Gradient regularity for nonlocal double phase equations

This paper is devoted to investigating the interior $C^{1, \alpha}$ regularity of viscosity solutions to the nonlocal double phase equations $$ \int_{\mathbb{R}^d} \left(\frac{|u(x)-u(y)|^{p-2}(u(x)-u(y))}{|x-y|^{d+sp}}+a(x,y)\frac{|u(x)-u(y)|^{q-2}(u(x)-u(y))}{|x-y|^{d+tq}}\right)dy=0, $$ where $2\le p\le q$, $0<s\le t<1$, and $a(x, y)\ge0$.

By assuming the Lipschitz continuity of $a(\cdot)$, we show that the gradient of solution is Hölder continuous, provided the distance of $tq$ and $sp$ is suitably small.

As a key ingredient to this conclusion, the Lipschitz property of solutions is also established under weaker assumptions on the modulating coefficient $a(\cdot)$, which is of independent interest.

Our results develop a nonlocal counterpart of the gradient regularity theory for classical double phase problems due to Colombo \& Mingione [Arch.

Ration.

Mech.

Anal., 2015] and solve the higher regularity issue raised by De Filippis \& Palatucci [J.

Differential Equations, 2019].

The core challenges consist in precisely characterizing the subtle interaction among the pointwise behaviour of the coefficient $a(\cdot)$, the growth exponents and the differentiability orders.