We study a Caputo time fractional degenerate diffusion equation which we prove to be equivalent to the fractional parabolic obstacle problem, showing that its solution evolves for any $α\in(0,1)$ to the same stationary state, the solution of the classic elliptic obstacle problem. The only thing which changes with $α$ is the convergence speed. We also study the problem from the numerical point of view, comparing some finite different approaches, and showing the results of some tests. These results extend what recently proved in [1] for the case $α=1$.
We use a characterization of the fractional Laplacian as a Dirichlet to Neumann operator for an appropriate differential equation to study its obstacle problem in perforated domains.
We consider an optimal rearrangement maximization problem involving the fractional Laplace operator $(-Δ)^s$, $0<s<1$, and the Gagliardo-Nirenberg seminorm $[u]_s$. We prove the existence of a maximizer, analyze its properties and show that it satisfies the unstable fractional obstacle problem equation for some $α>0$ $$(-Δ)^s u=χ_{\{u>α\}}.$$
We determine the asymptotic behaviour of (bilateral) obstacle problems for fractional energies in rather general aperiodic settings via Gamma-convergence arguments. As further developments we consider obstacles with random sizes and shapes located on points of standard lattices, and the case of random homothetics obstacles centered on random Delone sets of points. Obstacle problems for non-local energies occur in several physical phenomenona, for which our results provide a description of the first order asympotitc behaviour.
In this paper we give a full classification of global solutions of the obstacle problem for the fractional Laplacian (including the thin obstacle problem) with compact coincidence set and at most polynomial growth in dimension $N \geq 3$. We do this in terms of a bijection onto a set of polynomials describing the asymptotics of the solution. Furthermore we prove that coincidence sets of global solutions that are compact are also convex if the solution has at most quadratic growth.
We prove a higher regularity result for the free boundary in the obstacle problem for the fractional Laplacian via a higher order boundary Harnack inequality.
We prove quasi-monotonicity formulae for classical obstacle-type problems with quadratic energies with coefficients in fractional Sobolev spaces, and a linear term with a Dini-type continuity property. These formulae are used to obtain the regularity of free-boundary points following the approaches by Caffarelli, Monneau and Weiss.
In this paper we study a parabolic version of the fractional obstacle problem, proving almost optimal regularity for the solution. This problem is motivated by an American option model proposed by Menton which introduces, into the theory of option evaluation, discontinuous paths in the dynamics of the stock's prices.
We use a characterization of the fractional Laplacian as a Dirichlet to Neumann operator for an appropriate differential equation to study its obstacle problem. We write an equivalent characterization as a thin obstacle problem. In this way we are able to apply local type arguments to obtain sharp regularity estimates for the solution and study the regularity of the free boundary.
We study the singular part of the free boundary in the obstacle problem for the fractional Laplacian, \ $\min\bigl\{(-Δ)^su,\,u-φ\bigr\}=0$ in $\mathbb R^n$, for general obstacles $φ$. Our main result establishes the complete structure and regularity of the singular set. To prove it, we construct new monotonicity formulas of Monneau-type that extend those in \cite{GP} to all $s\in(0,1)$.
In this article we investigate the higher regularity properties of the regular free boundary in the fractional thin obstacle problem. Relying on a Hodograph-Legendre transform, we show that for smooth or analytic obstacles the regular free boundary is smooth or analytic, respectively. This leads to the analysis of a fully nonlinear, degenerate (sub)elliptic operator which we identify as a (fully nonlinear) perturbation of the fractional Baouendi-Grushin Laplacian. Using its intrinsic geometry and adapted function spaces, we invoke the analytic implicit function theorem to deduce analyticity of…
We establish the $C^{1+γ}$-Hölder regularity of the regular free boundary in the stationary obstacle problem defined by the fractional Laplace operator with drift in the subcritical regime. Our method of the proof consists in proving a new monotonicity formula and an epiperimetric inequality. Both tools generalizes the original ideas of G. Weiss for the classical obstacle problem to the framework of fractional powers of the Laplace operator with drift. Our study continues the earlier research, where two of us established the optimal interior regularity of solutions.
