Regularity for the nonlinear Signorini problem

We study the regularity of the solution to a fully nonlinear version of the thin obstacle problem. In particular we prove that the solution is C1,α for some small α>0. This extends a result of Luis Caffarelli of 1979. Our proof relies on new estimates up to the boundary for fully nonlinear equations with Neumann boundary data, developed recently by the authors.     

Free boundary regularity close to initial state for parabolic obstacle problem

In this paper we study the behavior of the free boundary , arising in the following complementary problem:

Here denotes the parabolic boundary, is a parabolic operator with certain properties, is the upper half of the unit cylinder in , and the equation is satisfied in the viscosity sense. The obstacle is assumed to be continuous (with a certain smoothness at , ), and coincides with the boundary data at time zero. We also discuss applications in financial markets.

     

The Method of Fictitious Domains in the Signorini Problem

We justify the method of fictitious domains for an elliptic equation with nonlinear Signorini boundary conditions. The method makes it possible to construct a family of auxiliary problems defined in a wider domain and possessing the property that their solutions converge in an appropriate sense to a solution of the original problem.     

Finite-horizon optimal investment with transaction costs: A parabolic double obstacle problem

This paper concerns optimal investment problem of a CRRA investor who faces proportional transaction costs and finite time horizon. From the angle of stochastic control, it is a singular control problem, whose value function is governed by a time-dependent HJB equation with gradient constraints. We reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. This enables us to make use of the well-developed theory of obstacle problem to attack the problem. The C2,1 regularity of the value function is proven and the behaviors of the free boundaries are completely characterized.     

Semi-smooth Newton methods for the Signorini problem

Semi-smooth Newton methods are analyzed for the Signorini problem. A proper regularization is introduced which guarantees that the semi-smooth Newton method is superlinearly convergent for each regularized problem. Utilizing a shift motivated by an augmented Lagrangian framework, to the regularization term, the solution to each regularized problem is feasible. Convergence of the regularized problems is shown and a report on numerical experiments is given.     

Quadratic finite element approximation of the Signorini problem

Applying high order finite elements to unilateral contact variational inequalities may provide more accurate computed solutions, compared with linear finite elements. Up to now, there was no significant progress in the mathematical study of their performances. The main question is involved with the modeling of the nonpenetration Signorini condition on the discrete solution along the contact region. In this work we describe two nonconforming quadratic finite element approximations of the Poisson-Signorini problem, responding to the crucial practical concern of easy implementation, and we present the numerical analysis of their efficiency. By means of Falk's Lemma we prove optimal and quasi-optimal convergence rates according to the regularity of the exact solution.

     

A note on the regularity of the free boundaries in the optimal partial transport problem

In this work we study the global regularity of the free boundaries arising in the optimal partial transport problem. Assuming the supports of both the source and the target measure to be convex, we show that the free boundaries of the active regions are globally C ^0,1/2.      

Almost monotonicity formulas for elliptic and parabolic operators with variable coefficients

In this paper we extend the results of Caffarelli, Jerison, and Kenig [Ann. of Math. (2) 155 (2002)] and Caffarelli and Kenig [Amer. J. Math. 120 (1998)] by establishing an almost monotonicity estimate for pairs of continuous functions satisfying in an infinite strip (global version) or a finite parabolic cylinder (localized version), where ${\cal L}$ is a uniformly parabolic operator with double Dini continuous ${\cal A}$ and uniformly bounded b and c. We also prove the elliptic counterpart of this estimate. This closes the gap between the known conditions in the literature (both in the elliptic and parabolic case) imposed on u_± in order to obtain an almost monotonicity estimate. At the end of the paper, we demonstrate how to use this new almost monotonicity formula to prove the optimal C^1,1‐regularity in a fairly general class of quasi‐linear obstacle‐type free boundary problems. © 2010 Wiley Periodicals, Inc.     

Convexity of the optimal stopping boundary for the American put option

We show that the optimal stopping boundary for the American put option is convex in the standard Black-Scholes model. The methods are adapted from ice-melting problems and rely upon studying the behavior of level curves of solutions to certain parabolic differential equations.     

