\documentclass[reqno]{amsart}
\usepackage{hyperref}
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\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2015 (2015), No. 160, pp. 1--16.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2015 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2015/160\hfil Continuity of the free boundary]
{Continuity of the free boundary in  elliptic problems with
Neuman boundary condition}

\author[A. Saadi \hfil EJDE-2015/160\hfilneg]
{Abderachid Saadi}

\address{Abderachid Saadi \newline
Ecole Normale Sup\'{e}rieure,
16050 Kouba, Algiers, Algeria.\newline
Universit\'{e} de M'sila,
B.P 166 ICHBELIA, M'sila, Algeria}
\email{rachidsaadi81@gmail.com}

\thanks{Submitted May 13, 2015. Published June 16, 2015.}
\subjclass[2010]{35J15, 35R35}
\keywords{Continuity; free boundary; Neuman boundary condition}

\begin{abstract}
 We show the continuity of the free boundary in a class of two
 dimensional free boundary problems with Neuman boundary condition,
 which includes the aluminium electrolysis problem and the heterogeneous dam
 problem with leaky boundary condition.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{remark}[theorem]{Remark}
\newtheorem{corollary}[theorem]{Corollary}
\allowdisplaybreaks

\section{Statement of the problem  and preliminary results}\label{sec1}

 Let  $\Omega$ be the open bounded domain of $\mathbb{R}^{2}$ defined by
$$
\Omega=\{(x_1,x_2)\in \mathbb{R}^2:x_1\in(a_0,b_0),\, d_0<x_2<\gamma(x_1)\}
$$
where $a_0,b_0, d_0$ are real numbers and $\gamma$ is a real-valued Lipschitz continuous function on $(a_0,b_0)$.
Let $a(x)= (a_{ij}(x))$ be a two-by-two matrix and $h$ a function defined
in $\Omega$ with
\begin{gather}
 a_{ij}\in L^{\infty}(\Omega), \quad|{ a}(x)| \leq \Lambda,
\quad\text{for a.e. }x\in \Omega, \label{e1.1}\\
{ a}(x)\xi\cdot\xi \geq \lambda| \xi|^2\quad\forall\xi\in
\mathbb{R}^{2},\quad\text{for a.e. }x\in \Omega, \label{e1.2}\\
\underline{h} \leq h(x)\leq \bar h \quad\text{for a.e. }x\in \Omega \label{e1.3} \\
 h_{x_2}\in L_{\rm loc}^p(\Omega) \label{e1.4}\\
 h_{x_2}(x)\geq 0\quad\text{for a.e. }x\in \Omega. \label{e1.5}
\end{gather}
 where $\lambda$, $\Lambda$, $\bar h,\underline{h}$ and $p$ are positive constants
such that $\bar h \geq \underline{h}$ and $p>2$.

  Let $\Gamma=\{(x_1,\gamma(x_1)):x_1\in(a_0,b_0)\}$ and let
$\beta(x,u)$ be a function defined on $\Gamma\times \mathbb{R}$ satisfying
\begin{gather}
 \beta(x,.)\text{ is Lipschitz continuous for a.e. }x\in \Gamma \label{e1.6}\\
 \beta(x,.)\text{ is non-decreasing for a.e. }x\in \Gamma. \label{e1.7}
\end{gather}
Let $\varphi$ be a Lipschitz continuous
function on $\Gamma$, $e$ the vector $(0,1)$, and
$\Upsilon=\partial\Omega\setminus\Gamma$. Then we consider the following problem

\noindent \textbf{Problem (P1)} Find $(u, \chi) \in  H^{1}(\Omega)\times L^\infty (\Omega)$
such that \begin{itemize}
\item[(i)] $u\geq 0$, $0\leq \chi\leq 1$,
$u(1-\chi) = 0$  a.e.  in $\Omega$,
\item[(ii)]
\[
\int_\Omega \big( a(x) \nabla u + \chi h(x)e\big) \cdot\nabla\xi dx
\leq \int_{\Gamma}\beta(x,\varphi-u)\xi d\sigma(x)
\]
for all $\xi \in H^{1}(\Omega)$ and $\xi \geq 0$  on $\Upsilon$.
\end{itemize}



This problem describes many free boundary problems
including the aluminium electrolysis problem \cite{BMQ}, the heterogeneous dam
problem with leaky boundary condition
\cite{CC1,ChiL1,ChiL2,Ly1,Ly2,Ly3,Ly6}.
For the problem with Dirichlet condition on $\Gamma$, we refer for example to
\cite{A1} and \cite{Ly4} in the case of the heterogeneous dam problem, to \cite{AC}
and \cite{BC} in the case of the lubrication problem, and to
\cite{C,ChaL2,ChaL3} for a more general framework.
Regarding the existence of a solution under suitable boundary
conditions, we refer for example to \cite{CC2,CA,ChiL1,ChiL2,Ly1,Ly6}.

 In this paper, we shall be interested in studying
the free boundary $\Gamma_f=\partial\{u>0\}\cap\Omega$ separating
two different regions, which in the case of the dam and lubrication
problems, separates the region that contains the fluid from the
rest of the domain. In the case of the aluminium electrolysis
problem, the free boundary separates the regions containing liquid
and solid aluminium.

 The regularity of $\Gamma_f$ has been addressed in the case of Dirichlet
boundary condition in \cite{C} and \cite{ChaL2}, where the authors
have established that $\Gamma_f$ is a continuous curve $x_2=\Phi(x_1)$.
This result was later on extended in \cite{ChaL3} to a more general
framework and also in \cite{ChaL4} in the case
of the $p-$Laplacian.

\section{Preliminary results}\label{sec2}

\begin{remark}\label{rmk1.2} \rm
By Harnack's inequality \cite{GT},
 we know that $u$ is locally bounded.
Due to the local character of this study,
 we shall assume that there exists a positive constant $M$ such that
\begin{equation}\label{e2.1}
0\leqslant u\leqslant M\quad\text{ a.e. in }\Omega.
\end{equation}
\end{remark}


\begin{remark}\label{rmk1.1} \rm
We have (see \cite[Remark 2.1]{ChaL2})
\begin{itemize}
\item[(i)]  $u\in C_{\rm loc}^{0,\alpha}( \Omega)$ for some
$\alpha\in(0,1)$. As a consequence the set $\{u>0\}$ is open.

\item[(ii)] If $a\in C_{\rm loc}^{0,\alpha}( \Omega)$
$(0<\alpha<1)$, then we have $u\in C_{\rm loc}^{1,\alpha} (\{u>0\})$.
\end{itemize}
\end{remark}

 The following three propositions were established in
\cite{C} where the Dirichlet condition $u=0$ was imposed on $\Gamma$
instead of the Neuman boundary condition that we are considering in
this work. The proofs are the same and will be omitted.

\begin{proposition}\label{prop2.1}
 Let $(u,\chi)$ be a solution of {\rm (P1)}. We have
\begin{equation}\label{e2.2}
\chi_{x_2}\leq 0 \quad\text{in}\quad\mathcal{D}'(\Omega).
\end{equation}
\end{proposition}

\begin{proposition} \label{prop2.2}
Let $(u,\chi)$ be a solution of {\rm (P1)} and $x_0=(x_{01},x_{02})\in \Omega$.
\begin{itemize}

\item[(i)] If $u(x_0) > 0$, then there exists $\varepsilon >0$ such that
$u(x_1,x_2) > 0$ for all
$(x_1,x_2)\in C_\varepsilon(x_0)=B_\varepsilon(x_0)\cup \{ (x_1,x_2)\in \Omega:
| x_2-x_{02}| <\varepsilon , \, x_2 < x_{02}  \}$,
where $B_\varepsilon(x_0)$ is the open ball of center $x_0$ and
radius $r$.

