1 Introduction

1.1 The problem

In this paper, we study the regularity of weak solutions to the nonlinear and nonlocal parabolic equation

$$\begin{aligned} \partial _t u+(-\Delta _p)^s u=0, \end{aligned}$$
(1.1)

where \(2\le p<\infty \), \(0<s<1\) and \((-\Delta _p)^s\) is the fractional p-Laplacian of order s, i.e. the operator formally defined by

$$\begin{aligned} (-\Delta _p)^s u\, (x):=2\, \mathrm {P.V.} \int _{{\mathbb {R}}^N}\frac{|u(x)-u(x+h)|^{p-2}(u(x)-u(x+h))}{|h|^{N+s\,p}}\, dh. \end{aligned}$$
(1.2)

Here \(\mathrm {P.V.}\) denotes the principal value in Cauchy sense. The operator \((-\Delta _p)^s\) arises as the first variation of the Sobolev-Slobodeckiĭ seminorm (see Sect. 2.1)

$$\begin{aligned} u\mapsto \iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N} \frac{|u(x)-u(x)|^p}{|x-y|^{N+s\,p}}\,\mathrm{d}x\,\mathrm{d}y. \end{aligned}$$

This operator can be seen as a nonlocal (or fractional) version of the \(p-\)Laplace operator,

$$\begin{aligned} -\Delta _pu=-\mathrm {div\,}(|\nabla u|^{p-2}\nabla u), \end{aligned}$$

since, as s goes to 1, solutions of \((-\Delta _p)^s u =0\) converge to solutions of \(-\Delta _p u =0\), once suitably rescaled. See for instance [3, Section 1.4] and [20].

Remark 1.1

(Homogeneity and scalings) It is important to notice that Eq. (1.1) is not homogeneous, i.e. if u is a solution, then \(\lambda \,u\) does not solve the same equation. Rather, it solves

$$\begin{aligned} \partial _t u+\lambda ^{2-p}\,(-\Delta _p)^s u=0. \end{aligned}$$

On the other hand, solutions are invariant with respect to the natural scaling \((x,t)\mapsto (\lambda \,x,\lambda ^{s\,p}\,t)\), for any \(\lambda >0\). In other words, if u is a solution of (1.1), then the rescaled function

$$\begin{aligned} u_\lambda (x,t)=u\left( \lambda \,x,\lambda ^{s\,p}\,t\right) , \end{aligned}$$

is still a solution. By combining the last two facts, we also get that

$$\begin{aligned} u_{\lambda ,\mu }=\mu \,u\left( \lambda \,x,\mu ^{p-2}\,\lambda ^{s\,p}\,t\right) ,\qquad \text{ for } \lambda ,\mu >0, \end{aligned}$$

still solves (1.1). We will make a repeated use of this simple fact.

In this paper, we are concerned with the Hölder regularity for weak solutions of (1.1). More precisely, we prove that local weak solutions (see Definition 3.1 below) are locally \(\delta -\)Hölder continuous in space and \(\gamma -\)Hölder continuous in time, whenever

$$\begin{aligned}&0<\delta<\Theta (s,p):=\left\{ \begin{array}{rl} \dfrac{s\,p}{p-1},&{} \text{ if } s<\dfrac{p-1}{p},\\ &{}\\ 1,&{} \text{ if } s\ge \dfrac{p-1}{p}, \end{array} \right. \\ \text{ and } \\&0<\gamma< \Gamma (s,p):=\left\{ \begin{array}{rl} 1,&{} \text{ if } s<\dfrac{p-1}{p},\\ &{}\\ \dfrac{1}{s\,p-(p-2)},&{} \text{ if } s\ge \dfrac{p-1}{p}. \end{array} \right. \end{aligned}$$

To the best of our knowledge, our result is the first pointwise continuity estimate for solutions of this equation.

1.2 Background and recent developments

In recent years there has been a surge of interest around the operator (1.2), after its introduction in [20]. In particular, equation (1.1) has been studied in [1, 25, 26, 31, 33, 34] and [35]. References [25, 26, 33] and [34] dealt with existence and uniqueness of solutions, together with their long time asymptotic behaviour. Similar properties for (1.1) with a general right-hand side in place of 0 are studied in [1]. In [35], some regularity of the semigroup operator generated by \((-\Delta _p)^s\) was studied. In [31], the local boundedness of weak solutions of (1.1) is proved.

Recently, in [17], a weaker pointwise regularity result was obtained for viscosity solutions of the doubly nonlinear equation

$$\begin{aligned} |\partial _t u|^{p-2}\,\partial _t u+(-\Delta _p)^s u=0, \end{aligned}$$
(1.3)

by using completely different methods. This equation and its large time behavior is related to the eigenvalue problem for the fractional p-Laplacian. A crucial difference between this equation and (1.1), is that the former is homogeneous, a feature which is not shared by our equation, as already observed in Remark 1.1. Moreover, the nonlinearity in the time derivative in (1.3) makes the notion of weak solutions less useful. It is not clear whether the methods in [17] can be adapted to the present situation or not.

In the linear or non-degenerate case, corresponding to \(p=2\), the literature on regularity is vast. We mention only a fraction of it, namely [7,8,9, 29, 30] and [32]. However, we point out that none of these results apply to our setting.

The stationary version of (1.1), i.e.,

$$\begin{aligned} (-\Delta _p)^s u=0, \end{aligned}$$

has attracted a lot of attention, as well. The regularity of solutions has been studied for instance in [3, 4, 6, 14, 15, 18, 19, 21,22,23,24, 27] and [35]. In particular, the regularity result proved in the present paper can be seen as the parabolic version of that obtained by the first two authors and Schikorra in [4] for the stationary equation.

The local counterpart of (1.1) is the parabolic equation for the p-Laplacian

$$\begin{aligned} \partial _t u-\Delta _p u=0. \end{aligned}$$

This has been intensively studied and only in the last decades has its theory reached a rather complete state. We refer to [12] and [13] for a complete account on the regularity results for this equation and some of its generalizations. At present, the best local regularity known is spatial \(C^{1,\alpha }-\)regularity for some \(\alpha >0\) (see [12, Chapter IX]) and \(C^{0,1/2}-\)regularity in time (see [2, Theorem 2.3]). None of these exponents is known to be sharp. However, due to the explicit solution

$$\begin{aligned} u(x,t)=N\,t-\frac{p-1}{p}|x|^\frac{p}{p-1}, \end{aligned}$$

it is clear that solutions cannot be better than \(C^{1,1/(p-1)}\) in space.

1.3 Main result

The main result of our paper is the following Hölder regularity for local weak solutions of (1.1). Here, we use the following notation for parabolic cylinders

$$\begin{aligned} Q_{R,r}(x_0,t_0)=B_R(x_0)\times (t_0-r,t_0], \end{aligned}$$

with \(B_r(x_0)\) denoting the \(N-\)dimensional ball of radius r centered at the point \(x_0\). For the precise definition of local weak solution, as well as of the spaces \(C^\delta _{x,\mathrm loc}(\Omega \times I)\) and \(C^\gamma _{t,\mathrm loc}(\Omega \times I)\), we refer the reader to Sects. 3.1 and 2.3, respectively.

Theorem 1.2

Let \(\Omega \subset {\mathbb {R}}^N\) be a bounded and open set, \(I=(t_0,t_1]\), \(p\ge 2\) and \(0<s<1\). Suppose u is a local weak solution of

$$\begin{aligned} u_t+(-\Delta _p)^s u=0,\qquad \text{ in } \Omega \times I, \end{aligned}$$

such that

$$\begin{aligned} u\in L^{\infty }_{\mathrm{loc}}(I;L^\infty ({\mathbb {R}}^N)). \end{aligned}$$
(1.4)

Define the exponents

$$\begin{aligned}&\Theta (s,p):=\left\{ \begin{array}{rl} \dfrac{s\,p}{p-1},&{} \text{ if } s<\dfrac{p-1}{p},\\ &{}\\ 1,&{} \text{ if } s\ge \dfrac{p-1}{p}, \end{array} \right. \nonumber \\ \text{ and } \nonumber \\&\Gamma (s,p):=\left\{ \begin{array}{rl} 1,&{} \text{ if } s<\dfrac{p-1}{p},\\ &{}\\ \dfrac{1}{s\,p-(p-2)},&{} \text{ if } s\ge \dfrac{p-1}{p}. \end{array} \right. \end{aligned}$$
(1.5)

Then

$$\begin{aligned} u\in C^\delta _{x,\mathrm loc}(\Omega \times I)\cap C^\gamma _{t,\mathrm loc}(\Omega \times I),\qquad \text{ for } \text{ every } 0<\delta<\Theta (s,p) \ \text{ and } \ 0<\gamma <\Gamma (s,p). \end{aligned}$$

More precisely, for every \(0<\delta <\Theta (s,p)\), \(0<\gamma <\Gamma (s,p)\), \(R>0\), \(x_0\in \Omega \) and \(T_0\) such that

$$\begin{aligned} Q_{2R,2R^{s\,p}}(x_0,T_0)\Subset \Omega \times I, \end{aligned}$$

there exists a constant \(C=C(N,s,p,\delta , \gamma )>0\) such that

$$\begin{aligned}&|u(x_1,\tau _1)-u(x_2,\tau _2)|\le \, C\,(\Vert u\Vert _{L^\infty (Q_{\infty ,R^{s\,p}}(x_0,T_0))}+1)\, \left( \frac{|x_1-x_2|}{R}\right) ^\delta \nonumber \\&\quad +C\,(\Vert u\Vert _{L^\infty (Q_{\infty ,R^{s\,p}}(x_0,T_0))}+1)^{\gamma \,(p-2)+1}\, \left( \frac{|\tau _1-\tau _2|}{R^{s\,p}}\right) ^\gamma , \end{aligned}$$
(1.6)

for any \((x_1,\tau _1),\,(x_2,\tau _2)\in Q_{R/4,R^{s\,p}/4}(x_0,T_0)\).

Remark 1.3

(Comment on the time regularity) The regularity in time is almost sharp for \(s\,p\le (p-1)\). Indeed, our result in this case gives Hölder continuity for any exponent less than 1. The following example from [9] shows that solutions are not \(C^1\) in time in general. Let

$$\begin{aligned} v(x,t)=\left\{ \begin{array}{rl} 0,&{} \text{ if } t<-1/2,\\ C\,(1/2+t)+1_{B_3{\setminus } B_2}(x) ,&{} \text{ if } t\ge -1/2,\end{array}\right. \end{aligned}$$

where \(C\ne 0\) is chosen so that v is a local weak subsolution (see Definition 3.1) in \(B_1\times (-1,0]\). Then, if u is the unique solution (given by Theorem A.3) of

$$\begin{aligned} \left\{ \begin{array}{rcll} \partial _tu + (-\Delta _p)^su&{}=&{}0,&{} \text{ in } B_1\times (-1,0],\\ u&{}=&{}v,&{} \text{ on } ({\mathbb {R}}^N{\setminus } B_1)\times (-1,0],\\ u(\cdot ,0) &{}=&{} 0,&{} \text{ on } \Omega , \end{array}\right. \end{aligned}$$

by Proposition A.6 we get \(u\ge v\) in \(B_1\times (-1,0]\). Moreover, by Proposition A.4, \(u=0\) in \(B_1\times (-1,-1/2)\). Therefore,

$$\begin{aligned} u(x,-1/2+h)-u(x,-1/2-h)\ge C\,h, \end{aligned}$$

for \(h>0\) and \(x\in B_1\). Hence, u cannot have a continuous time derivative.

Remark 1.4

(Comments on the assumption) We have chosen to assume the global boundedness (1.4) of our weak solutions, in order to simplify the presentation. Actually, the estimate (1.6) could be proved under the weaker assumption

$$\begin{aligned} u\in L^\infty _{\mathrm{loc}}(I;L^\infty _{\mathrm{loc}}(\Omega )), \end{aligned}$$
(1.7)

and

$$\begin{aligned} u\in L^\infty _{\mathrm{loc}}(I;L^{p-1}_{s\,p}({\mathbb {R}}^N)), \end{aligned}$$
(1.8)

where the tail space \(L^{p-1}_{s\,p}({\mathbb {R}}^N)\) is defined by

$$\begin{aligned} L^{p-1}_{s\,p}({\mathbb {R}}^N)=\left\{ u \in L^{p-1}_{\mathrm{loc}}({\mathbb {R}}^N)\, :\, \int _{{\mathbb {R}}^N} \frac{|u|^{p-1}}{1+|x|^{N+s\,p}}\,\mathrm{d}x<+\infty \right\} . \end{aligned}$$

We point out that by [31, Lemma 2.6], condition (1.8) is a natural one in order to guarantee the local boundedness (1.7). However, it is not known apriori if the quantity (1.8) is finite whenever u is a weak solution. Indeed, even if u solves the initial boundary value problem

$$\begin{aligned} \left\{ \begin{array}{rcll} \partial _tu + (-\Delta _p)^su&{}=&{}0,&{} \text{ in } \Omega \times I,\\ u&{}=&{}g,&{} \text{ on } ({\mathbb {R}}^N{\setminus }\Omega )\times I,\\ u &{}=&{} u_0,&{} \text{ on } \Omega \times \{t=t_0\}, \end{array}\right. \end{aligned}$$

with the boundary data g satisfying

$$\begin{aligned} g\in L^\infty _{\mathrm{loc}}(I;L^{p-1}_{s\,p}({\mathbb {R}}^N)), \end{aligned}$$

it is not evident that this is sufficient to entail (1.8). For this reason, and to not overburden an already technical proof, we have chosen to assume the simpler condition (1.4). For completeness, in Appendix A we give some sufficient conditions assuring that our weak solutions verify (1.4), see Corollary A.5 below.

