Serrin's Overdetermined Problem and Constant Mean Curvature Surfaces

For all $N \geq 9$, we find smooth entire epigraphs in $\R^N$, namely smooth domains of the form $\Omega : = \{x\in \R^N\ / \ x_N > F (x_1,\ldots, x_{N-1})\}$, which are not half-spaces and in which a problem of the form $\Delta u + f(u) = 0 $ in $\Omega$ has a positive, bounded solution with 0 Dirichlet boundary data and constant Neumann boundary data on $\partial \Omega$. This answers negatively for large dimensions a question by Berestycki, Caffarelli and Nirenberg \cite{bcn2}. In 1971, Serrin \cite{serrin} proved that a bounded domain where such an overdetermined problem is solvable must be a ball, in analogy to a famous result by Alexandrov that states that an embedded compact surface with constant mean curvature (CMC) in Euclidean space must be a sphere. In lower dimensions we succeed in providing examples for domains whose boundary is close to large dilations of a given CMC surface where Serrin's overdetermined problem is solvable.