized method of lines. In such a method, the domain of the PDE in question is discretized in lines and the equation solution is written on these lines as functions of…

Numerical Analysis · Mathematics 2019-05-08 Fabio Botelho

We study a free transmission problem in which solution minimizes a functional with different definitions in positive and negative phase of function. We prove some asymptotic regularity results when the jumps of the diffusion coefficients…

Analysis of PDEs · Mathematics 2021-03-01 Harish Shrivastava

We reduce the problem of proving decay estimates for viscosity solutions of fully nonlinear PDEs to proving analogous estimates for solutions of one-dimensional ordinary differential inequalities. Our machinery allow the ellipticity to…

Analysis of PDEs · Mathematics 2025-06-17 Niklas L. P. Lundström , Marcus Olofsson , Jesper Singh

An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…

Numerical Analysis · Mathematics 2019-07-17 Duggirala Meher Krishna , Duggirala Ravi

We develop the regularity theory of viscosity solutions to transmission problems for fully nonlinear second order uniformly elliptic equations. Our results give a complete theory of existence, uniqueness, comparison principle, and…

Analysis of PDEs · Mathematics 2023-10-09 M. Soria-Carro , P. R. Stinga

Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image…

Numerical Analysis · Mathematics 2018-01-15 Roland Herzog , John W. Pearson , Martin Stoll

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an…

Numerical Analysis · Mathematics 2014-04-08 Giang Tran , Hayden Schaeffer , William M. Feldman , Stanley J. Osher

The main objective of this paper and the accompanying one \cite{ETZ2} is to provide a notion of viscosity solutions for fully nonlinear parabolic path-dependent PDEs. Our definition extends our previous work \cite{EKTZ}, focused on the…

Probability · Mathematics 2014-09-15 Ibrahim Ekren , Nizar Touzi , Jianfeng Zhang