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Jihoon Ok

Publications and source records attributed to Jihoon Ok.

At least 19 recordsLinked to original sources

Gradient continuity for $p$-Laplacian obstacle problems under mean oscillation conditions

We establish the $C^1$-regularity of solutions to the obstacle problems associated with $p$-Laplacian type equations, where $1<p<\infty$. Specifically, we prove that the gradient of the solution is continuous under a Dini mean oscillation ($\mathsf{DMO}$) type condition on the data, which includes the coefficient matrix, the source term, and the obstacle function. This result relaxes the classical Dini continuity assumption on the data to a more general mean oscillation condition.

math.AP

Lipschitz regularity for orthotropic functionals with general growth

We study the local Lipschitz regularity of local minimizers for a class of degenerate orthotropic functionals with $\varphi$-growth, where $\varphi$ is a general N-function. Unlike standard isotropic functionals, the ellipticity of the associated Euler-Lagrange equation degenerates separately in each coordinate direction, presenting significant anisotropic difficulties. Furthermore, the general N-function setting lacks the algebraic scale invariance available in the classical orthotropic $p$-Laplacian case. Despite these structural difficulties, we prove that local minimizers are locally Lipschitz continuous. Our approach relies on a regularized approximation scheme, mixed-direction Caccioppoli inequalities, and a carefully designed Moser-type iteration that incorporates an interpolation argument to bridge the gaps between consecutive integrability exponents.

math.AP

Finite-Horizon Portfolio Choice, Labor Supply, and Early Retirement under Borrowing Constraints

We study a finite-horizon optimal consumption and portfolio problem with labor supply flexibility and an irreversible early retirement option under a borrowing constraint. The agent chooses consumption, risky investment, and leisure before retirement, while after retirement labor income disappears and leisure is fixed at its maximal level. Preferences are described by a Cobb--Douglas utility, and wealth must remain nonnegative. {Using a dual martingale method, we transform the primal problem into a zero-sum stopper--singular-controller game. The associated dual value is characterized by a min--max parabolic variational inequality with obstacle and gradient constraints. We show that the maximal strong solution of the resulting variational inequality is the unique admissible strong solution whose gradient-constrained free boundary, namely the binding boundary, is monotone increasing in calendar time. A verification argument then identifies this strong solution with the value of the stopper--singular-controller game, and duality recovers the optimal retirement, consumption, leisure, and portfolio policies.} The numerical analysis recovers the value function and optimal policies, and illustrates how labor supply flexibility affects consumption, portfolio choice, and retirement timing under borrowing constraints.

math.OC

Double phase quasiconvex functionals and their partial regularity theory

We consider degenerate nonautonomous energies $$ \int_\Omega f(x, Dv)\, dx, $$ for vector-valued functions $v \in W^{1,1}(\Omega, \mathbb{R}^N)$, where the integrand $f(x,P)$ satisfies growth and weak uniform quasiconvexity assumption associated with the double phase function $H(x,t)=t^p + a(x)t^q$. We establish partial H\"older regularity for the gradients of minimizers under suitable, and possibly minimal, regularity assumptions on $H$ and $f$. Our approach relies on two approximation results: $\mathcal{A}$-harmonic approximation and a variational version of the $\phi$-harmonic approximation.

math.AP

Finite-Horizon Optimal Consumption and Investment with Time-Varying Job-Switching Costs

In this paper, we study the finite-horizon problem of an economic agent's optimal consumption, investment, and job-switching decisions. The key new feature of our model is that the job-switching cost is time-varying. This extension leads to a novel mathematical characterization: the agent's dual problem reduces to a parabolic double obstacle problem with time-dependent upper and lower obstacles. By employing rigorous PDE theory, we establish not only the existence and uniqueness of the solution to this double obstacle problem, but also the smoothness of the two free boundaries that emerge from it. Building on these results, we characterize the agent's optimal consumption, portfolio, and job-switching strategies.

math.OC

Double phase meets Muckenhoupt

In this paper we generalize the famous result of [FKS] to the double phase model. In particular, we work with minimal assumptions on the modulating coefficient by introducing a Muckenhoupt-type condition on generalized Orlicz spaces. We develop a complete theory equivalent to that of classical Muckenhoupt weights, including the boundedness of the maximal operator and Sobolev-Poincare estimates. We combine this with the De~Giorgi technique to show H\"older continuity of the solutions.

math.AP

Regularity for mixed-order nonlinear fractional equations with degenerate coefficients

