Initial propagation of support in thin-film flow

We study the behaviour for small time of interfaces connected with supports of strong solutions of one-dimensional thin-film equation with compactly supported initial functions. In some sense, sharp upper estimates of interfaces are obtained for initial functions with arbitrary asymptotic behaviour near the boundary of their supports.     

A free boundary problem arising in flame propagation

We study a free boundary problem describing the propagation of laminar flames. The problem arises as the limit of a singular perturbation problem. We introduce the notion of viscosity solutions for the problem to show the maximum principle-type property of the solutions. Using this property we show the uniform convergence of the approximating solutions and the uniqueness of the viscosity solution under several geometric conditions on the initial data.     

Error estimates on homogenization of free boundary velocities in periodic media

In this paper we consider a free boundary problem which describes contact angle dynamics on inhomogeneous surface. We obtain an estimate on convergence rate of the free boundaries to the homogenization limit in periodic media. The method presented here also applies to more general class of free boundary problems with oscillating boundary velocities.     

Optimal lower bounds on asymptotic support propagation rates for the thin-film equation

We derive lower bounds on asymptotic support propagation rates for strong solutions of the Cauchy problem for the thin-film equation. The bounds coincide up to a constant factor with the previously known upper bounds and thus are sharp. Our results hold in case of at most three spatial dimensions and n∈(1,2.92)$n\in (1,2.92)$. The result is established using weighted backward entropy inequalities with singular weight functions to yield a differential inequality; combined with some entropy production estimates, the optimal rate of propagation is obtained. To the best of our knowledge, these are the first lower bounds on asymptotic support propagation rates for higher-order nonnegativity-preserving parabolic equations.     

Optimal boundary regularity for minimal surfaces with a free boundary

Let x(w), w=u+iv B, be a minimal surface in ³ which is bounded by a configuration , S consisting of an arc and of a surface S with boundary. Suppose also that x(w) is area minimizing with respect to , S. Under appropriate regularity assumptions on and S, we can prove that the first derivatives of x(u, v) are Hölder continuous with the exponent =1/2 up to the free part of B which is mapped by x(w) into S. An example shows that this regularity result is optimal.     

Axially symmetric flow with free boundary

We prove the solvability of a boundary-value problem with the Bernoulli condition in the form of an inequality on a free boundary. By using the Rietz method, we construct an approximate solution that converges to an exact solution in the integral metric.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 4, pp. 477–487, April, 1995.     

Harmonic map heat flow with free boundary

In this paper, we study the harmonic map heat flow with free boundary from a Riemannian surface with smooth boundary into a compact Riemannian manifold. As a consequence, we get at least one disk-type minimal surface in a compact Riemannian manifold without minimal 2-sphere.     

Analysis of a one-dimensional free boundary flow problem

A one-dimensional free surface problem is considered. It consists in Burgers’ equation with an additional diffusion term on a moving interval. The well-posedness of the problem is investigated and existence and uniqueness results are obtained locally in time. A semi-discretization in space with a piecewise linear finite element method is considered. A priori and a posteriori error estimates are given for the semi-discretization in space. A time splitting scheme allows to obtain numerical results in agreement with the theoretical investigations.Supported by the Swiss National Science Foundation     

Plane viscous incompressible flow in regions with a free boundary

We consider the deformation of a fluid body under the action of surface tension. The apparatus of hydrodynamic potentials is applied to reduce the problem to integrodifferential equations of second kind. An algorithm is constructed that determines the deformation of the fluid body successively in time. Results of numerical calculations are reported. In particular, the problem of deformation of a fluid ellipse under the action of surface tension is analyzed.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 56, pp. 91–97, 1985.     

Convexity estimates for nonlinear elliptic equations and application to free boundary problems

We prove the convexity of the set which is delimited by the free boundary corresponding to a quasi-linear elliptic equation in a 2-dimensional convex domain. The method relies on the study of the curvature of the level lines at the points which realize the maximum of the normal derivative at a given level, for analytic solutions of fully nonlinear elliptic equations. The method also provides an estimate of the gradient in terms of the minimum of the (signed) curvature of the boundary of the domain, which is not necessarily assumed to be convex.     

Numerical solution of steady-state porous flow free boundary problems

Summary A new numerical method is used to solve stationary free boundary problems for fluid flow through porous media. The method also applies to inhomogeneous media, and to cases with a partial unsaturated flow.     

Geometry and a priori estimates for free boundary problems of the Euler's equation

In this paper we derive estimates to the free boundary problem for the Euler equation with surface tension, and without surface tension provided the Rayleigh‐Taylor sign condition holds. We prove that as the surface tension tends to 0, when the Rayleigh‐Taylor condition is satisfied, solutions converge to the Euler flow with zero surface tension. © 2007 Wiley Periodicals, Inc.     

Analyticity of a free boundary in one problem of axisymmetric flow

We prove the solvability of a boundary-value problem in the case where the Bernoulli condition is given on a free boundary in the form of an inequality. We establish the analyticity of the free boundary. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 12, pp. 1692–1700, December, 1998.     

Optimal regularity for codimension one minimal surfaces with a free boundary

We consider the problem to minimize n-dimensional area among currents T whose boundary (or part of it) is supposed to lie in a given hypersurface S of ⁿ⁺¹. We prove dim (sing T)n-7. Thus, optimal regularity is obtained as shown by an example.     

Non-parametric radially symmetric mean curvature flow with a free boundary

We study the mean curvature flow of radially symmetric graphs with prescribed contact angle on a fixed, smooth hypersurface in Euclidean space. In this paper we treat two distinct problems. The first problem has a free Neumann boundary only, while the second has two disjoint boundaries, a free Neumann boundary and a fixed Dirichlet height. We separate the two problems and prove that under certain initial conditions we have either long time existence followed by convergence to a minimal surface, or finite maximal time of existence at the end of which the graphs develop a curvature singularity. We also give a rate of convergence for the singularity.     

Optimal stopping, free boundary, and American option in a jump-diffusion model

This paper considers the American put option valuation in a jump-diffusion model and relates this optimal-stopping problem to a parabolic integro-differential free-boundary problem, with special attention to the behavior of the optimal-stopping boundary. We study the regularity of the American option value and obtain in particular a decomposition of the American put option price as the sum of its counterpart European price and the early exercise premium. Compared with the Black-Scholes (BS) [5] model, this premium has an additional term due to the presence of jumps. We prove the continuity of the free boundary and also give one estimate near maturity, generalizing a recent result of Barleset al. [3] for the BS model. Finally, we study the effect of the market price of jump risk and the intensity of jumps on the American put option price and its critical stock price.