Unstable free boundary problems in optimal control theory: existence and regularity

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Main Authors: Ferreri, Lorenzo, Mazari-Fouquer, Idriss, Prunier, Raphaël
Format: Preprint
Published: 2026
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author Ferreri, Lorenzo
Mazari-Fouquer, Idriss
Prunier, Raphaël
author_facet Ferreri, Lorenzo
Mazari-Fouquer, Idriss
Prunier, Raphaël
contents We establish the first general regularity result for constrained optimal control problems arising naturally in mathematical physics and mathematical biology. Namely, we prove that for a large class of problems of the form ``maximise $\int ψ(Θ_m)-c\int m$ where $-ΔΘ_m=mΘ_m+B(x,Θ_m)$, under the constraint $0\leq m\leq 1$ a.e.", the solution $m^*$ is bang-bang, in the sense that $m^*=χ_{E^*}$, and that $\partial E^*$ is smooth up to a $(d-2)$-dimensional subset. Moreover, we prove that the solutions to the volume constrained problem ``maximise $\int ψ(Θ_m)$ where $-ΔΘ_m=mΘ_m+B(x,Θ_m)$, under the constraint $0\leq m\leq 1$ a.e and $\int m=m_0$" are bang-bang in the sense that $m^*=χ_{E^*}$ and that, in the two-dimensional case, $\partial E^*$ is a finite union of smooth curves. This is done via reduction to an unstable free boundary problem, the regularity analysis of which was pioneered by Monneau \& Weiss and Chanillo, Kenig \& To. In our case, the free boundary is not minimising, and the laplacian of the state function is sign-changing, which creates significant difficulties, in particular regarding the non-degeneracy of blow-ups. This requires a new approach blending tools from optimal control theory, free boundary and measure theory to establish the regularity of the free boundary.
format Preprint
id arxiv_https___arxiv_org_abs_2605_00694
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Unstable free boundary problems in optimal control theory: existence and regularity
Ferreri, Lorenzo
Mazari-Fouquer, Idriss
Prunier, Raphaël
Analysis of PDEs
Optimization and Control
We establish the first general regularity result for constrained optimal control problems arising naturally in mathematical physics and mathematical biology. Namely, we prove that for a large class of problems of the form ``maximise $\int ψ(Θ_m)-c\int m$ where $-ΔΘ_m=mΘ_m+B(x,Θ_m)$, under the constraint $0\leq m\leq 1$ a.e.", the solution $m^*$ is bang-bang, in the sense that $m^*=χ_{E^*}$, and that $\partial E^*$ is smooth up to a $(d-2)$-dimensional subset. Moreover, we prove that the solutions to the volume constrained problem ``maximise $\int ψ(Θ_m)$ where $-ΔΘ_m=mΘ_m+B(x,Θ_m)$, under the constraint $0\leq m\leq 1$ a.e and $\int m=m_0$" are bang-bang in the sense that $m^*=χ_{E^*}$ and that, in the two-dimensional case, $\partial E^*$ is a finite union of smooth curves. This is done via reduction to an unstable free boundary problem, the regularity analysis of which was pioneered by Monneau \& Weiss and Chanillo, Kenig \& To. In our case, the free boundary is not minimising, and the laplacian of the state function is sign-changing, which creates significant difficulties, in particular regarding the non-degeneracy of blow-ups. This requires a new approach blending tools from optimal control theory, free boundary and measure theory to establish the regularity of the free boundary.
title Unstable free boundary problems in optimal control theory: existence and regularity
topic Analysis of PDEs
Optimization and Control
url https://arxiv.org/abs/2605.00694