We consider a class of nonlinear integro-differential equations whose leading operator is obtained as a superposition of $(-\Delta_{p})^{s}$ and $(-\Delta_{p})^{t}$, where $0<s<t<1<p<\infty$, weighted via two possibly degenerate coefficients $a(\cdot,\cdot),b(\cdot,\cdot) \ge 0$. We prove local boundedness and H\"older regularity of its weak solutions under natural assumptions on the coefficients $a(\cdot,\cdot)$, $b(\cdot,\cdot)$ and the powers $s,t$, and $p$. Moreover, when $a(\cdot,\cdot) \equiv 1$, we also prove a Harnack inequality for weak solutions.

math.AP

Higher integrability for parabolic PDEs with generalized Orlicz growth

We prove higher integrability of the gradient of weak solutions to nonlinear parabolic systems whose prototype is \[ \partial_t u-\mathrm{div}\Big(\frac{\varphi'(z, |\nabla u|)}{|\nabla u|}\nabla u\Big) =0, \qquad u=(u^1,\dots,u^N), \] where $\varphi$ is a generalized Young function. Special cases of our main theorem include previously known results for the $p$-growth, the variable exponent and the double phase growth. Also included are previously unknown borderline double phase growth and perturbed variable exponent growth, among others. The problem is controlled by a natural requirement of comparison of $\varphi$ between points in intrinsic parabolic cylinders via an (A1)-condition, which unifies disparate conditions from the special cases. Moreover, we handle both the singular and degenerate cases at the same time, providing a unified proof of of a reverse H\"older type inequality.

math.AP

Partial regularity for parabolic systems of double phase type

We study partial regularity for nondegenerate parabolic systems of double phase type, where the growth function is given by $H(z,s)=s^p+a(z)s^q$, $z=(x,t)\in\Omega_T$, with $\tfrac{2n}{n+2}<p\le q$ and $a(z)$ a nonnegative $C^{0,\alpha,\frac{\alpha}{2}}$-continuous function for some $\alpha\in(0,1]$. As the main result we prove that if $q< \min \{p+\tfrac{\alpha p }{n+2}, p+1 \}$ the spatial gradient of any weak solution is locally H\"older continuous, except on a set of measure zero.

math.AP

Optimal regularity results in Sobolev-Lorentz spaces for linear elliptic equations with $L^1$- or measure data

It has been well known that if $\Omega$ is a bounded $C^1$-domain in $\R^n,\ n \ge 2$, then for every Radon measure $f$ on $\Omega$ with finite total variation, there exists a unique weak solution $u\in W_0^{1,1}(\Omega )$ of the Poisson equation $-\Delta u=f$ in $\Omega$ satisfying $\nabla u \in L^{n/(n-1),\infty}(\Omega;\R^n )$. In this paper, optimal regularity properties of the solution $u$ are established in Sobolev-Lorentz spaces $L_{\alpha}^{p,q}(\Omega )$ of order $ \alpha$ less than but arbitrarily close to $2$. More precisely, for any $0 \le \alpha<1$, we show that $u\in L_{\alpha+1}^{p(\alpha),\infty}(\Omega )$, where $p(\alpha )= n/(n-1+\alpha )$. Moreover, using an embedding result for Sobolev-Lorentz spaces $L_{\alpha}^{p,q}(\Omega )$ into classical Besov spaces $B_\alpha^{p,q}(\Omega )$, we deduce that $u\in B_{\alpha+1}^{p(\alpha),\infty}(\Omega )$. Indeed, these regularity results are proved for solutions of the Dirichlet problems for more general linear elliptic equations with nonhomogeneous boundary data. On the other hand, it is known that if $\Omega$ is of class $C^{1,1}$, then for each $G\in L^1 (\Omega ;\R^n )$ there exists a unique very weak solution $v\in L^{n/(n-1),\infty} (\Omega )$ of $-\Delta v= {\rm div}\, G$ in $\Omega$ satisfying the boundary condition $v=0$ in some sense. We prove that $v$ has the optimal regularity property, that is, $v\in L_{\alpha}^{p(\alpha),\infty}(\Omega )\cap B_{\alpha}^{p(\alpha),\infty}(\Omega )$ for every $0 \le \alpha < 1$. This regularity result is also proved for more general equations with nonhomogeneous boundary data.

