We establish some higher differentiability results for solution to non-autonomous obstacle problems of the form
\begin{equation*}
\min \left\{\int_Ωf\left(x, Dv(x)\right)dx\,:\, v\in
\mathcal{K}_ψ(Ω)\right\},
\end{equation*}
where the function $f$ satisfies $p-$growth conditions with respect to the gradient variable, for $1<p<2$, and $\mathcal{K}_ψ(Ω)$ is the class of admissible functions. Here we show that, if the obstacle $ψ$ is bounded, then a Sobolev regularity assumption on the gradient of the obstacle $ψ$ transfers to the gradient of the solution, provided the partial map $x\mapsto D_ξf(x,ξ)$ belongs to a Sobolev space, $W^{1, p+2}$. The novelty here is that we deal with subquadratic growth conditions with respect to the gradient variable, i.e. $f(x, ξ)\approx a(x)|ξ|^p$ with $1<p<2,$ and where the map $a$ belongs to a Sobolev space.
We study the regularity of solutions to the obstacle problem for the parabolic biharmonic equation. We analyze the problem via an implicit time discretization, and we prove some regularity properties of the solution.
We construct a monotone quantity for the classical obstacle problem with non-smooth obstacle, and show that the blow-ups are homogeneous functions of degree $α<2$.
In a wide class of the so called Obstacle Problems of parabolic type it is shown how to improve the optimal regularity of the solution and as a consequence how to obtain space-time regularity of the corresponding free boundary.
We study some regularity issues for solutions of non-autonomous obstacle problems with $(p,q)$-growth. Under suitable assumptions, our analysis covers the main models available in the literature.
We show that signed weak solutions to parabolic obstacle problems with porous medium type structure are locally Hölder continuous, provided that the obstacle is Hölder continuous.
We study thin obstacle problems involving the energy functional with $p(x)$-growth. We prove higher integrability and Hölder regularity for the gradient of minimizers of the thin obstacle problems under the assumption that the variable exponent $p(x)$ is Hölder continuous.
This paper deals with the obstacle problem for the infinity Laplacian. The main results are a characterization of the solution through comparison with cones that lie above the obstacle and the sharp $C^{1,1/3}$--regularity at the free boundary.
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 prove a higher regularity result for the free boundary in the obstacle problem for the fractional Laplacian via a higher order boundary Harnack inequality.
In this paper, we study almost minimizers for the parabolic thin obstacle (or Signorini) problem with zero obstacle. We establish their $H^{σ,σ/2}$-regularity for every $0<σ<1$, as well as $H^{β,β/2}$-regularity of their spatial gradients on the either side of the thin space for some $0<β<1$. A similar result is also obtained for almost minimizers for the Signorini problem with variable Hölder coefficients.
These notes record and expand the lectures for the `Journées Équations aux Dérivées Partielles 2018' held by the author during the week of June 11-15, 2018. The aim is to give a overview of the classical theory for the obstacle problem, and then present some recent developments on the regularity of the free boundary.
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.
This paper deals with the Lipschitz regularity of minimizers for a class of variational obstacle problems with possible occurance of the Lavrentiev phenomenon. In order to overcome this problem, the availment of the notions of relaxed functional and Lavrentiev gap are needed. The main tool used here is a ingenious Lemma which reveals to be crucial because it allows us to move from the variational obstacle problem to the relaxed-functional-related one. This is fundamental in order to find the solutions' regularity that we intended to study. We assume the same Sobolev regularity both for the gra…
In this article we study solutions to the (interior) thin obstacle problem under low regularity assumptions on the coefficients, the obstacle and the underlying manifold. Combining the linearization method of Andersson \cite{An16} and the epiperimetric inequality from \cite{FS16}, \cite{GPSVG15}, we prove the optimal $C^{1,\min\{α,1/2\}}$ regularity of solutions in the presence of $C^{0,α}$ coefficients $a^{ij}$ and $C^{1,α}$ obstacles $ϕ$. Moreover we investigate the regularity of the regular free boundary and show that it has the structure of a $C^{1,γ}$ manifold for some $γ\in (0,1)$.
In this paper we are concerned with a two-penalty boundary obstacle problem of interest in thermics, fluid dynamics and electricity. Specifically, we prove existence, uniqueness and optimal regularity of the solutions, and we establish structural properties of the free boundary.
