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On the fine regularity of the singular set in the nonlinear obstacle problem

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 Added by Hui Yu
 Publication date 2021
  fields
and research's language is English




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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.

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We study the singular part of the free boundary in the obstacle problem for the fractional Laplacian, $minbigl{(-Delta)^su,,u-varphibigr}=0$ in $mathbb R^n$, for general obstacles $varphi$. 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 $sin(0,1)$.
We study the regularity of the free boundary in the obstacle for the $p$-Laplacian, $minbigl{-Delta_p u,,u-varphibigr}=0$ in $Omegasubsetmathbb R^n$. Here, $Delta_p u=textrm{div}bigl(| abla u|^{p-2} abla ubigr)$, and $pin(1,2)cup(2,infty)$. Near those free boundary points where $ abla varphi eq0$, the operator $Delta_p$ is uniformly elliptic and smooth, and hence the free boundary is well understood. However, when $ abla varphi=0$ then $Delta_p$ is singular or degenerate, and nothing was known about the regularity of the free boundary at those points. Here we study the regularity of the free boundary where $ abla varphi=0$. On the one hand, for every $p eq2$ we construct explicit global $2$-homogeneous solutions to the $p$-Laplacian obstacle problem whose free boundaries have a corner at the origin. In particular, we show that the free boundary is in general not $C^1$ at points where $ abla varphi=0$. On the other hand, under the concavity assumption $| abla varphi|^{2-p}Delta_p varphi<0$, we show the free boundary is countably $(n-1)$-rectifiable and we prove a nondegeneracy property for $u$ at all free boundary points.
In this paper we analyze the singular set in the Stefan problem and prove the following results: - The singular set has parabolic Hausdorff dimension at most $n-1$. - The solution admits a $C^infty$-expansion at all singular points, up to a set of parabolic Hausdorff dimension at most $n-2$. - In $mathbb R^3$, the free boundary is smooth for almost every time $t$, and the set of singular times $mathcal Ssubset mathbb R$ has Hausdorff dimension at most $1/2$. These results provide us with a refined understanding of the Stefan problems singularities and answer some long-standing open questions in the field.
The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the assets prices are driven by pure jump Levy 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 $C^{1,alpha}$ graph in $x$ and $t$ near any regular free boundary point $(x_0,t_0)in partial{u>varphi}$. 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)-varphi(x)=c_0bigl((x-x_0)cdot e+a(t-t_0)bigr)_+^{1+s}+obigl(|x-x_0|^{1+s+alpha}+ |t-t_0|^{1+s+alpha}bigr),] with $c_0>0$, $ein mathbb{S}^{n-1}$, and $a>0$.
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 $nleq4$, the free boundary is generically a $C^infty$ manifold. This solves a conjecture of Schaeffer (dating back to 1974) on the generic regularity of free boundaries in dimensions $nleq4$.
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