In this article we consider the problem of finding the visibility set from a given point when the obstacles are represented as the level set of a given function. Although the visibility set can be computed efficiently by ray tracing, there are advantages to using a level set representation for the obstacles, and to characterizing the solution using a Partial Differential Equation (PDE). A nonlocal PDE formulation was proposed in Tsai et. al. (Journal of Computational Physics 199(1):260-290, 2004): in this article we propose a simpler PDE formulation, involving a nonlinear obstacle problem. We present a simple numerical scheme and show its convergence using the framework of Barles and Souganidis. Numerical examples in both two and three dimensions are presented.
We consider algorithms for the factorization of linear partial differential operators. We introduce several new theoretical notions in order to simplify such considerations. We define an obstacle and a ring of obstacles to factorizations. We derive some interesting facts about the new objects, for instance, that they are invariant under gauge transformations. An important theorem for the construction of factoring algorithms is proved: a factorization is defined uniquely from a certain moment on. For operators of orders three and two, obstacles are found explicitly.
In this paper, we consider an inverse conductivity problem on a bounded domain $Ω\subset\mathbb{R}^n$, $n\geq2$, also known as Electrical Impedance Tomography (EIT), for the case where unknown impenetrable obstacles are embedded into $Ω$. We show that a piecewise-constant conductivity function and embedded obstacles can be simultaneously recovered in terms of the local Dirichlet-to-Neumann map defined on an arbitrary small open subset of the boundary of the domain $Ω$. The method depends on the well-posedness of a coupled PDE-system constructed for the conductivity equations in the $H^1$-space…
Viscosity solution of systems of integral-partial differential equations with interconnected obstacles without Monotonicity Conditions and infinite L{é}vy measure
Le Mans Université（勒芒大学）；University of Tunis El Manar（突尼斯艾曼大学）
We deal with the inverse scattering problem of determining the surface impedance of a partially coated obstacle. We prove a stability estimate of logarithmic type for the impedance term by the far field measurements.
We study the inverse boundary value problems for the Schrödinger equations with Yang-Mills potentials in a bounded domain $Ω_0\subset\R^n$ containing finite number of smooth obstacles $Ω_j,1\leq j \leq r$. We prove that the Dirichlet-to-Neumann operator on $\partialΩ_0$ determines the gauge equivalence class of the Yang-Mills potentials. We also prove that the metric tensor can be recovered up to a diffeomorphism that is identity on $\partialΩ_0$.
We study minimizers of the functional $$ \int_{B_1^+}|\nabla u|^2 x_n^a\,d x +2\int_{B_1'} (λ_+ u^++λ_- u^-)\,d x', $$ for $a\in(-1,1)$. The problem arises in connection with heat flow with control on the boundary. It can also be seen as a non-local analogue of the, by now well studied, two-phase obstacle problem. Moreover, when $u$ does not change signs this is equivalent to the fractional obstacle problem. Our main results are the optimal regularity of the minimizer and the separation of the two free boundaries $Γ^+=\partial'\{u(\cdot,0)>0\}$ and $Γ^-=\partial'\{u(\cdot,0)<0\}$ when $a\geq 0…
We study the parabolic free boundary problem of obstacle type $$ \lap u-\frac{\partial u}{\partial t}= fχ_{u\ne 0}. $$ Under the condition that $f=Hv$ for some function $v$ with bounded second order spatial derivatives and bounded first order time derivative, we establish the same regularity for the solution $u$. Both the regularity and the assumptions are optimal. Using this result and assuming that $f$ is Dini continuous, we prove that the free boundary is, near so called low energy points, a $C^1$ graph. Our result completes the theory for this type of problems for the heat operator.