math.AP

The Obstacle Problem Arising from the American Chooser Option

We study the obstacle problem associated with the American chooser option. The obstacle is given by the maximum of an American call option and an American put option, which, in turn, can be expressed as the maximum of the solutions to the corresponding obstacle problems. This structure makes the obstacle problem particularly challenging and non-trivial. Using theoretical analysis, we overcome these difficulties and establish the existence and uniqueness of a strong solution. Furthermore, we rigorously prove the monotonicity and smoothness of the free boundary arising from the obstacle problem.

math.AP

Mean oscillation conditions for nonlinear equation and regularity results

We consider general nonlinear elliptic equations of the form \[ \operatorname{div}\, A(x,Du) = 0 \quad \text{in } \Omega, \] where $A:\Omega \times \mathbb R^n \to \mathbb R^n$ satisfies a quasi-isotropic $(p,q)$-growth condition, which is equivalent to the point-wise uniform ellipticity of $A$. We establish sharp and comprehensive mean oscillation conditions on $A(x,\xi)$ with respect to the $x$ variable to obtain $C^1$- and $W^{1,s}$-regularity results. The results provide new conditions even in the standard $p$-growth case with coefficient $\operatorname{div}(a(x)|Du|^{p-2}Du)=0$. Also included are variable exponent growth with and without perturbation as well as borderline double-phase growth and double-phase growth with a coefficient.

math.AP

Nonlocal equations with kernels of general order

We consider a broad class of nonlinear integro-differential equations with a kernel whose differentiability order is described by a general function $\phi$. This class includes not only the fractional $p$-Laplace equations, but also borderline cases when the fractional order approaches $1$. Under mild assumptions on $\phi$, we establish sharp Sobolev-Poincar\'e type inequalities for the associated Sobolev spaces, which are connected to a question raised by Brezis (Russian Math. Surveys 57:693--708, 2002). Using these inequalities, we prove H\"older regularity and Harnack inequalities for weak solutions to such nonlocal equations. All the estimates in our results remain stable as the associated nonlocal energy functional approaches its local counterpart.

math.AP

Partial regularity for degenerate systems of double phase type

We study partial regularity for degenerate elliptic systems of double-phase type, where the growth function is given by $H(x,t)=t^p+a(x)t^q$ with $1<p\leq q$ and $a(x)$ a nonnegative $C^{0,\alpha}$-continuous function. Our main result proves that if $\frac{q}{p}\leq 1+\frac{\alpha}{n}$, the gradient of any weak solution is locally H\"older continuous, except on a set of measure zero.

math.AP

Nonlocal equations with degenerate weights

We introduce fractional weighted Sobolev spaces with degenerate weights. For these spaces we provide embeddings and Poincar\'e inequalities. When the order of fractional differentiability goes to $0$ or $1$, we recover the weighted Lebesgue and Sobolev spaces with Muckenhoupt weights, respectively. Moreover, we prove interior H\"older continuity and Harnack inequalities for solutions to the corresponding weighted nonlocal integro-differential equations. This naturally extends a classical result by Fabes, Kenig, and Serapioni to the nonlinear, nonlocal setting.

math.AP

Wolff potentials and nonlocal equations of Lane-Emden type

We consider nonlocal equations of the type \[ (-\Delta_{p})^{s}u = \mu \quad \text{in}\;\; \Omega, \] where $\Omega \subset \mathbb{R}^{n}$ is either a bounded domain or the whole $\mathbb{R}^{n}$, $\mu$ is a Radon measure on $\Omega$, $0 < s < 1$ and $1 < p < n/s$. In particular, we extend the existence, regularity and Wolff potential estimates for SOLA (Solutions Obtained as Limits of Approximations), established by Kuusi, Mingione, and Sire (Comm. Math. Phys. 337(3):1317--1368, 2015), to the strongly singular case $1 < p \le 2-s/n$. Moreover, using Wolff potentials and Orlicz capacities, we present both a sufficient condition and a necessary condition for the existence of SOLA to nonlocal equations of the type \[ (-\Delta_{p})^{s}u = P(u) + \mu \quad \text{in}\;\; \Omega, \] where $P(\cdot)$ is either a power function or an exponential function.

math.AP

Regularity theory for parabolic systems with Uhlenbeck structure

We establish local regularity theory for parabolic systems of Uhlenbeck type with $φ$-growth. In particular, we prove local boundedness of weak solutions and their gradient, and then local Hölder continuity of the gradients, providing suitable assumptions on the growth function $φ$. Our approach, being independent of the degeneracy of the system, allows for a unified treatment of both the degenerate and the singular case.

math.AP