arXiv subjects
Publications and source records attributed to Luis Caffarelli.
This paper showcases the effectiveness of the quasiconvexity property in addressing the optimal regularity of the temporal derivative and establishes conditions for its continuity in nonlocal time-dependent obstacle problems.
In this paper, we establish regularity and uniqueness results for Grad-Mercier type equations that arise in the context of plasma physics. We show that solutions of this problem naturally develop a dead core, which corresponds to the set where the solutions become identically equal to their maximum. We prove uniqueness, sharp regularity, and non-degeneracy bounds for solutions under suitable assumptions on the reaction term. Of independent interest, our methods allow us to prove that the free boundaries of a broad class of semilinear equations have locally finite $H^{n-1}$ measure.
The non-local in space two-phase Stefan problem (a prototype in phase change problems) can be formulated via a singular nonlinear parabolic integro-differential equation which admits a unique weak solution. This formulation makes Stefan problem to be part of the General Filtration Problems; a class which includes the Porous Medium Equation. In this work, we prove that the weak solutions to both Stefan and Porous Media problems are continuous.
In this paper we generalize an equation studied by Mossino and Temam, to the fully nonlinear case. This equation arises in plasma physics as an approximation to Grad equations, which were introduced by Harold Grad, to model the behavior of plasma confined in a toroidal vessel. We prove existence of a $W^{2,p}$-viscosity solution and regularity up to $C^{1,\alpha}(\overline{\Omega})$ for any $\alpha<1$(we improve this regularity near the boundary). The difficulty of this problem lays on a right hand side which involves the measure of the superlevel sets, making the problem nonlocal.
We complete the description, initiated in [6], of a free boundary travelling at constant speed in a half plane, where the propagation is controlled by a line having a large diffusion on its own. The main result of this work is that the free boundary is asymptotic to a line at infinity, whose angle to the horizontal is dicatated by the velocity of the wave imposed by the line. This helps understanding some rather counter-intuitive numerical simulations of [8].
We study optimal regularity and free boundary for minimizers of an energy functional arising in cohesive zone models for fracture mechanics. Under smoothness assumptions on the boundary conditions and on the fracture energy density, we show that minimizers are $C^{1, 1/2}$, and that near non-degenerate points the fracture set is $C^{1, α}$, for some $α\in (0, 1)$.
We develop a regularity theory for integro-differential equations with kernels deforming in space like sections of a convex solution of a Monge-Ampère equation. We prove an ABP estimate and a Harnack inequality and derive Hölder and $C^{1,α}$ regularity results for solutions.
Uniqueness of positive solutions to viscous Hamilton-Jacobi-Bellman (HJB) equations of the form $-Δu(x) + \frac{1}γ |D{u}(x)|^γ= f(x) - λ$, with $f$ a coercive function and $λ$ a constant, in the subquadratic case, that is, $γ\in(1,2)$, appears to be an open problem. Barles and Meireles [Comm. Partial Differential Equations 41 (2016)] show uniqueness in the case that $f(x) \approx |x|^β$ and $|D f(x)|\lessapprox |x|^{(β-1)_+}$ for some $β>0$, essentially matching earlier results of Ichihara, who considered more general Hamiltonians but with better regularity for $f$. Without enforcing this assumption, to our knowledge, there are no results on uniqueness in the literature. In this short article, we show that the equation has a unique positive solution for any locally Lipschitz continuous, coercive $f$ which satisfies $|D f(x)| \le κ\bigl(1 +|f(x)|^{2-\frac{1}γ}\bigr)$ for some positive constant $κ$. Since $2-\frac{1}γ>1$, this assumption imposes very mild restrictions on the growth of the potential $f$. We also show that this solution fully characterizes optimality for the associated ergodic problem. Our method involves the study of an infinite dimensional linear program for elliptic equations for measures, and is very different from earlier approaches. It also applies to the larger class of Hamiltonians studied by Ichihara, and we show that it is well suited to provide verification of optimality results for the associated ergodic control problems, even in a pathwise sense, and without resorting to the parabolic problem.
The goal of this work is to explain an unexpected feature of the expanding level sets of the solutions of a system where a half plane, in which reaction-diusion phenomena take place, exchanges mass with a line having a large diusion of its own. The system was proposed by H. Berestycki, L. Rossi and the second author [4] as a model of enhancement of biological invasions by a line of fast diusion. It was observed numerically by A.-C. Coulon [7] that the leading edge of the front, rather than being located on the line, was in the lower half plane. We explain this behaviour for a free boundary problem much related to the system for which the simulations were made. We construct travelling waves for this problem, analyse their free boundary near the line, and prove that it has the behaviour predicted by the numerical simulations.
