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OP-00583 Open

Higher regularity for concave stable nonlocal equations

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Fix $n \ge 2$, $0 < s < 1$ and $0 < \lambda \le \Lambda$. For an arbitrary index set $A$ and $a \in A$ let $$L_a u(x) = \operatorname{P.V.}\int_{\mathbb{R}^n} [u(x) - u(x+y)] \frac{k_a(y/|y|)}{|y|^{n+2s}}\,dy,$$ where each $k_a$ is even on $S^{n-1}$, $\lambda \le k_a \le \Lambda$, and $\sup_{a \in A} \|k_a\|_{C^j(S^{n-1})} \le M_j$ for every integer $j \ge 1$. By the nonlocal Krylov–Safonov and Evans–Krylov theorems of Caffarelli and Silvestre, solutions of concave equations such as the one below are $C^{\max\{1, 2s\} + \alpha}$ in the interior for some $\alpha > 0$; by analogy with $s = 1$, Fernández-Real and Ros-Oton do not expect regularity beyond $C^{1+2s}$. Ros-Oton, Torres-Latorre and Weidner proved a one-sided $C^{1,1}$ estimate: solutions are semiconcave in $B_{1/2}$, with constant $C\|u\|_{L^\infty(\mathbb{R}^n)}$.

Problem. Is there $\alpha \in (0, \min\{s, 1 - s\})$ such that every bounded continuous viscosity solution $u$ of $$\inf_{a \in A} \bigl(-L_a u\bigr) = 0 \quad \text{in } B_1$$ satisfies $u \in C^{1+s+\alpha}(B_{1/2})$ and $$\|u\|_{C^{1+s+\alpha}(B_{1/2})} \le C \|u\|_{L^\infty(\mathbb{R}^n)},$$ with $\alpha$ and $C$ depending only on $n$, $s$, $\lambda$, $\Lambda$ and the bounds $(M_j)_{j \ge 1}$, and not on $u$ or on the family $A$? No differentiability in $x$ of the index attaining the infimum is assumed.

Source: Fernández-Real and Ros-Oton (2024), Open question 3.1, for kernels that are regular enough; see also Ros-Oton, Torres-Latorre and Weidner (2025), Introduction. Stated by AIM — Open Applied Problems for the equation without source terms, with stable kernels whose angular parts are uniformly smooth.

Imported from github.com/MColbrook/AIM.

Classification

Primary
AP — Analysis of PDEs
Secondary
OC
Keywords
AIM Open Applied Problems, Bellman equations, fully nonlinear integro-differential equations

References

@book{fernandezreal2024,
  author        = {Fern{\'a}ndez-Real, Xavier and Ros-Oton, Xavier},
  title         = {Integro-Differential Elliptic Equations},
  series        = {Progress in Mathematics},
  volume        = {350},
  publisher     = {Birkh{\"a}user},
  address       = {Cham},
  year          = {2024},
  doi           = {10.1007/978-3-031-54242-8},
  eprint        = {2411.12455},
  archivePrefix = {arXiv},
}
@article{rosoton2025,
  author        = {Ros-Oton, Xavier and Torres-Latorre, Clara and Weidner, Marvin},
  title         = {Semiconvexity estimates for nonlinear integro-differential equations},
  journal       = {Comm. Pure Appl. Math.},
  volume        = {78},
  number        = {3},
  year          = {2025},
  pages         = {592--647},
  doi           = {10.1002/cpa.22237},
  eprint        = {2306.16751},
  archivePrefix = {arXiv},
}
@article{caffarelli2009,
  author        = {Caffarelli, Luis and Silvestre, Luis},
  title         = {Regularity theory for fully nonlinear integro-differential equations},
  journal       = {Comm. Pure Appl. Math.},
  volume        = {62},
  number        = {5},
  year          = {2009},
  pages         = {597--638},
  doi           = {10.1002/cpa.20274},
  eprint        = {0709.4681},
  archivePrefix = {arXiv},
}
@article{caffarelli2011,
  author        = {Caffarelli, Luis and Silvestre, Luis},
  title         = {The {E}vans--{K}rylov theorem for nonlocal fully nonlinear equations},
  journal       = {Ann. of Math. (2)},
  volume        = {174},
  number        = {2},
  year          = {2011},
  pages         = {1163--1187},
  doi           = {10.4007/annals.2011.174.2.9},
  eprint        = {0905.1339},
  archivePrefix = {arXiv},
}
@misc{aim-concave-nonlocal-higher-regularity,
  author       = {Brunton, Steve and Colbrook, Matthew J. and de Hoop, Maarten V. and Stepaniants, George and Townsend, Alex and Ward, Rachel},
  title        = {{Higher regularity for concave stable nonlocal equations}},
  howpublished = {AIM --- Open Applied Problems, GitHub repository},
  year         = {2026},
  url          = {https://github.com/MColbrook/AIM/blob/24edaadc6bb272737d8da0745c662c992db07b22/problems/459-concave-nonlocal-higher-regularity.md},
  note         = {Entry 459 at commit 24edaad, 2026-10-15},
}

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OP-00583, "Higher regularity for concave stable nonlocal equations", clopen.solutions.