Convergence analysis of a modified weak Galerkin finite element method for Signorini and obstacle problems

In this article, we apply a modified weak Galerkin method to solve variational inequality of the first kind which includes Signorini and obstacle problems. Optimal order a priori error estimates in the energy norm are derived. We also provide some numerical experiments to validate the theoretical results.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1459–1474, 2017     

Optimal regularity for a class of singular abstract parabolic equations

A general class of singular abstract Cauchy problems is considered which naturally arises in applications to certain free boundary problems. Existence of an associated evolution operator characterizing its solutions is established and is subsequently used to derive optimal regularity results. The latter are well known to be important basic tools needed to deal with corresponding nonlinear Cauchy problems such as those associated to free boundary problems.     

The regularity of the free boundary in a multidimensional filtration problem

We prove the regularity of the free boundary for a filtration problem with capillarity in more than one space dimension. The free boundary is the interface between the saturated region (in which the governing equation is elliptic) and the unsaturated region (where a degenerate parabolic equation is to be solved).This work was partially supported by National Project Equazioni di Evoluzione e Applicazioni Fisico Matematiche (M.U.R.S.T.).     

An adaptive least‐squares mixed finite element method for the Signorini problem

We present and analyze a least squares formulation for contact problems in linear elasticity which employs both, displacements and stresses, as independent variables. As a consequence, we obtain stability and high accuracy of our discretization also in the incompressible limit. Moreover, our formulation gives rise to a reliable and efficient a posteriori error estimator. To incorporate the contact constraints, the first‐order system least squares functional is augmented by a contact boundary functional which implements the associated complementarity condition. The bilinear form related to the augmented functional is shown to be coercive and therefore constitutes an upper bound, up to a constant, for the error in displacements and stresses in . This implies the reliability of the functional to be used as an a posteriori error estimator in an adaptive framework. The efficiency of the use of the functional as an a posteriori error estimator is monitored by the local proportion of the boundary functional term with respect to the overall functional. Computational results using standard conforming linear finite elements for the displacement approximation combined with lowest‐order Raviart‐Thomas elements for the stress tensor show the effectiveness of our approach in an adaptive framework for two‐dimensional and three‐dimensional Hertzian contact problems. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 276–289, 2017     

Asymptotic modeling of Signorini problem with Coulomb friction for a linearly elastostatic shallow shell

In 2002–2003, Paumier studied the Signorini problem with friction in the linear Kirchhoff–Love theory of plates using the convergence method. In 2008, Léger and Miara generalized this study to the case of linearized shallow shell but without friction. The purpose of this paper is to extend those results to the case of linearized shallow shell with a Coulomb friction law. Copyright © 2015 John Wiley & Sons, Ltd.     

Signorini边值问题与摩擦接触问题变分不等式的等价性

接触问题是固体力学领域的一个重要问题．也是工程实际中经常遇到的问题之一，而解决接触问题有多种方法．本文给出一个带摩擦的Signorini边值问题及其等价的变分不等式，并证明它们的等价性，从而可以把带摩擦的接触问题的偏微分方程通过相应变分不等式加以解决。     

Homogenization of the Signorini boundary‐value problem in a thick junction and boundary integral equations for the homogenized problem

We consider a mixed boundary‐value problem for the Poisson equation in a thick junction Ω_ε which is the union of a domain Ω₀ and a large number of ε—periodically situated thin cylinders. The non‐uniform Signorini conditions are given on the lateral surfaces of the cylinders. The asymptotic analysis of this problem is done as ε→0, i.e. when the number of the thin cylinders infinitely increases and their thickness tends to zero. We prove a convergence theorem and show that the non‐uniform Signorini boundary conditions are transformed in the limiting variational inequalities in the region that is filled up by the thin cylinders as ε→0. The convergence of the energy integrals is proved as well. The existence and uniqueness of the solution to this non‐standard limit problem is established. This solution can be constructed by using a penalty formulation and successive iteration. For some subclass, these problems can be reduced to an obstacle problem in Ω₀ and an appropriate postprocessing. The equations in Ω₀ finally are also treated with boundary integral equations. Copyright © 2010 John Wiley & Sons, Ltd.     

Equilibrium problem for thermoelectroconductive body with the Signorini condition on the boundary

We investigate a boundary value problem for a thermoelectroconductive body with the Signorini condition on the boundary, related to resistance welding. The mathematical model consists of an energy‐balance equation coupled with an elliptic equation for the electric potential and a quasistatic momentum balance with a viscoelastic material law. We prove the existence of a weak solution to the model by using the Schauder fixed point theorem and classical results on pseudomonotone operators. Copyright © 2001 John Wiley & Sons, Ltd.