Related papers: The Regularity Theory for the Double Obstacle Prob…
This article deals with the variable coefficient thin obstacle problem in $n+1$ dimensions. We address the regular free boundary regularity, the behavior of the solution close to the free boundary and the optimal regularity of the solution…
In this paper we study the fully nonlinear free boundary problem $$ {{array}{ll} F(D^2u)=1 & \text{a.e. in}B_1 \cap \Omega |D^2 u| \leq K & \text{a.e. in}B_1\setminus\Omega, {array}. $$ where $K>0$, and $\Omega$ is an unknown open set. Our…
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 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…
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…
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…
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 study the higher regularity in nonlocal free boundary problems posed for general integro-differential operators of order $2s$. Our main result is for the nonlocal one-phase (Bernoulli) problem, for which we establish that $C^{2,\alpha}$…
The key point to prove the optimal $C^{1,\frac12}$ regularity of the thin obstacle problem is that the frequency at a point of the free boundary $x_0\in\Gamma(u)$, say $N^{x_0}(0^+,u)$, satisfies the lower bound $N^{x_0}(0^+,u)\ge\frac32$.…
We prove the existence and $C^{1,\alpha}$ regularity of solutions to nonlocal fully nonlinear elliptic double obstacle problems. We also obtain boundary regularity for these problems. The obstacles are assumed to be Lipschitz…
We consider the Bernoulli one-phase free boundary problem in a domain $\Omega$ and show that the free boundary $F$ is $C^{1,1/2}$ regular in a neighborhood of the fixed boundary $\partial \Omega$. We achieve this by relating the behavior of…
We prove sharp regularity estimates for solutions of obstacle type problems driven by a class of degenerate fully nonlinear operators; more specifically, we consider viscosity solutions of \[ |D u|^\gamma F(x, D^2u) = f(x)\chi_{\{u>\phi\}}…
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 prove optimal regularity for the double obstacle problem when obstacles are given by solutions to Hamilton-Jacobi equations that are not $C^2$. When the Hamilton-Jacobi equation is not $C^2$ then the standard Bernstein technique fails…
We study the obstacle problem for integro-differential operators of order $2s$, with $s\in (0,1)$. Our main result establishes that the free boundary is $C^{1,\gamma}$ and $u\in C^{1,s}$ near all regular points. Namely, we prove the…
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 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 prove a regularity result for the unstable elliptic free boundary problem $\Delta u = -\chi_{\{u>0\}}$ related to traveling waves in a problem arising in solid combustion. The maximal solution and every local minimizer of the energy are…
In this paper, we prove the regularity of the free boundary in the Monge-Amp\`ere obstacle problem $\det D^2 v= f(y)\chi_{\{v>0\}}. $ By duality, the regularity of the free boundary is equivalent to that of the asymptotic cone of the…
We prove a higher regularity result for the free boundary in the obstacle problem for the fractional Laplacian via a higher order boundary Harnack inequality.