This advanced graduate-level text examines variational methods in partial differential equations and illustrates their applications to a number of free-boundary problems. Detailed statements of the standard theory of elliptic and parabolic operators make this treatment readable for engineers, students, and nonspecialists alike. The text's first two chapters can be used for a single-semester graduate course in variational inequalities or partial differential equations. The succeeding chapters -- covering jets and cavities, variational problems with potentials, and free-boundary problems not in variational form -- are more specialized and self-contained. Readers who have mastered chapters 1 and 2 will be able to conduct research on the problems explored in subsequent chapters. Bibliographic remarks conclude each chapter, along with several problems and exercises.

Many phenomena of interest for applications are represented by differential equations which are defined in a domain whose boundary is a priori unknown, and is accordingly named a "free boundary". A further quantitative condition is then provided in order to exclude indeterminacy. Free boundary problems thus encompass a broad spectrum which is represented in this state-of-the-art volume by a variety of contributions of researchers in mathematics and applied fields like physics, biology and material sciences. Special emphasis has been reserved for mathematical modelling and for the formulation of new problems.

This book is concerned with several elliptic and parabolic obstacle-type problems with a focus on the cases where the free and fixed boundaries meet. The results presented complement those found in existing books in the subject, which mainly treat regularity properties away from the fixed boundary. The topics include optimal regularity, analysis of global solutions, tangential touch of the free and fixed boundaries, as well as Lipschitz- and $C^1$-regularity of the free boundary. Special attention is given to local versions of various monotonicity formulas. The intended audience includes research mathematicians and advanced graduate students interested in problems with free boundaries.

For the past several decades, the study of free boundary problems has been a very active subject of research occurring in a variety of applied sciences. What these problems have in common is their formulation in terms of suitably posed initial and boundary value problems for nonlinear partial differential equations. Such problems arise, for example, in the mathematical treatment of the processes of heat conduction, filtration through porous media, flows of non-Newtonian fluids, boundary layers, chemical reactions, semiconductors, and so on. The growing interest in these problems is reflected by the series of meetings held under the title "Free Boundary Problems: Theory and Applications" (Ox ford 1974, Pavia 1979, Durham 1978, Montecatini 1981, Maubuisson 1984, Irsee 1987, Montreal 1990, Toledo 1993, Zakopane 1995, Crete 1997, Chiba 1999). From the proceedings of these meetings, we can learn about the different kinds of mathematical areas that fall within the scope of free boundary problems. It is worth mentioning that the European Science Foundation supported a vast research project on free boundary problems from 1993 until 1999. The recent creation of the specialized journal Interfaces and Free Boundaries: Modeling, Analysis and Computation gives us an idea of the vitality of the subject and its present state of development. This book is a result of collaboration among the authors over the last 15 years.

This IMA Volume in Mathematics and its Applications VARIATIONAL AND FREE BOUNDARY PROBLEMS is based on the proceedings of a workshop which was an integral part of the 1990- 91 IMA program on "Phase Transitions and Free Boundaries. " The aim of the workshop was to highlight new methods, directions and problems in variational and free boundary theory, with a concentration on novel applications of variational methods to applied problems. We thank R. Fosdick, M. E. Gurtin, W. -M. Ni and L. A. Peletier for organizing the year-long program and, especially, J. Sprock for co-organizing the meeting and co-editing these proceedings. We also take this opportunity to thank the National Science Foundation whose financial support made the workshop possible. Avner Friedman Willard Miller, Jr. PREFACE In a free boundary one seeks to find a solution u to a partial differential equation in a domain, a part r of its boundary of which is unknown. Thus both u and r must be determined. In addition to the standard boundary conditions on the un known domain, an additional condition must be prescribed on the free boundary. A classical example is the Stefan problem of melting of ice; here the temperature sat isfies the heat equation in the water region, and yet this region itself (or rather the ice-water interface) is unknown and must be determined together with the tempera ture within the water. Some free boundary problems lend themselves to variational formulation.

Free boundary problems arise in an enormous number of situations in nature and technology. They hold a strategic position in pure and applied sciences and thus have been the focus of considerable research over the last three decades. Free Boundary Problems: Theory and Applications presents the work and results of experts at the forefront of current research in mathematics, material sciences, chemical engineering, biology, and physics. It contains the plenary lectures and contributed papers of the 1997 International Interdisciplinary Congress proceedings held in Crete. The main topics addressed include free boundary problems in fluid and solid mechanics, combustion, the theory of filtration, and glaciology. Contributors also discuss material science modeling, recent mathematical developments, and numerical analysis advances within their presentations of more specific topics, such as singularities of interfaces, cusp cavitation and fracture, capillary fluid dynamics of film coating, dynamics of surface growth, phase transition kinetics, and phase field models. With the implications of free boundary problems so far reaching, it becomes important for researchers from all of these fields to stay abreast of new developments. Free Boundary Problems: Theory and Applications provides the opportunity to do just that, presenting recent advances from more than 50 researchers at the frontiers of science, mathematics, and technology.

The material presented here corresponds to Fermi lectures that I was invited to deliver at the Scuola Normale di Pisa in the spring of 1998. The obstacle problem consists in studying the properties of minimizers of the Dirichlet integral in a domain D of Rn, among all those configurations u with prescribed boundary values and costrained to remain in D above a prescribed obstacle F. In the Hilbert space H1(D) of all those functions with square integrable gradient, we consider the closed convex set K of functions u with fixed boundary value and which are greater than F in D. There is a unique point in K minimizing the Dirichlet integral. That is called the solution to the obstacle problem.

This book reflects a significant part of authors' research activity dur ing the last ten years. The present monograph is constructed on the results obtained by the authors through their direct cooperation or due to the authors separately or in cooperation with other mathematicians. All these results fit in a unitary scheme giving the structure of this work. The book is mainly addressed to researchers and scholars in Pure and Applied Mathematics, Mechanics, Physics and Engineering. We are greatly indebted to Viorica Venera Motreanu for the careful reading of the manuscript and helpful comments on important issues. We are also grateful to our Editors of Kluwer Academic Publishers for their professional assistance. Our deepest thanks go to our numerous scientific collaborators and friends, whose work was so important for us. D. Motreanu and V. Radulescu IX Introduction The present monograph is based on original results obtained by the authors in the last decade. This book provides a comprehensive expo sition of some modern topics in nonlinear analysis with applications to the study of several classes of boundary value problems. Our framework includes multivalued elliptic problems with discontinuities, variational inequalities, hemivariational inequalities and evolution problems. The treatment relies on variational methods, monotonicity principles, topo logical arguments and optimization techniques. Excepting Sections 1 and 3 in Chapter 1 and Sections 1 and 3 in Chapter 2, the material is new in comparison with any other book, representing research topics where the authors contributed. The outline of our work is the following.

The aim of this research monograph is to present a general account of the applicability of elliptic variational inequalities to the important class of free boundary problems of obstacle type from a unifying point of view of classical Mathematical Physics.The first part of the volume introduces some obstacle type problems which can be reduced to variational inequalities. Part II presents some of the main aspects of the theory of elliptic variational inequalities, from the abstract hilbertian framework to the smoothness of the variational solution, discussing in general the properties of the free boundary and including some results on the obstacle Plateau problem. The last part examines the application to free boundary problems, namely the lubrication-cavitation problem, the elastoplastic problem, the Signorini (or the boundary obstacle) problem, the dam problem, the continuous casting problem, the electrochemical machining problem and the problem of the flow with wake in a channel past a profile.