Analysis of an elliptic-parabolic free boundary problem modelling the growth of non-necrotic tumor cord

We study a free boundary problem modelling the growth of a tumor cord in which tumor cells live around and receive nutrient from a central blood vessel. The evolution of the tumor cord surface is governed by Darcy's law together with a surface tension equation. The concentration of nutrient in the tumor cord satisfies a reaction-diffusion equation. In this paper we first establish a well-posedness result for this free boundary problem in some Sobolev-Besov spaces with low regularity by using the analytic semigroup theory. We next study asymptotic stability of the unique radially symmetric stationary solution. By making delicate spectrum analysis for the linearized problem, we prove that this stationary solution is locally asymptotically stable provided that the constant c representing the ratio between the diffusion time of nutrient and the birth time of new cells is sufficiently small.     

On a price formation free boundary model by Lasry and Lions

We discuss global existence and asymptotic behaviour of a price formation free boundary model introduced by Lasry and Lions in 2007. Our results are based on a construction which transforms the problem into the heat equation with specially prepared initial datum. The key point is that the free boundary present in the original problem becomes the zero level set of this solution. Using the properties of the heat operator we can show global existence, regularity and asymptotic results of the free boundary.     

A regularity theory for intrinsic minimising fractional harmonic maps

We define and develop an interior partial regularity theory for intrinsic energy minimising fractional harmonic maps from Euclidean space into smooth compact Riemannian manifolds for fractional powers strictly between zero and one. Intrinsic fractional harmonic maps are critical points of an energy whose first variation is a Dirichlet to Neumann map for the harmonic map problem on a half-space with a Riemannian metric which can degenerate/become singular along the boundary, depending on the fractional power. Similarly to the approach used to prove regularity for stationary intrinsic semi-harmonic maps, we take advantage of the connection between fractional harmonic maps and free boundary problems for harmonic maps in order to develop a partial regularity theory for the fractional harmonic maps we consider. In particular, we prove partial regularity for locally minimising harmonic maps with (partially) free boundary data on half-spaces with the aforementioned metrics up to the boundary; fractional harmonic maps then inherit this regularity. As a by-product of our methods we shed some new light on the monotonicity of the average energy of solutions of the degenerate linear elliptic equation related to fractional harmonic functions.     

A uniqueness theorem for a free boundary problem

In this paper, we prove a uniqueness theorem for a free boundary problem which is given in the form of a variational inequality. This free boundary problem arises as the limit of an equation that serves as a basic model in population biology. Apart from the interest in the problem itself, the techniques used in this paper, which are based on the regularity theory of variational inequalities and of harmonic functions, are of independent interest, and may have other applications.

     

Regularity estimates for the solution and the free boundary of the obstacle problem for the fractional Laplacian

We use a characterization of the fractional Laplacian as a Dirichlet to Neumann operator for an appropriate differential equation to study its obstacle problem. We write an equivalent characterization as a thin obstacle problem. In this way we are able to apply local type arguments to obtain sharp regularity estimates for the solution and study the regularity of the free boundary.     

On a multiple credit rating migration model with stochastic interest rate

In this paper, we explore a pricing model for corporate bond accompanied with multiple credit rating migration risk and stochastic interest rate. The bond price volatility strongly depends on potentially multiple credit rating migration and stochastic change of interest rate. A free boundary problem of partial differential equation is presented, which is the equivalent transformation of the pricing model. The existence, uniqueness, and regularity for the free boundary problem are established to guarantee the rationality of the pricing model. Due to the stochastic change of interest rate, the discontinuous coefficient in the free boundary problem depends explicitly on the time variable but is convergent as time tends to infinity. Accordingly, an auxiliary free boundary problem is constructed, whose coefficient is the convergent limit of the coefficient in the original free boundary problem. With some constraint on the risk discount rate satisfied, we prove that a unique traveling wave exists in the auxiliary free boundary problem. The inductive method is adopted to fit the multiplicity of credit rating. Then we show that the solution of the original free boundary problem converges to the traveling wave in the auxiliary free boundary problem. Returning to the pricing model with multiple credit rating migration and stochastic interest rate, we conclude that the bond price profile can be captured by a traveling wave pattern coupling with a guaranteed bond price with face value equal to one at the maturity.     

The Spin-Coating Process: Analysis of the Free Boundary Value Problem

In this paper, an accurate model of the spin-coating process is presented and investigated from the analytical point of view. More precisely, the spin-coating process is being described as a one-phase free boundary value problem for Newtonian fluids subject to surface tension and rotational effects. It is proved that for T > 0 there exists a unique, strong solution to this problem in (0, T) belonging to a certain regularity class provided the data and the speed of rotation are small enough in suitable norms. The strategy of the proof is based on a transformation of the free boundary value problem to a quasilinear evolution equation on a fixed domain. The keypoint for solving the latter equation is the so-called maximal regularity approach. In order to pursue in this direction one needs to determine the precise regularity classes for the associated inhomogeneous linearized equations. This is being achieved by applying the Newton polygon method to the boundary symbol.     

A free boundary problem of diffusion equation with integral condition

We consider a free boundary problem of heat equation with integral condition on the unknown free boundary. Results of solution regularity and problem well-posedness are presented.     

Regularity of flat free boundaries in two-phase problems for the p-Laplace operator

In this paper we continue the study in Lewis and Nyström (2010) [19], concerning the regularity of the free boundary in a general two-phase free boundary problem for the p-Laplace operator, by proving regularity of the free boundary assuming that the free boundary is close to a Lipschitz graph.     

