The obstacle problem for the fractional Laplacian with critical drift

Abstract

We study the obstacle problem for the fractional Laplacian with drift, $\min\left\{(-\Delta)^s u + b \cdot \nabla u,\,u -\varphi\right\} = 0$ in $\mathbb{R}^n$, in the critical regime $s = \frac{1}{2}$. Our main result establishes the $C^{1,\alpha}$ regularity of the free boundary around any regular point $x_0$, with an expansion of the form \[ u(x)-\varphi(x) = c_0\big((x-x_0)\cdot e\big)_+^{1+\tilde\gamma(x_0)} + o\left(|x-x_0|^{1+\tilde\gamma(x_0)+\sigma}\right), \] \[ \tilde{\gamma}(x_0) = \frac{1}{2}+\frac{1}{\pi} \arctan (b\cdot e), \] where $e \in \mathbb{S}^{n-1}$ is the normal vector to the free boundary, $\sigma >0$, and $c_0> 0$. We also establish an analogous result for more general nonlocal operators of order 1. In this case, the exponent $\tilde\gamma(x_0)$ also depends on the operator.