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

Abstract

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 $\int \psi(\Theta_m)-c\int m$ where $-\Delta \Theta_m=m\Theta_m+B(x,\Theta_m)$, under the constraint $0\leq m\leq 1$ a.e.", the solution $m^*$ is bang-bang, in the sense that $m^*=\chi_{E^*}$, 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 $\int \psi(\Theta_m)$ where $-\Delta \Theta_m=m\Theta_m+B(x,\Theta_m)$, under the constraint $0\leq m\leq 1$ a.e and $\int m=m_0$" are bang-bang in the sense that $m^*=\chi_{E^*}$ 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.