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Free boundary problems are those described by PDEs that exhibit a priori unknown (free) interfaces or boundaries. These problems appear in Physics, Probability, Biology, Finance, or Industry, and the study of solutions and free boundaries uses methods from PDEs, Calculus of Variations, Geometric Measure Theory, and Harmonic Analysis. The most important mathematical challenge in this context is to understand the structure and regularity of free boundaries. In this paper we provide an invitation to this area of research by presenting, in a completely non-technical manner, some classical results as well as some recent results of the author.
The goal of this paper is to establish generic regularity of free boundaries for the obstacle problem in $mathbb R^n$. By classical results of Caffarelli, the free boundary is $C^infty$ outside a set of singular points. Explicit examples show that th
We study the obstacle problem for parabolic operators of the type $partial_t + L$, where $L$ is an elliptic integro-differential operator of order $2s$, such as $(-Delta)^s$, in the supercritical regime $s in (0,frac{1}{2})$. The best result in this
We study homogenization of a boundary obstacle problem on $ C^{1,alpha} $ domain $D$ for some elliptic equations with uniformly elliptic coefficient matrices $gamma$. For any $ epsiloninmathbb{R}_+$, $partial D=Gamma cup Sigma$, $Gamma cap Sigma=empt
The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the assets prices are driven by pure jump Levy processes. In this paper we study the regularity of the free boundary. Our main result establis
In this paper, we obtain some regularities of the free boundary in optimal transportation with the quadratic cost. Our first result is about the $C^{1,alpha}$ regularity of the free boundary for optimal partial transport between convex domains for de