Smooth zero-contact-angle solutions to a thin-film equation around the steady state

In the simplest case of a linearly degenerate mobility, we view the thin-film equation as a classical free boundary problem. Our focus is on the regularity of solutions and of their free boundary in the “complete wetting” regime, which prescribes zero slope at the free boundary. In order to rule out of the analysis possible changes in the topology of the positivity set, we zoom into the free boundary by looking at perturbations of the stationary solution. Our strategy is based on a priori energy-type estimates which provide “minimal” conditions on the initial datum under which a unique global solution exists. In fact, this solution turns out to be smooth for positive times and to converge to the stationary solution for large times. As a consequence, we obtain smoothness and large-time behavior of the free boundary.     

Asymptotics for a free boundary model in price formation

We study the asymptotics for a large time of solutions to a one-dimensional parabolic evolution equation with non-standard measure-valued right hand side, that involves derivatives of the solution computed at a free boundary point. The problem is a particular case of a mean-field free boundary model proposed by Lasry-Lions on price formation and dynamic equilibria.The main step in the proof is based on the fact that the free boundary disappears in the linearized problem, thus it can be treated as a perturbation through semigroup theory. This requires a delicate choice for the function spaces since higher regularity is needed near the free boundary. We show global existence for solutions with initial data in a small neighborhood of any equilibrium point, and exponential decay towards a stationary state. Moreover, the family of equilibria of the equation is stable, as follows from center manifold theory.     

The obstacle problem for a fractional Monge–Ampère equation

Abstract

We study the obstacle problem for a nonlocal, degenerate elliptic Monge–Ampère equation. We show existence and regularity of a unique classical solution to the problem and regularity of the free boundary.     

Global Existence for a Parabolic-hyperbolic Free Boundary Problem Modelling Tumor Growth

In this paper we study a free boundary problem modelling tumor growth, proposed by A. Friedman in 2004. This free boundary problem involves a nonlinear second-order parabolic equation describing the diffusion of nutrient in the tumor, and three nonlinear first-order hyperbolic equations describing the evolution of proliferative cells, quiescent cells and dead cells, respectively. By applying Lp theory of parabolic equations, the characteristic theory of hyperbolic equations, and the Banach fixed point theorem, we prove that this problem has a unique global classical solution.     

Existence and regularity of the solution of a mixed boundary value problem for the Keldysh equation with a nonlinear absorption term

The Keldysh equation is a more general form of the classic Tricomi equation from fluid dynamics. Its well-posedness and the regularity of its solution are interesting and important. The Keldysh equation is elliptic in y>0 and is degenerate at the line y=0 in R². Adding a special nonlinear absorption term, we study a nonlinear degenerate elliptic equation with mixed boundary conditions in a piecewise smooth domain—similar to the potential fluid shock reflection problem. By means of an elliptic regularization technique, a delicate a priori estimate and compact argument, we show that the solution of a mixed boundary value problem of the Keldysh equation is smooth in the interior and Lipschitz continuous up to the degenerate boundary under some conditions. We believe that this kind of regularity result for the solution will be rather useful.     

Application of the finite integral transform method to solving a mixed problem with integro-differential conditions for a nonclassical equation

We consider a mixed problem with integro-differential boundary conditions for a nonclassical equation. Under certain conditions, we apply a finite integral transform to this problem and obtain a parametric problem. We introduce the notion of proper boundary conditions of the parametric problem, which is wider than the notion of regularity. By applying the inverse integral transform to the solution of the parametric problem, we obtain an analytic representation of the solution of the original mixed problem.     

A general mathematical model for the collision between a free-fall hammer of a pile-driver and an elastic pile

In this paper we consider a general mathematical model for the collision between the free-fall hammer of a pile-driver and an elastic pile whose ends are furnished with a bearing. When the free-fall hammer collides with the pile, the displacement of a cross-sectional area of the pile is the weak solution of an initial-boundary value problem involving a linear wave equation with memory boundary conditions. We generalize this problem into a nonlinear one with more general boundary conditions. Then we obtain the unique solvability and the regularity of the weak solution of this nonlinear problem. The unique solvability is shortly discussed in regard to the Galerkin method. The regularity result is obtained by a combination of a fixed-point technique and an energy method, and the convenience of this procedure is also pointed out.     

On the geometry and regularity of largest subsolutions for a free boundary problem in \mathbf{R }^2: elliptic case

We consider a one-phase exterior Bernoulli type free boundary problem in $\mathbb{R }^2$ with a non constant, only continuous, free boundary condition. In this article, we present geometry and regularity properties of the largest viscosity subsolution of this problem. Moreover, we provide density bounds for the positivity set and its complement near the free boundary.     

Optimal Shape Problems for Eigenvalues

ABSTRACT

We consider the first Dirichlet eigenvalue for nonhomogeneous membranes. For given volume we want to find the domain which minimizes this eigenvalue. The problem is formulated as a variational free boundary problem. The optimal domain is characterized as the support of the first eigenfunction. We prove enough regularity for the eigenfunction to conclude that the optimal domain has finite parameter. Finally an overdetermined boundary value problem on the regular part of the free boundary is given.     

二维波动方程部分Dirichlet边界控制正则性的数值分析

通过数值方法,研究边界充分(逐段)光滑区域上的二维波动方程在部分Dirichlet边界控制下的正则性问题.数值结果表明:在所选条件下,系统是Salamon-Weiss意义下正则的.     

Bifurcation analysis for a free boundary problem modeling tumor growth

In this paper we deal with a free boundary problem modeling the growth of nonnecrotic tumors. The tumor is treated as an incompressible fluid, the tissue elasticity is neglected and no chemical inhibitor species are present. We re-express the mathematical model as an operator equation and by using a bifurcation argument we prove that there exist smooth stationary solutions of the problem which are not radially symmetric.