We prove existence, uniqueness and optimal regularity of solutions to the stationary obstacle problem defined by the fractional Laplacian operator with drift, in the subcritical regime. We localize our problem by considering a suitable extension operator introduced by L. Caffarelli and L. Silvestre. The structure of the extension equation is different from the one considered by L. Caffarelli, S. Salsa and L. Silvestre in their study of the obstacle problem for the fractional Laplacian without drift, in that the obstacle function has less regularity, and exhibits some singularities. To take int…
We prove existence of weak solutions to the obstacle problem for semilinear wave equations (including the fractional case) by using a suitable approximating scheme in the spirit of minimizing movements. This extends the results in [9], where the linear case was treated. In addition, we deduce some compactness properties of concentration sets (e.g. moving interfaces) when dealing with singular limits of certain nonlinear wave equations.
We consider an optimal rearrangement minimization problem involving the fractional Laplace operator $(-Δ)^s$, $0<s<1$, and Gagliardo-Nirenberg seminorm $|u|_s$. We prove the existence of the unique minimizer, analyze its properties as well as derive the non-local and highly non-linear PDE it satisfies $$ -(-Δ)^s U-χ_{\{U\leq 0\}}\min\{-(-Δ)^s U^+;1\}=χ_{\{U>0\}}, $$ which happens to be the fractional analogue of the normalized obstacle problem $Δu=χ_{\{u>0\}}$. A new section analyzing $s \to 1$ has been added.
We here establish the higher fractional differentiability for solutions to a class of obstacle problems with non-standard growth conditions. We deal with the case in which the solutions to the obstacle problems satisfy a variational inequality of the form \begin{equation*} \displaystyle\int_Ω \langle \mathcal{A}(x,Du) ,D(φ-u) \rangle dx \geq 0 \qquad \forall φ\in \mathcal{K}_ψ(Ω), \end{equation*} where $Ω$ is a bounded open subset of $\mathbb{R}^n$, $ψ\in W^{1,p}(Ω)$ is a fixed function called \textit{obstacle} and $\mathcal{K}_ψ(Ω)= \{ w \in W^{1,p}(Ω) : w \geq ψ\ \text{a.e. in} \ Ω\}$ is the…
We prove a uniqueness theorem for the obstacle problem for linear equations involving the fractional Laplacian with zero Dirichlet exterior condition. The problem under consideration arises as the limit of some logistic-type equations. Our result extends (and slightly strengthens) the known corresponding results for the classical Laplace operator with zero boundary condition. Our proof, as compared with the known proof for the classical Laplace operator, is entirely new, and is based on the probabilistic potential theory. Its advantage is that it may be applied to a wide class of integro-diffe…
In the class of the so called non-dynamic Fractional Obstacle Problems of parabolic type, it is shown how to obtain higher regularity as well as optimal regularity of the space derivatives of the solution. Furthermore, at free boundary points of positive parabolic density, it is proven that the time derivative of the solution is Hölder continuous. Finally, at regular free boundary points, space-time regularity of the corresponding free boundary is obtained for any fraction $s\in(0,1)$.
