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 nonlocal parabolic equations in moving domains.
We prove that the spatial gradient of (variational) solutions to parabolic obstacle problems of p-Laplacian type enjoys the same regularity of the data and of the derivatives of the obstacle in the scale of Lorentz spaces.
In this paper we establish the exact growth of the solution of the singular quasilinear p-parabolic obstacle problem near the free boundary from which we deduce its porosity.
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 consider a two obstacle problem for the parabolic biharmonic equation in a bounded domain. We prove long time existence of solutions via an implicit time discretization scheme, and we investigate the regularity properties of solutions.
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 prove the natural weighted Calderón and Zygmund estimates for solutions to elliptic and parabolic obstacle problems in nondivergence form with discontinuous coefficients and irregular obstacles. We also obtain Morrey regularity results for the Hessian of the solutions and Hölder continuity of the gradient of the solutions.
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 study nonlinear parabolic PDEs with Orlicz-type growth conditions. The main result gives the existence of a unique solution to the obstacle problem related to these equations. To achieve this we show the boundedness of weak solutions and that a uniformly bounded sequence of weak supersolutions converges to a weak supersolution. Moreover, we prove that if the obstacle is continuous, so is the solution.
The global equi-continuity estimate on $L^p$-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients is established when obstacles are merely continuous. The existence of $L^p$-viscosity solutions is established via an approximation of given data. The local Hölder continuity estimate on the space derivative of $L^p$-viscosity solutions is shown when the obstacles belong to $C^{1, β}$, and $p>n+2$.
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.
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial mathematics. It relies on various tools for the study of free boundary problems: blow-up method, monotonicity formulae, Liouville's results.
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.
We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it can be approximated by the penalization method. Our proofs are based upon probabilistic methods from the theory of Markov processes and the theory of backward stochastic differential equations.
In this paper, we prove boundary pointwise $C^{k,α}$ regularity for any $k\geq 1$ for fully nonlinear parabolic equations. As an application, we give a direct and short proof of the higher regularity of the free boundaries in obstacle-type problems.
We consider linear inhomogeneous non-autonomous parabolic problems associated to sesquilinear forms, with discontinuous dependence of time. We show that for these problems, the property of maximal parabolic regularity can be extrapolated to time integrability exponents $r\neq 2$. This allows us to prove maximal parabolic $L^r$-regularity for discontinuous non-autonomous second-order divergence form operators in very general geometric settings and to prove existence results for related quasilinear equations.
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 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 $\varepsilon>0$.
In this paper, we consider the regularity theory for fully nonlinear parabolic integro-differential equations with symmetric kernels. We are able to find parabolic versions of Alexandrov-Backelman-Pucci estimate with 0<σ<2. And we show a Harnack inequality, Hölder regularity, and C^{1,α}-regularity of the solutions by obtaining decay estimates of their level sets.
We study the singular set in the thin obstacle problem for degenerate parabolic equations with weight $|y|^a$ for $a \in (-1,1)$. Such problem arises as the local extension of the obstacle problem for the fractional heat operator $(\partial_t - Δ_x)^s$ for $s \in (0,1)$. Our main result establishes the complete structure and regularity of the singular set of the free boundary. To achieve it, we prove Almgren-Poon, Weiss, and Monneau type monotonicity formulas which generalize those for the case of the heat equation ($a=0$).
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 $α<2$.
We obtain up to a flat boundary regularity results in parabolic Hölder spaces for viscosity solutions of fully nonlinear parabolic equations with oblique boundary conditions.
We study the parabolic obstacle problem $$\lap u-u_t=fχ_{\{u>0\}}, \quad u\geq 0,\quad f\in L^p \quad \mbox{with}\quad f(0)=1$$ and obtain two monotonicity formulae, one that applies for general free boundary points and one for singular free boundary points. These are used to prove a second order Taylor expansion at singular points (under a pointwise Dini condition), with an estimate of the error (under a pointwise double Dini condition). Moreover, under the assumption that $f$ is Dini continuous, we prove that the set of regular points is locally a (parabolic) $C^1$-surface and that the set o…
The paper is concerned with functional type a posteriori estimates for the initial boundary value problem for a parabolic partial differential equation with an obstacle. We deduce a guaranteed and computable bound of the distance between the exact minimizer and any function from the admissible (energy) class of functions. Applications to the analysis of modeling errors caused by data implification are discussed. An important case of time incremental approximations is specially studied. Numerical examples presented in the last section show how the estimates work in practice.
We give a short, simple proof of maximal regularity for linear parabolic evolution equations on manifolds with cylindrical ends by making use of pseudodifferential parametrices and the concept of R-boundedness for the resolvent.
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.
This note presents a regularity result with proof for an initial-boundary value problem of a linear parabolic system involving curl of the unknown vector field, subjected to the boundary condition of prescribing the tangential component of the solution.