\item[(ii)] If $u(x_0)=0$,  then $u(x_{01}, x_2) =0$ for all $x_2\geq x_{02}$.
\end{itemize}
\end{proposition}

  We then define the function $\Phi$ by
\begin{equation}\label{e2.3}
\Phi(x_1) =\begin{cases}
 d_0 \quad \text{if }\{x_2: (x_1,x_2)\in \Omega, \, u (x_1,x_2)> 0\}=\emptyset\\
 \sup\{x_2: (x_1,x_2)\in \Omega, \, u(x_1,x_2)
> 0\} \quad \text{otherwise.}\end{cases}
\end{equation}
Then the function $\Phi$ is well defined.

\begin{proposition}\label{prop1.3}
$\Phi$ is lower semi-continuous on $(a_0,b_0)$ and
$$
\{u>0\}=\{x_2<\Phi(x_1)\}.
$$
\end{proposition}

The following lemma is an extension of \cite[Lemma 3.4]{C}.

 \begin{lemma}\label{lem1.1}
Let $(u,\chi)$ be a solution of {\rm (P1)}. Let
$(x_{11},\underline{x}_2), (x_{12},\underline{x}_2)\in \Omega$ with
$x_{11}<x_{12}$ and $u(x_{1i},\underline{x}_2)=0 $ for $i=1,2$. Let
$D=\big((x_{12},x_{22})\times (\underline{x}_2, +\infty)\big)\cap
\Omega$. Then we have
\begin{gather*}
\int_{ D} \big( a(x)
\nabla u + \chi h(x) e\big) \cdot\nabla \zeta dx
\leq \int_{\Gamma}\beta(x,\varphi-u)\zeta d\sigma(x)\\
 \forall\zeta\in H^1(D)\cap L^\infty(D), \;\zeta\geq
0,\; \zeta (x_1,\underline{x}_2)=0 \text{ a.e. }
x_1\in (x_{11},x_{12}).
\end{gather*}
\end{lemma}

\begin{proof}
For $\epsilon>0$ small enough, one sets:
\[
\alpha_\epsilon(x_1) =
\min\Big(1,\frac{(x_1-x_{11})^+}{\epsilon},\frac{(x_{12}-x_1)^+}{\epsilon}\Big).
\]
 Note that
\begin{equation}\label{e2.4}
\alpha_\epsilon(x_1) =
\begin{cases}
  \frac{x_1-x_{11}}{\epsilon} & \text{for }
  x_1\in (x_{11},x_{11}+\epsilon) \\
  1 & \text{for }  x_1\in (x_{11}+\epsilon,x_{12}-\epsilon) \\
  \frac{x_{12}-x_1}{\epsilon} & \text{for }
  x_1\in (x_{12}-\epsilon,x_{12})
\end{cases}
\end{equation}
Then $\chi(D)\alpha_\epsilon\zeta$ is a
test function for (P), and we have:
\begin{equation}\label{e2.5}
{\int_D }\big( a(x) \nabla u + \chi h(x)e\big)
\cdot\nabla(\alpha_\epsilon\zeta) dx \leq  \int_{\partial
D\cap\Gamma}\beta(x,\varphi-u)\alpha_\epsilon\zeta d\sigma(x)
\end{equation}
We set $\xi_\epsilon=(1-\alpha_\epsilon)\zeta$, and for
$\delta>0$, we denote by $H_\delta$ the following approximation of the
Heaviside function i.e. the function defined by
\begin{equation}\label{e2.6}
H_\delta(s) =\min\Big(1,\frac{s^+}{\delta}\Big)
=\begin{cases}
  1 & \text{for} s\geq\delta\\
  s/\delta & \text{for }  0\leq s\leq\delta\\
  0 & \text{for } s\leq0
\end{cases}
\end{equation}
Then $\chi(D)H_\delta(u)\xi_\epsilon$ is a test function for
(P1), and we have
$$
\int_D \big( a(x) \nabla u + \chi h(x)e\big)
\cdot\nabla(H_\delta(u)\xi_\epsilon) dx \leq  \int_{\partial
D\cap\Gamma}\beta(x,\varphi-u)H_\delta(u)\xi_\epsilon
d\sigma(x)
$$
or
\begin{align*}
& \int_D \big( H_\delta(u)a(x) \nabla u \nabla
\xi_\epsilon + H'_\delta(u)a(x) \nabla u \nabla u + \chi
 h(x)(H_\delta(u)\xi_\epsilon)_{x_{2}}\big) dx \\
&\leq\int_{\partial D\cap\Gamma}\beta(x,\varphi-u)H_\delta(u)\xi_\epsilon
d\sigma(x).
\end{align*}
which leads by \eqref{e1.2} and the monotonicity of $H_\delta$ to
$$
\int_D \big( H_\delta(u)a(x) \nabla u \nabla
\xi_\epsilon + \chi h(x)(H_\delta(u)\xi_\epsilon)_{x_{2}}\big) dx \leq
\int_{\partial
D\cap\Gamma}\beta(x,\varphi-u)H_\delta(u)\xi_\epsilon
d\sigma(x)
$$
Hence we have
\begin{equation} \label{e2.7}
\begin{aligned}
&\int_D H_\delta(u)a(x) \nabla u \nabla
\xi_\epsilon dx + \int_{D\cap\{u>0\}}
 \big((h.H_\delta(u)\xi_\epsilon)_{x_{2}} - h_{x_{2}}
 H_\delta(u)\xi_\epsilon\big)dx \\
&\leq \int_{\partial D\cap\Gamma}\beta(x,\varphi-u)H_\delta(u)\xi_\epsilon
d\sigma(x).
\end{aligned}
\end{equation}
Since
$$
\int_{D\cap\{u>0\}}(h.H_\delta(u)\xi_\epsilon)_{x_2}dx
= \int_{\partial D\cap \Gamma}\big(h.H_\delta(u)\xi_\epsilon\big)
\nu_2d\sigma(x)\geq0,
$$
it follows from \eqref{e2.7} that
\begin{equation} \label{e2.8}
\int_D H_\delta(u)a(x) \nabla u \nabla
\xi_\epsilon dx - \int_{D\cap\{u>0\}} h_{x_{2}}
 H_\delta(u)\xi_\epsilon dx \leq
\int_{\partial D\cap\Gamma}\beta(x,\varphi-u)H_\delta(u)\xi_\epsilon
d\sigma(x).
\end{equation}
Letting $\delta$ go to $0$ in \eqref{e2.8}, we obtain
\begin{equation} \label{e2.9}
\begin{aligned}
&\int_D a(x)\nabla u \nabla((1-\alpha_\epsilon)\zeta)dx\\
&\leq \int_{D\cap\{u>0\}} h_{x_{2}} (1-\alpha_\epsilon)\zeta dx
+ \int_{\partial D\cap\Gamma}\beta(x,\varphi-u)(1-\alpha_\epsilon)\zeta d\sigma(x).
\end{aligned}
\end{equation}
Now, from \eqref{e2.5} and \eqref{e2.9}, we deduce that
\begin{align*}
&\int_D \big( a(x) \nabla u + \chi h(x)e\big)\cdot\nabla\zeta dx \\
&= {\int_D }\big( a(x) \nabla u +
\chi h(x)e\big) \cdot\nabla(\alpha_\epsilon\zeta) dx \\
&\quad+\int_D \big( a(x) \nabla u + \chi h(x)e\big)\nabla((1-\alpha_\epsilon)\zeta) dx \\
&\leq \int_{\partial D\cap\Gamma}\beta(x,\varphi-u)(\alpha_\epsilon\zeta)d\sigma(x)
+\int_D \chi h(x)(1-\alpha_\epsilon)\zeta_{x_{2}}dx\\
&\quad +\int_{D\cap\{u>0\}}h_{x_{2}} (1-\alpha_\epsilon)\zeta dx
 +\int_{\partial D\cap\Gamma}\beta(x,\varphi-u)(1-\alpha_\epsilon)\zeta d\sigma(x)\\
&\leq\int_D \chi h(x)(1-\alpha_\epsilon)\zeta_{x_{2}}dx
 +\int_{D\cap\{u>0\}}h_{x_{2}} (1-\alpha_\epsilon)\zeta dx\\
&\quad +\int_{\partial D\cap\Gamma}\beta(x,\varphi-u)\zeta d\sigma(x).
\end{align*}
Taking into account \eqref{e2.4}, the result follows by letting $\epsilon$ approach
 $0$.
\end{proof}


\begin{proposition} \label{prop2.4}
Let $(u,\chi)$ be a solution of
{\rm (P1)} and $B_r(x_0)\subset \Omega$.
If $u=0$ in $B_r(x_0)$, then we have
\[
\chi(x_1,x_2)=\frac{\beta((x_1,\gamma(x_1)),\varphi(x_1,\gamma(x_1)))}
{h(x)\nu_2(x_1,\gamma(x_1))} \quad\text{for a.e. } (x_1,x_2)\in
C_r(x_0).
\]
\end{proposition}

