Regularity of the free boundary in parabolic phase-transition problems

Free Boundary Regularity in the Parabolic Fractional Obstacle Problem

The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the assets prices are driven by pure jump Lévy processes. In this paper we study the regularity of the free boundary. Our main result establishes that, when s > 12 , the free boundary is a C 1,α graph in x and t near any regular free boundary point (x0, t0) ∈ ∂{u > φ}. Furthermore, we als...

Regularity of a Free Boundary in Parabolic Potential Theory

Variational Modeling of Parabolic Free Boundary Problems

Free Boundary Problems for Parabolic Equations

An address delivered at the Ann Arbor meeting of the American Mathematical Society on November 29, 1969, by invitation of the Committee to Select Hour Speakers for Western Sectional Meetings; received by the editors April 9,1969. AMS 1969 subject classifications. Primary 3562, 3578.

Maximal regularity and quasilinear parabolic boundary value problems

∂tw +A(v)w = f(v) in J̊ , w(0) = 0 has a unique solution w = w(v) ∈W(J). Clearly, a fixed point of the map v 7→ w(v) is a solution of (1). Fixed point arguments of this type are, of course, omnipresent in the study of evolution equations of type (1). The new feature of our work, which distinguishes it from all previous investigations, is that we assume that W(J) is a maximal regularity space and...