We study the obstacle problem related to a wide class of nonlinear integro-differential operators, whose model is the fractional subLaplacian in the Heisenberg group. We prove both the existence and uniqueness of the solution, and that solutions inherit regularity properties of the obstacle such as boundedness, continuity and Hölder continuity up to the boundary. We also prove some independent properties of weak supersolutions to the class of problems we are dealing with. Armed with the aforementioned results, we finally investigate the Perron-Wiener-Brelot generalized solution by proving its …
We study minimizers of the functional $$ \int_{B_1^+}|\nabla u|^2 x_n^a\,d x +2\int_{B_1'} (λ_+ u^++λ_- u^-)\,d x', $$ for $a\in(-1,1)$. The problem arises in connection with heat flow with control on the boundary. It can also be seen as a non-local analogue of the, by now well studied, two-phase obstacle problem. Moreover, when $u$ does not change signs this is equivalent to the fractional obstacle problem. Our main results are the optimal regularity of the minimizer and the separation of the two free boundaries $Γ^+=\partial'\{u(\cdot,0)>0\}$ and $Γ^-=\partial'\{u(\cdot,0)<0\}$ when $a\geq 0…
Building upon the recent results in \cite{FoSp17} we provide a thorough description of the free boundary for the fractional obstacle problem in $\mathbb{R}^{n+1}$ with obstacle function $φ$ (suitably smooth and decaying fast at infinity) up to sets of null $\mathcal{H}^{n-1}$ measure. In particular, if $φ$ is analytic, the problem reduces to the zero obstacle case dealt with in \cite{FoSp17} and therefore we retrieve the same results: (i) local finiteness of the $(n-1)$-dimensional Minkowski content of the free boundary (and thus of its Hausdorff measure), (ii) $\mathcal{H}^{n-1}$-rectifiabili…
Let $A\in\mathrm{Sym}(n\times n)$ be an elliptic 2-tensor. Consider the anisotropic fractional Schrödinger operator $\mathscr{L}_A^s+q$, where $\mathscr{L}_A^s:=(-\nabla\cdot(A(x)\nabla))^s$, $s\in (0, 1)$ and $q\in L^\infty$. We are concerned with the simultaneous recovery of $q$ and possibly embedded soft or hard obstacles inside $q$ by the exterior Dirichlet-to-Neumann (DtN) map outside a bounded domain $Ω$ associated with $\mathscr{L}_A^s+q$. It is shown that a single measurement can uniquely determine the embedded obstacle, independent of the surrounding potential $q$. If multiple measure…
This note is a synthesis of my reflexions on some questions that have emerged during the MATRIX event "Recent Trends on Nonlinear PDEs of Elliptic and Parabolic Type" concerning the qualitative properties of solutions to some non local reaction-diffusion equations of the form L[u](x) + f (u(x)) = 0, for x $\in$ R n \ K, where K $\subset$ R N is a bounded smooth compact "obstacle", L is non local operator and f is a bistable nonlinearity. When K is convex and the nonlocal operator L is a continuous operator of convolution type then some Liouville-type results for solutions satisfying some asymp…
We study a model for combustion on a boundary. Specifically, we study certain generalized solutions of the equation \[ (-Δ)^s u = χ_{\{u>c\}} \] for $0<s<1$ and an arbitrary constant $c$. Our main object of study is the free boundary $\partial\{u>c\}$. We study the behavior of the free boundary and prove an upper bound for the Hausdorff dimension of the singular set. We also show that when $s\leq 1/2$ certain symmetric solutions are stable; however, when $s>1/2$ these solutions are not stable and therefore not minimizers of the corresponding functional.
We study the regularity of the free boundary in the obstacle problem for the fractional Laplacian under the assumption that the obstacle $φ$ satisfies $Δφ\leq 0$ near the contact region. Our main result establishes that the free boundary consists of a set of regular points, which is known to be a $(n-1)$-dimensional $C^{1,α}$ manifold by the results in \cite{CSS}, and a set of singular points, which we prove to be contained in a union of $k$-dimensional $C^1$-submanifold, $k=0,\ldots,n-1$. Such a complete result on the structure of the free boundary was known only in the case of the classical …
The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the assets prices are driven by pure jump Lévy processes. In this paper we study the regularity of the free boundary. Our main result establishes that, when $s>\frac12$, the free boundary is a $C^{1,α}$ graph in $x$ and $t$ near any regular free boundary point $(x_0,t_0)\in \partial\{u>φ\}$. Furthermore, we also prove that solutions $u$ are $C^{1+s}$ in $x$ and $t$ near such points, with a precise expansion of the form \[u(x,t)-φ(x)=c_0\bigl((x-x_0)\cdot e+a(t-t_0)\bigr)_+^{1+s}+o\bigl(|…
In this paper we introduce a notion of almost minimizers for certain variational problems governed by the fractional Laplacian, with the help of the Caffarelli-Silvestre extension. In particular, we study almost fractional harmonic functions and almost minimizers for the fractional obstacle problem with zero obstacle. We show that for a certain range of parameters, almost minimizers are almost Lipschitz or $C^{1,β}$-regular.
