Free Boundary Research Articles

Stable cones in the thin one-phase problem

abstract: The aim of this work is to study homogeneous stable solutions to the thin (or fractional) one-phase free boundary problem. The problem of classifying stable (or minimal) homogeneous solutions in dimensions $n\geq3$ is completely open. In this context, axially symmetric solutions are expected to play the same role as Simons' cone in the classical theory of minimal surfaces, but even in this simpler case the problem is open. The goal of this paper is twofold. On the one hand, our first main contribution is to find, for the first time, the stability condition for the thin one-phase problem. Quite surprisingly, this requires the use of ``large solutions'' for the fractional Laplacian, which blow up on the free boundary. On the other hand, using our new stability condition, we show that any axially symmetric homogeneous stable solution in dimensions $n\le 5$ is one-dimensional, \emph{independently} of the parameter $s\in (0,1)$.

Topology optimization of anisotropic structure for arbitrary objective functionals with exact free boundary representation

A new approach to performing sensitivity analysis of arbitrary objective functionals for anisotropic elasticity is proposed in this work. Three different objective functionals have been considered, and good agreement is achieved between derived topological derivatives and numerical ones. Following the verification of topological derivatives, structural topology optimizations for selected anisotropic problems are conducted. To efficiently achieve the exact free boundary representation, our Finite Element Method (FEM)-based optimization comprises two loops. In the initial loop, a fixed and coarse mesh is employed to solve the anisotropic problem and update the level-set function. Once this loop concludes, the second loop reconstructs the material domain, ensuring an exact boundary representation. The convergence of the second loop is facilitated by (1) utilizing topological derivatives instead of explicit derivatives of ϕ (similar to density derivatives) and (2) imposing the exact volume constraint on the Reaction-Diffusion Equation (RDE)-based level-set method. Moreover, we introduce a scheme to prevent structural breakdown, allowing for the standalone implementation of Loop 2 always with exact free boundary representation. The previously proposed algorithm for the exact volume constraint has been generalized to accommodate inequalities, resulting in an acceleration of the equivalent optimization process.

Symmetry for a fully nonlinear free boundary problem with highly singular term

Symmetry for a fully nonlinear free boundary problem with highly singular term

Response of Semicircular Canyons and Movable Cylindrical Cavities to SH Waves in Anisotropic Half-space Geology

The development of tunnels or the laying of underground pipelines are essential engineering projects in modern society, and in canyon tunnels and underground pipeline projects, the surface motion and cavity edge motion have been topics of concern in ground vibration problems. In this paper, we investigate the wave scattering problem in an elastic half-space anisotropic medium containing a semicircular canyon and a subsurface movable cylindrical cavity by using the wave function expansion method, the complex function method and the mirror method. By deriving the governing equation and transforming it into the standard form of the Helmholtz equation satisfying the zero-stress boundary condition, we solve the corresponding displacement functions. Introducing a position correction coefficient, the scattered wave field in a half-space anisotropic medium is constructed by the mirror method, which improves the problem of scattered wave source singularity in anisotropic half-space medium. Then, combining the free boundary conditions with a Fourier series expansion method we solve for the unknown coefficients in the equations. The correctness of the method is verified by degenerating it to a classical analytic solution. Finally, using frequency and time domain analysis, we investigate the effects of the relevant parameters on the surface motion| w1|( w), the dynamic stress concentration factor (DSCF) and the displacement amplitude| w2|. The results show that rock anisotropy and the presence of semicircular canyons have a significant effect on the dynamic response of subsurface structures. This not only provides a theoretical basis for practical unlined tunnels or pipeline projects, but can also provide a basis for seismic design of underground structures.

Mathematical model of cancer with radiotherapy and chemotherapy treatments

The typical treatment for tumor involves a combination of radiation therapy and chemotherapy. In this study, we explore a mathematical model based on proliferation and diffusion, considering the impacts of both radiotherapeutic and chemotherapeutic treatments. The mathematical model is formulated as a system of partial differential equations, accompanied by initial, boundary, and free boundary conditions. Existence and uniqueness of this mathematical problem are obtained by developing an iteration algorithm in this paper.