\begin{proof}
 Since $u(x)=0$ in $B_r(x_0)$, we obtain by Proposition \ref{prop2.2}
$$
u=0\quad \text{in } C_r(x_0).
$$
 Moreover, since we have in the distributional sense
$$
\operatorname{div}\big(a(x)\nabla u+\chi h(x)e\big)=0\quad\text{in } C_r(x_0),
$$
we obtain in particular
\begin{equation}\label{e2.10}
\big(\chi h(x)\big)_{x_2}=0\quad \text{in } \mathcal{D}'(C_r(x_0)).
\end{equation}
Let $\xi\in H^{1}(C_{r}(x_{0}))$ such that $\xi=0$ on
$\partial C_{r}(x_{0})\cap\Omega$. Then $\pm\chi(C_{r}(x_{0}))\xi$ are test
functions for {\rm (P1)}, and we have
\begin{equation}\label{e2.11}
\int_{C_r(x_0)} \chi h \xi_{x_2} dx
= \int_{\partial C_r(x_0)\cap\Gamma}\beta(x,\varphi)\xi
d\sigma(x).
\end{equation}
Integrating by parts and using \eqref{e2.10}, we obtain
\begin{equation}\label{e2.12}
\int_{C_r(x_0)} \chi h\xi_{x_2} dx
=\int_{\partial C_r(x_0)\cap\Gamma}\chi h\nu_{2}\xi d\sigma(x).
\end{equation}
We deduce then from \eqref{e2.11} and \eqref{e2.12} that
\[
\int_{\partial C_r(x_0)\cap\Gamma}\chi h\nu_{2}\xi d\sigma(x)
= \int_{\partial C_r(x_0)\cap\Gamma}\beta(x,\varphi)\xi
d\sigma(x),
\]
for all $\xi\in H^{1}(C_{r}(x_{0}))$, $\xi=0$  on $\partial C_{r}(x_{0})\cap\Omega$,
which leads to $\chi h\nu_{2}=\beta(x,\varphi)$, or
\[
\chi(x)=\frac{\beta((x_1,\gamma(x_1)),\varphi(x_1,\gamma(x_1)))}
{h(x)\nu_2(x_1,\gamma(x_1))}\quad\text{a.e. in } C_r(x_0).
\]
\end{proof}


\begin{proposition} \label{prop2.5}
Let $(u,\chi)$ be a solution of {\rm (P1)}. If the Lebesgue measure of the
free boundary is zero, then we have
\begin{align*}
\chi=\chi_{\{u>0\}}+\frac{\beta(x,\varphi)}{h\nu_2} \chi_{\{u=0\}}
\quad\text{for a.e. } x\in \Omega.
 \end{align*}
\end{proposition}

\begin{proof} From (P1)(i), we know that
\begin{equation}\label{e2.13}
\chi=1\quad \text{a.e. in }\{u>0\}.
\end{equation}
 Let $x\in Int(\{u=0\})$. Then there exists a ball $B_r(x)$ of center $x$
and radius $r$ such that $B_r(x)\subset \{u=0\}$, i.e. $u=0$ in $B_r(x)$.
By Proposition \ref{prop2.4}, we have
$\chi=\frac{\beta(x,\varphi)}{h\nu_2}$ a.e. in $B_r(x)$.
Therefore
\begin{equation}\label{e2.14}
\chi=\frac{\beta(x,\varphi)}{h\nu_2} \quad \text{a.e. in }
\operatorname{Int}(\{u=0\}).
\end{equation}
Since $\partial\{u>0\}\cap\Omega$ is of measure zero,
 from \eqref{e2.13}-\eqref{e2.14} we obtain
\begin{align*}
\chi=\chi_{\{u>0\}}+\frac{\beta(x,\varphi)} {h\cdot\nu_2}\chi_{\{u=0\}}
\quad\text{a.e. in }\Omega.
\end{align*}
\end{proof}

\begin{proposition}\label{prop2.6}
Let $(u, \chi)$ be a solution of {\rm (P1)}. If
$x_0=(x_{01},x_{02})\in\Omega$ and $r>0$ are such that
$B_r(x_0)\subset \Omega $, then we cannot have the
 following situations in $B_r(x_0)$:
\begin{itemize}
\item[(i)] $u(x)=0$ for $x_1=x_{01}$ and
$u(x)>0$ for $x_1\neq x_{01}$.

\item[(ii)] $u(x)=0$  for $x_1\geq x_{01}$
 and $u(x)>0$ for $x_1<x_{01}$.

\item[(iii)] $u (x)>0$ for $ x_1>x_{01}$  and
$u (x)=0$ for $x_1\leq x_{01}$.
\end{itemize}
\end{proposition}

\begin{proof}
Let $\xi\in\mathcal{D}(B_r), \xi\geq0$. Since $\pm\xi$ are test functions
for  (P1), we have
\begin{equation}\label{e2.15}
  \int_{B_r(x_0)}\big(a(x)\nabla u+\chi h(x)e \big)\nabla\xi dx=0.
\end{equation}

(i) Under assumption (i), we have $\chi=1$ a.e. in $B_r(x_0)$.
Taking into account \eqref{e1.5},  from \eqref{e2.15} we obtain
\begin{equation*}
\int_{B_r(x_0)}a(x)\nabla u\nabla\xi dx
= -\int_{B_r(x_0)}h(x) \xi_{x_{2}}\geq0
\end{equation*}
Using the maximum principle, we deduce that either $u>0$ in $B_r(x_0)$
or $u=0$ in $B_r(x_0)$, which both contradict $(i)$.

(ii) From (P1)(i) and Proposition \ref{prop2.5}, we have under the
assumption (ii), $\chi=1$ a.e. in $B_r^-=B_r(x_0)\cap\{x_1<x_{01}\}$ and
$\chi=\frac{\beta(x,\varphi)}{h\nu_2}$ a.e. in
$B_r^+=B_r(x_0)\cap\{x_1>x_{01}\}$.
Then from \eqref{e2.15}, it follows that
\begin{equation} \label{e2.16}
\begin{aligned}
\int_{B_r^-}a(x)\nabla u\nabla\xi dx
&=-\int_{B_r^-}\chi h(x)\xi_{x_{2}}dx
-\int_{B_r^+}\chi h(x)\xi_{x_{2}}dx \\
&= - \int_{B_r^-}h(x)\xi_{x_{2}}dx-\int_{B_r^+}
\frac{\beta(x,\varphi)}{\nu_2}\xi_{x_{2}}dx.
\end{aligned}
\end{equation}
Integrating by parts, we have
\begin{equation}\label{e2.17}
\int_{B_r^+}\frac{\beta(x,\varphi)}{\nu_2}\xi_{x_{2}}dx =
\int_{B_r^+}\big(\frac{\beta(x,\varphi)}{\nu_2}\xi\big)_{x_{2}}dx=0.
\end{equation}
It follows from \eqref{e2.16}-\eqref{e2.17} and taking into account
\eqref{e1.5} that
\begin{equation*}
\int_{B_r(x_0)}a(x)\nabla u\nabla\xi dx =
-\int_{B_r^-}h\xi_{x_{2}}=\int_{B_r^-}h_{x_2}\xi\geq0.
\end{equation*}
We deduce from the maximum principle that either $u>0$ in $B_r(x_0)$
or $u=0$ in $B_r(x_0)$, which both contradict (ii).

The  proof (iii) is similar to the proof of (ii), an it is omitted.
\end{proof}


\begin{theorem}\label{thm2.1}
Let $(u, \chi)$ be a solution of {\rm (P1)}. Then we have
$$
\chi\geq \kappa=\min\Big(1, \frac{\beta(x,\varphi)}{h\nu_2}\Big)\quad
\text{a.e. in }\Omega.
$$
\end{theorem}

To prove the above theorem we need the following lemma.

\begin{lemma}\label{lem2.2}
Let $(a,b)\subset(a_0,b_0)$, $y_0$ such that $(a,b)\times\{y_0\}\subset \Omega$
and let $D=((a,b)\times(y_0,\infty))\cap\Omega$. Then we have
\[
\int_{D} h(\kappa - \chi)^{+}\xi_{x_2} dx\leq 0,\quad
\forall \xi\in H^1(D),\; \xi\geq 0,\; \xi=0\text{ on }(\partial D)\cap\Omega.
\]
\end{lemma}

\begin{proof}
Let $\Gamma'=\{(x_{1},\gamma(x_{1})): x_1\in(a,b)\}$, and
$\xi\in H^1(D)$ such that $\xi\geq0$ and $\xi=0$ on $(\partial D)\cap\Omega$.
Using $\pm\chi(D)(H_\delta(u)-1)\xi$ as test functions for {\rm (P1)}, we obtain
\[
  \int_D \big(a(x)\nabla u+\chi he\big) \nabla\big((H_\delta(u)-1)\xi\big)dx=
  \int_{\Gamma'} \beta(x,\varphi-u)(H_\delta(u)-1)\xi d\sigma(x)
\]
which can be written as
\begin{align*}
&\int_D H'_\delta(u)a(x) \nabla u \cdot\nabla u .\xi dx
+  \int_D (H_\delta(u)-1)a(x) \nabla u \nabla \xi dx \\
&+\int_D \chi h[H_\delta(u)\xi]_{x_2} dx-\int_D\chi h(x)\xi_{x_2} dx \\
&\leq \int_{\Gamma'} \beta(x,\varphi-u)(H_\delta(u)-1)\xi d\sigma(x)\,.
\end{align*}
By taking into account the monotonicity of $H_\delta$, integrating by parts,
and using the ellipticity of $a(x)$, we have
\begin{equation}\label{e2.18}
\begin{aligned}
-\int_D \chi h\xi_{x_2} dx
&\leq\int_D (1-H_\delta(u))a(x) \nabla u \nabla \xi dx
-\int_D h[H_\delta(u)\xi]_{x_2} dx \\
&\quad+\int_{\Gamma'} \beta(x,\varphi-u)(H_\delta(u)-1)\xi d\sigma(x) \\
&=\int_D (1-H_\delta(u))a(x) \nabla u\cdot\nabla \xi dx
 +\int_D H_\delta(u) h_{x_2}\xi dx \\
&\quad+\int_{\Gamma'}(H_\delta(u)-1) [\beta(x,\varphi-u)-h\nu_2]\xi d\sigma(x)
-\int_{\Gamma'} h\nu_2 \xi d\sigma(x).
\end{aligned}
\end{equation}
 Next, integrating by parts again, we have
\begin{equation}\label{e2.19}
\int_D\kappa h\xi_{x_2} dx=\int_{\Gamma'}\kappa h\nu_2 \xi d\sigma(x)
-\int_D(\kappa h)_{x_2}\xi dx.
\end{equation}

