The semi-geostrophic system is widely used in the modelling of large-scale atmospheric flows. In this paper, we prove existence of solutions of the incompressible semi-geostrophic equations in a fully three-dimensional domain with a free upper boundary condition. We show that, using methods similar to those introduced in the pioneering work of Benamou and Brenier, who analysed the same system but with a rigid boundary condition, we can prove the existence of solutions for the incompressible free boundary problem. The proof is based on optimal transport results as well as the analysis of Hamiltonian ODEs in spaces of probability measures given by Ambrosio and Gangbo. We also show how these techniques can be modified to yield the same result also for the compressible version of the system.
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