In this paper, we prove the existence and uniqueness of $W^{2,p}$ ($n<p<\infty$) solutions of a double obstacle problem with $C^{1,1}$ obstacle functions. Moreover, we show the optimal regularity of the solution and the local $C^1$ regularity of the free boundary. In the study of the regularity of the free boundary, we deal with a general problem, the no-sign reduced double obstacle problem with an upper obstacle $ψ$, $F(D^2 u,x) =fχ_{Ω(u) \cap\{ u< ψ\} } + F(D^2ψ,x) χ_{Ω(u)\cap \{u=ψ\}}, u\le ψ\text { in } B_1$, where $Ω(u)=B_1 \setminus \left( \{u=0\} \cap \{ \nabla u =0\}\right)$.
In this paper we study the regularity properties of $Λ$-minimizers of the capillarity energy in a half space with the wet part constrained to be confined inside a given planar region. Applications to a model for nanowire growth are also provided.
Variational inequalities with thin obstacles and Signorini-type boundary conditions are classical problems in the calculus of variations, arising in numerous applications. In the linear case many refined results are known, while in the nonlinear setting our understanding is still at a preliminary stage. In this paper we prove $C^1$ regularity for the solutions to a general class of quasi-linear variational inequalities with thin obstacles and $C^{1, α}$ regularity for variational inequalities under Signorini-type conditions on the boundary of a domain.
In this paper, we prove local $C^{1}$ regularity of free boundaries for the double obstacle problem with an upper obstacle $ψ$, \begin{align*} Δu &=fχ_{Ω(u) \cap\{ u< ψ\} }+ Δψχ_{Ω(u)\cap \{u=ψ\}}, \qquad u\le ψ\quad \text { in } B_1, \end{align*} where $Ω(u)=B_1 \setminus \left( \{u=0\} \cap \{ \nabla u =0\}\right)$ under a thickness assumption for $u$ and $ψ$.
The theory of boundary regularity for $p$-harmonic functions is extended to unbounded open sets in complete metric spaces with a doubling measure supporting a $p$-Poincaré inequality, $1<p<\infty$. The barrier classification of regular boundary points is established, and it is shown that regularity is a local property of the boundary. We also obtain boundary regularity results for solutions of the obstacle problem on open sets, and characterize regularity further in several other ways.
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 $s\in(0,1)$.
We revisit and sharpen the results from our previous work, where we investigated the regularity of the singular set of the free boundary in the nonlinear obstacle problem. As in the work of Figalli-Serra on the classical obstacle problem, we show that each stratum can be further decomposed into a `good' part and an `anomalous' part, where the former is covered by $C^{1,1-}$ manifolds, and the latter is of lower dimension.
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…
In this article we use flatness improvement argument to study the regularity of the free boundary for the biharmonic obstacle problem with zero obstacle. Assuming that the solution is almost one-dimensional, and that the non-coincidence set is an non-tangentially accessible (NTA) domain, we derive the $C^{1,α}$-regularity of the free boundary in a small ball centered at the origin. From the $C^{1,α}$-regularity of the free boundary we conclude that the solution to the biharmonic obstacle problem is locally $ C^{3,α}$ up to the free boundary, and therefore $C^{2,1} $. In the end we study an exa…
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 $s\in(0,1)$.
In this paper non-transversal intersection of the free and fixed boundary is shown to hold in any dimension for obstacle problems generated by fully nonlinear uniformly elliptic operators. Moreover, $C^1$ regularity results of the free boundary are obtained and a classification of blow-up solutions is given.
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.
The repulsion strength at the origin for repulsive/attractive potentials determines the regularity of local minimizers of the interaction energy. In this paper, we show that if this repulsion is like Newtonian or more singular than Newtonian (but still locally integrable), then the local minimizers must be locally bounded densities (and even continuous for more singular than Newtonian repulsion). We prove this (and some other regularity results) by first showing that the potential function associated to a local minimizer solves an obstacle problem and then by using classical regularity results…
The aim of this note is to review some recent developments on the regularity theory for the stationary and parabolic obstacle problems. After a general overview, we present some recent results on the structure of singular free boundary points. Then, we show some selected applications to the generic smoothness of the free boundary in the stationary obstacle problem (Schaeffer's conjecture), and to the smoothness of the free boundary in the one-phase Stefan problem for almost every time.
