The Neumann problem for the fractional Laplacian: optimal regularity via the Mellin transform

We establish the optimal regularity of solutions to the Neumann problem for the fractional Laplacian, $(-\Delta)^s u=h$ in $\Omega$, with the external condition $\mathcal N^s u=0$ in $\Omega^c$. For this, a key point is to establish a 1D Liouville theorem for functions with growth, which we prove by using complex analysis and the Mellin transform. More precisely, we prove a ``meta-theorem'' relating the classification of 1D solutions to general linear homogeneous equations of the type $Lu=0$ in $(0,\infty)$ to the (complex) roots of an explicit meromorphic function $f(z)$ that depends on $L$. In case of the fractional Laplacian with Neumann conditions, we show that all solutions are $C^{2s+\alpha}$ when $s\leq 1/2$, and $C^{s+\frac12+\alpha}$ when $s\geq1/2$. Moreover, quite surprisingly, we prove that even in 1D there exist highly oscillating solutions of the type $u(x)=x^{a} \cos(b \log x)$ for $x>0$, with $a>0$ and $b>0$ that depend on $s$, and $a<2s$ for $s\sim1$.