1.4 Main ideas of the paper

The idea we use to prove Theorem 1.2 is very similar to the method employed in [4] for the elliptic case: we differentiate equation (1.1) in a discrete sense and then test the differentiated equation against functions of the form

$$\begin{aligned} \left| \frac{\delta _h u}{|h|^\vartheta }\right| ^{\beta -1}\,\frac{\delta _h u}{|h|^\vartheta },\qquad \text{ where } \delta _h u(x,t):=u(x+h,t)-u(x,t). \end{aligned}$$

For suitable choices of \(\vartheta >0\) and \(\beta \ge 1\), this gives an integrability gain (see Proposition 4.1) of the form

$$\begin{aligned}&\int _{-1+\mu }^T\left\| \frac{\delta ^2_h u(x,t)}{|h|^{s}}\right\| _{L^{q+1}(B_{1/2})}^{q+1}\mathrm{d}t +\left\| \frac{\delta _h u(\cdot ,T)}{|h|^{\frac{(q+2-p)\,s}{q+3-p}}}\right\| _{L^{q+3-p}(B_{1/2})}^{q+3-p}\nonumber \\&\quad \lesssim \int _{-1}^T\left\| \frac{\delta ^2_h u(x,t)}{|h|^s}\right\| _{L^{q}(B_1)}^q \mathrm{d}t, \end{aligned}$$
(1.9)

for \(-1/2\le T\le 0\) and an arbitrary \(\mu >0\). By first fixing \(T=0\) and ignoring the second term in the left-hand side of (1.9), this can be iterated finitely many times in order to obtain

$$\begin{aligned} \frac{\delta _h u}{|h|^s}\in L^q([-1/2,0];L^q_{\mathrm{loc}}),\qquad \text{ for } \text{ every } q<\infty , \text{ uniformly } \text{ in } |h|\ll 1. \end{aligned}$$

We can then use the second term in the left-hand side of (1.9), so to get

$$\begin{aligned} \frac{\delta _h u(\cdot ,T)}{|h|^s}\in L^q_{\mathrm{loc}},\qquad \text{ for } \text{ every } q<\infty , \text{ uniformly } \text{ in } |h|\ll 1 \text{ and } -\frac{1}{2}\le T\le 0. \end{aligned}$$

Thus, by using a Morrey-type embedding result, we can conclude that \(u\in C_\text {loc}^\delta \) spatially for any \(0<\delta <s\).

After this, we prove Proposition 5.1, which comprises a refined version of the scheme (1.9). Namely, an estimate of the form

$$\begin{aligned}&\int _{-1+\mu }^T\left\| \frac{\delta ^2_h u(x,t)}{|h|^{\frac{1+s\,p+\vartheta \,\beta }{\beta -1+p}}}\right\| _{L^{\beta -1+p}(B_{1/2})}^{\beta -1+p}\mathrm{d}t +\left\| \frac{\delta _h u(\cdot ,T)}{|h|^{\frac{1+\vartheta \beta }{\beta +1}}}\right\| _{L^{\beta +1}(B_{1/2})}^{\beta +1}\nonumber \\&\quad \lesssim \int _{-1}^T\left\| \frac{\delta ^2_h u(x,t)}{|h|^\frac{1+\vartheta \, \beta }{\beta }}\right\| _{L^{\beta }(B_1)}^\beta \mathrm{d}t. \end{aligned}$$
(1.10)

Also (1.10) can be iterated, where now both the differentiability \(\vartheta \) and the integrability \(\beta \) change. The result is that

$$\begin{aligned} u\in C_{\mathrm{loc}}^{\delta } \text{ spatially },\qquad \text{ for } \text{ every } 0<\delta <\Theta (s,p), \end{aligned}$$

again uniformly in time. The last part of the paper, where we obtain the regularity in time, is quite standard for this kind of diffusion equations (see for example [10, page 118]). It amounts to using the already established spatial regularity and the information given by the equation. However, due to the fractional character of the spatial part of our equation, some care is needed in order to properly handle the time regularity. In particular, we have to treat the cases

$$\begin{aligned} s< \frac{p-1}{p}\qquad \text{ and } \qquad s\ge \frac{p-1}{p}, \end{aligned}$$

separately. This is done in Proposition 6.2 and it yields the \(\gamma -\)Hölder continuity in time for any

$$\begin{aligned} \gamma = \frac{1}{\dfrac{s\,p}{\delta }-\,(p-2)}, \end{aligned}$$

given that the solution is \(\delta -\)Hölder continuous in the x variable. In particular, by the possible choice of \(\delta \), this yields that we may choose any \(\gamma <\Gamma (s,p)\), where the latter exponent is the one defined in (1.5).

1.5 Plan of the paper

The plan of the paper is as follows. In Sect. 2, we introduce the expedient spaces and notation used in this paper. In Sect. 3, we define local weak solutions and justify that we can insert certain test functions in the differentiated equation (see Lemma 3.3 below). This is followed by Sect. 4, where we prove that weak solutions are almost \(s-\)Hölder continuous in the spatial variable. In Sect. 5, we improve this result up to the exponent \(\Theta (s,p)\) defined in (1.5). This result is then used in Sect. 6, where we prove the corresponding Hölder regularity in time. Finally, in Sect. 7 we prove our main theorem.

The paper is complemented by an appendix, where for completeness we prove existence and uniqueness of weak solutions for the initial boundary value problem related to our equation. A comparison principle is also presented.

2 Preliminaries

2.1 Notation

We denote by \(B_r(x_0)\) the \(N-\)dimensional open ball of radius r centered at the point \(x_0\). The ball of radius r centered at the origin is denoted by \(B_r\). Its Lebesgue measure is given by

$$\begin{aligned} |B_r(x_0)|=\omega _N\,r^N. \end{aligned}$$

We use the following notation for the parabolic cylinder

$$\begin{aligned} Q_{R,r}(x_0,t_0)=B_R(x_0)\times (t_0-r,r]. \end{aligned}$$

Again, when \(x_0=0\) and \(t_0=0\), we simply write \(Q_{R,r}\).

Let \(1<p<\infty \), we denote by \(p'=p/(p-1)\) the conjugate exponent of p. For every \(\beta > 1\), we define the monotone function \(J_\beta :{\mathbb {R}}\rightarrow {\mathbb {R}}\) by

$$\begin{aligned} J_\beta (t)=|t|^{\beta -2}\, t,\qquad \text{ for } \text{ every } t\in {\mathbb {R}}. \end{aligned}$$

For a function \(\psi :{\mathbb {R}}^N\times {\mathbb {R}} \rightarrow {\mathbb {R}}\) and a vector \(h\in {\mathbb {R}}^N\), we define

$$\begin{aligned} \psi _h(x,t)=\psi (x+h,t),\quad \delta _h \psi (x,t)=\psi _h(x,t)-\psi (x,t), \end{aligned}$$

and

$$\begin{aligned} \delta ^2_h \psi (x,t)=\delta _h(\delta _h \psi (x,t))=\psi _{2\,h}(x,t)+\psi (x,t)-2\,\psi _h(x,t). \end{aligned}$$

It is not difficult to see that the following discrete Leibniz rule holds

$$\begin{aligned} \delta _h(\varphi \,\psi )=\psi _h\,\delta _h \varphi +\varphi \,\delta _h \psi . \end{aligned}$$

2.2 Sobolev spaces

We now recall the main notations and definitions for the relevant fractional Sobolev–type spaces throughout the paper.

Let \(1\le q<\infty \) and let \(\psi \in L^q({\mathbb {R}}^N)\), for \(0<\beta \le 1\) we set

$$\begin{aligned}{}[\psi ]_{{\mathcal {N}}^{\beta ,q}_\infty ({\mathbb {R}}^N)}:=\sup _{|h|>0} \left\| \frac{\delta _h \psi }{|h|^{\beta }}\right\| _{L^q({\mathbb {R}}^N)}, \end{aligned}$$

and for \(0<\beta <2\)

$$\begin{aligned}{}[\psi ]_{{\mathcal {B}}^{\beta ,q}_\infty ({\mathbb {R}}^N)}:=\sup _{|h|>0} \left\| \frac{\delta _h^2 \psi }{|h|^{\beta }}\right\| _{L^q({\mathbb {R}}^N)}. \end{aligned}$$

We then introduce the two Besov-type spaces

$$\begin{aligned} {\mathcal {N}}^{\beta ,q}_\infty ({\mathbb {R}}^N)=\left\{ \psi \in L^q({\mathbb {R}}^N)\, :\, [\psi ]_{{\mathcal {N}}^{\beta ,q}_\infty ({\mathbb {R}}^N)}<+\infty \right\} ,\qquad 0<\beta \le 1, \end{aligned}$$

and

$$\begin{aligned} {\mathcal {B}}^{\beta ,q}_\infty ({\mathbb {R}}^N)=\left\{ \psi \in L^q({\mathbb {R}}^N)\, :\, [\psi ]_{{\mathcal {B}}^{\beta ,q}_\infty ({\mathbb {R}}^N)}<+\infty \right\} ,\qquad 0<\beta <2. \end{aligned}$$

We also need the Sobolev-Slobodeckiĭ space

$$\begin{aligned} W^{\beta ,q}({\mathbb {R}}^N)=\left\{ \psi \in L^q({\mathbb {R}}^N)\, :\, [\psi ]_{W^{\beta ,q}({\mathbb {R}}^N)}<+\infty \right\} ,\qquad 0<\beta <1, \end{aligned}$$

where the seminorm \([\,\cdot \,]_{W^{\beta ,q}({\mathbb {R}}^N)}\) is defined by

$$\begin{aligned}{}[\psi ]_{W^{\beta ,q}({\mathbb {R}}^N)}=\left( \iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N} \frac{|\psi (x)-\psi (y)|^q}{|x-y|^{N+\beta \,q}}\,\mathrm{d}x\,\mathrm{d}y\right) ^\frac{1}{q}. \end{aligned}$$

We endow these spaces with the norms

$$\begin{aligned} \Vert \psi \Vert _{{\mathcal {N}}^{\beta ,q}_\infty ({\mathbb {R}}^N)}= & {} \Vert \psi \Vert _{L^q({\mathbb {R}}^N)}+[\psi ]_{{\mathcal {N}}^{\beta ,q}_\infty ({\mathbb {R}}^N)}, \\ \Vert \psi \Vert _{{\mathcal {B}}^{\beta ,q}_\infty ({\mathbb {R}}^N)}= & {} \Vert \psi \Vert _{L^q({\mathbb {R}}^N)}+[\psi ]_{{\mathcal {B}}^{\beta ,q}_\infty ({\mathbb {R}}^N)}, \end{aligned}$$

and

$$\begin{aligned} \Vert \psi \Vert _{W^{\beta ,q}({\mathbb {R}}^N)}=\Vert \psi \Vert _{L^q({\mathbb {R}}^N)} +[\psi ]_{W^{\beta ,q}({\mathbb {R}}^N)}. \end{aligned}$$

A few times we will also work with the space \(W^{\beta ,q}(\Omega )\) for a subset \(\Omega \subset {\mathbb {R}}^N\),

$$\begin{aligned} W^{\beta ,q}(\Omega )=\left\{ \psi \in L^q(\Omega )\, :\, [\psi ]_{W^{\beta ,q}(\Omega )}<+\infty \right\} ,\qquad 0<\beta <1, \end{aligned}$$

where we define

$$\begin{aligned}{}[\psi ]_{W^{\beta ,q}(\Omega )}=\left( \iint _{\Omega \times \Omega } \frac{|\psi (x)-\psi (y)|^q}{|x-y|^{N+\beta \,q}}\,\mathrm{d}x\,\mathrm{d}y\right) ^\frac{1}{q}. \end{aligned}$$

The space \(W_0^{\beta ,q}(\Omega )\) is the subspace of \(W^{\beta ,q}({\mathbb {R}}^N)\) consisting of functions that are identically zero in the complement of \(\Omega \).

2.3 Parabolic Banach spaces

Let \(I\subset {\mathbb {R}}\) be an interval and let V be a separable, reflexive Banach space, endowed with a norm \(\Vert \cdot \Vert _V\). We denote by \(V^*\) its topological dual space. Let us suppose that v is a mapping such that for almost every \(t\in I\), v(t) belongs to V. If the function \(t\mapsto \Vert v(t)\Vert _V\) is measurable on I and \(1\le p\le \infty \), then v is an element of the Banach space \(L^p(I;V)\) if and only if

$$\begin{aligned} \int _I\Vert v(t)\Vert _V^pdt<+\infty . \end{aligned}$$

By [28, Theorem 1.5], the dual space of \(L^p(I;V)\) can be characterized according to

$$\begin{aligned} (L^p(I;V))^* = L^{p'}(I;V^*). \end{aligned}$$

We write \(v\in C(I;V)\) if the mapping \(t\mapsto v(t)\) is continuous with respect to the norm on V. We say that u is locally \(\alpha -\)Hölder continuous in space (respectively, locally \(\beta -\)Hölder continuous in time) on \(\Omega \times I\) and write

$$\begin{aligned} u\in C^\alpha _{x,\text {loc}}(\Omega \times I), \qquad \left( \text{ respectively, } u\in C^\beta _{t,\text {loc}}(\Omega \times I)\right) , \end{aligned}$$

if for any compact set \(K\times J\subset \Omega \times I\),

$$\begin{aligned} \sup _{t\in J}[u(\cdot ,t)]_{C^\alpha (K)}< +\infty ,\qquad \left( \text{ respectively, } \sup _{x\in K}[u(x,\cdot )]_{C^\beta (J)} < +\infty \right) . \end{aligned}$$

That is, if \(u\in C^\alpha _{x}(K\times J)\) (respectively, \(u\in C^\beta _{t}(K\times J)\)).