 Adding \eqref{e2.18} and \eqref{e2.19}, and using the fact that
$(\kappa h)_{x_2}=h_{x_2}\chi_{\{\beta(x,\varphi)\geq h\cdot\nu_2\}}\geq0$, we obtain
\begin{equation} \label{e2.20}
\begin{aligned}
\int_D(\kappa-\chi) h\xi_{x_2} dx
&\leq\int_D (1-H_\delta(u))a(x) \nabla u\cdot\nabla \xi \, dx
 +\int_D H_\delta(u)h_{x_2}(x)\xi dx\\
&\quad +\int_{\Gamma'}(H_\delta(u)-1) [\beta(x,\varphi-u)-h\nu_2]\xi d\sigma(x)\\
&\quad  +\int_{\Gamma'} ( \kappa-1 )h\nu_2 \xi d\sigma(x).
\end{aligned}
\end{equation}
 Letting $\delta$ go to $0$ in \eqref{e2.20}, we obtain
\begin{align*}
\int_D h(\kappa-\chi)\xi_{x_2} dx
&\leq -\int_{\Gamma'\cap \{u=0\}}(\beta(x,\varphi)-h\nu_2]\xi d\sigma(x) \\
&\quad +\int_D\chi_{\{u>0\}}h_{x_2}\xi dx
+\int_{\Gamma'}( \kappa-1 )h\nu_2 \xi d\sigma(x)
\end{align*}
which leads to
\begin{align*}
&\int_D h(\kappa-\chi)\xi_{x_2} dx \\
&\leq \int_D \chi_{\{u>0\}}h_{x_2}\xi dx
  +\int_{\Gamma'\cap \{u=0\}} \Big(\kappa-\frac{\beta(x,\varphi)}{h\nu_2}
  \Big)h\nu_2 \xi d\sigma(x) \\
&\quad +\int_{\Gamma'\cap \{u>0\}}( \kappa-1 )h\nu_2 \xi d\sigma(x) \\
&\leq \int_D\chi_{\{u>0\}}h_{x_2}\xi dx \quad \forall \xi\in H^{1}(D),
\quad \xi\geq0,\; \xi=0\text{ on }\partial D\cap\Omega.
\end{align*}
Hence we arrive at
\begin{equation} \label{e2.21}
\int_D(h\kappa-h\chi)\xi_{x_2} dx \leq \int_D\chi_{\{u>0\}}h_{x_2}\xi dx,
\end{equation}
for all $\xi\in H^1(D)$, $\xi\geq0$, $\xi=0$ on $\partial D\cap\Omega$.

Now we extend the functions $h\kappa$, $h\chi$, and
$\chi_{\{u>0\}}h_{x_2}$ by $0$ and denote the extensions
respectively by $\overline{\kappa}$, $\overline{\chi}$, and $\theta$.
In particular \eqref{e2.21} holds for any $\xi\in C^{0,1}(\mathbb{R}^2), \xi\geq0$,
with $\xi$ having a compact support in $D\cup\Gamma'$.
Let $\xi$ be such a function and let
\[
\epsilon_0 = \operatorname{dist}(\operatorname{supp}(\xi_{|\overline{D}}),
\partial D\cap\Omega).
\]
 Then for each $y\in B_{\epsilon}(O)$, and $\epsilon\in (0,\epsilon_0/2)$,
the function $x\to \xi(x+y)$ is nonnegative, belongs to $C^{0,1}(\mathbb{R}^2)$,
and has a compact support in $D\cup\Gamma'$.
Therefore we obtain from \eqref{e2.21}
$$
\int_{\mathbb{R}^2} (\overline{\kappa}-\overline{\chi})\xi_{x_2}(x+y) dx
\leq  \int_{\mathbb{R}^2}\theta(x)\xi(x+y) dx
$$
which leads to
$$
\int_{\mathbb{R}^2}\rho_{\epsilon}(y)\Big(\int_{\mathbb{R}^2}
(\overline{\kappa}-\overline{\chi}).\xi_{x_2}(x+y) dx \Big)dy
\leq \int_{\mathbb{R}^2}\rho_{\epsilon}(y)
\Big(\int_{\mathbb{R}^2}\theta(x)\xi(x+y) dx\Big)dy
$$
where $\rho_{\epsilon}$ is a smooth function satisfying
$\rho_{\epsilon}\geq 0, supp\rho_{\epsilon}\subset
B_{\epsilon}(O)$ and ${\int_{\mathbb{R}^2}\rho_{\epsilon}=1}$.

