Hele-Shaw
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The Hele-Shaw model describes an incompressible flow lying between two nearby horizontal plates[1]. The following equations are given for a non-negative pressure $u$, supported in in a time dependent domain, \begin{align*} \Delta u &= 0 \text{ in } \Omega^+ = \{u>0\}\cap \Omega\\ \frac{\partial_t u}{|Du|} &= |Du| \text{ on } \partial \{u>0\}\cap \Omega \end{align*} The first equation expresses the incompressibility of the fluid. The second equation, also known as the free boundary condition, says that the normal speed of the inter-phase (left-hand side) is the velocity of the fluid (right-hand side). Particular solutions are given for instance by the planar profiles \[ P(x,t) = a(t)(x_n-A(t))_+ \qquad\text{where}\qquad A(t) = \int_t^0 a(s)ds \qquad\text{and}\qquad a(t)>0 \]
Non-local aspects of the equation can be appreciated by noticing that a given deformation of the domain $\Omega^+$ affects all the values of $|Du|$, at least in the corresponding connected component. To be more precise let us also formally show that the linearization about a planar profile leads to a fractional heat equation of order one.
Let $u = P + \varepsilon v$. Then $u$ and $P$ harmonic in their positivity sets imply $v$ harmonic in the intersection, notice that as $\varepsilon\searrow0$, $v$ becomes harmonic in $\{x_n>A(t)\}$. On the other hand, the free boundary relation over $\{x_n=A(t)\}$ gives \[ \frac{a^2+\varepsilon \partial_t v}{|ae_n+\varepsilon Dv|} = |ae_n+\varepsilon Dv| \qquad\Rightarrow\qquad \partial_t v = 2a\partial_n v+\varepsilon |Dv|^2 \] By taking the reparametrization $w(x,t) = v(x+Ae_n,t)$ and letting $\varepsilon\searrow0$ we get that $w$ satisfies \begin{align*} \Delta w &= 0 \text{ in } \{x_n>0\}\\ \partial_t w &= a\partial_n w \text{ on } \{x_n=0\} \end{align*} Or in terms of the half-laplacian in $\mathbb R^{n-1} = \{x_n=0\}$, \[ \partial_t w = a\Delta_{\mathbb R^{n-1}} w \]