A physics-informed neural network framework for modeling obstacle-related equations
African Institute for Mathematical Sciences（非洲数学科学研究所）；Technical University Berlin（柏林工业大学）；German Aerospace Center (DLR)（德国航空航天中心）；Quantum leap Africa（非洲量子飞跃组织）
We study the obstacle problem for fully nonlinear elliptic operators with an anisotropic degeneracy on the gradient: \[ \min \left\{f-|Du|^γF(D^2u),u-ϕ\right\} = 0 \quad\textrm{ in }\quad Ω. \] We obtain existence of solutions and prove sharp regularity estimates along the free boundary points, namely $\partial\{u>ϕ\} \cap Ω$. In particular, for the homogeneous case ($f\equiv0$) we get that solutions are $C^{1,1}$ at free boundary points, in the sense that they detach from the obstacle in a quadratic fashion, thus beating the optimal regularity allowed for such degenerate operators. We also pr…
In this paper, we give a positive answer to a challenging open problem for recovering unknown obstacle (which is usually referred to as a scatterer) by acoustic wave probe associated to the Helmholtz equation. We show that the acoustic scattering amplitude $A(β, α_0, k_0)$, known for all $β\in {\mathbb S}^2$, where ${\mathbb {S}}^2$ is the unit sphere in ${\mathbb{R}}^3$, ${α}_0\in {\mathbb{S}}^2$ is fixed, $k_0>0$ is fixed, determines the obstacle $D$ and the boundary condition on $\partial D$ uniquely (The boundary condition on $\partial D$ is either the Dirichlet, or Neumann, or the impedan…
We model and study the patterns created through the interaction of collectively moving self-propelled particles (SPPs) and elastically tethered obstacles. Simulations of an individual-based model reveal at least three distinct large-scale patterns: travelling bands, trails and moving clusters. This motivates the derivation of a macroscopic partial differential equations model for the interactions between the self-propelled particles and the obstacles, for which we assume large tether stiffness. The result is a coupled system of non-linear, non-local partial differential equations. Linear stabi…
We consider a superfluid described by the Gross-Pitaevskii equation passing an obstacle \[ε^2 Δu+ u(1-|u|^2)=0 \ \mbox{in} \ {\mathbb R}^d \backslash Ω, \ \ \frac{\partial u}{\partial ν}=0 \ \mbox{on}\ \partial Ω\] where $ Ω$ is a smooth bounded domain in $ {\mathbb R}^d$ ($d\geq 2$), which is referred as the obstacle and $ ε>0$ is sufficiently small. We first construct a vortex free solution of the form $ u= ρ_ε(x) e^{i \frac{Φ_ε}ε}$ with $ ρ_ε(x) \to 1-|\nabla Φ^δ(x)|^2, Φ_ε(x) \to Φ^δ(x) $ where $Φ^δ(x)$ is the unique solution for the subsonic irrotational flow equation \[ \nabla ( (1-|\nab…
In this paper, we deal with an obstacle placement problem inside a disk, that can be formulated as an energy minimization problem with respect to the rotations of the obstacle about its center, with respect to the translations of the obstacle within a planar disk and also with respect to the expansion or contraction of the obstacle inside the disk. We also include its sensitivity with respect to the boundary data. We consider an inhomogeneous Dirichlet Boundary Value Problem on $ B \setminus P$ as follows: $Δu =0$ on $ B \setminus P$, $u=0$ on $\partial P$, $u=M$, a nonzero constant on $\parti…
Let $u$ be a solution to the normalized p-harmonic obstacle problem with $p>2$. That is, $u\in W^{1,p}(B_1(0))$, $2<p<\infty$, $u\ge 0$ and $$ \d\left( |\nabla u|^{p-2}\nabla u\right)=χ_{\{u>0\}}\textrm{ in }B_1(0) $$ where $u(x)\ge 0$ and $χ_A$ is the characteristic function of the set $A$. Our main result is that for almost every free boundary point, with respect to the $(n-1)-$Hausdorff measure, there is a neighborhood where the free boundary is a $C^{1,β}-$graph. That is, for $\H^{n-1}-$a.e. point $x^0\in \partial \{u>0\}\cap B_1(0)$ there is an $r>0$ such that $B_r(x^0)\cap \partial \{u>0…
This paper is devoted to the derivation and mathematical analysis of a wave-structure interaction problem which can be reduced to a transmission problem for a Boussinesq system. Initial boundary value problems and transmission problems in dimension d= 1 for $2\times2$ hyperbolic systems are well understood. However, for many applications, and especially for the description of surface water waves, dispersive perturbations of hyperbolic systems must be considered. We consider here a configuration where the motion of the waves is governed by a Boussinesq system (a dispersive perturbation of the h…
We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on the classical viscosity solution technique adapted to the setting of interconnected obstacles and construction of explicit viscosity sub- and supersolutions as bounds for Perron's method. Our motivation stems from so called optimal switching problems on bounded domains.
