×

Double obstacle problems and fully nonlinear PDE with non-strictly convex gradient constraints. (English) Zbl 1456.35236

Summary: We prove the optimal \(W^{2, \infty}\) regularity for fully nonlinear elliptic equations with convex gradient constraints. We do not assume any regularity about the constraints; so the constraints need not be \(C^1\) or strictly convex. We also show that the optimal regularity holds up to the boundary. Our approach is to show that these elliptic equations with gradient constraints are related to some fully nonlinear double obstacle problems. Then we prove the optimal \(W^{2, \infty}\) regularity for the double obstacle problems. In this process, we also employ the monotonicity property for the second derivative of obstacles, which we have obtained in a previous work.

MSC:

35R35 Free boundary problems for PDEs
35J87 Unilateral problems for nonlinear elliptic equations and variational inequalities with nonlinear elliptic operators
35B65 Smoothness and regularity of solutions to PDEs
49N60 Regularity of solutions in optimal control
35F21 Hamilton-Jacobi equations
70H20 Hamilton-Jacobi equations in mechanics

References:

[1] Andersson, J.; Shahgholian, H.; Weiss, G. S., Double obstacle problems with obstacles given by non-\( C^2\) Hamilton-Jacobi equations, Arch. Ration. Mech. Anal., 206, 3, 779-819 (2012) · Zbl 1258.35057
[2] Barles, G.; Soner, H. M., Option pricing with transaction costs and a nonlinear Black-Scholes equation, Finance Stoch., 2, 4, 369-397 (1998) · Zbl 0915.35051
[3] Brezis, H.; Stampacchia, G., Sur la régularité de la solution d’inéquations elliptiques, Bull. Soc. Math. Fr., 96, 153-180 (1968) · Zbl 0165.45601
[4] Caffarelli, L. A.; Friedman, A., The free boundary for elastic-plastic torsion problems, Trans. Am. Math. Soc., 252, 65-97 (1979) · Zbl 0426.35033
[5] Caffarelli, L. A.; Rivière, N. M., The Lipschitz character of the stress tensor, when twisting an elastic plastic bar, Arch. Ration. Mech. Anal., 69, 1, 31-36 (1979) · Zbl 0399.73044
[6] Caffarelli, L. A.; Crandall, M. G.; Kocan, M.; Święch, A., On viscosity solutions of fully nonlinear equations with measurable ingredients, Commun. Pure Appl. Math., 49, 4, 365-398 (1996) · Zbl 0854.35032
[7] Chen, Y.; Wu, L., Second Order Elliptic Equations and Elliptic Systems, vol. 174 (1998), American Mathematical Society · Zbl 0902.35003
[8] Choe, H. J.; Shim, Y.-S., On the variational inequalities for certain convex function classes, J. Differ. Equ., 115, 2, 325-349 (1995) · Zbl 0809.49007
[9] Choe, H. J.; Shim, Y.-S., Degenerate variational inequalities with gradient constraints, Ann. Sc. Norm. Super. Pisa, Cl. Sci. (4), 22, 1, 25-53 (1995) · Zbl 0830.49005
[10] Choe, H. J.; Souksomvang, P., Elliptic gradient constraint problem, Commun. Partial Differ. Equ., 41, 12, 1918-1933 (2016) · Zbl 1359.35079
[11] Crandall, M. G.; Ishii, H.; Lions, P.-L., User’s guide to viscosity solutions of second order partial differential equations, Bull. Am. Math. Soc., 27, 1, 1-67 (1992) · Zbl 0755.35015
[12] Crasta, G.; Malusa, A., The distance function from the boundary in a Minkowski space, Trans. Am. Math. Soc., 359, 12, 5725-5759 (2007), (electronic) · Zbl 1132.35005
[13] De Silva, D.; Savin, O., Minimizers of convex functionals arising in random surfaces, Duke Math. J., 151, 3, 487-532 (2010) · Zbl 1204.35080
[14] Evans, L. C., A second-order elliptic equation with gradient constraint, Commun. Partial Differ. Equ., 4, 5, 555-572 (1979) · Zbl 0448.35036
[15] Figalli, A.; Shahgholian, H., A general class of free boundary problems for fully nonlinear elliptic equations, Arch. Ration. Mech. Anal., 213, 1, 269-286 (2014) · Zbl 1326.35137
[16] Gerhardt, C., Regularity of solutions of nonlinear variational inequalities with a gradient bound as constraint, Arch. Ration. Mech. Anal., 58, 4, 309-315 (1975) · Zbl 0338.49009
[17] Gilbarg, D.; Trudinger, N. S., Elliptic Partial Differential Equations of Second Order, Classics in Mathematics (2001), Springer-Verlag: Springer-Verlag Berlin · Zbl 1042.35002
[18] Giuffrè, S.; Maugeri, A.; Puglisi, D., Lagrange multipliers in elastic-plastic torsion problem for nonlinear monotone operators, J. Differ. Equ., 259, 3, 817-837 (2015) · Zbl 1319.35258
[19] Hynd, R., The eigenvalue problem of singular ergodic control, Commun. Pure Appl. Math., 65, 5, 649-682 (2012) · Zbl 1244.93088
