Related papers: Pointwise regularity of the free boundary for the …
We study the pointwise regularity of solutions to parabolic equations. As a first result, we prove that if the modulus of mean oscillation of $\Delta u -u_t$ at the origin is Dini (in $L^p$ average), then the origin is a Lebesgue point of…
We study the free boundary of solutions to the parabolic obstacle problem with fully nonlinear diffusion. We show that the free boundary splits into a regular and a singular part: near regular points the free boundary is $C^\infty$ in space…
We study the parabolic free boundary problem of obstacle type $$ \lap u-\frac{\partial u}{\partial t}= f\chi_{{u\ne 0}}. $$ Under the condition that $f=Hv$ for some function $v$ with bounded second order spatial derivatives and bounded…
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 $\Omega$…
We study the regularity of the free boundary in the obstacle problem for the fractional Laplacian under the assumption that the obstacle $\varphi$ satisfies $\Delta \varphi\leq 0$ near the contact region. Our main result establishes that…
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…
We study the singular part of the free boundary in the obstacle problem for the fractional Laplacian, \ $\min\bigl\{(-\Delta)^su,\,u-\varphi\bigr\}=0$ in $\mathbb R^n$, for general obstacles $\varphi$. Our main result establishes the…
In the classical obstacle problem, the free boundary can be decomposed into "regular" and "singular" points. As shown by Caffarelli in his seminal papers \cite{C77,C98}, regular points consist of smooth hypersurfaces, while singular points…
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…
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…
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\}},…
We study the regularity of the free boundary in the obstacle for the $p$-Laplacian, $\min\bigl\{-\Delta_p u,\,u-\varphi\bigr\}=0$ in $\Omega\subset\mathbb R^n$. Here, $\Delta_p u=\textrm{div}\bigl(|\nabla u|^{p-2}\nabla u\bigr)$, and…
This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…
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…
We give a comprehensive treatment of the parabolic Signorini problem based on a generalization of Almgren's monotonicity of the frequency. This includes the proof of the optimal regularity of solutions, classification of free boundary…
In this paper, we consider the properties of a special free boundary point in the following obstacle problem: The Laplacian of u equals f(x) multiplied by the characteristic function of the set where u is positive within the two-dimensional…
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 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 $C^1$…
We investigate the regularity of the free boundary for the Signorini problem in $\mathbb{R}^{n+1}$. It is known that regular points are $(n-1)$-dimensional and $C^\infty$. However, even for $C^\infty$ obstacles $\varphi$, the set of…
The aim of this note is to review some recent developments on the regularity theory for the stationary and parabolic obstacle problems. After a general overview, we present some recent results on the structure of singular free boundary…