 Writing $f_{\epsilon}=\rho_{\epsilon}*f$ for a function
$f$, we obtain
\[
   \int_{\mathbb{R}^2}(\overline{\kappa}_{\epsilon}(x)
-\overline{\chi}_{\epsilon}(x))\xi_{x_2}dx
\leq\int_{\mathbb{R}^2}\theta_{\epsilon}(x)\xi dx\quad
    \forall\xi\in C^{0,1}(\mathbb{R}^2),\; \xi\geq0,;
 \operatorname{supp}(\xi)\subset D\cup\Gamma'.
\]
In particular, we obtain for the function
$\xi=\min\big(1,\frac{(\overline{\kappa}_{\epsilon}-\overline{
\chi}_{ \epsilon})^+}{\delta}\big)\zeta$,
with $\delta>0$, $\zeta\in C^{0,1}(\mathbb{R}^2)$, $\zeta\geq0$,
$\operatorname{supp}(\zeta)\subset D\cup\Gamma'$,
\begin{equation} \label{e2.22}
\begin{aligned}
&\int_{\mathbb{R}^2}(\overline{\kappa}_{\varepsilon}
-\overline{\chi}_{\varepsilon})
\Big(\min\Big(1,\frac{(\overline{\kappa}_{\varepsilon}
-\overline{\chi}_{\varepsilon})^+}{\delta}\Big) \zeta\Big)_{x_2}dx  \\
&\leq\int_{\mathbb{R}^2} \theta_{\varepsilon}(x)
\min\Big(1,\frac{(\overline{\kappa}_{\varepsilon}
 -\overline{\chi}_{\varepsilon})^+}{\delta}\Big)\zeta dx\\
&\leq\int_{\mathbb{R}^2} \theta_{\varepsilon}(x)\zeta dx.
\end{aligned}
\end{equation}
 Note that
\begin{equation} \label{e2.23}
\begin{aligned}
&\int_{\mathbb{R}^2}(\overline{\kappa}_{\varepsilon}
-\overline{\chi}_{\varepsilon})\Big(\min\Big(1,\frac{(\overline{\kappa}_{\varepsilon}
-\overline{\chi}_{\varepsilon})^+}{\delta}\Big)\zeta\Big)_{x_2}dx  \\
&=\int_{\mathbb{R}^2}\min\Big(1,\frac{(\overline{\kappa}_{\epsilon}
-\overline{\chi}_{\epsilon})^+}{\delta}\Big)
 (\overline{\kappa}_{\epsilon}-\overline{\chi}_{\epsilon})\zeta_{x_2}dx \\
&\quad+\int_{\mathbb{R}^2} (\overline{\kappa}_{\epsilon}
 -\overline{\chi}_{\epsilon})
\Big(\min\Big(1,\frac{(\overline{\kappa}_{\epsilon}
 -\overline{\chi}_{\epsilon})^+}{\delta}\Big)\Big)_{x_2}\zeta dx.
\end{aligned}
\end{equation}
 As $\delta\to0$, we have
\begin{equation} \label{e2.24}
\begin{aligned}
\int_{\mathbb{R}^2}\min\Big(1,\frac{(\overline{\kappa}_{\epsilon}
-\overline{\chi}_{\epsilon})^+}{\delta}\Big)
(\overline{\kappa}_{\epsilon}-\overline{\chi}_{\epsilon})\zeta_{x_2}dx \to
\int_{\mathbb{R}^2} (\overline{\kappa}_{\epsilon}-\overline{\chi}_{\epsilon})^+ \zeta_{x_2} dx
\end{aligned}
\end{equation}
and
\begin{equation}\label{e2.25}
\begin{aligned}
&\int_{\mathbb{R}^2} (\overline{\kappa}_{\epsilon}-\overline{\chi}_{\epsilon})
\Big(\min\Big(1,\frac{(\overline{\kappa}_{\epsilon}
 -\overline{\chi}_{\epsilon})^+}{\delta}\Big)\Big)_{x_2}\zeta dx  \\
&=\int_{\mathbb{R}^2 \cap\{0<\overline{\kappa}_{\epsilon}
 -\overline{\chi}_{\epsilon}<\delta\}}
\frac{\zeta}{\delta} (\overline{\kappa}_{\epsilon}-\overline{\chi}_{\epsilon})^+
(\overline{\kappa}_{\varepsilon}-\overline{\chi}_{\varepsilon})_{x_2}dx \\
&=\int_{\mathbb{R}^2} \frac{\zeta}{2\delta}
((\min(\delta,(\overline{\kappa}_{\epsilon}
 -\overline{\chi}_{\epsilon})^+))^2)_{x_2}dx \\
&=-\int_{\mathbb{R}^2} (\min(\delta,(\overline{\kappa}_{\epsilon}
-\overline{\chi}_{\epsilon})^+))^2\frac{\zeta_{x_2}}{2\delta}dx \to 0.
\end{aligned}
\end{equation}
It follows from \eqref{e2.22}-\eqref{e2.25} that
$$
   \int_{\mathbb{R}^2} (\overline{\kappa}_{\epsilon}
-\overline{\chi}_{\epsilon})^+ \zeta_{x_2} dx
 \leq \int_{\mathbb{R}^2} \theta_{\epsilon}\zeta dx
$$
which  by letting $\epsilon\to0$ leads to
\begin{equation}\label{e2.26}
 \int_D (\kappa-\chi)^+h\zeta_{x_2} dx
 \leq  \int_D \chi_{\{u>0\}} h_{x_2}\zeta dx
\end{equation}
Taking $\zeta=(1-H_\delta(u))\zeta$ with $\zeta\in H^1(\mathbb{R}^2)$, $\zeta\geq0$,
$\operatorname{supp}(\zeta)\subset D\cup\Gamma'$ in \eqref{e2.26}, we obtain
\begin{equation}\label{e2.27}
\begin{aligned}
&\int_D h(\kappa-\chi)^+\zeta_{x_2} dx\\
&\leq \int_D (1-H_\delta(u)) \chi_{\{u>0\}}h_{x_2}\zeta dx
  +\int_D \zeta h(\kappa-\chi)^+(H_\delta(u))_{x_2} dx
\end{aligned}
\end{equation}
Since $\chi=1$ a.e. in $\{u>0\}$ and $\kappa\leq 1$, we have
\begin{equation}\label{e2.28}
\int_D \zeta h(\kappa-\chi)^+(H_\delta(u))_{x_2}dx
=\int_{D\cap\{u>0\}} \zeta h(\kappa-1)^+(H_\delta(u))_{x_2} dx=0.
\end{equation}
Then we deduce from \eqref{e2.27}--\eqref{e2.28} that
\begin{equation}\label{e2.29}
\int_D h(\kappa-\chi)^+\zeta_{x_2} dx
\leq \int_D (1-H_\delta(u)) \chi_{\{u>0\}}h_{x_2}\zeta dx.
\end{equation}
Letting $\delta$ go to $0$ in \eqref{e2.29}, we obtain
\[
\int_D h(\kappa-\chi)^+\zeta_{x_2} dx\leq 0\quad
\forall \zeta \in H^1(D),\; \zeta\geq 0,\; \zeta=0 \text{ on }\partial D\cap \Omega
\]
which completes the proof of the lemma.
\end{proof}

\begin{proof}[Proof of Theorem \ref{thm2.1}]
  Let $D$ be a domain below $\Gamma$ given by
$D= ((a,b))\times(y_0,\infty) )\cap \Omega$,
with $\{y_0\}\times(a,b) \subset \Omega$. By Lemma \ref{lem2.2}, we have for
$\zeta= l(x_1) (y-y_0) \chi (D)$, where $ l(x_1)= (x_1-a) (b-x_1)$
\begin{equation*}
\int_D h(\kappa-\chi)^+(x_1-a)(b-x_1)dx \leq 0
\end{equation*}
which leads to $(\kappa-\chi)^+=0$ a.e. in $D$ and $\kappa\leq\chi$ a.e. in $D$.
Since this holds for all such domains $D$,
we obtain $\chi\geq\kappa$ a.e in $\Omega$.
\end{proof}

\begin{corollary}\label{coro2.1}
Let $(u, \chi)$ be a solution of {\rm (P1)} and let
$\Gamma'=\{(x_{1},\gamma(x_{1})),x_1\in(a,b)\}\subset\Gamma$, with
$a_0<a<b<b_0$. Assume that
$$
\frac{\beta(x,\varphi)}{h\nu_2} > 1\quad \text{ a.e. in }\Gamma'.
$$
Then we have $u>0$ and $\chi=1$ below $\Gamma'$.
\end{corollary}

\begin{proof}
Let $D= ((a,b))\times(y_0,\infty) )\cap \Omega$ such that
$\{y_0\}\times(a,b) \subset \Omega$.
We deduce from Theorem \ref{thm2.1} and the assumption that $\chi=1$ a.e. in $D$.
Using (P1)(ii) and \eqref{e1.5}, we obtain $\operatorname{div}(a(x)\nabla u)=-h_{x_2}\leq 0$
in $D$, which leads by the maximum principle to either $u=0$ in $D$ or $u>0$ in $D$.

 Now, assume that $u=0$ in $D$ and let
 $\zeta\in H^1(D)$ with $\zeta\geq 0$ in $D$ and $\zeta=0$ on
$\partial D\cap\Omega$. Since $\pm\chi(D)\xi$ are a test functions for {\rm (P1)},
 we have
\[
\int_D h\zeta_{x_{2}}=\int_{\Gamma'}\beta(x,\varphi)\zeta d\sigma(x)
\]
which becomes after integrating by parts and taking into account \eqref{e1.5}
\[
\int_{\Gamma'}(\beta(x,\varphi)-h\nu_2)\zeta d\sigma(x)
=-\int_D \zeta h_{x_2}\leq 0.
\]
Since $\zeta$ is arbitrary, we obtain $\beta(x,\varphi)-h\nu_2\leq 0$
a.e. in $\Gamma'$, which contradicts the assumption.
\end{proof}

\section{A barrier function}\label{3}

For the rest of this article,  we assume that
\begin{gather} \label{e3.1}
 a\in C^{0,\alpha}_{\rm loc}( \Omega),\quad \alpha\in(0,1),\\
 h_{x_2} \leq c_0 \quad \text{in } \mathcal{D}'(\Omega). \label{e3.2}
\end{gather}
In this section, we construct a barrier function that will be used
in Section 4 to establish the continuity of the function $\phi$.

\begin{theorem}\label{thm3.1}
Let $(u, \chi)$ be a solution of {\rm (P1)}. Then $ u\in
C^{0,1}_{\rm loc}(\Omega)$.
\end{theorem}

\begin{proof}
 We refer to \cite{ChaL2} when $H(x)=h(x)e$,
and to \cite{ChaL3} or \cite{Ly5} for more general situations.