In this paper we give a comprehensive treatment of a two-penalty boundary obstacle problem for a divergence form elliptic operator, motivated by applications to fluid dynamics and thermics. Specifically, we prove existence, uniqueness and optimal regularity of solutions, and establish structural properties of the free boundary. The proofs are based on tailor-made monotonicity formulas of Almgren, Weiss, and Monneau-type, combined with the classical theory of oblique derivative problems.
In this paper we address the following question regarding the regularity of geodesics in the space of Kähler potentials. Given a geodesic which is highly regular, and has smooth boundary value, can we expect that it is actually smooth? We construct an example to show that the answer to the question is ``no".
This article deals with the variable coefficient thin obstacle problem in $n+1$ dimensions. We address the regular free boundary regularity, the behavior of the solution close to the free boundary and the optimal regularity of the solution in a low regularity set-up. We first discuss the case of zero obstacle and $W^{1,p}$ metrics with $p\in(n+1,\infty]$. In this framework, we prove the $C^{1,α}$ regularity of the regular free boundary and derive the leading order asymptotic expansion of solutions at regular free boundary points. We further show the optimal $C^{1,\min\{1-\frac{n+1}{p}, \frac{1…
We analyse the obstacle problem for the nonlocal parabolic operator \[\partial_t u + (-Δ)^{s} u - b \cdot \nabla u - \mathcal{I}u - ru,\] where $b\in\mathbb{R}^n$, $r\in\mathbb{R}$, and $\mathcal{I}$ is a nonlocal lower order diffusion operator with respect to the fractional Laplace operator $(-Δ)^{s}$. This model appears in the study of American options pricing when the stochastic process governing the stock price is assumed to be a purely jump process. We study the existence and the uniqueness of solutions to the obstacle problem, and we prove optimal regularity of solutions in space, and al…
The interior free boundary theory for linear elliptic operators in higher dimensions was developed by Caffarelli in the low regularity context. In these notes, the up-to-the boundary free boundary regularity is discussed for nonlinear elliptic operators based on a different approach.
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…
For the obstacle problem involving a convex fully nonlinear elliptic operator, we show that the singular set in the free boundary stratifies. The top stratum is locally covered by a $C^{1,α}$-manifold, and the lower strata are covered by $C^{1,\log^\varepsilon}$-manifolds. This essentially recovers the regularity result obtained by Figalli-Serra when the operator is the Laplacian.
In this article we continue our investigation of the thin obstacle problem with variable coefficients which was initiated in \cite{KRS14}, \cite{KRSI}. Using a partial Hodograph-Legendre transform and the implicit function theorem, we prove higher order Hölder regularity for the regular free boundary, if the associated coefficients are of the corresponding regularity. For the zero obstacle this yields an improvement of a \emph{full derivative} for the free boundary regularity compared to the regularity of the metric. In the presence of non-zero obstacles or inhomogeneities, we gain \emph{three…
In this paper, we prove the regularity of the free boundary in the Monge-Ampère obstacle problem $\det D^2 v= f(y)χ_{\{v>0\}}. $ By duality, the regularity of the free boundary is equivalent to that of the asymptotic cone of the solution to the singular Monge-Ampère equation $\det D^2 u = 1/f (Du)+δ_0$ at the origin. We first establish an asymptotic estimate for the solution $u$ near the singular point, then use a partial Legendre transform to change the Monge-Ampère equation to a singular, fully nonlinear elliptic equation, and establish the regularity of solutions to the singular elliptic eq…
We study the higher regularity of free boundaries in obstacle problems for integro-differential operators. Our main result establishes that, once free boundaries are $C^{1,α}$, then they are $C^\infty$. This completes the study of regular points, initiated in [5]. In order to achieve this, we need to establish optimal boundary regularity estimates for solutions to linear nonlocal equations in $C^{k,α}$ domains. These new estimates are the core of our paper, and extend previously known results by Grubb (for $k=\infty$) and by the second author and Serra (for $k=1$).
