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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 $a in mathbb R^n$.
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 locall
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 establis
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 sti
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.
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 vi