Open problems

Well posedness of the supercritical surface quasi-geostrophic equation

Let $\theta_0 : \R^2 \to \R$ be a smooth function either with compact support or periodic. Let $s \in (0,1/2)$. Is there a global classical solution $\theta :\R^2 \to \R$ for the SQG equation? \begin{align*} \theta(x,0) &= \theta_0(x) \\ \theta_t + u \cdot \nabla \theta &= 0 \qquad \text{in } \R^2 \times (0,+\infty) \end{align*} where $u = R^\perp \theta$ and $R$ stands for the Riesz transform.

This is a very difficult open problem. It is believed that a solution would be a major step towards the understanding of Navier-Stokes equation. In the supercritical regime $s\in (0,1/2)$, the effect if the drift term is larger than the diffusion in small scales. Therefore, it seems unlikely that a proof of well posedness could be achieved with the methods currently known and listed in this wiki.

Note that if the relation between $u$ and $\theta$ was changed by $u = R\theta$, then the equation is ill posed. This suggests that the divergence free nature of $u$ must play an important role, unlike the critical and subcritical cases $s \geq 1/2$.

Regularity of nonlocal minimal surfaces

A nonlocal minimal surface that is sufficiently flat is known to be smooth. The possibility of singularities in the general case reduces to the analysis of a possible existence of nonlocal minimal cones. The problem can be stated as follows.

For any $s \in (0,1)$, and any natural number $n$, is there any set $A \in \R^n$, other than a half space, such that

1. $A$ is a cone: $\lambda A = A$ for any $\lambda > 0$.
2. If $B$ is any set in $\R^n$ which coincides with $A$ outside of a compact set $C$, then the following inequality holds

\[ \int_C \int_{C} \frac{|\chi_A(x) - \chi_A(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y + 2 \int_C \int_{\R^n \setminus C} \frac{|\chi_A(x) - \chi_A(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y \leq \int_C \int_{C} \frac{|\chi_B(x) - \chi_B(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y + 2\int_C \int_{\R^n \setminus C} \frac{|\chi_B(x) - \chi_B(y)|}{|x-y|^{n+s}} \mathrm d x \mathrm d y. \]

When $s$ is sufficiently close to one, such set does not exist if $n < 8$.

An integral ABP estimate

The nonlocal version of the Alexadroff-Bakelman-Pucci estimate holds either for a right hand side in $L^\infty$ (in which the integral right hand side is approximated by a discrete sum) or under very restrictive assumptions on the kernels. Would the following result be true?

Assume $u_n \leq 0$ outside $B_1$ and for all $x \in B_1$, \[ \int_{\R^n} (u(x+y)-u(x)) K(x,y) \mathrm d y \geq \chi_{A_n}(x). \] Where $\chi_{A_n}$ stands for the characteristic function of the sets $A_n$. Assume that the kernels $K$ satisfy symmetry and a uniform ellipticity condition \begin{align*} K(x,y) &= K(x,-y) \\ \lambda |y|^{-n-s} \leq K(x,y) &\leq \Lambda |y|^{-n-s} \qquad \text{for some } 0<\lambda<\Lambda \text{ and } s \in (0,2). \end{align*} If $|A_n|\to 0$ as $n \to +\infty$, is it true that $\sup u_n^+ \to 0$ as well?

A local $C^{1,\alpha}$ estimate for integro-differential equations with nonsmooth kernels

Assume that $u : \R^n \to \R$ is a bounded function satisfying a fully nonlinear integro-differential equation $Iu=0$ in $B_1$. Assume that $I$ is elliptic with respect to the family of kernels $K$ such that \[ \frac{\lambda(2-s)}{|y|^{n+s}} \leq K(y) \leq \frac{\Lambda(2-s)}{|y|^{n+s}}. \] Is it true that $u \in C^{1,\alpha}(B_1)$?

An extra symmetry assumptions on the kernels may or maynot be necessary. The difficulty here is the lack of any smoothness assumption on the tails of the kernels $K$. This assumption is used in a localization argument in the proof of the $C^{1,\alpha}$ estimates. It is conceivable that the assumption may not be necessary at least for $s>1$.

The need of the smoothness assumption for the $C^{1,\alpha}$ estimate is a subtle technical requirement. It is easy to overlook going through the proof naively.

Note that the assumption is used only to localize an iteration of the Holder estimates. An equation of the form $Iu = f$ in the whole space $\R^n$ with $f \in C^\alpha$ would easily have $C^{1,\alpha}$ estimates without any smoothness restriction of the tails of the kernel.

