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In this set of notes we revisit the regularity theory for uniformly elliptic equations without divergence structure.

We establish the existence and uniqueness of viscosity solutions within a domain $\Omega\subseteq\mathbb R^n$ for a class of equations governed by elliptic and eikonal type equations in disjoint regions. Our primary motivation stems from the Hamilton-Jacobi equation that arises in the context of a stochastic optimal control problem.

We show global and interior higher-order log-H\"older regularity estimates for solutions of Dirichlet integral equations where the operator has a nonintegrable kernel with a singularity at the origin that is weaker than that of any fractional Laplacian. As a consequence, under mild regularity assumptions on the right hand side, we show the existence of classical solutions of Dirichlet problems involving the logarithmic Laplacian and the logarithmic Schr\"odinger operator., Comment: We added a lower-order regularity estimate for the logarithmic Laplacian (Corollary 5.8)

We present a Krylov-Safonov theory approach for the H\"older regularity of viscosity solutions to non-variational porous media type equations. We explore the peculiarity of this type of problem: either the equation falls in a uniformly elliptic regime or the eikonal mechanism takes care of the regularity. Our techniques are based on sliding paraboloids resulting in an ABP-type measure estimate. By combining such estimates, a diminishing of oscillation property is available, resulting in a regularity control in H\"older spaces.

We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the norm of the gradient; it competes with the elliptic operator governing the problem, affecting the regularity of the solutions. This class of models relates to various important questions and finds applications in several areas; of particular interest is the modeling of optimal dividends problems for multiple insurance companies in risk theory and singular stochastic control in reversible investment models.

In this work we demonstrate that a class of some one and two phase free boundary problems can be recast as nonlocal parabolic equations on a submanifold. The canonical examples would be one-phase Hele Shaw flow, as well as its two-phase analog. We also treat nonlinear versions of both one and two phase problems. In the special class of free boundaries that are graphs over $\mathbb{R}^d$, we give a precise characterization that shows their motion is equivalent to that of a solution of a nonlocal (fractional), nonlinear parabolic equation for functions on $\mathbb{R}^d$. Our main observation is that the free boundary condition defines a nonlocal operator having what we call the Global Comparison Property. A consequence of the connection with nonlocal parabolic equations is that for free boundary problems arising from translation invariant elliptic operators in the positive and negative phases, one obtains, in a uniform treatment for all of the problems (one and two phase), a propagation of modulus of continuity for viscosity solutions of the free boundary flow., Comment: 6 figures, 55 pages

We consider the Bernoulli one-phase free boundary problem in a domain $\Omega$ and show that the free boundary $F$ is $C^{1,1/2}$ regular in a neighborhood of the fixed boundary $\partial \Omega$. We achieve this by relating the behavior of $F$ near $\partial \Omega$ to a Signorini-type obstacle problem.

We propose a method to determine the smoothness of sufficiently flat solutions of one phase Hele-Shaw problems. The novelty is the observation that under a flatness assumption the free boundary --represented by the hodograph transform of the solution- solves a nonlinear integro-differential equation. This nonlinear equation is linearized to a (nonlocal) parabolic equation with bounded measurable coefficients, for which regularity estimates are available. This fact is used to prove a regularity result for the free boundary of a weak solution near points where the solution looks sufficiently flat. More concretely, flat means that in a parabolic neighborhood of the point the solution lies between the solutions corresponding to two parallel flat fronts a small distance apart --a condition that only depends on the the local behavior of the solution. In a neighborhood of such a point, the free boundary is given by the graph of a function whose spatial gradient enjoys a universal H\"older estimate in both space and time., Comment: 48 pages, 5 figures

We establish H\"older estimates for the time derivative of solutions of non-local parabolic equations under mild assumptions for the boundary data. As a consequence we are able to extend the Evans-Krylov estimate for rough kernels to parabolic equations.

We establish H\"older estimates for the time derivative of solutions of fully non-linear parabolic equations that does not necessarily have $C^{2,\alpha}$ estimates.

In this paper we extend previous results on the regularity of solutions of integro-differential parabolic equations. The kernels are non necessarily symmetric which could be interpreted as a non-local drift with the same order as the diffusion. We provide an Oscillation Lemma and a Harnack Inequality which can be used to prove higher regularity estimates.

We consider the extension of the Euclidean stochastic geometry Poisson Hail model to the case where the service speed is zero in some subset of the Euclidean space and infinity in the complement. We use and develop tools pertaining to sub-additive ergodic theory in order to establish shape theorems for the growth of the ice-heap under light tail assumptions on the hailstone characteristics. The asymptotic shape depends on the statistics of the hailstones, the intensity of the underlying Poisson point process and on the geometrical properties of the zero speed set., Comment: Final version accepted in Advances in Applied Probability