We study the obstacle problem for the fractional Laplacian with drift, $\min\left\{(-Δ)^s u + b \cdot \nabla u,\,u -φ\right\} = 0$ in $\mathbb{R}^n$, in the critical regime $s = \frac{1}{2}$. Our main result establishes the $C^{1,α}$ regularity of the free boundary around any regular point $x_0$, with an expansion of the form \[ u(x)-φ(x) = c_0\big((x-x_0)\cdot e\big)_+^{1+\tildeγ(x_0)} + o\left(|x-x_0|^{1+\tildeγ(x_0)+σ}\right), \] \[ \tildeγ(x_0) = \frac{1}{2}+\frac{1}π \arctan (b\cdot e), \] where $e \in \mathbb{S}^{n-1}$ is the normal vector to the free boundary, $σ>0$, and $c_0> 0$. We al…
We study the higher regularity of free boundaries in obstacle problems for integro-differential operators with drift, like $(-Δ)^s +b\cdot\nabla$, in the subcritical regime $s>\frac{1}{2}$. Our main result states that once the free boundary is $C^1$ then it is $C^\infty$, whenever $s\not\in\mathbb{Q}$. In order to achieve this, we establish a fine boundary expansion for solutions to linear nonlocal equations with drift in terms of the powers of distance function. Quite interestingly, due to the drift term, the powers do not increase by natural numbers and the fact that $s$ is irrational plays …
We study the obstacle problem for a nonlocal, degenerate elliptic Monge--Ampère equation. We show existence and regularity of a unique classical solution to the problem and regularity of the free boundary.
We consider a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. In a previous paper we have found mass-preserving, nonnegative weak solutions of the equation satisfying energy estimates. The equation is posed in the whole space R^n. Here we establish the large-time behaviour. We first find selfsimilar nonnegative solutions by solving an elliptic obstacle problem with fractional Laplacian for the pair pressure-density, which we call obstacle Barenblatt solutions. The theory for elliptic fractional problems with obstacles has been recently …
This paper is concerned with a new type of inverse obstacle problem governed by a variable-order time-fraction diffusion equation in a bounded domain. The unknown obstacle is a region where the space dependent variable-order of fractional time derivative of the governing equation deviates from a known homogeneous background one. The observation data is given by the Neumann data of the solution of the governing equation for a specially designed Dirichlet data. Under a suitable jump condition on the deviation, it is shown that the most recent version of the time domain enclosure method enables o…
We construct an efficient approach to deal with the global regularity estimates for a class of elliptic double-obstacle problems in Lorentz and Orlicz spaces. The motivation of this paper comes from the study on an abstract result in the viewpoint of the fractional maximal distributions and this work also extends some regularity results proved in \cite{PN_dist} by using the weighted fractional maximal distributions (WFMDs). We further investigate a pointwise estimates of the gradient of weak solutions via fractional maximal operators and Riesz potential of data. Moreover, in the setting of the…
We obtain regularity results in weighted Sobolev spaces for the solution of the obstacle problem for the integral fractional Laplacian. The weight is a power of the distance to the boundary. These bounds then serve us as a guide in the design and analysis of an optimal finite element scheme over graded meshes.
In this work, we consider the singular set in the thin obstacle problem with weight $|x_{n+1}|^a$ for $a\in (-1, 1)$, which arises as the local extension of the obstacle problem for the fractional Laplacian (a non-local problem). We develop a refined expansion of the solution around its singular points by building on the ideas introduced by Figalli and Serra to study the fine properties of the singular set in the classical obstacle problem. As a result, under a superharmonicity condition on the obstacle, we prove that each stratum of the singular set is locally contained in a single $C^2$ mani…
We consider a one-phase free boundary problem of the minimizer of the energy \[ J_γ(u)=\frac{1}{2}\int_{(B_1^{n+1})^+}{y^{1-2s}|\nabla u(x,y)|^2dxdy}+\int_{B_1^{n}\times \{y=0\}}{u^γdx}, \] with constants $0<s,γ<1$. It is an intermediate case of the fractional cavitation problem (as $γ=0$) and the fractional obstacle problem (as $γ=1$). We prove that the blow-up near every free boundary point is homogeneous of degree $β=\frac{2s}{2-γ}$, and flat free boundary is $C^{1,θ}$ when $γ$ is close to 0.