2.4 Tail spaces

We recall the definition of tail space

$$\begin{aligned} L^{q}_{\alpha }({\mathbb {R}}^N)=\left\{ u\in L^{q}_{\mathrm{loc}}({\mathbb {R}}^N)\, :\, \int _{{\mathbb {R}}^N} \frac{|u|^q}{1+|x|^{N+\alpha }}\,\mathrm{d}x<+\infty \right\} ,\qquad q\ge 1 \text{ and } \alpha >0, \end{aligned}$$

which is endowed with the norm

$$\begin{aligned} \Vert u\Vert _{L_\alpha ^{q}({\mathbb {R}}^N)} = \left( \int _{{\mathbb {R}}^N} \frac{|u|^q}{1+|x|^{N+\alpha }}\,\mathrm{d}x\right) ^{\frac{1}{q}}. \end{aligned}$$

For every \(x_0\in {\mathbb {R}}^N\), \(R>0\) and \(u\in L^q_{\alpha }({\mathbb {R}}^N)\), the following quantity

$$\begin{aligned} \mathrm {Tail}_{q,\alpha }(u;x_0,R)=\left[ R^{\alpha }\,\int _{{\mathbb {R}}^N{\setminus } B_R(x_0)} \frac{|u|^q}{|x-x_0|^{N+\alpha }}\,\mathrm{d}x\right] ^\frac{1}{q}, \end{aligned}$$

plays an important role in regularity estimates for solutions of fractional problems. We recall the following result, see for example [4, Lemmas 2.1 & 2.2] for the proof.

Lemma 2.1

Let \(\alpha >0\) and \(1\le q<m<\infty \). Then:

  • we have the continuous inclusion

    $$\begin{aligned} L^{m}_{\alpha }({\mathbb {R}}^N)\subset L^{q}_{\alpha }({\mathbb {R}}^N); \end{aligned}$$
  • for every \(0<r<R\) and \(x_0\in {\mathbb {R}}^N\) we have

    $$\begin{aligned} R^\alpha \,\sup _{x\in B_r(x_0)}\int _{{\mathbb {R}}^N{\setminus } B_R(x_0)} \frac{|u(y)|^q}{|x-y|^{N+\alpha }}\,\mathrm{d}y\le \left( \frac{R}{R-r}\right) ^{N+\alpha }\,\mathrm {Tail}_{q,\alpha }(u;x_0,R)^q. \end{aligned}$$

3 Weak formulation

3.1 Local weak solutions

In the following, we assume that \(\Omega \subset {\mathbb {R}}^N\) is a bounded open set in \({\mathbb {R}}^N\).

Definition 3.1

For any \(t_0,t_1\in {\mathbb {R}}\) with \(t_0<t_1\), we define \(I=(t_0,t_1]\). Let

$$\begin{aligned} f\in L^{p'}(I;(W^{s,p}(\Omega ))^*). \end{aligned}$$

We say that u is a local weak solution to the equation

$$\begin{aligned} \partial _t u + (-\Delta _p)^su = f,\qquad \text{ in } \Omega \times I, \end{aligned}$$
(3.1)

if for any closed interval \(J=[T_0,T_1]\subset I\), the function u is such that

$$\begin{aligned} u\in L^p(J;W_{\mathrm{loc}}^{s,p}(\Omega ))\cap L^{p-1}(J;L_{s\,p}^{p-1}({\mathbb {R}}^N))\cap C(J;L_{\mathrm{loc}}^2(\Omega )), \end{aligned}$$

and it satisfies

$$\begin{aligned} \begin{aligned}&-\int _J\int _\Omega u(x,t)\,\partial _t\phi (x,t)\,\mathrm{d}x\,\mathrm{d}t\\&\qquad + \int _J\iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N}\frac{J_p(u(x,t) -u(y,t))\,(\phi (x,t)-\phi (y,t))}{|x-y|^{N+s\,p}}\,\mathrm{d}x\,\mathrm{d}y\,\mathrm{d}t \\&\quad = \int _\Omega u(x,T_0)\,\phi (x,T_0)\,\mathrm{d}x -\int _\Omega u(x,T_1)\,\phi (x,T_1)\,\mathrm{d}x \\&\qquad + \int _J\langle f(\cdot ,t),\phi (\cdot ,t)\rangle \,\mathrm{d}t, \end{aligned} \end{aligned}$$
(3.2)

for any \(\phi \in L^p(J;W^{s,p}(\Omega ))\cap C^1(J;L^2(\Omega ))\) which has spatial support compactly contained in \(\Omega \). In Eq. (3.2), the symbol \(\langle \cdot ,\cdot \rangle \) stands for the duality pairing between \(W^{s,p}(\Omega )\) and its dual space \((W^{s,p}(\Omega ))^*\).

We also say that u is a local weak subsolution if instead of the equality above, we have the \(\le \) sign, for any non-negative \(\phi \) as above. A local weak supersolution is defined similarly.

Remark 3.2

We observe that \(L^\infty ({\mathbb {R}}^N)\subset L^{p-1}_{s\,p}({\mathbb {R}}^N)\). This in turn implies that

$$\begin{aligned} L^\infty (J;L^\infty ({\mathbb {R}}^N))\subset L^{p-1}(J;L^{p-1}_{s\,p}({\mathbb {R}}^N)). \end{aligned}$$

We will use this fact repeatedly.

3.2 Regularization of test functions

Let \(\zeta :{\mathbb {R}}\mapsto {\mathbb {R}}\) be a nonnegative, even smooth function with compact support in \((-1/2,1/2)\), satisfying \(\int _{{\mathbb {R}}}\zeta (\tau )\,d\tau =1\). If \(g\in L^1((a,b))\), we define the convolution

$$\begin{aligned}&g^\varepsilon (t) = \frac{1}{\varepsilon }\,\int _{t-\frac{\varepsilon }{2}}^{t+\frac{\varepsilon }{2}} \zeta \left( \frac{t-\ell }{\varepsilon }\right) \,g(\ell )\,d\ell =\frac{1}{\varepsilon }\,\int _{-\frac{\varepsilon }{2}}^{\frac{\varepsilon }{2}}\zeta \left( \frac{\sigma }{\varepsilon }\right) \,g(t-\sigma )\,d\sigma ,\nonumber \\&\qquad \text{ for } t\in (a,b), \end{aligned}$$
(3.3)

where \(0<\varepsilon <\min \{b-t,\,t-a\}\). The following result justifies that we may take powers of differential quotients of a solution, as test functions. This is needed in the sequel. Here and in the rest of the paper, we will use the abbreviated notation

$$\begin{aligned} \mathrm{d}\mu (x,y)=\frac{\mathrm{d}x\,\mathrm{d}y}{|x-y|^{N+s\,p}}. \end{aligned}$$

Lemma 3.3

(Discrete differentiation of the equation) Assume that u is a local weak solution of (3.1) with \(f=0\) in \(B_2\times (-2,0]\), such that

$$\begin{aligned} u\in L^\infty ([-1,0]\times E),\qquad \text{ for } \text{ every } E\Subset B_2. \end{aligned}$$

Let \(\eta \) be a non-negative Lipschitz function, with compact support in \(B_2\). Let \(\tau \) be a smooth non-negative function such that \(0\le \tau \le 1\) and

$$\begin{aligned} \tau (t)=0\quad \text{ for } t\le T_0, \qquad \tau (t)=1 \quad \text{ for } t\ge T_1 \end{aligned}$$

for some \(-1<T_0<T_1< 0\).

Then, for any locally Lipschitz function \(F:{\mathbb {R}}\rightarrow {\mathbb {R}}\) and any \(h\in {\mathbb {R}}^N\) such that \(0<|h|<\mathrm {dist\,}(\mathrm {supp\,}\eta , \partial B_2)/4\), we have

$$\begin{aligned}&\int _{T_0}^{T_1}\iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N} {\Big (J_p(u_h(x,t)-u_h(y,t))-J_p(u(x,t)-u(y,t))\Big )} \nonumber \\&\quad \times \Big (F(u_h(x,t)-u(x,t))\,\eta (x)^p-F(u_h(y,t)-u(y,t))\, \eta (y)^p\Big )\tau (t)\,\mathrm{d}\mu \, \mathrm{d}t \nonumber \\&\quad +\int _{B_2} {\mathcal {F}}(\delta _h u(x,T_1))\, \eta (x)^p\, \mathrm{d}x=\int _{T_0}^{T_1}\int _{B_2} {\mathcal {F}}(\delta _h u)\, \eta ^p\,\tau '\, \mathrm{d}x \,\mathrm{d}t, \end{aligned}$$
(3.4)

where \({\mathcal {F}}(t)=\int _0^t F(\rho )\,d\rho \).

Proof

Let \(\phi \in L^p((-1,0);W^{s,p}(B_2))\cap C^1((-1,0);L^2(B_2))\), whose spatial support is compactly contained in \(B_2\), uniformly in time. This means that

$$\begin{aligned} h_0:=\inf _{t\in (-1,0)}\mathrm {dist}(\mathrm {supp\,}\phi (\cdot , t), \partial B_2)>0. \end{aligned}$$
(3.5)

We then fix \(J=[T_0,T_1]\subset (-1,0)\). We want to use the time-regularization \(\phi ^\varepsilon \) as test function in (3.1). For this, we take

$$\begin{aligned} 0<\varepsilon <\varepsilon _0:=\frac{1}{2}\,\min \{-T_1,T_0+1,T_1-T_0\}. \end{aligned}$$

Then, we preliminary observe that from elementary properties of convolutions, Fubini’s Theorem and integration by parts, we have

$$\begin{aligned} \begin{aligned}&-\int _{T_0}^{T_1} \int _{B_2} u(x,t)\,\partial _t \phi ^\varepsilon (x,t)\,\mathrm{d}x\,\mathrm{d}t\\&\quad =-\int _{B_2}\int _{T_0}^{T_1} u(x,t)\,(\partial _t \phi )^\varepsilon \,\mathrm{d}t\,\mathrm{d}x\\&\quad =-\int _{B_2} \int _{T_0}^{T_1} \frac{1}{\varepsilon }\,\int _{t-\frac{\varepsilon }{2}}^{t+\frac{\varepsilon }{2}} u(x,t)\,\partial _\ell \phi (x,\ell )\,\zeta \left( \frac{t-\ell }{\varepsilon } \right) \,d\ell \,\mathrm{d}t\,\mathrm{d}x\\&\quad =-\int _{B_2}\int _{T_0+\frac{\varepsilon }{2}}^{T_1-\frac{\varepsilon }{2}} u^\varepsilon (x,\ell )\,\partial _\ell \phi (x,\ell )\,\mathrm{d}\ell \,\mathrm{d}x\\&\qquad -\int _{B_2}\int _{T_0-\frac{\varepsilon }{2}}^{T_0+\frac{\varepsilon }{2}} \left( \frac{1}{\varepsilon }\,\int _{T_0}^{\ell +\frac{\varepsilon }{2}} u(x,t)\,\zeta \left( \frac{\ell -t}{\varepsilon }\right) \,\mathrm{d}t\right) \,\partial _\ell \phi (x,\ell )\,\mathrm{d}\ell \,\mathrm{d}x\\&\qquad -\int _{B_2}\int _{T_1-\frac{\varepsilon }{2}}^{T_1+\frac{\varepsilon }{2}} \left( \frac{1}{\varepsilon }\,\int _{\ell -\frac{\varepsilon }{2}}^{T_1} u(x,t)\,\zeta \left( \frac{\ell -t}{\varepsilon }\right) \,\mathrm{d}t\right) \,\partial _\ell \phi (x,\ell )\,\mathrm{d}\ell \,\mathrm{d}x\\&\quad =\int _{B_2}\int _{T_0+\frac{\varepsilon }{2}}^{T_1-\frac{\varepsilon }{2}} \partial _\ell u^\varepsilon (x,\ell )\,\phi (x,\ell )\,\mathrm{d}\ell \,\mathrm{d}x+\Sigma (\varepsilon )\\&\qquad -\int _{B_2} \left[ u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \,\phi \left( x,T_1-\frac{\varepsilon }{2}\right) -u^\varepsilon \left( x,T_0 +\frac{\varepsilon }{2}\right) \,\phi \left( x,T_0+\frac{\varepsilon }{2}\right) \right] \,\mathrm{d}x. \end{aligned} \end{aligned}$$