 Let $(x_{11},\underline{x}_2)$, $(x_{12}, \underline{x}_2)\in
\Omega$ such that $x_{11}<x_{12}$. We assume that $\epsilon=
x_{12}-x_{11}$ is small enough to guarantee that
$$
(x_{11}- \epsilon,x_{12}+\epsilon) \times  ( \underline{x}_2, \underline{x}_2
+2\epsilon)\subset\subset\Omega.
$$
 Let $Z=(x_{11}- \epsilon,x_{12}+\epsilon) \times  ( \underline{x}_2, \underline{x}_2
+\epsilon)$. We denote by $v$ the unique solution in $H^1(Z)$ of the
 problem
\begin{equation}\label{e3.3}
  \begin{gathered}
   \quad \operatorname{div}( a(x) \nabla v)= - h_{x_2}  \quad \text{in  }Z \\
   \quad v= \varphi(x)= \epsilon (\underline{x}_2+\epsilon -x_2)^+
\quad  \text{on  }\partial Z.
  \end{gathered}
\end{equation}
\end{proof}

\begin{remark}\label{rmk3.1}\rm
Under the above assumptions on $a$ and $h$, we deduce from \eqref{e3.3}
(see remark subsequent to \cite[Corollary 8.36 p. 212]{GT}) that
$v\in C_{\rm loc}^{1, \alpha}\big(Z\cup
(x_{11}- \epsilon,x_{12}+\epsilon)\times\{\underline{x}_2+\epsilon\}\big)$.
 Moreover, we have for a positive constant $C$  independent of $\epsilon$,
the following gradient estimate as in \cite{ChaL2}:
\begin{equation}\label{e3.4}
|\nabla v(x)|\leq  C\epsilon^{(1-\frac{2}{p})} \quad \forall x\in
  T= [x_{11},x_{12}]\times\{\underline{x}_2+\epsilon\}.
\end{equation}
\end{remark}

 Let us extend the function $v$ by $0$ to
$D=\big((x_{11},x_{12})\times( \underline{x}_2, +\infty)\big)\cap\Omega $,
and let
 $\theta=\chi (\{v>0\})+\frac{\beta(x,\varphi)}{h\nu_2} \chi (\{v=0\})$.
The main result of this section is the following Lemma.

\begin{lemma}\label{lem3.1}
Assume that  for some positive number $\mu$ we have
\begin{equation}\label{e3.5}
h(x)-\frac{\beta(x,\varphi(x))}{\nu_2} >\mu\quad\text{on }T.
\end{equation}
Then  for $\epsilon>0$ small enough we have
\begin{equation}\label{e3.6}
\begin{gathered}
\int_{D}\Big(a(x)  \nabla v + \theta h(x)e\Big)\cdot\nabla\zeta
\geq \int_{\Gamma}\beta(x,\varphi)d\sigma(x) \\
\forall \zeta\in H^1(D),\; \zeta\geq 0,\;
\zeta=0 \text{ on }\partial D\setminus\Gamma.
\end{gathered}
\end{equation}
\end{lemma}


\begin{proof}
Let $\nu$ be the outward unit normal vector to $D$. First we have by \eqref{e1.1},
\eqref{e3.4} and \eqref{e3.5} for $\epsilon $ small enough
\begin{equation}\label{e3.7}
a(x) \nabla v. \nu +h(x)-\frac{\beta(x,\varphi)}{\nu_2}
\geq -\Lambda C .\epsilon^{(1-\frac{2}{p})} +\mu\geq 0 \quad\text{on } T.
\end{equation}
 Next, for $\zeta\in H^1(D)$, $\zeta\geq 0$, $\zeta=0$  on
$\partial D\setminus\Gamma$, by integrating by parts and using
\eqref{e3.5} and \eqref{e3.7}  we obtain
\begin{align*}
&\int_D\Big(a(x)  \nabla v +\theta h(x)e\Big)\cdot\nabla\zeta dx\\
&=\int_{D\cap [v>0]}\Big(a(x) \nabla v + \theta h(x)e\Big)\cdot\nabla\zeta dx
 +\int_{D\cap [v=0]}\frac{\beta(x,\varphi)}{\nu_2} \zeta_{x_2} dx\\
&=-  \int_{D\cap [v>0]}\Big(div (a(x) \nabla v) + h_{x_2}(x)\Big)\zeta dx
+\int_{\Gamma}\beta(x,\varphi)\zeta d\sigma(x)\\
&\quad +\int_T\Big(a(x) \nabla v\cdot \nu
 + h(x)-\frac{\beta(x,\varphi)}{\nu_2} \Big)\zeta d\sigma\\
&\geq \int_{\Gamma}\beta(x,\varphi)\zeta d\sigma(x).
\end{align*}
\end{proof}

\section{Continuity of the free boundary}\label{4}

This last section is devoted  to the upper
 semi-continuity of $\phi$. We assume that
\begin{gather} \label{e4.1}
\gamma\in C_{\rm loc}^{1,\alpha}(a_0,b_0), \\
a\in C_{\rm loc}^{0,\alpha}(\Omega\cup\Gamma), \label{e4.2}\\
\beta(x,\varphi)-h\nu_2\in C_{\rm loc}^{0}(\Gamma). \label{e4.3}
\end{gather}
The main result is the following theorem.

\begin{theorem}\label{thm4.1}
Let $x_{01}\in (a_0,b_0)$ such that  $(x_{01},\Phi(x_{01}))\in\Omega$ and
\begin{equation}\label{e4.4}
\frac{\beta(x_{01},\gamma(x_{01}),\varphi(x_{01},\gamma(x_{01}) ) )}
{\nu_2(x_{01},\gamma(x_{01})) } <h(x_{01},\Phi(x_{01})).
\end{equation}
Then $\Phi$ is continuous at $x_{01}$.
\end{theorem}

The proof of Theorem \ref{thm4.1} is based on the following
two lemmas and follows the steps of the one of \cite[Theorem 5.1]{ChaL2}.

\begin{lemma}\label{lem4.1}
Let $x_0=(x_{01},x_{02})\in\Omega$ such that $u(x_0)=0$ and
$$
\frac{\beta(x_{01},\gamma(x_{01}),\varphi(x_{01},\gamma(x_{01})))}
{\nu_2(x_{01},\gamma(x_{01}))} <h(x_{01},\Phi(x_{01})).
$$
Then one of the following situations holds:
\begin{itemize}
\item[(i)]  There exists $x_{11}<x_{01}$ such that
$ u(x_1,\gamma(x_1))=0$ for all $x_1\in (x_{11},x_{01})$.

\item[(ii)] There exists $x_{12}>x_{01}$ such that
$u(x_1,\gamma(x_1))=0$ for all $x_1\in (x_{01},x_{12})$.
\end{itemize}
\end{lemma}

\begin{proof}
Let $\mu>0$ small enough and
 $Z_\mu=\big((x_{01}-\mu,x_{01}+\mu)\times(x_{02},+\infty)\big)\cap\Omega$.
We denote by $v$ the unique solution in $H^1(Z_\mu)$ of
\begin{equation}\label{e4.5}
  \begin{gathered}
\operatorname{div}( a(x) \nabla v)= - h_{x_2}  \quad \text{in  }Z_\mu \\
v= \varphi(x)= \gamma(x_1)-x_2 \quad
\text{on  }\partial Z_\mu.
\end{gathered}
\end{equation}

 We have (see \cite[p. 212]{GT})
$v\in C_{\rm loc}^{1, \alpha}\big(Z_\mu\cup \Gamma_\mu)$,
where $\Gamma_\mu=\{(x_1,\gamma(x_1))~/~x_1\in(x_{01}-\mu,x_{01}+\mu)~\}$.
Moreover, given the sign of the functions $\gamma(x_1)-x_2$ and $h_{x_2}$,
we have by the maximum principle $v>0$ in $Z_\mu$.

 Since $\beta(x,\varphi)<h(x)\nu_2$ at $\overline{x}_0=(x_{01},\gamma(x_{01})$,
there exists by \eqref{e4.2}-\eqref{e4.3} a positive real number
$\lambda_\epsilon$ such that
\begin{equation}\label{e4.6}
\beta(x,\varphi)<h(x)\nu_2+\lambda_\epsilon a(x)(\nabla v)\cdot\nu\quad
\text{on  }\Gamma_{\mu/2}.
\end{equation}
Since $u(x_0)=0$, and $u$ is continuous, there exists
$\mu_1\in (0,\mu/2)$ such that
\begin{equation}\label{e4.7}
u(x_1,x_2)\leq\lambda_\epsilon\min_{x\in \overline{B}_{\mu/2}(x_0)}v(x)
\quad \forall x\in \overline{B}_{\mu_1}(x_0).
\end{equation}
By Proposition \ref{prop2.6} one of the following situations holds
\begin{itemize}
\item[(i)]  there exists $(x_{11},x_{21}) \in  B_{\mu_1}(x_0)$
such that $x_{11}<x_{01}$ and $u(x_{11},x_{21})=0$.