In this manuscript we consider a porous medium equation with non-local diffusion effects given by a fractional heat operator $\partial_t + (-\Delta)^s$ in two space dimensions. Global in time existence of weak solutions is shown by employing a time semi-discretization of the equations, an energy inequality, a higher order integral estimate, and a generalized version of the Div-Curl lemma.
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 when the operators are the Pucci extremal operators. We also give an example that shows that no regularity for the free boundary is to be expected to hold in general.
We show the existence of a Lipschitz viscosity solution $u$ in $Ω$ to a system of fully nonlinear equations involving Pucci-type operators. We study the regularity of the interface $\partial \{ u> 0 \}\cap\Om$ and we show that the viscosity inequalities of the system imply, in the weak sense, the free boundary condition $u^{+}_{ν_{+}} = u^{-}_{ν_{-}}$, and hence $u$ is a solution to a two-phase free boundary problem. We show that we can apply the classical method of sup-convolutions developed by the first author in \cite{caffarelli_harnack_1987,caffarelli_harnack_1989}, and generalized by Wang \cite{wang_regularity_2000,wang_regularity_2002} and Feldman \cite{Fel} to fully nonlinear operators, to conclude that the regular points in $\partial \{ u> 0 \}\cap\Om$ form an open set of class $C^{1,α}$. A novelty in our problem is that we have different operators, $\puccip$ and $\puccin$, on each side of the free boundary. In the particular case when these operators are the Pucci's extremal operators $\ppuccip$ and $\ppuccin$, our results provide an alternative approach to obtain the stationary limit %proof of existence to the one obtained from of a segregation model of populations with nonlinear diffusion in \cite{quitalo_free_2013}.
We study the ergodic control problem for a class of jump diffusions in $\mathbb{R}^d$, which are controlled through the drift with bounded controls. The Levy measure is finite, but has no particular structure; it can be anisotropic and singular. Moreover, there is no blanket ergodicity assumption for the controlled process. Unstable behavior is `discouraged' by the running cost which satisfies a mild coercive hypothesis (i.e., is near-monotone). We first study the problem in its weak formulation as an optimization problem on the space of infinitesimal ergodic occupation measures, and derive the Hamilton-Jacobi-Bellman equation under minimal assumptions on the parameters, including verification of optimality results, using only analytical arguments. We also examine the regularity of invariant measures. Then, we address the jump diffusion model, and obtain a complete characterization of optimality.
We study the geometric flow of a planar curve driven by its curvature and the normal derivative of its capacity potential. Under a convexity condition that is natural to our problem, we establish long term existence and large time asymptotics of this flow.
In the class of the so called non-dynamic Fractional Obstacle Problems of parabolic type, it is shown how to obtain higher regularity as well as optimal regularity of the space derivatives of the solution. Furthermore, at free boundary points of positive parabolic density, it is proven that the time derivative of the solution is Hölder continuous. Finally, at regular free boundary points, space-time regularity of the corresponding free boundary is obtained for any fraction $s\in(0,1)$.
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 $C^{1,γ}$ and $u\in C^{1,s}$ near all regular points. Namely, we prove the following dichotomy at all free boundary points $x_0\in\partial\{u=φ\}$: (i) either $u(x)-φ(x)=c\,d^{1+s}(x)+o(|x-x_0|^{1+s+α})$ for some $c>0$, (ii) or $u(x)-φ(x)=o(|x-x_0|^{1+s+α})$, where $d$ is the distance to the contact set $\{u=φ\}$. Moreover, we show that the set of free boundary points $x_0$ satisfying (i) is open, and that the free boundary is $C^{1,γ}$ and $u\in C^{1,s}$ near those points. These results were only known for the fractional Laplacian \cite{CSS}, and are completely new for more general integro-differential operators. The methods we develop here are purely nonlocal, and do not rely on any monotonicity-type formula for the operator. Thanks to this, our techniques can be applied in the much more general context of fully nonlinear integro-differential operators: we establish similar regularity results for obstacle problems with convex operators.
We study the regularity of solutions of elliptic fractional systems of order 2s, $s \in (0, 1)$, where the right hand side f depends on a nonlocal gradient and has the same scaling properties as the nonlocal operator. Under some structural conditions on the system we prove interior Hölder estimates in the spirit of [1]. Our results are stable in s allowing us to recover the classic results for elliptic systems due to S. Hildebrandt and K. Widman [6] and M. Wiegner [9].
We prove Lipschitz continuity of solutions to a class of rather general two-phase anisotropic free boundary problems in 2D and we classify global solutions. As a consequence, we obtain $C^{2,1}$ regularity of solutions to the Bellman equation in 2D.