For simplicity, we have set

$$\begin{aligned} \begin{aligned} \Sigma (\varepsilon )=&-\int _{B_2}\int _{T_0-\frac{\varepsilon }{2}}^{T_0 +\frac{\varepsilon }{2}} \left( \frac{1}{\varepsilon }\,\int _{T_0}^{\ell +\frac{\varepsilon }{2}} u(x,t)\,\zeta \left( \frac{\ell -t}{\varepsilon }\right) \,\mathrm{d}t\right) \, \partial _\ell \phi (x,\ell )\,\mathrm{d}\ell \,\mathrm{d}x\\&-\int _{B_2}\int _{T_1-\frac{\varepsilon }{2}}^{T_1+\frac{\varepsilon }{2}} \left( \frac{1}{\varepsilon }\,\int _{\ell -\frac{\varepsilon }{2}}^{T_1} u(x,t)\,\zeta \left( \frac{\ell -t}{\varepsilon }\right) \,\mathrm{d}t\right) \, \partial _\ell \phi (x,\ell )\,\mathrm{d}\ell \,\mathrm{d}x. \end{aligned} \end{aligned}$$

Thus from (3.2) it follows that for \(0<\varepsilon <\varepsilon _0\)

$$\begin{aligned}&\int _{T_0}^{T_1} \iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N} \Big (J_p(u(x,t)-u(y,t))\Big )\,\Big (\phi ^\varepsilon (x,t)-\phi ^\varepsilon (y,t) \Big )\,\mathrm{d}\mu (x,y)\,\mathrm{d}t \nonumber \\&\qquad +\int _{B_2}\int _{T_0+\frac{\varepsilon }{2}}^{T_1-\frac{\varepsilon }{2}} \partial _t u^\varepsilon (x,t)\,\phi (x,t)\,\mathrm{d}t\,\mathrm{d}x+\Sigma (\varepsilon ) \nonumber \\&\quad = \int _{B_2} \left[ u(x,T_0)\,\phi (x,T_0)-u^\varepsilon \left( x,T_0+ \frac{\varepsilon }{2}\right) \,\phi \left( x,T_0+\frac{\varepsilon }{2}\right) \right] \,\mathrm{d}x \nonumber \\&\qquad +\int _{B_2} \left[ u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \,\phi \left( x,T_1-\frac{\varepsilon }{2}\right) -u(x,T_1)\,\phi (x,T_1)\right] \,\mathrm{d}x, \end{aligned}$$
(3.6)

Before proceeding further, we observe that by using an integration by parts, the term \(\Sigma (\varepsilon )\) can be rewritten as

$$\begin{aligned} \begin{aligned} \Sigma (\varepsilon )=&-\int _{B_2}\left( \frac{1}{\varepsilon }\, \int _{T_0}^{T_0+\varepsilon } u(x,t)\,\zeta \left( \frac{T_0-t}{\varepsilon }+\frac{1}{2}\right) \,\mathrm{d}t\right) \,\phi \left( x,T_0+\frac{\varepsilon }{2}\right) \,\mathrm{d}x\\&+\int _{B_2}\int _{T_0-\frac{\varepsilon }{2}}^{T_0+\frac{\varepsilon }{2}} \left( \frac{1}{\varepsilon ^2}\,\int _{T_0}^{\ell +\frac{\varepsilon }{2}} u(x,t)\,\zeta '\left( \frac{\ell -t}{\varepsilon }\right) \,\mathrm{d}t\right) \, \phi (x,\ell )\,\mathrm{d}\ell \,\mathrm{d}x\\&+\int _{B_2}\left( \frac{1}{\varepsilon }\,\int ^{T_1}_{T_1-\varepsilon } u(x,t)\,\zeta \left( \frac{T_1-t}{\varepsilon }-\frac{1}{2}\right) \,\mathrm{d}t\right) \,\phi \left( x,T_1-\frac{\varepsilon }{2}\right) \,\mathrm{d}x\\&-\int _{B_2}\int _{T_1-\frac{\varepsilon }{2}}^{T_1+\frac{\varepsilon }{2}} \left( \frac{1}{\varepsilon ^2}\,\int ^{T_1}_{\ell -\frac{\varepsilon }{2}} u(x,t)\,\zeta '\left( \frac{\ell -t}{\varepsilon }\right) \,\mathrm{d}t\right) \, \phi (x,\ell )\,\mathrm{d}\ell \,\mathrm{d}x, \end{aligned} \end{aligned}$$

where we also used that \(\zeta \) has compact support in \((-1/2,1/2)\). By further using a suitable change of variables, we can also write

$$\begin{aligned} \Sigma (\varepsilon )= & {} -\int _{B_2}\left( \int _{-\frac{1}{2}}^{\frac{1}{2}} u\left( x,T_0-\varepsilon \,\rho +\frac{\varepsilon }{2}\right) \,\zeta (\rho )\,d\rho \right) \,\phi \left( x,T_0+ \frac{\varepsilon }{2}\right) \,\mathrm{d}x\nonumber \\&+\int _{B_2}\int _{-\frac{1}{2}}^{\frac{1}{2}} \left( \int _{-\frac{1}{2}}^{\rho } u(x,\varepsilon \,\rho +T_0-\varepsilon \,\sigma )\,\zeta '\left( \sigma \right) \,d\sigma \right) \,\phi (x,\varepsilon \,\rho +T_0)\, \mathrm{d}\rho \,\mathrm{d}x \nonumber \\&\quad +\int _{B_2}\left( \int ^{\frac{1}{2}}_{-\frac{1}{2}} u\left( x,T_1-\varepsilon \,\rho -\frac{\varepsilon }{2}\right) \,\zeta (\rho )\,d\rho \right) \,\phi \left( x,T_1- \frac{\varepsilon }{2}\right) \,\mathrm{d}x\nonumber \\&\quad -\int _{B_2}\int _{-\frac{1}{2}}^{\frac{1}{2}} \left( \int _{\rho }^{\frac{1}{2}} u(x,\varepsilon \,\rho +T_1-\varepsilon \,\sigma )\, \zeta '\left( \sigma \right) \,d\sigma \right) \,\phi (x, \varepsilon \,\rho +T_1)\,\mathrm{d}\rho \,\mathrm{d}x \nonumber \\ \end{aligned}$$
(3.7)

By testing (3.6) with \(\phi _{-h}(x,t)=\phi (x-h,t)\) for \(0<|h|<h_0/4\) (recall the definition (3.5) of \(h_0\)), and then changing variables, we get

$$\begin{aligned}&\int _{T_0}^{T_1}\iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N} \Big (J_p(u_h(x,t)-u_h(y,t))\Big )\,\Big (\phi ^\varepsilon (x,t)-\phi ^\varepsilon (y,t)\Big )\,\mathrm{d}\mu (x,y)\,\mathrm{d}t \nonumber \\&\qquad +\int _{B_2}\int _{T_0+\frac{\varepsilon }{2}}^{T_1-\frac{\varepsilon }{2}} \partial _t u^\varepsilon _h\,\phi \,\mathrm{d}t\,\mathrm{d}x+\Sigma _h(\varepsilon )\nonumber \\&\quad = \int _{B_2} \left[ u_h(x,T_0)\,\phi (x,T_0)-u^\varepsilon _h\left( x,T_0+\frac{\varepsilon }{2}\right) \,\phi \left( x,T_0+\frac{\varepsilon }{2}\right) \right] \,\mathrm{d}x \nonumber \\&\qquad +\int _{B_2} \left[ u^\varepsilon _h\left( x,T_1-\frac{\varepsilon }{2}\right) \,\phi \left( x,T_1-\frac{\varepsilon }{2}\right) -u_h(x,T_1)\,\phi (x,T_1)\right] \,\mathrm{d}x. \end{aligned}$$
(3.8)

The quantity \(\Sigma _h(\varepsilon )\) is defined as in (3.7), with \(u_h\) in place of u. We subtract (3.6) from (3.8), so to get

$$\begin{aligned}&\int _{T_0}^{T_1}\iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N} \Big (J_p(u_h(x,t)-u_h(y,t))-J_p(u(x,t)-u(y,t))\Big ) \nonumber \\&\qquad \times \Big (\phi ^\varepsilon (x,t) -\phi ^\varepsilon (y,t)\Big )\,\mathrm{d}\mu \, \mathrm{d}t \nonumber \\&\qquad +\int _{T_0+\frac{\varepsilon }{2}}^{T_1-\frac{\varepsilon }{2}}\int _{B_2}\partial _t(u^\varepsilon _h-u^\varepsilon )\,\phi \, \mathrm{d}x\, \mathrm{d}t+(\Sigma _h(\varepsilon )-\Sigma (\varepsilon )) \nonumber \\&\quad = \int _{B_2} \left[ \delta _h u(x,T_0)\,\phi (x,T_0)-\delta _h u^\varepsilon \left( x,T_0+\frac{\varepsilon }{2}\right) \,\phi \left( x,T_0+\frac{\varepsilon }{2}\right) \right] \,\mathrm{d}x \nonumber \\&\qquad +\int _{B_2} \left[ \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \,\phi \left( x,T_1-\frac{\varepsilon }{2}\right) -\delta _ h u(x,T_1)\,\phi (x,T_1)\right] \,\mathrm{d}x, \end{aligned}$$
(3.9)

for every \(\phi \in L^p((-1,0);W^{s,p}(B_2))\cap C^1((-1,0);L^2(B_2))\), whose spatial support satisfies (3.5). We take F as in the statement and use (3.9) with the test function

$$\begin{aligned} \phi =F(u^\varepsilon _h-u^\varepsilon )\,\eta ^p\,\tau _\varepsilon =F(\delta _h u^\varepsilon )\,\eta ^p\,\tau _\varepsilon , \end{aligned}$$

where

$$\begin{aligned} \tau _\varepsilon (t)=\tau \left( \frac{T_1-T_0}{T_1-T_0-\varepsilon }\, \left( t-T_1+\frac{\varepsilon }{2}\right) +T_1\right) , \end{aligned}$$

and \(\eta \) and \(\tau \) are as in the statement. By observing that

$$\begin{aligned} \tau _\varepsilon (t)=0,\quad \text{ for } t\le T_0+\frac{\varepsilon }{2},\qquad \tau _\varepsilon (t)=1,\quad \text{ for } t\ge T_1-\frac{\varepsilon }{2}, \end{aligned}$$

we get

$$\begin{aligned}&\int _{T_0}^{T_1}\iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N} {\Big (J_p(u_h(x,t)-u_h(y,t))-J_p(u(x,t)-u(y,t))\Big )} \nonumber \\&\qquad \times \left( \Big (F(\delta _h u^\varepsilon (x,t))\,\tau _\varepsilon (t)\Big )^\varepsilon \,\eta (x)^p-\Big ( F(\delta _h u^\varepsilon (y,t))\,\tau _\varepsilon (t)\Big )^\varepsilon \,\eta (y)^p\right) \,\mathrm{d}\mu \, \mathrm{d}t \nonumber \\&\qquad +\int _{T_0+\frac{\varepsilon }{2}}^{T_1-\frac{\varepsilon }{2}}\int _{B_2}\partial _t(\delta _h u^\varepsilon )\,F(\delta _h u^\varepsilon )\,\eta ^p(x)\,\tau _\varepsilon (t)\, \mathrm{d}x\, \mathrm{d}t+(\Sigma _h(\varepsilon )-\Sigma (\varepsilon )) \nonumber \\&\quad =\int _{B_2} \left[ \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) F\left( \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \right) \right. \nonumber \\&\quad \Big .-\delta _h u\left( x,T_1\right) F\left( \delta _h u^\varepsilon \left( x,T_1\right) \right) \Big ]\,\eta ^p\,\mathrm{d}x. \end{aligned}$$
(3.10)

Observe that we used the properties of \(\tau _\varepsilon \). In order to deal with the integral containing the time derivative of \(\delta _h u^\varepsilon \), we first observe that

$$\begin{aligned} \partial _t(\delta _h u^\varepsilon )\,F(\delta _h u^\varepsilon )=\partial _t {\mathcal {F}}(\delta _h u^\varepsilon ), \end{aligned}$$

since \({\mathcal {F}}(t)=\int _0^t F(\rho )\,d\rho \). Thus we can use an integration by parts, which yields

$$\begin{aligned} \begin{aligned}&\int _{T_0+\frac{\varepsilon }{2}}^{T_1-\frac{\varepsilon }{2}}\int _{B_2} \partial _t(\delta _h u^\varepsilon (x,t))\,F(\delta _h u^\varepsilon )\,\eta ^p(x)\,\tau _\varepsilon (t)\, \mathrm{d}x\, \mathrm{d}t\\&\quad =\int _{B_2} {\mathcal {F}}\left( \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \right) \, \eta (x)^p \,\mathrm{d}x-\int _{T_0}^{T_1}\int _{B_2} {\mathcal {F}}(\delta _h u^\varepsilon )\, \eta ^p\,\tau '_\varepsilon \, \mathrm{d}x\, \mathrm{d}t. \end{aligned} \end{aligned}$$

By inserting this into (3.10), we get

$$\begin{aligned}&\int _{T_0}^{T_1}\iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N} {\Big (J_p(u_h(x,t)-u_h(y,t))-J_p(u(x,t)-u(y,t))\Big )} \nonumber \\&\qquad \times \left( \Big (F(\delta _h u^\varepsilon (x,t))\,\tau _\varepsilon (t)\Big )^\varepsilon \,\eta (x)^p-\Big ( F(\delta _h u^\varepsilon (y,t))\,\tau _\varepsilon (t)\Big )^\varepsilon \,\eta (y)^p\right) \,\mathrm{d}\mu \, \mathrm{d}t \nonumber \\&\qquad +\int _{B_2}{\mathcal {F}}\left( \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \right) \, \eta (x)^p \,\mathrm{d}x \nonumber \\&\qquad -\int _{T_0}^{T_1}\int _{B_2} {\mathcal {F}}(\delta _h u^\varepsilon )\, \eta ^p\,\tau '_\varepsilon \, \mathrm{d}x\, \mathrm{d}t+(\Sigma _h(\varepsilon )-\Sigma (\varepsilon ))\nonumber \\&\quad =\int _{B_2} \left[ \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) F\left( \delta _h u^\varepsilon \Big (x,T_1-\frac{\varepsilon }{2}\right) \right) \Big . \nonumber \\&\quad \Big .-\delta _h u\left( x,T_1\right) F\left( \delta _h u^\varepsilon \left( x,T_1\right) \right) \Big ]\,\eta ^p\,\mathrm{d}x. \end{aligned}$$
(3.11)