\item[(ii)] there exists $(x_{12},x_{22}) \in  B_{\mu_1}(x_0)$ such that
$x_{11}>x_{01}$ and $u(x_{12},x_{22})=0$.
\end{itemize}
Let us assume for example that (i) holds.  Set
$\underline{x}_2=\max(x_{02},x_{21})$,
$Z=\big((x_{11},x_{01})\times(\underline{x}_2,+\infty)\big)\cap\Omega$,
$v_\epsilon=\lambda_\epsilon v$ and assume that $\mu_1$ is small enough.
Since $(x_{11},x_{01})\times\{\underline{x}_2\}\subset
\overline{B}_{\mu_1}(x_0)$, we have by \eqref{e4.7}
\begin{equation}\label{e4.8}
u(x_1,\underline{x}_2)\leq v_\epsilon(x_1,\underline{x}_2),\quad
\forall x_1\in(x_{11},x_{01})
\end{equation}
Moreover, since $u(x_{11},\underline{x}_2)=u(x_{01},\underline{x}_2)=0$,
we obtain by Proposition \ref{prop2.2} (ii) that
\begin{equation}\label{e4.9}
     u(x_{11},x_2)=u(x_{01},x_2)=0,\quad \forall x_2\geq \underline{x}_{2}
\end{equation}
Taking into account \eqref{e4.8}-\eqref{e4.9}, we have
$u\leq v_\epsilon$ on $(\partial Z)\cap\Omega$.
Therefore we obtain by using $(u-v_\epsilon)^+\chi_Z\in H^1(\Omega)$
as a test function in (P1) (ii) and \eqref{e4.5}
\begin{gather}\label{e4.10}
\begin{aligned}
&\int_{Z} (a(x)\nabla u+\chi h(x)e)\nabla(u-v_\epsilon)^+ dx\\
&=\int_{(\partial Z)\cap\Gamma}\beta(x,\varphi-u)(u-v_\epsilon)^+ d\sigma(x).
\end{aligned}\\
\begin{aligned}
&\int_{Z} (a(x)\nabla u+h(x)e)\nabla(u-v_\epsilon)^+ dx \\
&=\int_{(\partial Z)\cap\Gamma}(\lambda_\epsilon a(x)(\nabla v)
\cdot\nu+h(x)\nu_2)(u-v_\epsilon)^+ d\sigma(x).
\end{aligned} \label{e4.11}
\end{gather}

 Subtracting \eqref{e4.11} from \eqref{e4.10} and using \eqref{e4.6}
and the fact that $\chi h(x)e\nabla(u-v_\epsilon)^+=h(x)e\nabla(u-v_\epsilon)^+$
a.e. in $Z$, we obtain
\begin{equation}\label{e4.12}
\begin{aligned}
&\int_{Z} a(x)\nabla (u-v_\epsilon)^+\cdot\nabla(u-v_\epsilon)^+ dx \\
&=\int_{(\partial Z)\cap\Gamma}\big(\beta(x,\varphi-u)
 -\lambda_\epsilon a(x)(\nabla v)\cdot\nu-h(x)\nu_2\big)(u-v_\epsilon)^+ d\sigma(x) \\
&\leq\int_{(\partial Z)\cap\Gamma}\big(\beta(x,\varphi)
 -\lambda_\epsilon a(x)(\nabla v)\cdot\nu-h(x)\nu_2\big)(u-v_\epsilon)^+ d\sigma(x)
\leq0.
\end{aligned}
\end{equation}
We deduce from \eqref{e4.12} and \eqref{e1.2} that
$\nabla(u-v_\epsilon)^+=0$ a.e. in $Z$. Since $(u-v_\epsilon)^+=0$ on
$(\partial Z)\cap\Omega$, we obtain
$u\leq v_\epsilon$ in $Z$ and in particular
$u(x_1,\gamma(x_1))=0\quad\forall x_1\in (x_{11},x_{01})$.

 If (ii) holds, in a similar way  we obtain that
$u(x_1,\gamma(x_1))=0\quad\forall x_1\in (x_{01},x_{12})$.
\end{proof}

\begin{lemma}\label{lem4.2}
Let $\epsilon>0$ small enough and let $v$ be the barrier function defined
by \eqref{e3.3}.
Assume that $(u, \chi)$ is a solution of {\rm (P1)} such that:
\begin{gather}\label{e4.13}
u(x_1,\underline{x}_2) \leq v(x_1,\underline{x}_2)
\forall x_1\in (x_{11},x_{12})  \\
u(x_{i1},\underline{x}_2)=0 \quad  i=1,2  \label{e4.14} \\
u(x_1,\gamma(x_1))=0\quad\forall x_1\in (x_{11},x_{12}). \label{e4.15}
\end{gather}
Then for $\delta>0$ and $D_\delta= D\cap \{v>0\} \cap\{0< u-v< \delta\}$ we have
$$
\lim_{\delta\to 0} \frac{1}{\delta} \int_{D_\delta } a(x)  \nabla (u-
v)^+. \nabla (u- v)^+ dx = 0.
$$
\end{lemma}

\begin{proof}
Let $\delta, \eta>0$. We consider the function
$d_\eta(x_2)=H_\eta(x_2-\overline{x}_2),$ where $H_\eta(s)$ was defined
in \eqref{e2.6} and $\overline{x}_2=\underline{x}_2+\varepsilon$.
Then we introduce the non-negative function
$\zeta=H_\delta(u-v)+ d_\eta(1-H_\delta(u))$
which belongs to $H^1(D)\cap L^\infty(D)$.
Using the fact that $d_\eta(\underline{x}_2)=0$ and \eqref{e4.13}, we see that
$\zeta$ vanishes on $\{x=\underline{x}_2\}$. Therefore  by Lemma \ref{lem2.2} we have
\begin{equation}\label{e4.16}
\begin{aligned}
&\int_D (a(x)\nabla u+\chi h(x)e)\nabla(H_\delta(u-v))dx \\
&\leq\int_\Gamma \beta (x,\varphi-u)(H_\delta(u-v)+d_\eta(1-H_\delta(u)))d\sigma(x) \\
&\quad-\int_D (a(x)\nabla u+\chi h(x)e)\nabla(d_\eta(1-H_\delta(u)))dx.
\end{aligned}
\end{equation}
Given that $u(x_{1i},\underline{x}_2)=0$ for $i=1,2$,  from
Proposition \ref{prop2.2} (ii) we deduce that $u(x_{1i},x_2)=0, \forall x_2\geq
\underline{x}_2, i=1,2$. This leads to
\begin{equation}\label{e4.17}
u(x_{1i},x_2)\leq v(x_{1i},x_2),\quad  \forall x_2\geq \underline{x}_2,\; i=1,2.
\end{equation}
Combining \eqref{e4.13} and \eqref{e4.17}, we obtain $u \leq v$ on $\partial
D\cap\Omega$, and therefore since $H_\delta(s)=0$ for $s\leq0$, we
obtain $H_\delta(u-v)=0$ on $\partial D\cap\Omega= \partial
D\backslash\Gamma$. So  using $H_\delta(u-v)$ as a test
function in \eqref{e3.6} we obtain
\begin{equation}\label{e4.18}
-\int_D (a(x)\nabla v+\theta h(x)e)\nabla(H_\delta(u-v))dx
\leq - \int_\Gamma \beta (x,\varphi)H_\delta(u-v)d\sigma(x)=0.
\end{equation}
Adding \eqref{e4.16} and \eqref{e4.18}, we obtain by taking into account
the fact that $u=0$ on $\Gamma\cap\partial D$,
\begin{align*}
&\int_D a(x)\nabla (u-v)\nabla(H_\delta(u-v))dx \\
&\leq \int_D (\theta-\chi)h(x)(H_\delta(u-v))_{x_2}dx\\
&\quad -\int_D (a(x)\nabla u+\chi h(x)e)\nabla(d_\eta(1-H_\delta(u-v)))dx  \\
&\quad+\int_\Gamma \beta (x,\varphi)d_\eta(1-H_\delta(u))d\sigma(x)\,.
\end{align*}
Taking into account  that
$u=0$ on $\Gamma\cap\partial D$ and $d_\eta=0$ in $\{v>0\}$ the above inequality
 becomes
\begin{equation}\label{e4.19}
\begin{aligned}
&\int_{D\cap\{v>0\}} H'_\delta(u) a(x)\nabla (u-v)\nabla(u-v)dx \\
&\leq -\int_{D\cap\{v=0\}} H'_\delta(u) a(x)\nabla u\nabla u
 -\int_{D\cap\{v=0\}}\chi h(x)(H_\delta(u))_{x_2}dx \\
&\quad +\int_{D\cap\{v=0\}} \frac{\beta(x,\varphi)}{\nu_2}(H_\delta(u))_{x_2}dx \\
&\quad +\int_{D\cap\{v=0\}} (a(x)\nabla u+\chi h(x)e)\nabla((1-d_\eta)(1-H_\delta(u)))dx \\
&\quad+\int_{D\cap\{v=0\}} (a(x)\nabla u+\chi h(x)e)\nabla(H_\delta(u))dx \\
&=I_1^\delta+ I_2^\delta+ I_3^\delta+ I_4^\delta+ I_5^\delta.
\end{aligned}
\end{equation}
We observe that $I_1^\delta+ I_2^\delta+ I_5^\delta=0$.
 Moreover, integrating by parts, we have
since $u=0$ on $\Gamma\cap\partial D$
\begin{equation}\label{e4.20}
\begin{aligned}
I_3^\delta
&= \int_\Gamma \beta(x,\varphi)H_\delta(u) d\sigma(x)-\int_{\{x_2=\overline{x}_2\}}
\frac{\beta(x,\varphi)}{\nu_2}(H_\delta(u))dx_1 \\
&= -\int_{\{x_2=\overline{x}_2\}}  \frac{\beta(x,\varphi)}{\nu_2}(H_\delta(u))dx_1
\leq 0.
\end{aligned}
\end{equation}
From \eqref{e4.19}-\eqref{e4.20} we obtain
\begin{align*}
&\int_{D\cap\{v>0\}} H'_\delta(u) a(x)\nabla (u-v)\nabla(u-v)dx\\
&\leq\int_{D\cap\{v=0\}} (a(x)\nabla u+\chi h(x)e)
 \nabla((1-d_\eta)(1-H_\delta(u)))dx.
\end{align*}
At this point the proof follows step by step the one of
\cite[Lemma 5.1]{ChaL2}.
\end{proof}

