C^ + regularity for concave nonlocal fully nonlinear elliptic equations with rough kernels

fashion. Our method of proof combines a Liouville theorem and a blow-up (compactness) procedure. Due to its flexibility, the same method can be useful in different regularity proofs for nonlocal equations.

Review text

Recall that the Evans-Krylov theorem gives for a uniformly elliptic, fully non-linear concave (or convex) equation \(F(D^2 u) = 0\) in \(B_1\) the a priori Hölder estimate \(\| u \|_{C^{2,\alpha}(B_{1/2})} \leq C \| u \|_{L^{\infty}(B_1)}\) for constants \(C\) and \(\alpha\) independent of \(u\). In the seminal work [\textit{L. Caffarelli} and \textit{L. Silvestre}, Ann. Math. (2) 174, No. 2, 1163--1187 (2011; Zbl 1232.49043)], this result was generalized to \(C^{\sigma + \alpha}\) interior regularity for concave translation invariant nonlocal fully nonlinear equations of order \(\sigma \in (0,2)\) with smooth kernels. Let us shortly recall the set-up. Let \(\mathcal{L}_2(\sigma)\) be the class of all linear translation invariant operators of the form \[ L_a u = \int_{\mathbb{R}^n} \frac{1}{2} (u(x+y) + u(x-y) - 2 u(x)) K_a(y) \, dy, \] where \(K_a\) are even kernels satisfying \[ 0 < \frac{\lambda (2- \sigma)}{| y |^{n+\sigma}} \leq K_a(y) \leq \frac{\Lambda (2-\sigma)}{| y |^{n+\sigma}} \eqno{(*)} \] and \[ D^2 K_a(y) \leq \frac{C}{| y |^{n+\sigma+2}}. \] Caffarelli and Silvestre [loc. cit.] showed that for the non-linear elliptic problem \(Iu = \mathrm{inf}_a L_a u = 0\) one has the analogous estimate \(\| u \|_{C^{\sigma + \alpha}(B_{1/2})} \leq C \| u \|_{L^{\infty}(B_1)}\). In this article, the author generalizes these estimates to non-translation invariant equations with \(C^{\alpha}\) dependence on \(x\). More precisely, the class \(\mathcal{L}_0(\sigma)\) is considered which in the case of \(x\)-dependent kernels analogously to \((*)\) is defined via \[ 0 < \frac{\lambda (2- \sigma)}{| y |^{n+\sigma}} \leq K_a(x,y) \leq \frac{\Lambda (2-\sigma)}{| y |^{n+\sigma}}. \] Further, on the \(x\)-dependence one assumes the validity of the estimate \[ \int_{B_{2r} \setminus B_r} | K_a(x,y) - K_a(x',y') | \, dy \leq A_0 | x - x' |^{\alpha} \frac{2-\sigma}{r^{\sigma}}. \] Under these assumptions, the author establishes the a priori estimate \(\| u \|_{C^{\sigma+\alpha}(B_{1/2})} \leq C \| u \|_{C^{\alpha}(\mathbb{R}^n)}\). In this context, it is shown that the estimates with \(L^{\infty}\)-bound do not hold in this setting due to the roughness of the kernel. However, if additionally \(C^{\alpha}\)-regularity in the \(y\)-variable is assumed, then the classical \(L^{\infty}\)-estimate can be established. As a consequence of these estimates, the existence and uniqueness of a classical solution of the associated non-local Dirichlet problem \[ \begin{cases} I(u) & = 0 \qquad \text{in } B_1 \\ u & = g \qquad \text{in } \mathbb{R}^n \setminus B_1. \end{cases} \] is shown in the class of viscosity solutions.

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