Regularity of the Optimal Sets for a Class of Integral Shape Functionals

We prove the first regularity theorem for the free boundary of solutions to shape optimization problems involving integral functionals, for which the energy of a domain Ω\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Omega $$\\end{document} is obtained as the integral of a cost function j(u, x) depending on the solution u of a certain PDE problem on Ω\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Omega $$\\end{document}. The main feature of these functionals is that the minimality of a domain Ω\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Omega $$\\end{document} cannot be translated into a variational problem for a single (real or vector valued) state function. In this paper we focus on the case of affine cost functions j(u,x)=-g(x)u+Q(x)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$j(u,x)=-g(x)u+Q(x)$$\\end{document}, where u is the solution of the PDE -Δu=f\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$-\\Delta u=f$$\\end{document} with Dirichlet boundary conditions. We obtain the Lipschitz continuity and the non-degeneracy of the optimal u from the inwards/outwards optimality of Ω\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Omega $$\\end{document} and then we use the stability of Ω\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Omega $$\\end{document} with respect to variations with smooth vector fields in order to study the blow-up limits of the state function u. By performing a triple consecutive blow-up, we prove the existence of blow-up sequences converging to homogeneous stable solution of the one-phase Bernoulli problem and according to the blow-up limits, we decompose ∂Ω\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\partial \\Omega $$\\end{document} into a singular and a regular part. In order to estimate the Hausdorff dimension of the singular set of ∂Ω\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\partial \\Omega $$\\end{document} we give a new formulation of the notion of stability for the one-phase problem, which is preserved under blow-up limits and allows to develop a dimension reduction principle. Finally, by combining a higher order Boundary Harnack principle and a viscosity approach, we prove C∞\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$C^\\infty $$\\end{document} regularity of the regular part of the free boundary when the data are smooth.

Droplet asymmetry bouncing on structured surfaces: A simulation based on SPH method

The impact of a liquid droplet onto a macro-structured super-hydrophobic surface, results in an asymmetric spreading-retraction process and a significant decrease in contact time. The process involves large deformation of droplets and evolution of surface morphology, so it is difficult to efficiently simulate using traditional grid-based methods. In this study, a numerical model is established using the mesh-free smoothed particle hydrodynamics (SPH) method to simulate the interaction of liquid droplets with solid surfaces exhibiting complex macro-textures. Leveraging the Lagrange nature of SPH, liquid droplets can be model using free surface boundary condition. The weakly compressible SPH formulation is employed to discretize the governing equations of liquid. Surface tension is captured by introducing an additional negative pressure term, inducing attractive forces among fluid particles. Kernel functions are carefully chosen to mitigate stress instability resulting from droplet spreading and retraction. The model is then applied to simulate the dynamic processes of droplets impact on flat and non-flat super-hydrophobic surfaces. The bouncing dynamics of droplets are investigated under varying conditions, including Weber number, size, and morphology of macro-scale surface structures. Our simulation results for contact time, maximum diameter, and droplet morphology align closely with experimental observations. The contact time of the droplet exhibits a dependency on its size and surface geometry, with a transition towards planar geometry diminishing asymmetric spreading effects. The findings highlight the significance of Weber number and cylinder diameter in determining contact time, providing insights for the design of optimized surface structures for specific droplet impact parameters. In addition, the use of a free-surface condition for modeling proved computationally efficient for 3D simulations. The model effectively reproduces nonlinear behaviors such as droplet spreading, splashing, and bouncing, highlighting the significant advantage of SPH in simulating such problems.

Regularity of flat free boundaries for two-phase p(x)-Laplacian problems with right hand side

We consider viscosity solutions to two-phase free boundary problems for the p(x)-Laplacian with non-zero right hand side. We prove that flat free boundaries are C1,γ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$C^{1,\\gamma }$$\\end{document}. No assumption on the Lipschitz continuity of solutions is made. These regularity results are the first ones in literature for two-phase free boundary problems for the p(x)-Laplacian and also for two-phase problems for singular/degenerate operators with non-zero right hand side. They are new even when p(x)≡p\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$p(x)\\equiv p$$\\end{document}, i.e., for the p-Laplacian. The fact that our results hold for merely viscosity solutions allows a wide applicability.

Numerical simulation of 3D seismic wave based on alternative flux finite-difference WENO scheme

Summary High-frequency non-physical oscillations may occur due to shock waves in seismic wavefield and dynamic rupture simulation. In this study, we introduced the alternative flux finite-difference weighted essentially non-oscillatory (AWENO) scheme to address potential shock wave issues in computational seismology effectively. The wavefield of the body-fitted curvilinear domain was accurately computed through conservative grid mapping, ensuring accurate implementation of free surface boundary conditions on irregular surfaces using characteristic boundary conditions and minimizing artificial boundary reflections with exponential decay absorbing layers. Finally, we compared our scheme with the GRTM for flat surfaces and the CGFDM3D-EQR for irregular surfaces to demonstrate its correctness and accuracy, and validated its non-oscillatory characteristics. The aforementioned scheme is anticipated to assume a significant function in simulating more intricate seismic wavefields or dynamic ruptures.

