Related papers: The double obstacle problem on non divergence form

We establish sharp interior and boundary regularity estimates for solutions to $\partial_t u - L u = f(t, x)$ in $I\times \Omega$, with $I \subset \mathbb{R}$ and $\Omega \subset\mathbb{R}^n$. The operators $L$ we consider are…

We show that elliptic second order operators $A$ of divergence type fulfill maximal parabolic regularity on distribution spaces, even if the underlying domain is highly non-smooth, the coefficients of $A$ are discontinuous and $A$ is…

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 regularity of solutions of elliptic second order boundary value problems on a bounded domain $\Omega$ in $\mathbb R^3$. The coefficients are not necessarily continuous and the boundary conditions may be mixed, i.e. Dirichlet on…

We consider divergence form operators with complex coefficients on an open subset of Euclidean space. Boundary conditions in the corresponding parabolic problem are dynamical, that is, the time derivative appears on the boundary. As a…

We study the two membranes problem for two different fully nonlinear operators. We give a viscosity formulation for the problem and prove existence of solutions. Then we prove a general regularity result and the optimal $C^{1,1}$ regularity…

We study the relationship between the Dirichlet and Regularity problem for parabolic operators of the form $ L = \mbox{div}(A\nabla\cdot) - \partial_t $ on cylindrical domains $ \Omega = \mathcal O \times \mathbb R $, where the base $…

In this paper,we consider the solutions of the elliptic double obstacle problems with Orlicz growth involving measure data. Some pointwise estimates for the approximable solutions to these problems are obtained in terms of fractional…

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…

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 any $\alpha \in (0,1)$, we construct an example of a solution to a parabolic equation with measurable coefficients in two space dimensions which has an isolated singularity and is not better that $C^\alpha$. We prove that there exists…

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an…

We study second order equations and systems on non-Lipschitz domains including mixed boundary conditions. The key result is interpolation for suitable function spaces. From this, elliptic and parabolic regularity results are deduced by…

We obtain sharp local $C^{1,\alpha}$ regularity of solutions for singular obstacle problems, Euler-Lagrange equation of which is given by $$ \Delta_p u=\gamma(u-\varphi)^{\gamma-1}\,\text{ in }\,\{u>\varphi\}, $$ for $0<\gamma<1$ and…

We consider linear inhomogeneous non-autonomous parabolic problems associated to sesquilinear forms, with discontinuous dependence of time. We show that for these problems, the property of maximal parabolic regularity can be extrapolated to…

We establish the interior $C^{1,\alpha}$-estimate for viscosity solutions of degenerate/singular fully nonlinear parabolic equations $$u_t = |Du|^{\gamma}F(D^2u) + f.$$ For this purpose, we prove the well-posedness of the regularized…

We prove H\"older continuity up to the boundary for solutions of quasi-linear degenerate elliptic problems in divergence form, not necessarily of variational type, on Lipschitz domains with Neumann and Robin boundary conditions. This…

We prove the existence of one or more solutions to a singularly perturbed elliptic problema with two potential functions.

Variational inequalities with thin obstacles and Signorini-type boundary conditions are classical problems in the calculus of variations, arising in numerous applications. In the linear case many refined results are known, while in the…

We study an elliptic operator $L:=\mathrm{div}(A\nabla \cdot)$ on the upper half space. It is known that solvability of the Regularity problem in $\dot{W}^{1,p}$ implies solvability of the adjoint Dirichlet problem in $L^{p'}$. Previously,…