Concept

Free boundary problem

Summary
In mathematics, a free boundary problem (FB problem) is a partial differential equation to be solved for both an unknown function u and an unknown domain \Omega. The segment \Gamma of the boundary of \Omega which is not known at the outset of the problem is the free boundary. FBs arise in various mathematical models encompassing applications that ranges from physical to economical, financial and biological phenomena, where there is an extra effect of the medium. This effect is in general a qualitative change of the medium and hence an appearance of a phase transition: ice to water, liquid to crystal, buying to selling (assets), active to inactive (biology), blue to red (coloring games), disorganized to organized (self-organizing criticality). An interesting aspect of such a criticality is the so-called sandpile dynamic (or Internal DLA). The most classical example is the melting of ice: Given a block of ice, one can solve the heat e
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