We study existence, structure, uniqueness and regularity of solutions of the obstacle problem \begin{equation*} \inf_{u\in BV_f(Ω)}\int_{\mathbb{R}^n}ϕ(x,Du), \end{equation*} where $BV_f(Ω)=\{u\in BV(Ω): u\geq ψ\text{ in }Ω\text{ and } u|_{\partial Ω}=f|_{\partial Ω}\}$, $f \in W^{1,1}_0(\mathbb{R}^n)$, $ψ$ is the obstacle, and $ϕ(x,ξ)$ is a convex, continuous and homogeneous function of degree one with respect to the $ξ$ variable. We show that every minimizer of this problem is also a minimizer of the least gradient problem \[\inf_{u\in \mathcal{A}_f(Ω)}\int_{\mathbb{R}^n}ϕ(x,Du),\] where $\m…
This paper is interested in the problem of optimal stopping in a mean field game context. The notion of mixed solution is introduced to solve the system of partial differential equations which models this kind of problem. This notion emphasizes the fact that Nash equilibria of the game are in mixed strategies. Existence and uniqueness of such solutions are proved under general assumptions for both stationary and evolutive problems.
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of the underlying state variable is described by an $n$-dimensional Levy process. We first establish a continuous dependence estimate for viscosity sub- and supersolutions to the system under mild regularity, growth and structural assumptions on the partial integro-differential operator and on the obstacles and terminal conditions. Using the continuous dependenc…
We prove optimal regularity for the double obstacle problem when obstacles are given by solutions to Hamilton-Jacobi equations that are not $C^2$. When the Hamilton-Jacobi equation is not $C^2$ then the standard Bernstein technique fails and we loose the usual semi-concavity estimates. Using a non-homogeneous scaling (different speed in different directions) we develop a new pointwise regularity theory for Hamilton-Jacobi equations at points where the solution touches the obstacle. A consequence of our result is that $C^1$-solutions to the Hamilton-Jacobi equation $$ \pm |\nabla h-a(x)|^2=\pm …
We consider the time-harmonic elastic wave scattering from a general (possibly anisotropic) inhomogeneous medium with an embedded impenetrable obstacle. We show that the impenetrable obstacle can be effectively approximated by an isotropic elastic medium with a particular choice of material parameters. We derive sharp estimates to rigorously verify such an effective approximation. Our study is strongly motivated by the related studies of two challenging inverse elastic problems including the inverse boundary problem with partial data and the inverse scattering problem of recovering mediums wit…
We study the singular set in the thin obstacle problem for degenerate parabolic equations with weight $|y|^a$ for $a \in (-1,1)$. Such problem arises as the local extension of the obstacle problem for the fractional heat operator $(\partial_t - Δ_x)^s$ for $s \in (0,1)$. Our main result establishes the complete structure and regularity of the singular set of the free boundary. To achieve it, we prove Almgren-Poon, Weiss, and Monneau type monotonicity formulas which generalize those for the case of the heat equation ($a=0$).
The paper is concerned with functional type a posteriori estimates for the initial boundary value problem for a parabolic partial differential equation with an obstacle. We deduce a guaranteed and computable bound of the distance between the exact minimizer and any function from the admissible (energy) class of functions. Applications to the analysis of modeling errors caused by data implification are discussed. An important case of time incremental approximations is specially studied. Numerical examples presented in the last section show how the estimates work in practice.
