Optimal regularity at the free boundary in one-dimensional first-order mean field games

Abstract

We establish sharp regularity for the value function, the pressure, and the free boundary in one-dimensional first-order mean field games with power coupling and compactly supported density. Under a standard nondegeneracy assumption on the initial datum, the pressure \(p=m^\theta\) is Lipschitz continuous, the value function \(u\) is \(C^{1,1/2}\), and the two free boundary curves are smooth in time. If the initial pressure is smooth, then both \(p\) and \(u\) are smooth up to the free boundary from inside the positive phase. The proof works in Lagrangian coordinates and, through a singular change of variables, recasts the boundary degeneracy as a removable radial axis in effective dimension \(N=4+2/\theta\), allowing the application of recent estimates for even solutions to elliptic problems with degenerate weights.