We survey recent regularity results for parabolic equations involving nonlocal operators like the fractional Laplacian. We extend the results of Felsinger-Kassmann (2013) and obtain regularity estimates for nonlocal operators with kernels not being absolutely continuous with respect to the Lebesgue measure.
We derive regularity estimates for viscosity solutions to the parabolic normalized p-Laplace. By using approximation methods and scaling arguments for the normalized p-parabolic operator, we show that the gradient of bounded viscosity solutions is locally asymptotically Lipschitz continuous when $p$ is sufficiently close to 2. In addition, we establish regularity estimates in Sobolev spaces.
We establish Hölder estimates for the time derivative of solutions of fully non-linear parabolic equations that does not necessarily have $C^{2,α}$ estimates.
We address the self-similar solvability of a singular parabolic problem and show that solutions to parabolic fully nonlinear equations are not expected to be $C^{2,1}$.
We consider various versions of the obstacle and thin-obstacle problems, we interpret them as variational inequalities, with non-smooth constraint, and prove that they satisfy a new constrained Lojasiewicz inequality. The difficulty lies in the fact that, since the constraint is non-analytic, the pioneering method of L. Simon (Ann. of Math. 118(3), 1983) does not apply and we have to exploit a better understanding on the constraint itself. We then apply this inequality to two associated problems. First we combine it with an abstract result on parabolic variational inequalities, to prove the co…
We show that the parabolic minimal surface equation has an eventual regularization effect, that is, the solution becomes smooth after a (strictly positive) finite time.
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.
The parabolic normalized p-Laplace equation is studied. We prove that a viscosity solution has a time derivative in the sense of Sobolev belonging locally to $L^2$.
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.
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.
Here we describe a simple and fundamental approach to the maximal L^p regularity of parabolic equations, which only uses the concept of singular integrals of Volterra type. Knowledge of analytic semigroups, R-boundedness or H^\infty-functional calculus are not required.
In this paper we study the existence and partial regularity of weak solutions to an elliptic-parabolic system that models the single-phase miscible displacement of one incompressible fluid by another in a porous media. The system is singular and involves quadratic nonlinearity. A partial regularity result is obtained via the Fefferman-Stein inequality.
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 show that elliptic second order operators $A$ of divergence type fulfill maximal parabolic regularity on distribution spaces, even if the underlying domain is highly non-smooth, the coefficients of $A$ are discontinuous and $A$ is complemented with mixed boundary conditions. Applications to quasilinear parabolic equations with non-smooth data are presented.
We study the regularity of the viscosity solution to the fully nonlinear parabolic thin obstacle problem. In particular, we prove that the solution is local $H^{1+α}$ on each side of the smooth obstacle, for some small $α>0.$ Following the method which was first introduced for the harmonic case by Caffarelli in 1979, we extend the results of Fernández-Real (2016) who treated the fully nonlinear elliptic case. Our results also extend those of Chatzigeorgiou (2019) in two ways. First, we do not assume solutions nor operators to be symmetric. Second, our estimates are local, in the sense that do …
We prove boundary regularity and a compactness result for parabolic nonlocal equations of the form $u_t-Iu=f$, where the operator $I$ is not necessarily translation invariant. As a consequence of this and the regularity results for translation invariant case, we obtain $C^{1,α}$ interior estimates in space for non translation invariant operators under some hypothesis on the time regularity of the boundary data.
We establish Hölder estimates for the time derivative of solutions of non-local parabolic equations under mild assumptions for the boundary data. As a consequence we are able to extend the Evans-Krylov estimate for rough kernels to parabolic equations.
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 give a comprehensive treatment of the parabolic Signorini problem based on a generalization of Almgren's monotonicity of the frequency. This includes the proof of the optimal regularity of solutions, classification of free boundary points, the regularity of the regular set and the structure of the singular set.
The main result of this paper is to prove that viscosity solutions to a parabolic free boundary problem with variable coefficients are Lipschitz continuous under the assumptions that the solution has a Lipschitz free boundary and satisfies a non-degeneracy condition. This is the optimal regularity for this problem.
We consider one-dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. Results on $C^m$-regularity of the free boundary are obtained. In particular, a necessary and sufficient condition for infinite differentiability of the free boundary is given.
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.
We give a unified proof of Hölder regularity of weak solutions for mixed local and nonlocal $p$-Laplace type parabolic equations with the full range of exponents $1<p<\infty$. Our proof is based on the expansion of positivity together with the energy estimate and De Giorgi type lemma.
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…
Motivated by problems arising in geometric flows, we prove several regularity results for systems of local and nonlocal equations, adapting to the parabolic case a neat argument due to Caffarelli. The geometric motivation of this work comes from recent works arising in the theory harmonic maps with free boundary in particular. We prove Hölder regularity of weak solutions.
