Sharp regularity estimates for second order fully nonlinear parabolic equations

preprint2016arXivOpen access

Abstract

We prove sharp regularity estimates for viscosity solutions of fully nonlinear parabolic equations of the form \begin{equation}\label{Meq}\tag{Eq} u_t- F(D^2u, Du, X, t) = f(X,t) \quad \mbox{in} \quad Q_1, \end{equation} where FF is elliptic with respect to the Hessian argument and f∈Lp,q(Q1)f \in L^{p,q}(Q_1). The quantity κ(n,p,q):=np+2qκ(n, p, q):=\frac{n}{p}+\frac{2}{q} determines to which regularity regime a solution of \eqref{Meq} belongs. We prove that when 1<κ(n,p,q)<2−εF1< κ(n,p,q) < 2-ε_F, solutions are parabolic-Hölder continuous for a sharp, quantitative exponent 0<α(n,p,q)<10< α(n,p,q) < 1. Precisely at the critical borderline case, κ(n,p,q)=1κ(n,p,q)= 1, we obtain sharp Log-Lipschitz regularity estimates. When 0<κ(n,p,q)<10< κ(n,p,q) <1, solutions are locally of class C1+σ,1+σ2C^{1+ σ, \frac{1+ σ}{2}} and in the limiting case κ(n,p,q)=0κ(n,p,q) = 0, we show C1,Log-LipC^{1, \text{Log-Lip}} regularity estimates provided FF has "better" \textit{a priori} estimates.

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