It is not clear how important or difficult this problem is. The solution may end up being a relatively simple technical approximation technique or may require a fundamentally new idea.

The same difficulty arises for $C^{s+\alpha}$ estimates for convex equations. For example, is it true that a bounded function $u$ such that $M^+u = 0$ in $B_1$, where $M^+$ is the monster Pucci operator is $C^{s+\alpha}$ for some $\alpha>0$?

A nonlocal generalization of the parabolic Krylov-Safonov theorem

Let $u$ be a bounded function in $\R^n \times [-1,0]$ such that it solves an integro-differential parabolic equation \[ u_t - \int_{\R^n} (u(x+y)-u(x)) K(x,y) \mathrm d y = 0 \qquad \text{in } B_1 \times (-1,0).\] Making the usual symmetry and uniform ellipticity assumptions on the kernel $K$: \begin{align*} K(x,y) &= K(x,-y) \\ \frac{\lambda(2-s)}{ |y|^{-n-s}} \leq K(x,y) &\leq \frac{\Lambda(2-s)}{ |y|^{-n-s}} \qquad \text{for some } 0<\lambda<\Lambda \text{ and } s \in (0,2). \end{align*} Is it true that the solutions $u$ is Holder continuous in $B_{1/2} \times [-1/2,0]$, with an estimate \[ ||u||_{C^\alpha(B_{1/2} \times [-1/2,0])} \leq C ||u||_{L^\infty(\R^n \times [-1,0])}, \] for constants $C$ and $\alpha>0$ which do not blow up as $s \to 2$?

For an estimate with constants that blow up as $s \to 2$, one can easily adapt an argument for drift-diffusion equations .

The elliptic version of this result is well known . The proof is not easy to adapt to the parabolic case because the Alexadroff-Bakelman-Pucci estimate is quite different in the elliptic and parabolic case.

For gradient flows of Dirichlet forms, the problems appears open as well. However, it is conceivable that one could adapt the proof of the stationary case to obtain the result without a major difficulty.

Optimal regularity for the obstacle problem for a general integro-differential operator

Let $u$ be the solution to the obstacle problem for the fractional laplacian, \begin{align*} u &\geq \varphi \qquad \text{in } \R^n, \\ (-\Delta)^{s/2} u &\geq 0 \qquad \text{in } \R^n, \\ (-\Delta)^{s/2} u &= 0 \qquad \text{in } \{u>\varphi\}, \\ \end{align*} where $\varphi$ is a smooth compactly supported function. It is known that $u \in C^{1,s/2}$ (where $s$ coincides with the order of the fractional Laplacian). This regularity is optimal in the sense that one can construct solutions that are not in $C^{1,s/2+\varepsilon}$ for any $\varepsilon>0$. One can consider the same problem replacing the fractional Laplacian by any other nonlocal operator. In fact, this problem corresponds to the optimal stopping problem in stochastic control, with applications to mathematical finance. The fractional Laplacian is just the particular case when the Levy process involved is $\alpha$-stable. The optimal regularity for the general problem is currently an open problem. Even in the linear case with constant coefficients this is nontrivial. If $u$ is a solution of \begin{align*} u &\geq \varphi \qquad \text{in } \R^n, \\ L u &\leq 0 \qquad \text{in } \R^n, \\ L u &= 0 \qquad \text{in } \{u>\varphi\}, \\ \end{align*} where $L$ is a linear integro-differential operator, then what is the optimal regularity we can obtain for $u$?

The optimal regularity would naturally depend on some assumptions on the linear operator $L$. If $L$ is a purely integro-differential with a kernel $K$ satisfying the usual ellipticity conditions \begin{align*} K(y) &= K(-y) \\ \frac{\lambda(2-s)}{ |y|^{-n-s}} \leq K(y) &\leq \frac{\Lambda(2-s)}{ |y|^{-n-s}} \qquad \text{for some } 0<\lambda<\Lambda \text{ and } s \in (0,2), \end{align*} it is natural to expect the solution $u$ to be $C^s$, but this regularity is not optimal. Is the optimal regularity going to be $C^{1,s/2}$ as in the fractional Laplacian case? Most probably some extra assumption on the kernel will be needed.

A solution to this problem would be very interesting if it provides an optimal regularity result for a natural family of kernels. If the assumption is something hard to check (like for example that there exists an extension problems whose Dirichlet to Neumann map is $L$), then the result may not be that interesting.