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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…

Analysis of PDEs · Mathematics 2016-05-03 Begoña Barrios , Alessio Figalli , Xavier Ros-Oton

We consider an oscillatory obstacle problem where the coincidence set and free boundary are also highly oscillatory. We establish a rate of convergence for a regularized notion of free boundary to the free boundary of a corresponding…

Analysis of PDEs · Mathematics 2022-08-10 Farhan Abedin , William M Feldman

We prove that bounded solutions to an overdetermined fully nonlinear free boundary problem in the plane are one dimensional. Our proof relies on maximum principle techniques and convexity arguments.

Analysis of PDEs · Mathematics 2008-11-11 Daniela De Silva , Enrico Valdinoci

This paper concerns fully nonlinear elliptic obstacle problems with oblique boundary conditions. We investigate the existence, uniqueness and $W^{2,p}$-regularity results by finding approximate non-obstacle problems with the same oblique…

Analysis of PDEs · Mathematics 2020-12-15 Sun-Sig Byun , Jeongmin Han , Jehan Oh

We consider one-dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. Results on $C^m$-regularity of the free boundary are obtained. In particular, a necessary and…

Analysis of PDEs · Mathematics 2013-08-21 Rossitza Semerdjieva

We provide regularity results at the boundary for continuous viscosity solutions to nonconvex fully nonlinear uniformly elliptic equations and inequalities in Euclidian domains. We show that (i) any solution of two sided inequalities with…

Analysis of PDEs · Mathematics 2013-07-01 Luis Silvestre , Boyan Sirakov

We examine a free transmission problem driven by fully nonlinear elliptic operators. Since the transmission interface is determined endogeneously, our analysis is two-fold: we study the regularity of the solutions and some geometric…

Analysis of PDEs · Mathematics 2020-11-30 Edgard A. Pimentel , Makson S. Santos

Despite significant recent advances in the regularity theory for obstacle problems with integro-differential operators, some fundamental questions remained open. On the one hand, there was a lack of understanding of parabolic problems with…

Analysis of PDEs · Mathematics 2023-06-29 Alessio Figalli , Xavier Ros-Oton , Joaquim Serra

We investigate the regularity of the free boundaries in the 3 elastic membranes problem. We show that the two free boundaries corresponding to the coincidence regions between consecutive membranes are $C^{1,\log}$-hypersurfaces near a…

Analysis of PDEs · Mathematics 2021-08-05 Ovidiu Savin , Hui Yu

In this paper we are concerned with a two-penalty boundary obstacle problem of interest in thermics, fluid dynamics and electricity. Specifically, we prove existence, uniqueness and optimal regularity of the solutions, and we establish…

Analysis of PDEs · Mathematics 2020-08-17 Donatella Danielli , Rohit Jain

We prove sharp boundary regularity of solutions to nonlocal elliptic equations arising from operators comparable to the fractional Laplacian over Reifenberg flat sets and with null exterior condition. More precisely, if the operator has…

Analysis of PDEs · Mathematics 2025-04-23 Adriano Prade

In this work, we investigate the continuity of the free boundary in a class of elliptic problems, with Neuman boundary condition. The main idea is a change of variable that allows us to reduce the problem to the one studied in [14].

Analysis of PDEs · Mathematics 2019-01-04 Abdeslem Lyaghfouri , Abderachid Saadi

In a bounded domain, we consider a variable range nonlocal operator, which is maximally isotropic in the sense that its radius of interaction equals the distance to the boundary. We establish $C^{1,\alpha}$ boundary regularity and existence…

Analysis of PDEs · Mathematics 2023-03-15 Hardy Chan

We consider an one-phase free boundary problem for a degenerate fully non-linear elliptic operators with non-zero right hand side. We use the approach present in \cite{DeSilva} to prove that flat free boundaries and Lipschitz free…

Analysis of PDEs · Mathematics 2018-10-19 R. Leitão , G. C Ricarte

We revisit and sharpen the results from our previous work, where we investigated the regularity of the singular set of the free boundary in the nonlinear obstacle problem. As in the work of Figalli-Serra on the classical obstacle problem,…

Analysis of PDEs · Mathematics 2021-01-29 Ovidiu Savin , Hui Yu

We discuss some regularity issues in the study of the obstacle problem. In particular, we present a recent result by O. Savin and the author on the regularity of the singular set for the obstacle problem with a fully nonlinear elliptic…

Analysis of PDEs · Mathematics 2019-10-22 Hui Yu

We establish sharp boundary regularity estimates in $C^1$ and $C^{1,\alpha}$ domains for nonlocal problems of the form $Lu=f$ in $\Omega$, $u=0$ in $\Omega^c$. Here, $L$ is a nonlocal elliptic operator of order $2s$, with $s\in(0,1)$.…

Analysis of PDEs · Mathematics 2016-03-07 Xavier Ros-Oton , Joaquim Serra

In this article we study for the first time the regularity of the free boundary in the one-phase free boundary problem driven by a general nonlocal operator. Our main results establish that the free boundary is $C^{1,\alpha}$ near regular…

Analysis of PDEs · Mathematics 2025-03-25 Xavier Ros-Oton , Marvin Weidner

We prove optimal regularity and a detailed analysis of the free boundary of the solutions to the thin obstacle problem for nonparametric minimal surfaces with flat obstacles.

Analysis of PDEs · Mathematics 2020-03-23 Matteo Focardi , Emanuele Spadaro

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…

Analysis of PDEs · Mathematics 2016-03-23 Herbert Koch , Angkana Rüland , Wenhui Shi