We recall that this is valid for

$$\begin{aligned} 0<|h|<\frac{h_0}{4}\qquad \text{ and } \qquad 0<\varepsilon <\varepsilon _0. \end{aligned}$$

Before taking the limit as \(\varepsilon \) goes to 0, we first observe that for \(t\in [T_0-\varepsilon /2,T_1+\varepsilon /2]\) and \(x\in B_{2-2\,h}\) we have

$$\begin{aligned} \begin{aligned} |\delta _h u^\varepsilon (x,t)|&\le \frac{1}{\varepsilon }\,\int _{-\frac{\varepsilon }{2}}^\frac{\varepsilon }{2}\,\zeta \left( \frac{\sigma }{\varepsilon }\right) \,|\delta _h u(x,t-\sigma )|\,d\sigma \\&=\int _{-\frac{1}{2}}^\frac{1}{2} \zeta (\sigma )\,|\delta _h u(x,t-\varepsilon \,\sigma )|\,d\sigma \le \Vert \delta _h u\Vert _{L^\infty ([T_0-\varepsilon _0,T_1+\varepsilon _0]\times B_{2-2\,h})}. \end{aligned} \end{aligned}$$

This shows that we have the uniform \(L^\infty \) estimate

$$\begin{aligned}&\Vert \delta _h u^\varepsilon \Vert _{L^\infty \left( \left[ T_0-\frac{\varepsilon }{2},T_1+\frac{\varepsilon }{2}\right] \times B_{2-2\,h}\right) }\le 2\,\Vert u\Vert _{L^\infty ([T_0-\varepsilon _0,T_1+\varepsilon _0]\times B_{2-h})},\nonumber \\&\quad \text{ for } 0<\varepsilon<\varepsilon _0,\, 0<|h|<\frac{h_0}{4}. \end{aligned}$$
(3.12)

Finally, we pass to the limit in (3.11) as \(\varepsilon \) goes to 0. We start from the right-hand side: by using the local Lipschitz regularity of F and (3.12), we have

$$\begin{aligned} \begin{aligned}&\Big |\delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) F\left( \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \right) -\delta _h u\left( x,T_1\right) F\left( \delta _h u^\varepsilon \left( x,T_1\right) \right) \Big |\,\eta (x)^p\\&\quad \le C\, \left( \left| \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) -\delta _h u\left( x,T_1\right) \right| +\Big |\delta _h u^\varepsilon \left( x,T_1\right) -\delta _h u\left( x,T_1\right) \Big | \right) \,\eta (x)^p\\&\quad \le C\, \left( \left| u^\varepsilon \left( x+h,T_1-\frac{\varepsilon }{2}\right) -u(x+h,T_1)\right| +\Big |u^\varepsilon \left( x+h,T_1\right) -u(x+h,T_1) \Big |\right) \,\eta (x)^p\\&\qquad +C\, \left( \left| u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) -u(x,T_1)\right| +\Big |u^\varepsilon \left( x,T_1\right) -u(x,T_1)\Big |\right) \,\eta (x)^p, \end{aligned} \end{aligned}$$

where \(C>0\) does not depend on \(\varepsilon \). Thus, by using that \(h_0=\mathrm {dist}(\mathrm {supp\,}\eta ,\partial B_2)\) and that \(0<|h|<h_0/4\), we get from the last estimate (after a change of variable)

$$\begin{aligned} \begin{aligned}&\Big |\int _{B_2} \Big |\delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) F\left( \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \right) -\delta _h u\left( x,T_1\right) F\left( \delta _h u^\varepsilon \left( x,T_1\right) \right) \Big | \,\eta (x)^p\,\mathrm{d}x\Big |\\&\quad \le C\,\int _{B_{2-2\,h}} \left( \left| u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) -u(x,T_1)\right| +\Big |u^\varepsilon \left( x,T_1\right) -u(x,T_1)\Big |\right) \,\mathrm{d}x\\&\quad \le C\,\int _{B_{2-2\,h}} \left| \frac{1}{\varepsilon }\,\int _{-\frac{\varepsilon }{2}}^{\frac{\varepsilon }{2}}\zeta \left( \frac{\sigma }{\varepsilon }\right) \,\left[ u\left( x,T_1-\frac{\varepsilon }{2}-\sigma \right) -u(x,T_1)\right] \,d\sigma \right| \,\mathrm{d}x\\&\qquad +C\,\int _{B_{2-2\,h}}\left| \frac{1}{\varepsilon }\,\int _{-\frac{\varepsilon }{2}}^{\frac{\varepsilon }{2}}\zeta \left( \frac{\sigma }{\varepsilon }\right) \,\left[ u\left( x,T_1-\sigma \right) -u(x,T_1)\right] \,d\sigma \right| \,\mathrm{d}x\\&\quad \le C\,\int _{-\frac{1}{2}}^{\frac{1}{2}}\zeta \left( \rho \right) \,\left( \int _{B_{2-2\,h}} \left| u\left( x,T_1-\frac{\varepsilon }{2}-\varepsilon \,\rho \right) -u(x,T_1)\right| \,\mathrm{d}x\right) \,\mathrm{d}\rho \\&\qquad +C\,\int _{-\frac{1}{2}}^{\frac{1}{2}}\zeta \left( \rho \right) \,\left( \int _{B_{2-2\,h}} \left| u\left( x,T_1-\varepsilon \,\rho \right) -u(x,T_1)\right| \,\mathrm{d}x\right) \,\mathrm{d}\rho \\&\quad \le C\,\sup _{-\varepsilon \le t\le 0} \int _{B_{2-2\,h}} \left| u\left( x,T_1-t\right) -u(x,T_1)\right| \,\mathrm{d}x. \end{aligned} \end{aligned}$$

The constant C is still independent of \(0<\varepsilon <\varepsilon _0\). If we now use that \(u\in C((-2,0];L^2_{\mathrm{loc}}(B_2))\), we get that the last quantity converges to 0, as \(\varepsilon \) goes to 0.

For the term

$$\begin{aligned} \int _{B_2} {\mathcal {F}}\left( \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \right) \, \eta (x)^p \,\mathrm{d}x, \end{aligned}$$

we proceed similarly as above. We observe that for \(0<|h|<h_0/4\), by using the local Lipschitz regularity of F and (3.12), we get

$$\begin{aligned} \begin{aligned}&\left| \int _{B_2} {\mathcal {F}}\left( \delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) \right) \, \eta (x)^p \,\mathrm{d}x-\int _{B_2} {\mathcal {F}}(\delta _h u(x,T_1))\, \eta (x)^p\, \mathrm{d}x\right| \\&\quad \le C\,\int _{B_2} \Big |\delta _h u^\varepsilon \left( x,T_1-\frac{\varepsilon }{2}\right) - \delta _h u(x,T_1)\Big |\, \eta (x)^p\, \mathrm{d}x\\&\quad \le \int _{B_{2-2\,h}}\left( \frac{1}{\varepsilon }\,\int _{-\frac{\varepsilon }{2}}^\frac{\varepsilon }{2} \zeta \left( \frac{\sigma }{\varepsilon }\right) \,\Big |\delta _h u\left( x,T_1-\sigma -\frac{\varepsilon }{2}\right) -\delta _h u(x,T_1)\Big |\,\mathrm{d}\sigma \right) \,\mathrm{d}x\\&\quad \le C\, \sup _{-\varepsilon \le t\le \varepsilon }\int _{B_{2-2\,h}}\,\Big |\delta _h u(x,T_1-t)-\delta _h u(x,T_1)\Big |\,\mathrm{d}x. \end{aligned} \end{aligned}$$

We can now use again that \(u\in C((-2,0];L^2_{\mathrm{loc}}(B_2))\) and obtain that the last quantity converges to 0, as \(\varepsilon \) goes to 0.

As for the term

$$\begin{aligned} -\int _{T_0}^{T_1}\int _{B_2} {\mathcal {F}}(\delta _h u^\varepsilon )\, \eta ^p\,\tau '_\varepsilon \, \mathrm{d}x\, \mathrm{d}t, \end{aligned}$$

we can proceed exactly as before, we omit the details. In a similar fashion, we can also show that

$$\begin{aligned} \lim _{\varepsilon \rightarrow 0} \Sigma _h(\varepsilon )=\lim _{\varepsilon \rightarrow 0}\Sigma (\varepsilon )=0. \end{aligned}$$

This is still similar to the previous limits. It is sufficient to use the expression (3.7), the uniform \(L^\infty \) estimate (3.12) and the fact \(u\in C((-2,0];L^2_{\mathrm{loc}}(B_2))]\), in order to apply the Lebesgue Dominated Convergence Theorem.

Finally, the convergence of the double integral requires quite lengthy computations and thus we prefer to postpone them to Appendix B below. \(\square \)

Remark 3.4

We observe that the global \(L^\infty \) bound on the weak solution is not needed in the previous result. It is sufficient to know that the weak solution is locally bounded. We refer to [32, Theorem 1.1] for local boundedness of weak solutions.

4 Spatial almost \(C^s\)-regularity

The following result is an integrability gain for the discrete derivative of order s of a local weak solution. This is the parabolic counterpart of [4, Proposition 4.1], to which we refer for all the missing details.

Proposition 4.1

Assume \(p\ge 2\) and \(0<s<1\). Let u be a local weak solution of \(u_t+(-\Delta _p)^s u=0\) in \(B_2\times (-2,0]\). We assume that

$$\begin{aligned} \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [-1,0])}\le 1, \end{aligned}$$

and that, for some \(q\ge p\) and \(0<h_0<1/10\), we have

$$\begin{aligned} \int _{T_0}^{T_1}\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u }{|h|^s}\right\| _{L^q(B_{R+4\,h_0})}^q \mathrm{d}t<+\infty , \end{aligned}$$

for a radius \(4\,h_0<R\le 1-5\,h_0\) and two time instants \(-1<T_0<T_1\le 0\). Then we have

$$\begin{aligned}&\int _{T_0+\mu }^{T_1}\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q+1}(B_{R-4\,h_0})}^{q+1}\mathrm{d}t +\frac{1}{q+3-p}\sup _{0<|h|< h_0}\left\| \frac{\delta _h u(\cdot ,T_1)}{|h|^{\frac{(q+2-p)\,s}{q+3-p}}}\right\| _{L^{q+3-p} (B_{R-4\,h_0})}^{q+3-p}\nonumber \\&\qquad \le C\,\int _{T_0}^{T_1}\left( \sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u }{|h|^s}\right\| _{L^q(B_{R+4h_0})}^q+1\right) \mathrm{d}t, \end{aligned}$$
(4.1)

for every \(0<\mu <T_1-T_0\). Here \(C=C(N,s,p,q,h_0,\mu )>0\) and \(C\nearrow +\infty \) as \(h_0\searrow 0\) or \(\mu \searrow 0\).

Proof

We divide the proof into seven steps.

Step 1: Discrete differentiation of the equation. We take for the moment \(T_1<0\), then we will show at the end of the proof how to include the case \(T_1=0\). We already introduced the notation

$$\begin{aligned} \mathrm{d}\mu (x,y)=\frac{\mathrm{d}x\,\mathrm{d}y}{|x-y|^{N+s\,p}}. \end{aligned}$$

For notational simplicity, we also set

$$\begin{aligned} r=R-4\,h_0. \end{aligned}$$

Let \(\beta \ge 2\) and \(\vartheta \in {\mathbb {R}}\) be such that \(0<1+\vartheta \,\beta <\beta \), and use (3.4) for \(0<|h|< h_0\), where:

  • \(F(t)=J_{\beta +1}(t)=|t|^{\beta -1}\,t\), which is locally Lipschitz for \(\beta \ge 1\);

  • \(\eta \) is a non-negative standard Lipschitz cut-off function supported in \(B_{(R+r)/2}\), such that

    $$\begin{aligned} \eta \equiv 1 \quad \text{ on } B_r\qquad \text{ and } \qquad |\nabla \eta |\le \frac{C}{R-r}=\frac{C}{4\,h_0}; \end{aligned}$$
  • \(\tau \) is a smooth function such that \(0\le \tau \le 1\) and

    $$\begin{aligned} \tau \equiv 1\quad \text{ on } [T_0+\mu ,+\infty ), \qquad \tau \equiv 0\quad \text{ on } (-\infty ,T_0],\qquad |\tau '|\le \frac{C}{\mu }. \end{aligned}$$

    Here \(\mu \) is as in the statement, i.e. any positive number such that \(\mu <T_1-T_0\).