\begin{proof}[Proof of Theorem \ref{thm4.1}]
Let $\epsilon >0$ be small enough. Let $x_{01}\in
(a_0,b_0)$. Set $x_0= (x_{01},\phi(x_{01}))=(x_{01},x_{02})$ and
assume that $x_0\in \Omega$.
Using the continuity of $\beta(x,\varphi)-h(x)\nu_2$ at
$\overline{x}_0=(x_{01},\gamma(x_{01}))$,
there exists for $\epsilon$ small enough a positive number $\mu_\epsilon$ such that
\begin{equation}\label{e4.21}
h(x)\nu_2-\beta(x,\varphi)>\mu_\epsilon\quad\text{on }
\Gamma_\epsilon=\{(x_1,\gamma(x_1)):x_1\in(x_{01}-\epsilon,x_{01}+\epsilon)\}.
\end{equation}
Since $u(x_0)=0$ and $u$ is continuous,  there exists
$\eta_1 \in (0, \epsilon)$ such that
\begin{equation}\label{e4.22}
 u(x_1,x_2) \leq  \epsilon^2 \quad \forall (x_1,x_2)\in B_{\eta_1} (x_0).
\end{equation}
By Proposition \ref{prop2.6}, one of the following situations holds
\begin{itemize}
\item[(i)] There exists $x_n=(x_{n1},x_{n2}) \in B_{\eta_1} (x_0)$
such that $ x_{n1}<x_{01}$,  $u(x_{n1},x_{n2})=0$
 and $\lim_{n\to\infty}x_n=x_0$.

\item[(ii)] there exists $x_n=(x_{n1},x_{n2})\in B_{\eta_1} (x_0)$ such that
$x_{n1}>x_{01}$, $u(x_{n1},x_{n2})=0$  and $\lim_{n\to\infty}x_n=x_0$.
\end{itemize}
Let us assume that $i)$ holds. Then there exists by Lemma \ref{lem4.1} a positive
integer $n$ large enough such that
\begin{equation}\label{e4.23}
  u(x_1,\gamma(x_1))=0\quad\forall x_1\in (x_{n1},x_{01}).
\end{equation}

Set $\underline{x}_2=\max (\phi(x_{01}),x_{n2})$ and assume that
$\epsilon$ is small enough so that
$$
(x_{n1}-\epsilon, x_{01}+\epsilon)\times(\underline{x}_2-2\epsilon,
\underline{x}_2 + 2\epsilon)
 \Subset  \Omega.
$$
Let $v_1$ be the barrier function defined by \eqref{e3.3} in the set
$Z_1= (x_{n1}-\epsilon, x_{01}+\epsilon)\times(\underline{x}_2,\underline{x}_2
+ 2\epsilon)$.
We consider the extension by $0$ of $v_1$ to
$D_1= \big((x_{n1},x_{01}) \times (\underline{x}_2, +
\infty)\big) \cap \Omega$.
Taking into account \eqref{e4.4}, we see that $v_1$ satisfies \eqref{e3.6}.

 Now since $(x_{n1},x_{01}) \times \{\underline{x}_2\}\subset
B_{\eta_1} (x_0)$,  by \eqref{e4.22} we have
\begin{equation}\label{e4.24}
u(x_1,\underline{x}_2)  \leq \epsilon^2=v_1(x_1,\underline{x}_2)
\quad \forall x_1\in (x_{n1},x_{01}).
\end{equation}
 Moreover since
$u(x_{n1},\underline{x}_2)=u(x_{01},\underline{x}_2)=0$,  by
Proposition \ref{prop2.2} (ii) we obtain
\begin{equation}\label{e4.25}
u(x_{n1},x_2)=u(x_{01},x_2)=0 \quad \forall x_2\geq
\underline{x}_2.
\end{equation}
 Combining \eqref{e4.23}-\eqref{e4.25}, we see that Lemma \ref{lem4.2} holds for
$D_1=(x_{n1},x_{01}) \times (\underline{x}_2,\underline{x}_2+\epsilon)$.
Then we can argue as in \cite{ChaL2} to obtain for
$\Delta_1=(x_{n1},x_{01}) \times (\underline{x}_2-\epsilon,\underline{x}_2+\epsilon)$
$$
\int_{\Delta_1} a(x) \nabla (u-v_1)^+. \nabla\zeta dx\, = \,0 \quad
\forall\zeta \in \mathcal{D}(\Delta_1)
$$
 which  by \eqref{e4.24} and the strong maximum principle leads to
$(u-v_1)^+\equiv 0$ in $\Delta_1$.
Consequently we have $u\leq v_1$ in $D_1$ and in particular
$u(x_1,\underline{x}_2+\epsilon) =0$
$\quad \forall x_1\in (x_{n1},x_{01})$. Therefore
$$
 u(x_1,x_2) =0 \quad \forall x_2\geq \underline{x}_2+\epsilon
= \bar{x}_2,\quad \forall x_1\in [x_{n1},x_{01}].
$$
Now, by continuity of $u$ there exists $\eta_2 \in (0,x_{01}-x_{n1})$ such that
\begin{equation*}
u(x_1,x_2) \leq  \epsilon^2 \quad \forall (x_1,x_2)
 \in B_{\eta_2}(x_{01},\bar{x}_2).
\end{equation*}
 By Proposition \ref{prop2.6}, there exists $(x_{m1},x_{m2})\in B_{\eta_2}(x_{01},\bar{x}_2)$
such that
\begin{equation*}%\label{1}
x_{m2}> \bar{x}_2 , \quad x_{m1}> x_{01},\quad u(x_{m1},x_{m2})=0.
\end{equation*}

 Set $\underline{x}_2'=x_{m2}$ and assume that $\epsilon$ is small enough so that
$$
(x_{n1}- \epsilon,x_{m1}+ \epsilon)\times(\underline{x}_2',
\underline{x}_2' + 2\epsilon)  \Subset \Omega.
$$
 Let $v_2$ be the barrier function defined by \eqref{e3.2} in
the set $Z_2=(x_{n1}-\epsilon,x_{m1}+\epsilon)\times
 (\underline{x}_2',\underline{x}_2' + \epsilon)$. Clearly the extension by
$0$ of $v_2$ to
$D_2= \big( (x_{01},x_{m1})\times(\underline{x}_2', +\infty)\big) \cap \Omega$
satisfies \eqref{e3.6}.
 Then,  since $(x_{01},x_{m1})\times  \{\underline{x}_2'\}\subset
B_{\eta_2}(x_{01},\bar{x}_2)$, we have
\begin{equation*}
u(x_1,\underline{x}_2')  \leq \epsilon^2=v_2(x_1,\underline{x}_2') \quad
 \forall x_1\in (x_{01},x_{m1}).
\end{equation*}

 Arguing as above, we show that $(u-v_2)^+\equiv 0$ in $D_2\cap [v_2>0]$,
 which leads to
$$
u(x_1,x_2)\equiv 0\quad  \forall x_2 \geq \underline{x}_2'+\epsilon,
\quad \forall x_1\in [x_{01},x_{m1}].
$$
Hence we have
$$
u(x_1,x_2)\equiv 0\quad  \forall x_2 \geq \underline{x}_2'+\epsilon, \quad
\forall x_1\in [x_{n1},x_{m1}].
$$
 Note that if (ii) holds, we argue similarly to obtain
the same conclusion.

We have proved that for all $x_2\in (x_{n1},x_{m1})$,
$$
\phi (x_1) \leq \underline{x}_2' + \epsilon
< \bar{x}_2 + \eta_2 +\epsilon = \underline{x}_2 +\epsilon +
\eta_2 +\epsilon  < x_{02} +\eta_1 + \eta_2 +2\epsilon <
\phi(x_{01}) +4\epsilon
$$
 which is the upper semi-continuity of $\phi$ at $x_{01}$.
\end{proof}


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\end{document}
