arXiv research

Study on stability of free boundary Willmore problem using new gradient inequality.

Study on stock trading model with uncertain market status, proving free boundaries and optimal strategies.

In this paper we establish a connection between free boundary minimal surfaces in a ball in $\mathbb{R}^3$ and free boundary cones arising in a one-phase problem. We prove that a doubly connected minimal surface with free boundary in a ball is a catenoid.

Proposes neural networks for solving complex free boundary problems.

Solves a general class of free boundary Monge-Ampère equations.

In this paper, we consider a free boundary problem with volume constraint. We show that positive minimizer is locally Lipschitz and the free boundary is analytic away from a singular set with Hausdorff dimension at most $n-8$.

Sharp bound on singular set dimension for specific geometric problems.

Model for corporate bond pricing with credit rating migration, solving a double free boundary problem.

The paper constructs free boundary minimal surfaces in product spaces using eigenvalue methods.

Study on free boundary problems in RCD spaces, proving existence and regularity.

The study finds the optimal metrics for free boundary minimal surfaces in spherical caps.

Proves existence of mean curvature flow with surgery for free boundary surfaces.

From minimal surfaces such as Simons' cone and catenoids, using refined Lyapunov-Schmidt reduction method, we construct new solutions for a free boundary problem whose free boundary has two components. In dimension $8$, using variational arguments, we also obtain solutions which are global minimizers of the correspondi…

The critical catenoid is uniquely determined by certain symmetries of its boundary.

The present paper is devoted to the joint motion of two immiscible incompressible liquids in porous media. The liquids have different densities and initially separated by a surface of strong discontinuity (free boundary). We discuss the results of numerical simulations for exact free boundary problems on the microscopi…

We construct a smooth axially symmetric solution to the classical one phase free boundary problem in $\mathbb{R}^{N}$. Its free boundary is of \textquotedblleft catenoid\textquotedblright\ type. This is a higher dimensional analogy of the Hauswirth-Helein-Pacard solution in $\mathbb{R}$ (\cite{Pacard}). The exist…

In this survey, we discuss some recent results on free boundary minimal surfaces in the Euclidean unit-ball. The subject has been a very active field of research in the past few years due to the seminal work of Fraser and Schoen on the extremal Steklov eigenvalue problem. We review several different techniques of const…

We study classical solutions to the one-phase free boundary problem in which the free boundary consists of smooth curves and the components of the positive phase are simply-connected. We show that if two components of the free boundary are close, then the solution locally resembles an entire solution discovered by Haus…

Study finds optimal retirement timing in uncertain wage scenarios.

Study anisotropic obstacle problem for minimal surfaces using Cahn-Hoffman transform.

We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.

This paper is a discussion of relations between some free-boundary problems and infinite dimensional Lie groups; particularly a version of Nahm's equations for the group of Hamiltonian diffeomorphisms in two dimensions.

In this paper, we compute the Morse index for a free boundary minimal submanifold from data of two simpler problems. The first one is the corresponding problem with fixed boundary condition; and the second is associated with the Dirichlet-to-Neumann map for Jacobi fields. As an application, we show that the Morse index…

In this paper we first introduce quermassintegrals for free boundary hypersurfaces in the $(n+1)$-dimensional Euclidean unit ball. Then we solve some related isoperimetric type problems for convex free boundary hypersurfaces, which lead to new Alexandrov-Fenchel inequalities. In particular, for $n=2$ we obtain a Minkow…

In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a fully nonlinear partial differential equation. Using the dual control method, we der…

Anisotropic obstacle problems and Stefan problem studied with evolving surfaces.

We consider an American put option under the CEV process. This corresponds to a free boundary problem for a PDE. We show that this free bondary satisfies a nonlinear integral equation, and analyze it in the limit of small $ρ$ = $2r/ σ^2$, where $r$ is the interest rate and $σ$ is the volatility. We use perturbation met…

Given a Riemannian manifold and a closed submanifold, we find a geodesic segment with free boundary on the given submanifold. This is a corollary of the min-max theory which we develop in this article for the free boundary variational problem. In particular, we develop a modified Birkhoff curve shortening process to ac…

In this paper, we derive a new handy integral equation for the free-boundary of infinite time horizon, continuous time, stochastic, irreversible investment problems with uncertainty modeled as a one-dimensional, regular diffusion $X$. The new integral equation allows to explicitly find the free-boundary $b(\cdot)$ in s…

New solutions found for a complex boundary problem.

The paper studies the properties of maps with free boundaries, focusing on the obstacle case.

We consider smooth bounded surfaces with a smooth boundary and a prescribed background metric g_0. We now consider all metrics g conformal to g_0 which have a prescribed volume M. We now minimize the first eigenvalue of the Laplace operator of g over the metrics conformal to g_0 and having the prescribed volume. We sho…

The paper studies free boundary minimal surfaces with many boundaries and their convergence to closed minimal surfaces.

The paper studies constraint maps with singularities and free boundaries, proving continuity near singularities and optimality.

Paper proves new isoperimetric inequality for minimal submanifolds with free boundary.

The purpose of the present paper is to show that the components of the unit normal of any minimal surface with free boundary in the unit ball, are eigenfunctions associated with the eigenvalue $-2$, for some (new) natural eigenvalue problem for the Jacobi operator; this fact has analytic (spectral) consequences for fre…

Numerical methods solve Steklov eigenvalue problems to generate free boundary minimal surfaces.

In continuing the study of harmonic mapping from 2-dimensional Riemannian simplicial complexes in order to construct minimal surfaces with singularity, we obtain an a-priori regularity result concerning the real analyticity of the free boundary curve. The free boundary is the singular set along which three disk-type mi…

Foundations for free boundary Brakke flows established.

New minimal annuli found in unit ball, solving old problems.

Study proves uniqueness of certain minimal surfaces in spherical and hyperbolic spaces.

We develop the notion of Brakke flow with free-boundary in a barrier surface. Unlike the classical free-boundary mean curvature flow, the free-boundary Brakke flow must "pop" upon tangential contact with the barrier. We prove a compactness theorem for free-boundary Brakke flows, define a Gaussian monotonicity formula v…

Free boundary minimal submanifolds with boundaries on concentric spheres

Minimal surfaces in spheres constructed from symmetry reductions of ODEs.

This paper considers a mortgage contract where the borrower pays a fixed mortgage rate and has the choice of making prepayment. Assume the market interest follows the CIR model, a free boundary problem is formulated. Here we focus on the infinite horizon problem. Using variational method, we obtain an analytical soluti…

We prove a local splitting theorem for three-manifolds with mean convex boundary and scalar curvature bounded from below that contain certain locally area-minimizing free boundary surfaces. Our methods are based on those of Micallef and Moraru. We use this local result to establish a global rigidity theorem for area-mi…

In practical work with American put options, it is important to be able to know when to exercise the option, and when not to do so. In computer simulation based on the standard theory of geometric Brownian motion for simulating stock price movements, this problem is fairly easy to handle for options with a short lifesp…

Paper generalizes Minkowski inequality for umbilical hypersurfaces with free boundary.