Regularity of extremal solutions of nonlocal elliptic systems

We examine regularity of the extremal solution of nonlinear nonlocal eigenvalue problem \begin{eqnarray} \left\{ \begin{array}{lcl} \hfill \mathcal L u &=& \lambda F(u,v) \qquad \text{in} \ \ \Omega, \\ \hfill \mathcal L v &=& \gamma G(u,v) \qquad \text{in} \ \ \Omega, \\ \hfill u,v &=&0 \qquad \qquad \text{on} \ \ \mathbb R^n\setminus\Omega , \end{array}\right. \end{eqnarray} with an integro-differential operator, including the fractional Laplacian, of the form \begin{equation*}\label{} \mathcal L(u (x))= \lim_{\epsilon\to 0} \int_{\mathbb R^n\setminus B_\epsilon(x) } [u(x) - u(z)] J(z-x) dz , \end{equation*} when $J$ is a nonnegative measurable even jump kernel. In particular, we consider jump kernels of the form of $J(y)=\frac{a(y/|y|)}{|y|^{n+2s}}$ where $s\in (0,1)$ and $a$ is any nonnegative even measurable function in $L^1(\mathbb {S}^{n-1})$ that satisfies ellipticity assumptions. We first establish stability inequalities for minimal solutions of the above system for a general nonlinearity and a general kernel. Then, we prove regularity of the extremal solution in dimensions $n < 10s$ and $n<2s+\frac{4s}{p\mp 1}[p+\sqrt{p(p\mp1)}]$ for the Gelfand and Lane-Emden systems when $p>1$ (with positive and negative exponents), respectively. When $s\to 1$, these dimensions are optimal. However, for the case of $s\in(0,1)$ getting the optimal dimension remains as an open problem. Moreover, for general nonlinearities, we consider gradient systems and we establish regularity of the extremal solution in dimensions $n<4s$. As far as we know, this is the first regularity result on the extremal solution of nonlocal system of equations.