On nonminimizing solutions of elliptic free boundary problems

On nonminimizing solutions of elliptic free boundary problems

An energy model for harmonic functions with junctions

We consider an energy model for harmonic graphs with junctions and study the regularity properties of minimizers and their free boundaries.

Symmetric doubly periodic gravity-capillary waves with small vorticity

We construct small amplitude gravity-capillary water waves with small nonzero vorticity, in three spatial dimensions, bifurcating from uniform flows. The waves are symmetric, and periodic in both horizontal coordinates. The proof is inspired by Lortz' construction of magnetohydrostatic equilibria in reflection-symmetric toroidal domains [23]. It relies on a global representation of the vorticity as the cross product of two gradients, and on prescribing a functional relationship between the Bernoulli function and the orbital periods of the water particles.The presence of the free surface introduces significant new challenges. In particular, the resulting free boundary problem is not elliptic, and the involved maps incur a loss of regularity under Fréchet differentiation. Nevertheless, we show that a version of the Crandall–Rabinowitz local bifurcation method still applies in this setting, by carefully tracking the loss of regularity.

Stress localization investigation of additively manufactured GRCop-42 thin-wall structure

A full-field crystal plasticity (CP) framework is presented for the GRCop-42 alloy to study microscopic mechanical behavior and local stress heterogeneities. The microstructures of additively manufactured (AM) materials are often unique relative to conventionally processed materials, and the local thermal histories drive these differences during the build process. These thermal histories depend on the process parameters (laser power, scan speed, and scan strategy) and the part geometry. Prior research has shown that the mechanical properties of thin-walled structures can vary significantly with wall thickness due to changes in the thermal boundary conditions during manufacturing. It is, therefore, desirable to perform CP simulations based on the phenomenological constitutive model to predict the local mechanical responses induced by microstructural heterogeneities. This work generates representative microstructures based on experimentally collected grain information (i.e., texture) for grain scale stress analysis, and the material constitutive parameters are calibrated using the experimental mechanical testing data. We specifically investigated the effect of crystallographic texture and grain morphologies on the size-dependent mechanical properties of AM GRCop-42. The selection of appropriate material properties for implementing an effective free surface boundary condition and the influence of adjacent buffer layers are also discussed. Analysis of local field results reveals a strong correlation between stress localization and the initial grain orientation. However, no significant relationship between the misorientation of the individual adjacent grains and the average misorientation is observed.

Volume-of-fluid-based method for three-dimensional shape prediction during the construction of horizontal salt caverns energy storage

Construction simulation can help design and control an energy storage salt cavern with a regular shape, which benefits the storage capacity and the long-term operational safety. However, the conventional grid discretization methods using elastic grid concepts faced challenges in accurately tracking intricate boundary movements. This paper introduced a simulation model of salt cavern construction based on the structural grid of the Volume-of-fluid method, and realized the tracking of the salt caverns’ moving boundary surface. The model was validated using the results of indoor experiment and Volgograd horizontal cavern. In the simulation of indoor experiment, the lateral expansion at the top of the inlet, which was difficult to reproduce in previous models, was successfully simulated. The volume of the simulation chamber was 392.8ml with an error of 1.9%. The simulation results validate the capability of the proposed method in free boundary tracking. Furthermore, the Volgograd horizontal cavern construction project is simulated. The cavern shape is close to the sonar detection, with an average error in radius about 3.6%. And the brine-discharge concentration is consistent with the site monitoring, with an average error about 4.5%. The proposed model offers a dependable tool for simulating the leaching process of horizontal salt cavern.

An alternative two-phase formulation and analytical solution for a Stefan problem in one-dimension accounting for volume change and sensible heat

Stefan problems, or free boundary problems, in the phase change process occur in many engineering problems. This paper develops a compact formula for a two-phase melting process in a one-dimensional semi-infinite slab with a novel approach. Unlike the classic Stefan problem, the novel approach considers volume change (or density difference) and the net-sensible-heat of the two phases. Furthermore, an analytical solution is proposed. To illustrate, the melting process of ice-water in a pipe is investigated. The results have been validated through an exact solution and comparisons with other relevant models. A special case of a one-phase problem is also proposed. The proposed model can be used as an alternative tool for engineers in estimating the position of the melt-front, depending on the dominant effect on the phase change process.

