On the fine structure of the free boundary for the classical obstacle problem (Q1717656)

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On the fine structure of the free boundary for the classical obstacle problem
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    On the fine structure of the free boundary for the classical obstacle problem (English)
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    8 February 2019
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    In this interesting paper, the authors study the fine structure of the free boundary for the classical obstacle problem \[ \Delta u = \chi_{\{u>0\}}, \quad u\geq 0 \text{ in } B_1\subset \mathbb R^n. \] As shown by \textit{L. A. Caffarelli} [J. Fourier Anal. Appl. 4, No. 4--5, 383--402 (1998; Zbl 0928.49030)], free boundary points $\partial \{u>0\}$ are divided into regular and singular points depending on the types of the blow-ups: \[ x_0 \text{ is a regular point } \Leftrightarrow \frac{u(x_0+rx)}{r^2} \rightarrow \frac{1}{2}\max\{e\cdot x, 0\} \] for some direction $e=e_{x_0}\in \mathbb{S}^{n-1}$, and \[ x_0\text{ is a singular point } \Leftrightarrow \frac{u(x_0+rx)}{r^2}\rightarrow p_{x_0}(x)=\frac{1}{2}x\cdot Ax \] for some symmetric nonnegative definite matrix $A=A_{x_0}$ with $\text{tr}(A)=1$. The free boundary is a real analytic hypersurface near regular points. For the singular points the $m$-th stratum \[ \Sigma_m:=\{x_0: \text{singular point with } \dim \ker(A_{x_0})=m\}, \ m\in \{0,\dots, n-1\}, \] is locally contained in a $C^1$ $m$-dimensional manifold. This paper under review provides finer structure results for the singular set. More precisely, they show that $\ast$ for $n=2$ the singular set is locally contained in a $C^2$ curve; $\ast$ for $n\geq 3$ each $\Sigma_m$, $m=1,\dots, n-1$, is locally contained in a $C^{1,1}$ $m$-dimensional manifold up to the presence of some ``anomalous'' points of Hausdorff dimension less or equal to $m-1$. $\ast$ $\Sigma_{n-1}$ is locally contained in a $C^{1,\alpha_0}$ $(n-1)$-dimensional manifold, and $\Sigma_m$ for each $m=1,\dots, n-2$ is locally contained in a $C^{1,\log^{\epsilon_0}}$ $m$-dimensional manifold. They also construct example of solutions for $n\geq 3$, which prove that anomalous points may exist and their bound on the Hausdorff dimension is optimal. The classical results give $u(x_0+x)=p_{x_0}(x)+o(|x|^2)$ around the singular point $x_0$, and the goal would be to improve the convergence rate $o(|x|^2)$ into a quantitative bound. One key observation in the paper is that $w:=u(x_0+\cdot) -p_{x_0}$ satisfies an Almgren's monotonicity formula, which allows to carry out blow-up analysis and also to conclude $u(x_0+x)=p_{x_0}(x)+O(|x|^{\lambda_{\ast}})$, where $\lambda_\ast$ is the Almgren's frequency for $w$ at $0$. To characterize possible frequencies $\lambda_\ast$ and blow-up limits, they distinguish between the two cases $m=n-1$ and $m\leq n-2$. When $m=n-1$, they show that blow-up limits are solutions to the Signorini problem (or the \textit{thin} obstacle problem) and $\lambda_\ast \geq 2+\alpha_0$ for some $\alpha_0\in (0,1)$. When $m\leq n-2$, blow-up limits $q$ are homogeneous harmonic functions with homogeneity $\lambda_\ast \in \{2,3, \dots\}$. Furthermore, if $\lambda_\ast=2$ there is a strong relation between $p_{x_0}$ and $q$, which is a crucial ingredient in showing $\lambda_\ast=2$ cannot happen for ``too many'' free boundary points. The estimates on the Hausdorff dimension of the anomalous set $\Sigma_m^a:=\{x_0\in \Sigma_m: \lambda_\ast(x_0)<3\}$, $m\in\{1,\dots, n-1\}$, are based on a Federer-type dimension-reduction principle, the known knowledge of the structure of the free boundary for the Signorini problem (when $m=n-1$), and the finer characterization of the blow-up limits $q$ when $\lambda_\ast=2$ (when $m\leq n-2$).
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    obstacle problem
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    free boundary
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    singular set
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    monotonicity formulas
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    dimension reduction
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