The Dirichlet problem for nonlocal operators with singular kernels: convex and nonconvex domains

We study the interior regularity of solutions to the Dirichlet problem $Lu=g$ in $Ω$, $u=0$ in $\R^n\setminusΩ$, for anisotropic operators of fractional type $Lu(x)= \int_{0}^{+\infty}\,dρ\int_{S^{n-1}}\,da(ω)\, \frac{ 2u(x)-u(x+ρω)-u(x-ρω)}{ρ^{1+2s}}.$ Here, $a$ is any measure on~$S^{n-1}$ (a prototype example for~$L$ is given by the sum of one-dimensional fractional Laplacians in fixed, given directions). When $a\in C^\infty(S^{n-1})$ and $g$ is $C^\infty(Ω)$, solutions are known to be $C^\infty$ inside~$Ω$ (but not up to the boundary). However, when $a$ is a general measure, or even when $a$ is $L^\infty(S^{n-1})$, solutions are only known to be $C^{3s}$ inside $Ω$. We prove here that, for general measures $a$, solutions are $C^{1+3s-ε}$ inside $Ω$ for all $ε>0$ whenever $Ω$ is convex. When $a\in L^{\infty}(S^{n-1})$, we show that the same holds in all $C^{1,1}$ domains. In particular, solutions always possess a classical first derivative. The assumptions on the domain are sharp, since if the domain is not convex and the spectral measure is singular, we construct an explicit counterexample for which $u$ is \emph{not} $C^{3s+ε}$ for any $ε>0$ -- even if $g$ and $Ω$ are $C^\infty$.

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