View source for Differential equation, partial, free boundaries

The problem of finding the solution of a system of partial differential equations with suitable initial and boundary conditions in a domain whose boundary is completely, or partially, unknown and must be determined. Problems of this type arise in many problems of filtration, diffusion, thermal conduction, and other branches of the mechanics of continuous media. For instance, the Helmholtz–Kirchhoff problem on symmetrical current flow around an equilateral wedge with an apex angle of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d0319801.png" /> of an unbounded flux of an ideal liquid consists in finding the velocity components <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d0319802.png" />, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d0319803.png" />, which are the solution of the Cauchy–Riemann system of equations:

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d0319804.png" /></td> </tr></table>

and which satisfy, on a certain boundary, the conditions (see Fig.):

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d0319805.png" /></td> </tr></table>

The unknown boundary <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d0319806.png" /> is a stream line on which the supplementary condition

<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d0319807.png" /></td> </tr></table>

has been imposed. The figure shows the upper half of the stream, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d0319808.png" />; for <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d0319809.png" /> the stream is symmetric.

<img style="border:1px solid;" src="https://www.encyclopediaofmath.org/legacyimages/common_img/d031980a.gif" />

Figure: d031980a

In solving problems with a free boundary in the plane, extensive use is made of methods of the theory of functions of a complex variable.

See also [[Stefan problem|Stefan problem]].

====References====
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> V.N. Monakhov, "Boundary-value problems with free boundaries for elliptic systems of equations" , Amer. Math. Soc. (1983) (Translated from Russian) {{MR|0717387}} {{ZBL|0532.35001}} </TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> A. Fasano (ed.) M. Primicerio (ed.) , ''Free boundary problems: theory and application'' , '''1–2''' , Pitman (1983) {{MR|0714899}} {{ZBL|}} </TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> I.I. Danilyuk, "On the Stefan problem" ''Russian Math. Surveys'' , '''40''' : 5 (1985) pp. 157–223 ''Uspekhi Mat. Nauk'' , '''40''' : 5 (245) (1985) pp. 133–185 {{MR|810813}} {{ZBL|0604.35080}} </TD></TR></table>



====Comments====
Free boundary problems for partial differential equations are frequently encountered in a variety of applications. Besides the classical free boundary problems in fluid dynamics (e.g., jets and cavities), in filtration theory (e.g. the displacement of immiscible fluids in porous media, also known as Muskat's or Verigin's problem), in change of phase ([[Stefan problem|Stefan problem]]), in crystal growth, and in linear elasticity (e.g. the obstacle problem), many other interesting problems can be listed. For instance, free boundaries can arise in the motion of non-Newtonian fluids (A.E. Bingham), in non-linear diffusion with degeneracy (i.e. diffusion governed by the so-called porous medium equation), in reaction-diffusion systems, etc. A common feature of free boundary problems is the necessity of extra conditions on the free boundary. Such conditions involve the unknown function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d03198010.png" /> in the partial differential equation and/or its derivatives up to an order which can even exceed the order of the differential equation. They may or may not involve the normal component of the velocity of the free boundary. Sometimes they have a non-local character, being expressed in terms of functionals acting on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d03198011.png" /> and on the free boundary itself. From the mathematical point of view the occurrence of a free boundary can be frequently related to discontinuities or even singularities of some of the coefficients of the differential equation in correspondence of some given value <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d03198012.png" /> of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d03198013.png" />. In studying a free boundary problem of the latter type one can follow the classical approach, trying to determine the free boundary and a regular solution <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d03198014.png" /> of the partial differential equation, or one can consider a generalized (or weak) formulation in which the free boundary is defined implicitly as the set <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d03198015.png" />, requiring <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/d/d031/d031980/d03198016.png" /> to belong to some [[Sobolev space|Sobolev space]]. However in such a case it is generally very hard to retrieve any information on the regularity of the free boundary.

See also [[Differential equation, partial, discontinuous coefficients|Differential equation, partial, discontinuous coefficients]]; [[Differential equation, partial, with singular coefficients|Differential equation, partial, with singular coefficients]].

====References====
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> D.A. Tarzia, "A bibliography on moving-free boundary problems for the heat-diffusion equation" , ''Prog. Naz. "Equazioni di evoluzione e applicazioni fisico-matematiche" '' , Firenze (1988) {{MR|1007840}} {{ZBL|0694.35221}} </TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> J. Crank, "Free and moving boundary problems" , Clarendon Press (1984) {{MR|0776227}} {{MR|0891186}} {{ZBL|0547.35001}} </TD></TR><TR><TD valign="top">[a3]</TD> <TD valign="top"> C.M. Elliot, J.R. Ockendon, "Weak and variational methods for moving boundary problems" , Pitman (1982) {{MR|650455}} {{ZBL|}} </TD></TR><TR><TD valign="top">[a4]</TD> <TD valign="top"> A.M. Meirmanov, "Stefan problem" , Novosibirsk (1986) (In Russian) {{MR|0945824}} {{MR|0839191}} {{ZBL|0909.35156}} {{ZBL|0866.35141}} {{ZBL|0812.35165}} {{ZBL|0833.35155}} {{ZBL|0788.35153}} {{ZBL|0751.35052}} {{ZBL|0593.35093}} {{ZBL|0619.35054}} </TD></TR><TR><TD valign="top">[a5]</TD> <TD valign="top"> L.I. Rubinstein, "The Stefan problem" , Amer. Math. Soc. (1971) (Translated from Russian) {{MR|0351348}} {{ZBL|0952.35162}} {{ZBL|0866.35146}} {{ZBL|0488.35012}} {{ZBL|0491.35084}} {{ZBL|0456.35096}} {{ZBL|0434.35086}} </TD></TR><TR><TD valign="top">[a6]</TD> <TD valign="top"> J.I. Diaz, "Nonlinear partial differential equations and free boundaries" , '''1. Elliptic equations''' , Pitman (1985) {{MR|0853732}} {{ZBL|0595.35100}} </TD></TR><TR><TD valign="top">[a7]</TD> <TD valign="top"> A. Friedman, "Variational principles and free-boundary problems" , Wiley (1982) {{MR|0679313}} {{ZBL|0564.49002}} </TD></TR><TR><TD valign="top">[a8]</TD> <TD valign="top"> J.F. Rodrigues, "Obstacle problems in mathematical physics" , North-Holland (1987) {{MR|0880369}} {{ZBL|0606.73017}} </TD></TR><TR><TD valign="top">[a9]</TD> <TD valign="top"> A. Fasano (ed.) M. Primicerio (ed.) , ''Nonlinear diffusion problems'' , ''Lect. notes in math.'' , '''1224''' , Springer (1986) {{MR|0877985}} {{ZBL|0595.00014}} </TD></TR><TR><TD valign="top">[a10]</TD> <TD valign="top"> A. Bossavit (ed.) A. Damlamian (ed.) M. Frémond (ed.) , ''Free boundary problems: applications and theory'' , '''3–4''' , Pitman (1985) {{MR|0903283}} {{MR|0863154}} {{ZBL|0578.35003}} </TD></TR><TR><TD valign="top">[a11]</TD> <TD valign="top"> J. Albrecht (ed.) L. Collatz (ed.) K.H. Hofmann (ed.) , ''Numerical treatment of free boundary value problems'' , Birkhäuser (1982) {{MR|0680238}} {{ZBL|0469.00014}} </TD></TR></table>