In this paper we study the obstacle problems for the Navier (spectral) fractional Laplacian $\left(-Δ_Ω\right)^{\!s}$ of order $s\in(0,1)$, in a bounded domain $Ω\subset\mathbb R^n$.
In this paper we study the obstacle problems for the fractional Lapalcian of order $s\in(0,1)$ in a bounded domain $Ω\subset\mathbb R^n$, under mild assumptions on the data.
We study the higher fractional differentiability properties of the gradient of the solutions to variational obstacle problems of the form \begin{gather*} \min \biggl\{ \int_Ω F(x,w,Dw) d x \ : \ w \in \mathcal{K}_ψ(Ω) \biggr\}, \end{gather*} with $F$ double phase functional of the form \begin{equation*} F(x,w,z)=b(x,w)(|z|^p+a(x)|z|^q), \end{equation*} where $Ω$ is a bounded open subset of $\mathbb{R}^n$, $ψ\in W^{1,p}(Ω)$ is a fixed function called \textit{obstacle} and $\mathcal{K}_ψ(Ω)= \{ w \in W^{1,p}(Ω) : w \geq ψ\ \text{a.e. in} \ Ω\}$ is the class of admissible functions. Assuming that…
We consider the optimization problem of minimizing $\int_{\mathbb{R}^n}|\nabla u|^2\,\mathrm{d}x$ with double obstacles $ϕ\leq u\leqψ$ a.e. in $D$ and a constraint on the volume of $\{u>0\}\setminus\overline{D}$, where $D\subset\mathbb{R}^n$ is a bounded domain. By studying a penalization problem that achieves the constrained volume for small values of penalization parameter, we prove that every minimizer is $C^{1,1}$ locally in $D$ and Lipschitz continuous in $\mathbb{R}^n$ and that the free boundary $\partial\{u>0\}\setminus\overline{D}$ is smooth. Moreover, when the boundary of $D$ has a pl…
We obtain necessary conditions and sufficient conditions on the existence of solutions to the Cauchy problem for a fractional semilinear heat equation with an inhomogeneous term. We identify the strongest spatial singularity of the inhomogeneous term for the solvability of the Cauchy problem.
We establish the higher fractional differentiability of bounded minimizers to a class of obstacle problems with non-standard growth conditions of the form \begin{gather*} \min \biggl\{ \displaystyle\int_Ω F(x,Dw)dx \ : \ w \in \mathcal{K}_ψ(Ω) \biggr\}, \end{gather*} where $Ω$ is a bounded open set of $\mathbb{R}^n$, $n \geq 2$, the function $ψ\in W^{1,p}(Ω)$ is a fixed function called \textit{obstacle} and $\mathcal{K}_ψ(Ω) := \{ w \in W^{1,p}(Ω) : w \geq ψ\ \text{a.e. in} \ Ω\}$ is the class of admissible functions. If the obstacle $ψ$ is locally bounded, we prove that the gradient of soluti…
We consider the Cauchy problem for heat equation with fractional Laplacian and exponential nonlinearity. We establish local well-posedness result in Orlicz spaces. We derive the existence of global solutions for small initial data. We obtain decay estimates for large time in Lebesgue spaces.
Local and global properties of minimal solutions for the heat equation generated by the Dirichlet fractional Laplacian negatively perturbed by Hardy's potentials on open subsets of $\R^d$ are analyzed. As a byproduct we obtain instantaneous blow-up of nonnegative solutions in the supercritical case.
In this work we construct the heat kernel of the 1/2-order Laplacian perturbed by the first-order gradient term in Hölder space and the zero-order potential term in generalized Kato's class, and obtain sharp two-sided estimates as well as the gradient estimate of the heat kernel.
The square root of the heat operator $\sqrt{\partial_t-Δ}$, can be realized as the Dirichlet to Neumann map of the heat extension of data on $\mathbb R^{n+1}$ to $\mathbb R^{n+2}_+$. In this note we obtain similar characterizations for general fractional powers of the heat operator, $(\partial_t-Δ)^s$, $s\in (0,1)$. Using the characterizations we derive properties and boundary estimates for parabolic integro-differential equations from purely local arguments in the extension problem.