We study the parabolic free boundary problem of obstacle type $$ \lap u-\frac{\partial u}{\partial t}= fχ_{u\ne 0}. $$ Under the condition that $f=Hv$ for some function $v$ with bounded second order spatial derivatives and bounded first order time derivative, we establish the same regularity for the solution $u$. Both the regularity and the assumptions are optimal. Using this result and assuming that $f$ is Dini continuous, we prove that the free boundary is, near so called low energy points, a $C^1$ graph. Our result completes the theory for this type of problems for the heat operator.
We prove $C^{1, α}$ regularity (in the parabolic sense) for the viscosity solution of a boundary obstacle problem with a fully nonlinear parabolic equation in the interior. Following the method which was first introduced for the harmonic case by L. Caffarelli in 1979, we extend the results of I. Athanasopoulos (1982) who studied the linear parabolic case and the results of E. Milakis and L. Silvestre (2008) who treated the fully nonlinear elliptic case.
In this paper we prove the optimal $C^{1,1}(B_\frac12)$-regularity for a general obstacle type problem $$ \lap u = fχ_{\{u\neq 0\}}\textup{in $B_1$}, $$ under the assumption that $f*N$ is $C^{1,1}(B_1)$, where $N$ is the Newtonian potential. This is the weakest assumption for which one can hope to get $C^{1,1}$-regularity. As a by-product of the $C^{1,1}$-regularity we are able to prove that, under a standard thickness assumption on the zero set close to a free boundary point $x^0$, the free boundary is locally a $C^1$-graph close to $x^0$, provided $f$ is Dini. This completely settles the que…
Regularity and singularity of the solutions according to the shape of domains is a challenging research theme in the Boltzmann theory (\cite{Kim11,GKTT1}). In this paper, we prove an Hölder regularity in $C^{0,\frac{1}{2}-}_{x,v}$ for the Boltzmann equation of the hard-sphere molecule, which undergoes the elastic reflection in the intermolecular collision and the contact with the boundary of a convex obstacle. In particular, this Hölder regularity result is a stark contrast to the case of other physical boundary conditions (such as the diffuse reflection boundary condition and in-flow boundary…
We study the regularity of the free boundary in the parabolic obstacle problem for the fractional Laplacian $(-Δ)^s$ (and more general integro-differential operators) in the regime $s>\frac{1}{2}$. We prove that once the free boundary is $C^1$ it is actually $C^{2,α}$. To do so, we establish a boundary Harnack inequality in $C^1$ and $C^{1,α}$ (moving) domains, providing that the quotient of two solutions of the linear equation, that vanish on the boundary, is as smooth as the boundary. As a consequence of our results we also establish for the first time optimal regularity of such solutions to…
We study the free boundary of solutions to the parabolic obstacle problem with fully nonlinear diffusion. We show that the free boundary splits into a regular and a singular part: near regular points the free boundary is $C^\infty$ in space and time. Furthermore, we prove that the set of singular points is locally covered by a Lipschitz manifold of dimension $n-1$ which is also $\varepsilon$-flat in space, for any $\varepsilon>0$.
The goal of this paper is to establish generic regularity of free boundaries for the obstacle problem in $\mathbb R^n$. By classical results of Caffarelli, the free boundary is $C^\infty$ outside a set of singular points. Explicit examples show that the singular set could be in general $(n-1)$-dimensional ---that is, as large as the regular set. Our main result establishes that, generically, the singular set has zero $\mathcal H^{n-4}$ measure (in particular, it has codimension 3 inside the free boundary). In particular, for $n\leq4$, the free boundary is generically a $C^\infty$ manifold. Thi…
We establish the optimal $C_{H}^{1,1}$ interior regularity of solutions to \[ Δ_{H}u=fχ_{\{u\ne0\}}, \] where $Δ_{H}$ denotes the sub-Laplacian operator in a stratified group. We assume the weakest regularity condition on $f$, namely $f*Γ$ is $C_{H}^{1,1}$, where $Γ$ is the fundamental solution of $Δ_{H}$. The $C_{H}^{1,1}$ regularity is understood in the sense of Folland and Stein. In the classical Euclidean setting, the first seeds of the above problem are already present in the 1991 paper of Sakai and are also related to quadrature domains. As a special instance of our results, when $u$ is …
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 …