Note that the assumptions on \(\eta \) imply

$$\begin{aligned} \left| \frac{\delta _h \eta }{|h|}\right| \le \frac{C}{h_0}. \end{aligned}$$

After dividing by \(|h|^{1+\vartheta \,\beta }\), we obtain from Lemma 3.3,

$$\begin{aligned} \begin{aligned}&\int _{T_0}^{T_1}\iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N} \frac{\Big (J_p(u_h(x,t)-u_h(y,t))-J_p(u(x,t)-u(y,t))\Big )}{|h|^{1+\vartheta \,\beta }}\\&\quad \times \Big (J_{\beta +1}(u_h(x,t)-u(x,t))\,\eta (x)^p-J_{\beta +1}(u_h(y,t)-u(y,t))\,\eta (y)^p\Big )\tau (t)\,\mathrm{d}\mu \, \mathrm{d}t\\&\quad +\frac{1}{\beta +1}\int _{B_2}\frac{|\delta _h u(x,T_1)|^{\beta +1}}{|h|^{1+\vartheta \beta }}\, \eta ^p \mathrm{d}x\,=\frac{1}{\beta +1}\int _{T_0}^{T_1}\int _{B_2}\frac{|\delta _h u|^{\beta +1}}{|h|^{1+\vartheta \beta }}\, \eta ^p\,\tau '\, \mathrm{d}x\, \mathrm{d}t. \end{aligned} \end{aligned}$$

The triple integral is now divided into three pieces:

$$\begin{aligned} \widetilde{{\mathcal {I}}_i}:=\int _{T_0}^{T_1} {{\mathcal {I}}_i}(t)\,\tau (t)\, \mathrm{d}t, \qquad i=1,2,3, \end{aligned}$$

where

$$\begin{aligned} \begin{aligned} {\mathcal {I}}_1(t):=&\iint _{B_R\times B_R} \frac{\Big (J_p(u_h(x)-u_h(y))-J_p(u(x)-u(y))\Big )}{|h|^{1+\vartheta \,\beta }}\\&\times \Big (J_{\beta +1}(u_h(x)-u(x))\,\eta (x)^p-J_{\beta +1}(u_h(y)-u(y)) \,\eta (y)^p\Big )\,\mathrm{d}\mu , \\ {\mathcal {I}}_2(t):=&\iint _{B_\frac{R+r}{2}\times ({\mathbb {R}}^N{\setminus } B_R)} \frac{\Big (J_p(u_h(x)-u_h(y))-J_p(u(x)-u(y))\Big )}{|h|^{1+\vartheta \,\beta }}\\&\times J_{\beta +1}(u_h(x)-u(x))\,\eta (x)^p\,\mathrm{d}\mu , \end{aligned} \end{aligned}$$

and

$$\begin{aligned} \begin{aligned} {\mathcal {I}}_3(t):=&-\iint _{({\mathbb {R}}^N{\setminus } B_R)\times B_\frac{R+r}{2}} \frac{\Big (J_p(u_h(x)-u_h(y))-J_p(u(x)-u(y))\Big )}{|h|^{1+\vartheta \,\beta }} \\&\times J_{\beta +1}(u_h(y)-u(y))\,\eta (y)^p\,\mathrm{d}\mu , \end{aligned} \end{aligned}$$

where we used that \(\eta \) vanishes identically outside \(B_{(R+r)/2}\). We also suppressed the \(t-\)dependence inside the integrals, for notational simplicity. We also have the term in the right-hand side

$$\begin{aligned} {\mathcal {I}}_4:=\frac{1}{\beta +1}\int _{T_0}^{T_1}\int _{B_2}\frac{|\delta _h u|^{\beta +1}}{|h|^{1+\vartheta \beta }}\, \eta ^p\,\tau '\, \mathrm{d}x\, \mathrm{d}t. \end{aligned}$$

By proceeding exactly as in Step 1 of the proof of [4, Proposition 4.1], we get the following lower bound for \({\mathcal {I}}_1(t)\)

$$\begin{aligned} \begin{aligned} {\mathcal {I}}_1(t)\ge&c \left[ \frac{|\delta _h u|^\frac{\beta -1}{p}\,\delta _h u}{|h|^\frac{1+\vartheta \,\beta }{p}}\,\eta \right] ^p_{W^{s,p}(B_R)}\\&-C\,\iint _{B_R\times B_R} \left( |u_h(x)-u_h(y)|^\frac{p-2}{2}{+}|u(x)-u(y)|^\frac{p-2}{2}\right) ^2\,\left| \eta (x)^\frac{p}{2}-\eta (y)^\frac{p}{2}\right| ^2\\&\times \frac{|u_h(x)-u(x)|^{\beta +1}+|u_h(y)-u(y)|^{\beta +1}}{|h|^{1+\vartheta \,\beta }}\,\mathrm{d}\mu \\&-C\,\iint _{B_R\times B_R}\, \left( \frac{|\delta _h u(x)|^{\beta -1+p}}{|h|^{1+\vartheta \,\beta }}+\frac{|\delta _h u(y)|^{\beta -1+p}}{|h|^{1+\vartheta \,\beta }}\right) \, |\eta (x)-\eta (y)|^p\,\mathrm{d}\mu , \end{aligned} \end{aligned}$$

where \(c=c(p,\beta )>0\) and \(C=C(p,\beta )>0\). We use that

$$\begin{aligned} \widetilde{{\mathcal {I}}_1}+\widetilde{{\mathcal {I}}_2}+\widetilde{{\mathcal {I}}_3} +\frac{1}{\beta +1}\int _{B_2}\frac{|\delta _h u(x,T_1)|^{\beta +1}}{|h|^{1+\vartheta \beta }}\, \eta ^p\, \mathrm{d}x={\mathcal {I}}_4, \end{aligned}$$

and the estimate for \({\mathcal {I}}_1(t)\). This entails that

$$\begin{aligned} \begin{aligned}&\int _{T_0}^{T_1} \left[ \frac{|\delta _h u|^\frac{\beta -1}{p}\,\delta _h u}{|h|^\frac{1+\vartheta \,\beta }{p}}\,\eta \right] ^p_{W^{s,p}(B_R)}\tau \, \mathrm{d}t+\frac{1}{\beta +1}\int _{B_2}\frac{|\delta _h u(x,T_1)|^{\beta +1}}{|h|^{1+\vartheta \beta }}\, \eta ^p\, \mathrm{d}x\\&\quad \le C\,\Big (\mathcal {{\widetilde{I}}}_{11}+\mathcal {{\widetilde{I}}}_{12} +|\mathcal {{\widetilde{I}}}_2|+|\mathcal {{\widetilde{I}}}_3|\Big )+{\mathcal {I}}_4,\quad \text{ for } C=C(p,\beta )>0, \end{aligned} \end{aligned}$$
(4.2)

where we set \(\mathcal {{\widetilde{I}}}_{11}=\int _{T_0}^{T_1} {\mathcal {I}}_{11}\, \tau \, \mathrm{d}t\), \(\mathcal {{\widetilde{I}}}_{12}=\int _{T_0}^{T_1} {\mathcal {I}}_{12}\, \tau \, \mathrm{d}t\) and

$$\begin{aligned} \begin{aligned} {\mathcal {I}}_{11}(t):=&\,\iint _{B_R\times B_R} \left( |u_h(x)-u_h(y)|^\frac{p-2}{2}+|u(x)-u(y)|^\frac{p-2}{2}\right) ^2\, \left| \right. \\&\times \eta (x)^\frac{p}{2}\left. -\eta (y)^\frac{p}{2}\right| ^2\, \frac{|\delta _h u(x)|^{\beta +1}+|\delta _h u(y)|^{\beta +1}}{|h|^{1+\vartheta \,\beta }}\,\mathrm{d}\mu , \end{aligned} \end{aligned}$$
(4.3)

and

$$\begin{aligned} \begin{aligned} {\mathcal {I}}_{12}(t)&:=\,\iint _{B_R\times B_R}\, \left( \frac{|\delta _h u(x)|^{\beta -1+p}}{|h|^{1+\vartheta \,\beta }}+\frac{|\delta _h u(y)|^{\beta -1+p}}{|h|^{1+\vartheta \,\beta }}\right) \, |\eta (x)-\eta (y)|^p\,\mathrm{d}\mu . \end{aligned} \end{aligned}$$
(4.4)

Step 2: Estimates of the local terms \(\widetilde{{\mathcal {I}}}_{11}\) and \(\widetilde{{\mathcal {I}}}_{12}\). Here we can follow the same computations as in Step 2 of the proof of [4, Proposition 4.1], so to get

$$\begin{aligned} |{\mathcal {I}}_{11}|\le C\,\left( \int _{B_{R}}\left| \frac{\delta _h u}{|h|^{\frac{1+\vartheta \beta }{\beta }}}\right| ^{\frac{\beta \, q}{q-p+2}}\,\mathrm{d}x +\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^s}\right\| _{L^q(B_{R+4h_0})}^q+1\right) , \end{aligned}$$

and

$$\begin{aligned} |{\mathcal {I}}_{12}|\le C\left( \int _{B_{R}}\left| \frac{\delta _h u}{|h|^{\frac{1+\vartheta \beta }{\beta }}}\right| ^{\frac{\beta \, q}{q-p+2}}\,\mathrm{d}x+1\right) , \end{aligned}$$

for some \(C=C(N,h_0,p,s,q)>0\). If we now use these estimates in (4.2), we get

$$\begin{aligned}&\int _{T_0}^{T_1} \left[ \frac{|\delta _h u|^\frac{\beta -1}{p}\,\delta _h u}{|h|^\frac{1+\vartheta \,\beta }{p}}\,\eta \right] ^p_{W^{s,p}(B_R)}\,\tau \, \mathrm{d}t+\frac{1}{\beta +1}\int _{B_1}\frac{|\delta _h u(x,T_1)|^{\beta +1}}{|h|^{1+\vartheta \beta }}\, \eta ^p\, \mathrm{d}x \nonumber \\&\quad \le C\int _{T_0}^{T_1} \,\left( \int _{B_R}\left| \frac{\delta _h u}{|h|^\frac{1+\vartheta \,\beta }{\beta }}\right| ^\frac{\beta \,q}{q-p+2}\, \mathrm{d}x +\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^s}\right\| _{L^q(B_{R+4h_0})}^q+1 \right) \,\tau \, \mathrm{d}t \nonumber \\&\qquad +C\,\Big (|\widetilde{{\mathcal {I}}_2}|+|\widetilde{{\mathcal {I}}_3}| +{\mathcal {I}}_4\Big ), \end{aligned}$$
(4.5)

with \(C=C(h_0,N,p,s,q,\beta )>0\).

Step 3: Estimates of the nonlocal terms \(\widetilde{{\mathcal {I}}}_2\) and \(\widetilde{{\mathcal {I}}}_3\). These two terms can be both treated in the same way. We only estimate \(\widetilde{{\mathcal {I}}}_2\) for simplicity. We can use that \(|u|\le 1\) on \({\mathbb {R}}^N\times [-1,0]\) to infer that

$$\begin{aligned} \begin{aligned}&\Big |(J_p(u_h(x)-u_h(y))-J_p(u(x)-u(y))\, J_{\beta +1}(\delta _h u(x))\Big |\\&\quad \le C\left( 1+|u_h(y)|^{p-1}+|u(y)|^{p-1}\right) \,|\delta _h u(x)|^{\beta } \\&\quad \le 3\,C\,|\delta _h u(x)|^{\beta }, \end{aligned} \end{aligned}$$

where \(C=C(p)>0\). We observe that for \(x\in B_{(R+r)/2}\) we have \(B_{(R-r)/2}(x)\subset B_{R}\). This entails

$$\begin{aligned} \int _{{\mathbb {R}}^N{\setminus } B_{R}}\frac{1}{|x-y|^{N+s\,p}}\, \mathrm{d}y\le \int _{{\mathbb {R}}^N{\setminus } B_\frac{R-r}{2}(x)} \frac{1}{|x-y|^{N+s\,p}}\, \mathrm{d}y\le C(N,h_0,p,s). \end{aligned}$$

Hence, we obtain

$$\begin{aligned} |\widetilde{{\mathcal {I}}_2}|+|\widetilde{{\mathcal {I}}_3}|&\le C\,\int ^{T_1}_{T_0}\int _{B_{\frac{R+r}{2}}}\frac{|\delta _h u|^{\beta }}{|h|^{1+\vartheta \beta }} \,\tau \,\mathrm{d}x\, \mathrm{d}t\le C\,\int _{T_0}^{T_1}\left( 1+\int _{B_{R}}\left| \frac{\delta _h u}{|h|^{\frac{1+\vartheta \beta }{\beta }}}\right| ^{\frac{\beta \, q}{q-p+2}}\,\mathrm{d}x\right) \tau \,\mathrm{d}t , \end{aligned}$$
(4.6)

by Young’s inequality. Here \(C=C(h_0,N,s,p,q,\beta )>0\) as before.