We obtain sharp local $C^{1,α}$ regularity of solutions for singular obstacle problems, Euler-Lagrange equation of which is given by $$ Δ_p u=γ(u-φ)^{γ-1}\,\text{ in }\,\{u>φ\}, $$ for $0<γ<1$ and $p\ge2$. At the free boundary $\partial\{u>φ\}$, we prove optimal $C^{1,τ}$ regularity of solutions, with $τ$ given explicitly in terms of $p$, $γ$ and smoothness of $φ$, which is new even in the linear setting.
We analyse the obstacle problem for the nonlocal parabolic operator \[\partial_t u + (-Δ)^{s} u - b \cdot \nabla u - \mathcal{I}u - ru,\] where $b\in\mathbb{R}^n$, $r\in\mathbb{R}$, and $\mathcal{I}$ is a nonlocal lower order diffusion operator with respect to the fractional Laplace operator $(-Δ)^{s}$. This model appears in the study of American options pricing when the stochastic process governing the stock price is assumed to be a purely jump process. We study the existence and the uniqueness of solutions to the obstacle problem, and we prove optimal regularity of solutions in space, and al…
In this note, we prove that if a subharmonic function $Δu\ge 0$ has pure second derivatives $\partial_{ii} u$ that are signed measures, then their negative part $(\partial_{ii} u)_-$ belongs to $L^1$ (in particular, it is not singular). We then show that this improvement of regularity cannot be upgraded to $L^p$ for any $p > 1$. We finally relate this problem to a natural question on the one-sided regularity of solutions to the obstacle problem with rough obstacles.
In this paper, we prove the regularity of the free boundary in the Monge-Ampère obstacle problem $\det D^2 v= f(y)χ_{\{v>0\}}. $ By duality, the regularity of the free boundary is equivalent to that of the asymptotic cone of the solution to the singular Monge-Ampère equation $\det D^2 u = 1/f (Du)+δ_0$ at the origin. We first establish an asymptotic estimate for the solution $u$ near the singular point, then use a partial Legendre transform to change the Monge-Ampère equation to a singular, fully nonlinear elliptic equation, and establish the regularity of solutions to the singular elliptic eq…
We give background which shows the connection between the mean value theorem and the obstacle problem, and then we prove that a set is a mean value set for an elliptic operator of the form $Lu := \partial_i (a^{ij}(x) \partial_j u(x))$ if and only if it arises as the noncontact set of an obstacle problem involving the Green's function of the operator.
We prove the existence of a homogenization limit for solutions of appropriately formulated sequences of boundary obstacle problems for the Laplacian on $C^{1,α}$ domains. Specifically, we prove that the energy minimizers $u_ε$ of $\int |\nabla u_ε|^2 dx$, subject to $u \geq ϕ$ on a subset $S_ε$, converges weakly in $H^1$ to a limit $\bar{u}$ which minimizes the energy $\int |\nabla \bar{u}|^2 dx + \int_Σ(u-ϕ)_-^2 μ(x) dS_x$, $Σ\subset \partial D$, if the obstacle set $S_ε$ shrinks in an appropriate way with the scaling parameter $ε$. This is an extension of a result by Caffarelli and Mellet, w…
We study a model for combustion on a boundary. Specifically, we study certain generalized solutions of the equation \[ (-Δ)^s u = χ_{\{u>c\}} \] for $0<s<1$ and an arbitrary constant $c$. Our main object of study is the free boundary $\partial\{u>c\}$. We study the behavior of the free boundary and prove an upper bound for the Hausdorff dimension of the singular set. We also show that when $s\leq 1/2$ certain symmetric solutions are stable; however, when $s>1/2$ these solutions are not stable and therefore not minimizers of the corresponding functional.
We consider time-harmonic wave scattering from an inhomogeneous isotropic medium supported in a bounded domain $Ω\subset\mathbb{R}^N$ ($N\geq 2$). {In a subregion $D\SubsetΩ$, the medium is supposed to be lossy and have a large mass density. We study the asymptotic development of the wave field as the mass density $ρ\rightarrow +\infty$} and show that the wave field inside $D$ will decay exponentially while the wave filed outside the medium will converge to the one corresponding to a sound-hard obstacle $D\SubsetΩ$ buried in the medium supported in $Ω\backslash\bar{D}$. Moreover, the normal ve…