[20] Hynd, R., Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control, ESAIM Control Optim. Calc. Var., 19, 1, 112-128 (2013) · Zbl 1259.49043
[21] Hynd, R., An eigenvalue problem for a fully nonlinear elliptic equation with gradient constraint, Calc. Var. Partial Differ. Equ., 56, 2, 34 (2017) · Zbl 1371.35364
[22] Hynd, R.; Mawi, H., On Hamilton-Jacobi-Bellman equations with convex gradient constraints, Interfaces Free Bound., 18, 3, 291-315 (2016) · Zbl 1386.90163
[23] Indrei, E.; Minne, A., Regularity of solutions to fully nonlinear elliptic and parabolic free boundary problems, Ann. Inst. Henri Poincaré, Anal. Non Linéaire, 33, 5, 1259-1277 (2016) · Zbl 1352.35044
[24] Indrei, E.; Minne, A., Nontransversal intersection of free and fixed boundaries for fully nonlinear elliptic operators in two dimensions, Anal. PDE, 9, 2, 487-502 (2016) · Zbl 1341.35054
[25] Ishii, H.; Koike, S., Boundary regularity and uniqueness for an elliptic equation with gradient constraint, Commun. Partial Differ. Equ., 8, 4, 317-346 (1983) · Zbl 0538.35012
[26] Jensen, R., Regularity for elastoplastic type variational inequalities, Indiana Univ. Math. J., 32, 3, 407-423 (1983) · Zbl 0554.35052
[27] Lee, K.-A.; Park, J.; Shahgholian, H., The regularity theory for the double obstacle problem, Calc. Var. Partial Differ. Equ., 58, 3, 104 (2019) · Zbl 1412.35386
[28] Lions, P.-L., Generalized Solutions of Hamilton-Jacobi Equations, Research Notes in Mathematics, vol. 69 (1982), Pitman (Advanced Publishing Program): Pitman (Advanced Publishing Program) Boston, Mass.-London · Zbl 0497.35001
[29] Lions, P.-L., A remark on Bony maximum principle, Proc. Am. Math. Soc., 88, 3, 503-508 (1983) · Zbl 0525.35028
[30] Possamaï, D.; Soner, H. M.; Touzi, N., Homogenization and asymptotics for small transaction costs: the multidimensional case, Commun. Partial Differ. Equ., 40, 11, 2005-2046 (2015) · Zbl 1366.91144
[31] Safdari, M., The free boundary of variational inequalities with gradient constraints, Nonlinear Anal., 123-124, 1-22 (2015) · Zbl 1321.49018
[32] Safdari, M., On the shape of the free boundary of variational inequalities with gradient constraints, Interfaces Free Bound., 19, 2, 183-200 (2017) · Zbl 1515.35368
[33] Safdari, M., The regularity of some vector-valued variational inequalities with gradient constraints, Commun. Pure Appl. Anal., 17, 2, 413-428 (2018) · Zbl 1386.35118
[34] Safdari, M., Global optimal regularity for variational problems with nonsmooth non-strictly convex gradient constraints (2018), preprint
[35] Safdari, M., The distance function from the boundary of a domain with corners, Nonlinear Anal., 181, 294-310 (2019) · Zbl 1436.51012
[36] Schmuckenschlaeger, M., A simple proof of an approximation theorem of H. Minkowski, Geom. Dedic., 48, 3, 319-324 (1993) · Zbl 0790.52002
[37] Schneider, R., Convex Bodies: the Brunn-Minkowski Theory, Encyclopedia of Mathematics and Its Applications., vol. 151 (2014), Cambridge University Press: Cambridge University Press Cambridge · Zbl 1287.52001
[38] Shreve, S. E.; Soner, H. M., Regularity of the value function for a two-dimensional singular stochastic control problem, SIAM J. Control Optim., 27, 4, 876-907 (1989) · Zbl 0685.93076
[39] Shreve, S. E.; Soner, H. M., A free boundary problem related to singular stochastic control: the parabolic case, Commun. Partial Differ. Equ., 16, 2-3, 373-424 (1991) · Zbl 0746.35058
[40] Ting, T. W., The ridge of a Jordan domain and completely plastic torsion, J. Math. Mech., 15, 15-47 (1966) · Zbl 0136.22205
[41] Treu, G.; Vornicescu, M., On the equivalence of two variational problems, Calc. Var. Partial Differ. Equ., 11, 3, 307-319 (2000) · Zbl 0963.49004
[42] Trudinger, N. S., Boundary value problems for fully nonlinear elliptic equations, Proc. Centre Math. Appl., 8, 65-83 (1984) · Zbl 0578.35025
[43] Wiegner, M., The \(C^{1 , 1}\)-character of solutions of second order elliptic equations with gradient constraint, Commun. Partial Differ. Equ., 6, 3, 361-371 (1981) · Zbl 0458.35035
[44] Winter, N., \( W^{2 , p}\) and \(W^{1 , p}\) estimates at the boundary for solutions of fully nonlinear, uniformly elliptic equations, Z. Anal. Anwend., 28, 2, 129-164 (2009) · Zbl 1206.35116
[45] Yamada, N., The Hamilton-Jacobi-Bellman equation with a gradient constraint, J. Differ. Equ., 71, 185-199 (1988) · Zbl 0664.35026
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.