Step 4: Estimates of \({\mathcal {I}}_4\). By using that \(|u|\le 1\) in \({\mathbb {R}}^N\times [-1,0]\) and the properties of \(\tau \), we get

$$\begin{aligned} |{\mathcal {I}}_4|= & {} \frac{1}{\beta +1}\,\left| \int _{T_0}^{T_1}\,\int _{B_1}\frac{|\delta _h u|^{\beta +1}}{|h|^{1+\vartheta \beta }}\, \eta ^p\,\tau '\, \mathrm{d}x\, \mathrm{d}t\right| \nonumber \\&\le \frac{C}{\mu }\,\int _{T_0}^{T_1}\int _{B_{\frac{R+r}{2}}}\frac{|\delta _h u|^{\beta }}{|h|^{1+\vartheta \beta }} \,\mathrm{d}x \mathrm{d}t\le \frac{C}{\mu }\,\int _{T_0}^{T_1}\left( 1+\int _{B_{R}}\left| \frac{\delta _h u}{|h|^{\frac{1+\vartheta \beta }{\beta }}}\right| ^{\frac{\beta \, q}{q-p+2}}\,\mathrm{d}x\right) \,\mathrm{d}t.\nonumber \\ \end{aligned}$$
(4.7)

In the last inequality we further used Young’s inequality. By inserting the estimates (4.6) and (4.7) in (4.5), using that \(\tau \) is non-negative and such that \(\tau =1\) on \([T_0+\mu ,T_1]\), we obtain

$$\begin{aligned}&\int _{T_0+\mu }^{T_1} \left[ \frac{|\delta _h u|^\frac{\beta -1}{p}\,\delta _h u}{|h|^\frac{1+\vartheta \,\beta }{p}}\,\eta \right] ^p_{W^{s,p}(B_R)}\, \mathrm{d}t+\frac{1}{\beta +1}\int _{B_R}\frac{|\delta _h u(x,T_1)|^{\beta +1}}{|h|^{1+\vartheta \beta }}\, \eta ^p\, \mathrm{d}x \nonumber \\&\quad \le C\,\int _{T_0}^{T_1} \left( \int _{B_{R}}\left| \frac{\delta _h u}{|h|^{\frac{1+\vartheta \beta }{\beta }}}\right| ^{\frac{\beta \, q}{q-p+2}}\,\mathrm{d}x+\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^s}\right\| _{L^q(B_{R+4h_0})}^q+1\right) \mathrm{d}t.\nonumber \\ \end{aligned}$$
(4.8)

This is the parabolic counterpart of [4, equation (4.10)]. Observe that the constant C now depends on \(\mu \), as well, and it blows-up as \(\mu \searrow 0\).

Step 5: Going back to the equation. In this step, we can simply reproduce Step 4 of the proof of [4, Proposition 4.1], so to obtain for any \(0< |\xi |,|h| < h_0\)

$$\begin{aligned} \left\| \frac{\delta _\xi \delta _h u}{|\xi |^\frac{s\,p}{\beta -1+p}|h|^\frac{1+\vartheta \,\beta }{\beta -1+p}} \right\| ^{\beta -1+p}_{L^{\beta -1+p}(B_r)}\le & {} C\,\left[ \frac{|\delta _h u|^\frac{\beta -1}{p}\,(\delta _h u)}{|h|^\frac{1+\vartheta \,\beta }{p}}\eta \right] ^p_{W^{s,p}(B(R))}\nonumber \\&+C\, \left( \int _{B_{R}}\left| \frac{\delta _h u}{|h|^\frac{1+\vartheta \beta }{\beta }}\right| ^\frac{q\,\beta }{q-p+2} \mathrm{d}x+1\right) , \end{aligned}$$
(4.9)

with \(C=C(N,h_0,s,\beta )>0\). This is the analogous of [4, equation (4.15)]. We then choose \(\xi =h\), take the supremum over h for \(0<|h|< h_0\) and integrate in time. Then (4.9) together with (4.8) imply

$$\begin{aligned}&\int _{T_0+\mu }^{T_1}\sup _{0<|h|< h_0}\int _{B_r}\left| \frac{\delta ^2_h u}{|h|^\frac{1+s\,p+\vartheta \,\beta }{\beta -1+p}}\right| ^{\beta -1+p}\,\mathrm{d}x\,\mathrm{d}t \nonumber \\&\qquad +\frac{1}{\beta +1}\sup _{0<|h|< h_0}\int _{B_R}\frac{|\delta _h u(x,T_1)|^{\beta +1}}{|h|^{1+\vartheta \beta }} \eta ^p \mathrm{d}x \nonumber \\&\quad \le C\,\int _{T_0}^{T_1}\left( \sup _{0<|h|< h_0}\int _{B_R}\left| \frac{\delta _h u}{|h|^\frac{1+\vartheta \,\beta }{\beta }}\right| ^\frac{q\,\beta }{q-p+2}\,\mathrm{d}x +\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^s}\right\| _{L^q(B_{R+4h_0})}^q+ 1\right) \mathrm{d}t,\nonumber \\ \end{aligned}$$
(4.10)

where \(C=C(N,h_0,p,q,s,\beta ,\mu )>0\). Since \((1+\vartheta \,\beta )/\beta < 1\), we can replace the first-order difference quotients in the right-hand side of (4.10) with second order ones, just by using [4, Lemma 2.6]. This gives

$$\begin{aligned}&\int _{T_0+\mu }^{T_1}\sup _{0<|h|< h_0}\int _{B_r}\left| \frac{\delta ^2_h u}{|h|^\frac{1+s\,p+\vartheta \,\beta }{\beta -1+p}}\right| ^{\beta -1+p}\,\mathrm{d}x\,\mathrm{d}t +\frac{1}{\beta +1}\sup _{0<|h|< h_0}\int _{B_R}\frac{|\delta _h u(x,T_1)|^{\beta +1}}{|h|^{1+\vartheta \beta }} \eta ^p \mathrm{d}x \nonumber \\&\quad \le C\,\int _{T_0}^{T_1}\left( \sup _{0<|h|< h_0}\int _{B_R}\left| \frac{\delta ^2_h u}{|h|^\frac{1+\vartheta \,\beta }{\beta }}\right| ^\frac{q\,\beta }{q-p+2}\,\mathrm{d}x +\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^s}\right\| _{L^q(B_{R+4h_0})}^q+ 1\right) \mathrm{d}t, \nonumber \\ \end{aligned}$$
(4.11)

for some constant \(C=C(N,h_0,p,q,s,\beta ,\mu )>0\).

Step 6: Conclusion for \(T_1<0\). As in the final step of the step of [4, Proposition 4.1], we now fix

$$\begin{aligned} \beta =q-p+2\qquad \text{ and } \qquad \vartheta =\frac{(q-p+2)\,s-1}{q-p+2}, \end{aligned}$$

where \(q\ge p\) is as in the statement. These choices assure that

$$\begin{aligned}&\frac{1+s\,p+\vartheta \,\beta }{\beta -1+p}=\frac{s}{q+1}+s, \\&\quad \beta -1+p=q+1,\qquad \frac{q\,\beta }{q-p+2}=q, \end{aligned}$$

and

$$\begin{aligned} 1+\vartheta \,\beta =(q-p+2)\,s,\qquad \frac{1+\vartheta \,\beta }{\beta }=s. \end{aligned}$$

Then (4.11) becomes

$$\begin{aligned} \begin{aligned}&\int _{T_0+\mu }^{T_1}\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^{\frac{s}{q+1}+s}}\right\| _{L^{q+1}(B_r)}^{q+1}\mathrm{d}t+\frac{1}{q+3-p}\sup _{0<|h|< h_0}\left\| \frac{\delta _h u(x,T_1)}{|h|^{\frac{(q+2-p)s}{q+3-p}}}\right\| _{L^{q+3-p}(B_r)}^{q+3-p}\\&\quad \le C\,\int _{T_0}^{T_1}\left( \sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u }{|h|^s}\right\| _{L^q(B_{R+4h_0})}^q+1\right) \mathrm{d}t, \end{aligned} \end{aligned}$$

where \(C=C(N,h_0,p,q,s)>0\). Up to a suitable modification of the constant C, we obtain in particular

$$\begin{aligned} \begin{aligned}&\int _{T_0+\mu }^{T_1}\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q+1}(B_{R-4\,h_0})}^{q+1}\mathrm{d}t +\frac{1}{q+3-p}\sup _{0<|h|< h_0}\left\| \frac{\delta _h u(\cdot ,T_1)}{|h|^{\frac{(q+2-p)\,s}{q+3-p}}}\right\| _{L^{q+3-p} (B_{R-4\,h_0})}^{q+3-p}\\&\quad \le C\,\int _{T_0}^{T_1}\left( \sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u }{|h|^s}\right\| _{L^q(B_{R+4h_0})}^q+1\right) \mathrm{d}t, \end{aligned} \end{aligned}$$

as desired. Observe that we also used that \(r=R-4\,h_0\).

Step 7: Conclusion for \(T_1=0\). In this case, the previous proof does not directly work because it relies on Lemma 3.3, which needed \(T_1<0\). However, the constant C in (4.1) does not depend on \(T_1\), we can thus use a limit argument. By assumption, we have that for some \(q\ge p\) and \(0<h_0<1/10\), it holds

$$\begin{aligned} \int _{T_0}^{0}\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u }{|h|^s}\right\| _{L^q(B_{R+4\,h_0})}^q \mathrm{d}t<+\infty , \end{aligned}$$

for a radius \(4\,h_0<R\le 1-5\,h_0\) and a time instant \(-1<T_0<0\). We fix \(0<\mu <-T_0\), then for every \(T<0\) such that \(\mu +T_0<T\) we have from Step 6

$$\begin{aligned}&\int _{T_0+\mu }^{T}\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q+1}(B_{R-4\,h_0})}^{q+1}\,\mathrm{d}t +\frac{1}{q+3-p}\sup _{0<|h|< h_0}\left\| \frac{\delta _h u(\cdot ,T)}{|h|^{\frac{(q+2-p)s}{q+3-p}}}\right\| _{L^{q+3-p}(B_{R-4\,h_0})}^{q+3-p} \nonumber \\&\quad \le C\,\int _{T_0}^{0}\left( \sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u }{|h|^s}\right\| _{L^q(B_{R+4h_0})}^q+1\right) \mathrm{d}t. \end{aligned}$$
(4.12)

We then observe that

$$\begin{aligned} \lim _{T\rightarrow 0^-}\int _{T_0+\mu }^{T}\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q+1}(B_{R-4\,h_0})}^{q+1}\,\mathrm{d}t =\int _{T_0+\mu }^{0}\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q+1}(B_{R-4\,h_0})}^{q+1}\,\mathrm{d}t, \nonumber \\ \end{aligned}$$
(4.13)

by the monotone convergence theorem. As for the second term on the left-hand side, we know by definition of local weak solution that

$$\begin{aligned} t\mapsto \frac{\delta _h u(\cdot ,t)}{|h|^{\frac{(q+2-p)\,s}{q+3-p}}}, \end{aligned}$$

is a continuous function on \((-2,0]\), with values in \(L^2(B_{R-4\,h_0})\), for every fixed \(0<|h|<h_0\). Thus

$$\begin{aligned} \lim _{T\rightarrow 0^-}\left\| \frac{\delta _h u(\cdot ,T)}{|h|^{\frac{(q+2-p)s}{q+3-p}}}-\frac{\delta _h u(\cdot ,0)}{|h|^{\frac{(q+2-p)s}{q+3-p}}}\right\| _{L^2(B_{R-4\,h_0})}=0. \end{aligned}$$

This in turn implies thatFootnote 1

$$\begin{aligned} \liminf _{T\rightarrow 0^-}\left\| \frac{\delta _h u(\cdot ,T)}{|h|^{\frac{(q+2-p)s}{q+3-p}}}\right\| _{L^{q+3-p}(B_{R-4\,h_0})}^{q+3-p}\ge \left\| \frac{\delta _h u(\cdot ,0)}{|h|^{\frac{(q+2-p)s}{q+3-p}}}\right\| _{L^{q+3-p}(B_{R-4\,h_0})}^{q+3-p}, \end{aligned}$$
(4.14)

for every \(0<|h|<h_0\). By using (4.13) and (4.14) in (4.12), we get the desired conclusion for \(T_1=0\), as well. \(\square \)

As in [4, Theorem 4.2], by iterating the previous result, we can obtain the following regularity estimate.

Theorem 4.2

(Spatial almost \(C^s\) regularity) Let \(\Omega \subset {\mathbb {R}}^N\) be a bounded and open set, \(I=(t_0,t_1]\), \(p\ge 2\) and \(0<s<1\). Suppose u is a local weak solution of

$$\begin{aligned} u_t+(-\Delta _p)^s u=0\qquad \text{ in } \Omega \times I, \end{aligned}$$

such that \(u\in L^\infty _{\mathrm{loc}}(I;L^\infty ({\mathbb {R}}^N))\). Then \(u\in C^\delta _{x,\mathrm loc}(\Omega \times I)\) for every \(0<\delta <s\).

