Optimal regularity for supercritical parabolic obstacle problems

We study the obstacle problem for parabolic operators of the type partial derivative(t) + L, where L is an elliptic integro- differential operator of order 2s, such as (-Delta)(s), in the supercritical regime s is an element of (0, 1/2). The best result in this context was due to Caffarelli and Figalli, who established the C-x(1,s) regularity of solutions for the case L = (-Delta)(s), the same regularity as in the elliptic setting. Here we prove for the first time that solutions are actually more regular than in the elliptic case. More precisely, we show that they are C-1,C-1 in space and time, and that this is optimal. We also deduce the C-1,C-alpha regularity of the free boundary. Moreover, at all free boundary points (x(0), t(0)), we establish the following expansion: (u - phi)(x(0) +x,t(0) +t) = c(0)(t -a center dot x)(+)(2)+O(t(2+alpha) + |x|(2+alpha)), with c(0) > 0,alpha > 0 and a is an element of R-n.

Automated summary

This paper studies the obstacle problem for parabolic operators in the supercritical regime, and proves that the regularity of solutions is higher than in the elliptic case. It also deduces the regularity expansion of the free boundary.