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We introduce a new Neumann problem for the fractional Laplacian arising from a simple probabilistic consideration, and we discuss the basic properties of this model. We can consider both elliptic and parabolic equations in any domain. In addition, we formulate problems with nonhomogeneous Neumann conditions, and also with mixed Dirichlet and Neumann conditions, all of them having a clear probabilistic interpretation. We prove that solutions to the fractional heat equation with homogeneous Neumann conditions have the following natural properties: conservation of mass inside Ω, decreasing energy, and convergence to a constant as t→∞. Moreover, for the elliptic case we give the variational formulation of the problem, and establish existence of solutions. We also study the limit properties and the boundary behavior induced by this nonlocal Neumann condition. For concreteness, one may think that our nonlocal analogue of the classical Neumann condition ∂νu = 0 on ∂Ω consists in the nonlocal prescription ∫Ωu(x) − u(y)/∣x − y∣n+2s dy = 0 for x ∈ Rn \ Ω. We made an effort to keep all the arguments at the simplest possible technical level, in order to clarify the connections between the different scientific fields that are naturally involved in the problem, and make the paper accessible also to a wide, non-specialistic public (for this scope, we also tried to use and compare different concepts and notations in a somehow more unified way). [ABSTRACT FROM AUTHOR]

We study the interior regularity of solutions to the Dirichlet problem L u = g in Ω, u = 0 in R n ∖ Ω , for anisotropic operators of fractional type L u ( x ) = ∫ 0 + ∞ d ρ ∫ S n − 1 d a ( ω ) 2 u ( x ) − u ( x + ρ ω ) − u ( x − ρ ω ) ρ 1 + 2 s . 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 ∈ C ∞ ( S n − 1 ) and g is C ∞ ( Ω ) , solutions are known to be C ∞ inside Ω (but not up to the boundary). However, when a is a general measure, or even when a is L ∞ ( S n − 1 ) , solutions are only known to be C 3 s inside Ω. We prove here that, for general measures a , solutions are C 1 + 3 s − ϵ inside Ω for all ϵ > 0 whenever Ω is convex. When a ∈ L ∞ ( 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 measure a is singular, we construct an explicit counterexample for which u is not C 3 s + ϵ for any ϵ > 0 – even if g and Ω are C ∞ . [ABSTRACT FROM AUTHOR]

Abstract: We study the regularity up to the boundary of solutions to the Dirichlet problem for the fractional Laplacian. We prove that if u is a solution of in Ω, in , for some and , then u is and is up to the boundary ∂Ω for some , where . For this, we develop a fractional analog of the Krylov boundary Harnack method. Moreover, under further regularity assumptions on g we obtain higher order Hölder estimates for u and . Namely, the norms of u and in the sets are controlled by and , respectively. These regularity results are crucial tools in our proof of the Pohozaev identity for the fractional Laplacian (Ros-Oton and Serra, 2012 [19,20]). [Copyright &y& Elsevier]