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
- $A$ is a cone: $\lambda A = A$ for any $\lambda > 0$.
- 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 $x \in B_1$, \[ \int_{\R^n} (u(x+y)-u(x)) K(x,y) \mathrm d y \geq \chi_{A_n}(x). \] 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. To some extent it would depend on how an hypothetical solution goes.