Analysis of solution to an elliptic free boundary value problem equipped with a ‘bad’ data

We will study a free boundary value problem driven by a source term which is quite irregular. In the process, we will establish a monotonicity result, and the regularity of solutions to the free boundary value problem under consideration.

Enabling resonant ultrasound spectroscopy in high magnetic fields.

Resonant ultrasound spectroscopy (RUS) is a powerful method to determine elastic constants with high accuracy and precision from a single measurement of the mechanical resonances of a sample. Conventionally, the quantitative extraction of elastic moduli with RUS assumes free boundary conditions which can often lead to the adoption of unstable sample positioning between ultrasonic transducers that is incompatible with extreme environments like high magnetic fields. We show that, under specific conditions, introducing a small amount of adhesive between a RUS sample and ultrasonic transducers introduces a perturbation to the free resonance condition which can be accounted for by a simple model. This means elastic constants can be determined to within the uncertainty of conventional RUS, but with significant improvements including sample stability and control of sample orientation. We demonstrate the efficacy of this approach with measurements on a range of materials including room temperature measurements on polycrystalline metals, temperature-dependent measurements of the structural phase transition in strontium titanate single crystals, and magnetic field-dependent measurements of magnetic phase transitions in gadolinium polycrystals up to 14 T.

Stability assessment of CIPP liner under varied boundary conditions: A theoretical and simulation study

The buckling of liners carries significant implications, including hampered medium transmission, structural damage, and the risk of leaks, adversely affecting production, economy, and the environment. The interface performance between Cured-in-place-pipe (CIPP) liners and host pipes is pivotal for overall structural stability. However, this interface's influence has been underestimated in engineering practices and laboratory research. This study introduces two novel hydrostatic pressure buckling models, enhancing constrained arch and energy-based Glock models, while considering both free and bonded boundary conditions. Subsequently, a validated 3D finite element model of CIPP lined pipes is established from full-scale tests. Through comprehensive sensitivity analysis, the study investigates the influence of diameter-to-wall thickness ratio (DR) and annular gap on liner buckling under free boundary conditions. Additionally, it explores the effects of DR value and ovality ratio on buckling behavior under bonded conditions. Results reveal distinct buckling and post-buckling modes under different boundary conditions. The proposed theoretical analysis method accurately predicts critical buckling pressure within a 10 % error margin, validated through experiments and numerical simulations, offering practical guidance for assessing repaired pipe stability.

Dynamic asset allocation and consumption ratcheting with costs

This paper delves into studying the optimal decisions regarding consumption and investment for an agent operating within a finite time frame, where any reduction in consumption is intolerable. In contrast to Jeon et al. (2018), we assume that the agent incurs a proportional utility cost with each increase in consumption. To tackle this problem, we employ the duality method to define the dual problem and investigate the resulting upper obstacle problem using PDE techniques. Our study reveals the existence of a critical time attributed to the utility cost, beyond which not only does the agent cease to further increase their consumption, but they also abstain from investing in the risky asset. Furthermore, the existence of the critical time makes free boundary analysis even more challenging, as this is because the presence of the critical time can also lead to the disruption of the monotonicity of the free boundary.

Thermal wave reflection and propagation in temperature rate-dependent non-local diffusive solids

The propagation and reflection of thermo-elastic waves through diffusive nonlocal isotropic medium had been studied in this paper. The Green–Lindsay model of thermo-elasticity is incorporated in the context of Temperature Rate Dependent Theory. Using Helmholtz vector decomposition rule, the system of governing equations has been transformed to their respective components. The dispersion relation in frequency indicates the existence of three coupled waves and one independent wave propagating through the medium. The coupled waves are affected by non-locality, temperature field and diffusivity in the medium; anyhow, un-coupled shear vertical wave is only affected by the non-local parameter. The reflection of [Formula: see text]-wave is also studied at the free boundary of the solid and their corresponding amplitude ratios are computed using set of suitable boundary conditions. The obtained results are further discussed graphically for significant physical parameters of interest. The results in the literature are obtained as a special case after ignoring the diffusivity in the solid.