A general class of free boundary problems for fully nonlinear parabolic equations

In this paper, we consider the fully nonlinear parabolic free boundary problem F(D2u)-∂tu=1a.e. inQ1∩Ω|D2u|+|∂tu|≤Ka.e. inQ1\Ω,\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \left\{ \begin{array}{ll} F(D^2u) -\partial _{t} u=1 &{} \text {a.e. in }Q_1 \cap \Omega \\ |D^2 u| + |\partial _{t} u| \le K &{} \text {a.e. in }Q_1{\setminus }\Omega , \end{array} \right. \end{aligned}$$\end{document}where K>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$K>0$$\end{document} is a positive constant, and Ω\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Omega $$\end{document} is an (unknown) open set. Our main result is the optimal regularity for solutions to this problem: namely, we prove that Wx2,n∩Wt1,n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$W_x^{2,n} \cap W_t^{1,n} $$\end{document} solutions are locally Cx1,1∩Ct0,1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$C_x^{1,1}\cap C_t^{0,1} $$\end{document} inside Q1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$Q_1$$\end{document}. A key starting point for this result is a new BMO-type estimate, which extends to the parabolic setting the main result in Caffarelli and Huang (Duke Math J 118(1):1–17, 2003). Once optimal regularity for u\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$u$$\end{document} is obtained, we also show regularity for the free boundary ∂Ω∩Q1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\partial \Omega \cap Q_1$$\end{document} under the extra condition that Ω⊃{u≠0}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Omega \supset \{ u \ne 0 \}$$\end{document}, and a uniform thickness assumption on the coincidence set {u=0}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\{ u = 0 \}$$\end{document}.