Do you want to publish a course? Click here

Optimal regularity for supercritical parabolic obstacle problems

164   0   0.0 ( 0 )
 Added by Xavier Ros-Oton
 Publication date 2021
  fields
and research's language is English




Ask ChatGPT about the research

We study the obstacle problem for parabolic operators of the type $partial_t + L$, where $L$ is an elliptic integro-differential operator of order $2s$, such as $(-Delta)^s$, in the supercritical regime $s in (0,frac{1}{2})$. The best result in this context was due to Caffarelli and Figalli, who established the $C^{1,s}_x$ regularity of solutions for the case $L = (-Delta)^s$, the same regularity as in the elliptic setting. Here we prove for the first time that solutions are actually textit{more} regular than in the elliptic case. More precisely, we show that they are $C^{1,1}$ in space and time, and that this is optimal. We also deduce the $C^{1,alpha}$ regularity of the free boundary. Moreover, at all free boundary points $(x_0,t_0)$, we establish the following expansion: $$(u - varphi)(x_0+x,t_0+t) = c_0(t - acdot x)_+^2 + O(t^{2+alpha}+|x|^{2+alpha}),$$ with $c_0 > 0$, $alpha > 0$ and $a in mathbb R^n$.



rate research

Read More

151 - Jongkeun Choi , Hongjie Dong , 2021
We obtain the maximal regularity for the mixed Dirichlet-conormal problem in cylindrical domains with time-dependent separations, which is the first of its kind. The boundary of the domain is assumed to be Reifenberg-flat and the separation is locally sufficiently close to a Lipschitz function of $m$ variables, where $m=0,ldots,d-2$, with respect to the Hausdorff distance. We consider solutions in both $L_p$-based Sobolev spaces and $L_{q,p}$-based mixed-norm Sobolev spaces.
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 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 for such problems.
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.
110 - Mark Allen 2016
This paper proves Holder continuity of viscosity solutions to certain nonlocal parabolic equations that involve a generalized fractional time derivative of Marchaud or Caputo type. As a necessary and preliminary result, this paper first shows that viscosity solutions to certain nonlinear ordinary differential equations involving the generalized fractional time derivative are Holder continuous.
comments
Fetching comments Fetching comments
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا