Related papers: Optimal Regularity for the parabolic No-Sign Obsta…
In this paper we prove the optimal $C^{1,1}(B_\frac12)$-regularity for a general obstacle type problem $$ \lap u = f\chi_{\{u\neq 0\}}\textup{in $B_1$}, $$ under the assumption that $f*N$ is $C^{1,1}(B_1)$, where $N$ is the Newtonian…
In this paper we study the existence, the optimal regularity of solutions, and the regularity of the free boundary near the so-called \emph{regular points} in a thin obstacle problem that arises as the local extension of the obstacle…
We consider fully nonlinear obstacle-type problems of the form \begin{equation*} \begin{cases} F(D^{2}u,x)=f(x) & \text{a.e. in}B_{1}\cap\Omega,|D^{2}u|\le K & \text{a.e. in}B_{1}\backslash\Omega, \end{cases} \end{equation*} where $\Omega$…
In this paper, we prove the existence and uniqueness of $W^{2,p}$ ($n<p<\infty$) solutions of a double obstacle problem with $C^{1,1}$ obstacle functions. Moreover, we show the optimal regularity of the solution and the local $C^1$…
The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the assets prices are driven by pure jump L\'evy processes. In this paper we study the regularity of the free boundary. Our main…
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 $s \in (0,{1/2})$. The best result…
In this paper we discuss the obstacle problem for the $p$-Laplace operator. We prove optimal growth results for the solution. Of particular interest is the point-wise regularity of the solution at free boundary points. The most surprising…
In this paper we study the following parabolic system \begin{equation*} \Delta \u -\partial_t \u =|\u|^{q-1}\u\,\chi_{\{ |\u|>0 \}}, \qquad \u = (u^1, \cdots , u^m) \ , \end{equation*} with free boundary $\partial \{|\u | >0\}$. For $0\leq…
In this paper we consider the fully nonlinear parabolic free boundary problem $$ \left\{\begin{array}{ll} F(D^2u) -\partial_t u=1 & \text{a.e. in}Q_1 \cap \Omega\\ |D^2 u| + |\partial_t u| \leq K & \text{a.e. in}Q_1\setminus\Omega,…
In this paper, we prove local $C^{1}$ regularity of free boundaries for the double obstacle problem with an upper obstacle $\psi$, \begin{align*} \Delta u &=f\chi_{\Omega(u) \cap\{ u< \psi\} }+ \Delta \psi \chi_{\Omega(u)\cap \{u=\psi\}},…
In the class of the so called non-dynamic Fractional Obstacle Problems of parabolic type, it is shown how to obtain higher regularity as well as optimal regularity of the space derivatives of the solution. Furthermore, at free boundary…
We study the parabolic obstacle problem $$\lap u-u_t=f\chi_{\{u>0\}}, \quad u\geq 0,\quad f\in L^p \quad \mbox{with}\quad f(0)=1$$ and obtain two monotonicity formulae, one that applies for general free boundary points and one for singular…
Consider the parabolic free boundary problem $$ \Delta u - \partial_t u = 0 \textrm{in} \{u>0\}, |\nabla u|=1 \textrm{on} \partial\{u>0\} . $$ For a realistic class of solutions, containing for example {\em all} limits of the singular…
For the parabolic obstacle-problem-like equation $$\Delta u - \partial_t u = \lambda_+ \chi_{\{u>0\}} - \lambda_- \chi_{\{u<0\}} ,$$ where $\lambda_+$ and $\lambda_-$ are positive Lipschitz functions, we prove in arbitrary finite dimension…
Let $u$ be a solution to the normalized p-harmonic obstacle problem with $p>2$. That is, $u\in W^{1,p}(B_1(0))$, $2<p<\infty$, $u\ge 0$ and $$ \d\left( |\nabla u|^{p-2}\nabla u\right)=\chi_{\{u>0\}}\textrm{ in }B_1(0) $$ where $u(x)\ge 0$…
We establish the optimal $C_{H}^{1,1}$ interior regularity of solutions to \[ \Delta_{H}u=f\chi_{\{u\ne0\}}, \] where $\Delta_{H}$ denotes the sub-Laplacian operator in a stratified group. We assume the weakest regularity condition on $f$,…
In this work we establish the optimal regularity for solutions to the fully nonlinear thin obstacle problem. In particular, we show the existence of an optimal exponent $\alpha_F$ such that $u$ is $C^{1,\alpha_F}$ on either side of the…
We study the obstacle problem associated with the Kolmogorov operator $\Delta_v - \partial_t - v\cdot\nabla_x$, which arises from the theory of optimal control in Asian-American options pricing models. Our first main contribution is to…
We study the regularity of the free boundary in the parabolic obstacle problem for the fractional Laplacian $(-\Delta)^s$ (and more general integro-differential operators) in the regime $s>\frac{1}{2}$. We prove that once the free boundary…
We study the higher regularity of free boundaries in obstacle problems for integro-differential operators. Our main result establishes that, once free boundaries are $C^{1,\alpha}$, then they are $C^\infty$. This completes the study of…