More precisely, for every \(0<\delta <s\), \(R>0\) and every \((x_0,T_0)\) such that

$$\begin{aligned} Q_{2R,2R^{s\,p}}(x_0,T_0)\Subset \Omega \times I, \end{aligned}$$

there exists a constant \(C=C(N,s,p,\delta )>0\) such that

$$\begin{aligned}&\sup _{t\in \left[ T_0-\frac{R^{s\,p}}{2},T_0\right] } [u(\cdot ,t)]_{C^\delta (B_{R/2}(x_0))}\le \frac{C}{R^\delta }\,\left( \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [T_0-R^{s\,p},T_0])}+1\right) \nonumber \\&\quad +\frac{C}{R^\delta }\,\left( R^{-N}\,\int _{T_0-\frac{7}{8}\,R^{s\,p}}^{T_0} [u]^p_{W^{s,p}(B_{R}(x_0))}\,\mathrm{d}t \right) ^\frac{1}{p}. \end{aligned}$$
(4.15)

Proof

We assume for simplicity that \(x_0=0\) and \(T_0=0\), then we set

$$\begin{aligned} {\mathcal {M}}_R = \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [-R^{s\,p},0])} +\left( R^{-N}\,\int _{-\frac{7}{8}\,R^{s\,p}}^{0} [u]^p_{W^{s,p}(B_{R})}\,\mathrm{d}t \right) ^\frac{1}{p}+1. \end{aligned}$$

Let \(\alpha \in [-R^{s\,p}(1-{\mathcal {M}}_R^{2-p}),0]\) and set

$$\begin{aligned} u_{R,\alpha }(x,t):=\frac{1}{{\mathcal {M}}_R}\,u\left( R\,x,\frac{1}{{\mathcal {M}}_R^{p-2}}\,R^{s\,p}\,t+\alpha \right) ,\qquad \text{ for } x\in B_2,\ t\in (-2,0]. \end{aligned}$$

By taking into account the scaling properties of our equation (see Remark 1.1), the function \(u_{R,\alpha }\) is a local weak solution of

$$\begin{aligned} u_t+(-\Delta _p)^s u=0,\qquad \text{ in } B_2\times (-2,0], \end{aligned}$$

and satisfies

$$\begin{aligned} \Vert u_{R,\alpha }\Vert _{L^\infty ({\mathbb {R}}^N\times [-1,0])}\le 1,\qquad \int _{-\frac{7}{8}}^0 [u_{R,\alpha }]^p_{W^{s,p}(B_1)}\, \mathrm{d}t \le 1. \end{aligned}$$
(4.16)

We will prove that \(u_{R,\alpha }\) satisfies the estimate

$$\begin{aligned} \sup _{t\in [-1/2,0]}[u_{R,\alpha }(\cdot ,t)]_{C^{\delta }(B_{1/2})}\le C, \end{aligned}$$

for \(C=C(N,s,p,\delta )>0\) independent of \(\alpha \). By scaling back, this would give

$$\begin{aligned} \sup _{\alpha -\frac{1}{2}{\mathcal {M}}_R^{2-p}\,R^{s\,p}\le t\le \alpha }[u(\cdot ,t)]_{C^{\delta }(B_{R/2})}\le \frac{C}{R^\delta }{\mathcal {M}}_R. \end{aligned}$$

Since \(\alpha \in [-R^{s\,p}(1-{\mathcal {M}}_R^{2-p}),0]\) and \({\mathcal {M}}_R^{2-p}\le 1\), this in turn would imply

$$\begin{aligned}&\sup _{t\in \left[ -\frac{R^{s\,p}}{2},0\right] } [u(\cdot ,t)]_{C^\delta (B_{R/2}(x_0))}\\&\quad \le \frac{C}{R^\delta }\,\left( \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [-R^{s\,p},0])} +\left( R^{-N}\,\int _{-\frac{7}{8}\,R^{s\,p}}^0 [u]^p_{W^{s,p}(B_{R}(x_0))}\,\mathrm{d}t \right) ^\frac{1}{p}+1\right) , \end{aligned}$$

which is the desired result. In what follows, we suppress the subscript \({R,\alpha }\) and simply write u in place of \(u_{R,\alpha }\), in order not to overburden the presentation.

We fix \(0<\delta <s\) and choose \(i_\infty \in {\mathbb {N}}{\setminus }\{0\}\) such that

$$\begin{aligned} \delta <s\,\frac{2+i_\infty }{3+i_\infty }- \frac{N}{3+i_\infty }. \end{aligned}$$

Then we define the sequence of exponents

$$\begin{aligned} q_i=p+i,\qquad i=0,\dots ,i_\infty . \end{aligned}$$

We define also

$$\begin{aligned} h_0=\frac{1}{64\,i_\infty },\qquad R_i=\frac{7}{8}-4\,(2i+1)\,h_0=\frac{7}{8}-\frac{2i+1}{16\,i_\infty },\qquad \text{ for } i=0,\dots ,i_\infty . \end{aligned}$$

We note that

$$\begin{aligned} R_0+4\,h_0=\frac{7}{8}\qquad \text{ and } \qquad R_{i_\infty -1}-4\,h_0=R_{i_\infty }+4\,h_0=\frac{3}{4}. \end{aligned}$$

By applying Proposition 4.1 (ignoring the second term in the left-hand side of (4.1)) withFootnote 2

$$\begin{aligned} T_1=0,\qquad T_0=-R_i-4\,h_0,\qquad \mu =8\,h_0, \end{aligned}$$

and

$$\begin{aligned} R=R_i\qquad \text{ and } \qquad q=q_i=p+i,\qquad \text{ for } i=0,\ldots ,i_\infty -1, \end{aligned}$$

and observing that \(R_i-4\,h_0=R_{i+1}+4\,h_0\), we obtain the iterative scheme of inequalities:

  • for \(i=0\)

    $$\begin{aligned} \int _{-(R_1+4h_0)}^0 \sup \limits _{0<|h|< h_0}\left\| \dfrac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q_1}(B_{R_1+4h_0})}^{q_1}\mathrm{d}t \le C\,\displaystyle \int _{-\frac{7}{8}}^0 \sup \limits _{0<|h|< h_0}\left( \left\| \dfrac{\delta ^2_h u }{|h|^s}\right\| _{L^p(B_{7/8})}^p+1\right) \mathrm{d}t\\ \end{aligned}$$
  • for \(i=1,\dots ,i_\infty -2\)

    $$\begin{aligned}&\int _{-(R_{i+1}+4h_0)}^0 \sup \limits _{0<|h|< h_0}\left\| \dfrac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q_i+1}(B_{R_{i+1}+4h_0})}^{q_i+1}\mathrm{d}t \\&\quad \le C\,\int _{-(R_{i}+4h_0)}^0\sup \limits _{0<|h|< h_0}\left( \left\| \dfrac{\delta ^2_h u }{|h|^s}\right\| _{L^{q_i}(B_{R_i+4h_0})}^{q_i}+1\right) \mathrm{d}t, \end{aligned}$$
  • finally, for \(i=i_\infty -1\)

    $$\begin{aligned} \begin{aligned}&\int _{-\frac{3}{4}}^0\sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q_{i_\infty }}(B_{3/4})}^{q_{i_\infty }}\mathrm{d}t\\&\quad =\int _{-(R_{i_\infty }+4h_0)}^0\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{p+i_\infty }(B_{R_{i_\infty }+4h_0})}^{p+i_\infty }\mathrm{d}t \\&\quad \le C\,\int _{-(R_{i_\infty -1}+4h_0)}^0\sup _{0<|h|< h_0}\left( \left\| \frac{\delta ^2_h u }{|h|^s}\right\| _{L^{p+i_\infty -1}(B_{R_{i_\infty -1}+4h_0})}^{p+i_\infty -1}+1\right) \,\mathrm{d}t. \end{aligned} \end{aligned}$$

Here \(C=C(N,\delta ,p,s)>0\) as always. We note that by using the relation

$$\begin{aligned} \delta ^2_{h}u=\delta _{2h} u-2\,\delta _h u, \end{aligned}$$

and then appealing to [3, Proposition 2.6], we have

$$\begin{aligned}&\int _{-\frac{7}{8}}^0\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u }{|h|^s}\right\| _{L^{p}(B_{7/8})}^pdt\nonumber \\&\quad \le C\,\int _{-\frac{7}{8}}^0\sup _{0<|h|<2\,h_0}\left\| \frac{\delta _h u }{|h|^s}\right\| _{L^{p}(B_{7/8})}^pdt\nonumber \\&\quad \le C\left( \int _{-\frac{7}{8}}^0[u]_{W^{s,p}(B_{7/8+2\,h_0})}^p\, \mathrm{d}t+\int _{-\frac{7}{8}}^0\Vert u\Vert _{L^\infty (B_{7/8+2\,h_0})}\,\mathrm{d}t\right) \nonumber \\&\quad \le C\left( \int _{-\frac{7}{8}}^0[u]_{W^{s,p}(B_1)}\,\mathrm{d}t+\int _{-\frac{7}{8}}^0\Vert u \Vert _{L^\infty (B_1)}^p\, \mathrm{d}t\right) \le C(N,\delta ,s,p), \end{aligned}$$
(4.17)

where we also have used the assumptions (4.16) on u. Hence, the iterative scheme of inequalities leads us to

$$\begin{aligned} \int _{-\frac{3}{4}}^0\sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q_{i_\infty }}(B_{3/4})}^{q_{i_\infty }}\mathrm{d}t\le C(N,\delta ,p,s). \end{aligned}$$

It is now time to exploit the full power of Proposition 4.1: we apply it once more, with

$$\begin{aligned} T_0= & {} -\frac{3}{4},\qquad -\frac{1}{2}\le T_1\le 0,\qquad \mu =8\,h_0, \\ q= & {} q_{i_\infty },\qquad R+4\,h_0=3/4\qquad \text{ and } \qquad R-4\,h_0=3/4-8\,h_0>5/8. \end{aligned}$$

We obtain (ignoring the first term in the left-hand side of (4.1), this time)

$$\begin{aligned}&\sup _{0<|h|< h_0}\left\| \frac{\delta _h u(\cdot ,T_1)}{|h|^{\frac{(q_{i_\infty }+2-p)\,s}{q_{i_\infty }+3-p}}} \right\| _{L^{q_{i_\infty }+3-p}(B_{5/8})}^{q_{i_\infty }+3-p}\\&\quad \le C\,\int _{-\frac{3}{4}}^0\left( \sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{s}}\right\| _{L^{q_{i_\infty }}(B_{3/4})}^{q_{i_\infty }}+1\right) \,\mathrm{d}t\le C(N,\delta ,p,s). \end{aligned}$$

Since this is valid for every \(-1/2\le T_1\le 0\), this in turn implies that

$$\begin{aligned} \sup _{t\in [-1/2,0]}\sup _{0<|h|<h_0} \left\| \frac{\delta _h u}{|h|^{\frac{(q_{i_\infty }+2-p)\,s}{q_{i_\infty }+3-p}}}\right\| _{L^{q_{i_\infty } +3-p}(B_{5/8})}^{q_{i_\infty }+3-p}\le C(N,\delta ,p,s). \end{aligned}$$
(4.18)

Take now \(\chi \in C_0^\infty (B_{9/16})\) such that

$$\begin{aligned} 0\le \chi \le 1, \qquad \chi =1 \text { in }B_{1/2},\qquad |\nabla \chi |\le C,\qquad |D^2 \chi |\le C. \end{aligned}$$

In particular, we have for all \(0<|h|<h_0\)

$$\begin{aligned} \frac{|\delta _h\chi |}{|h|^\frac{(q_{i_\infty }+2-p)\,s}{q_{i_\infty }+3-p}}\le C. \end{aligned}$$

We also recall that

$$\begin{aligned} \delta _h (u\,\chi )=\chi _{h}\,\delta _h u+u\,\delta _h\chi . \end{aligned}$$

Hence, for \(0<|h|< h_0\) and any \(t\in [-5/8,0]\)

$$\begin{aligned}&\left\| \frac{\delta _h (u\,\chi )}{|h|^\frac{(q_{i_\infty }+2-p)\,s}{q_{i_\infty }+3-p}}\right\| _{L^{q_{i_\infty +3-p}}({\mathbb {R}}^N)}\nonumber \\&\quad \le C\,\left( \left\| \frac{\chi _{h}\,\delta _h u}{|h|^\frac{(q_{i_\infty }+2-p)s}{q_{i_\infty }+3-p}} \right\| _{L^{q_{i_\infty +3-p}}({\mathbb {R}}^N)} +\left\| \frac{u\,\delta _h\chi }{|h|^\frac{(q_{i_\infty }+2-p)s}{q_{i_\infty }+3-p}} \right\| _{L^{q_{i_\infty +3-p}}({\mathbb {R}}^N)}\right) \nonumber \\&\quad \le C\,\left( \left\| \frac{\delta _h u}{|h|^\frac{(q_{i_\infty }+2-p)s}{q_{i_\infty }+3-p}}\right\| _{L^{q_{i_\infty +3-p}} (B_{9/16+\,h_0})}+\Vert u\Vert _{L^{q_{i_\infty +3-p}}(B_{9/16+h_0})}\right) \nonumber \\&\quad \le C\,\left( \left\| \frac{\delta _h u}{|h|^\frac{(q_{i_\infty }+2-p)s}{q_{i_\infty }+3-p}}\right\| _{L^{q_{i_\infty +3-p}} (B_{5/8})}+\Vert u\Vert _{L^{q_{i_\infty +3-p}}(B_{5/8})}\right) \le C(N,\delta ,p,s), \end{aligned}$$
(4.19)

by (4.18). Finally, by noting that thanks to the choice of \(i_\infty \) we have

$$\begin{aligned} s\,(q_{i_\infty }+2-p)>N\qquad \text{ and } \qquad \delta <\frac{(q_{i_\infty }+2-p)\,s}{q_{i_\infty }+3-p}-\frac{N}{q_{i_\infty }+3-p}, \end{aligned}$$

we may invoke the Morrey-type embedding of [4, Theorem 2.8] with

$$\begin{aligned} \beta =\frac{(q_{i_\infty }+2-p)\,s}{q_{i_\infty }+3-p},\qquad \alpha =\delta \qquad \text{ and } \qquad q=q_{i_\infty }+3-p. \end{aligned}$$

Thus we obtain

$$\begin{aligned}&[u(\cdot ,t)]_{C^\delta (B_{1/2})}= [u\,\chi ]_{C^\delta (B_{1/2})}\\&\quad \le C\left( [u\,\chi (\cdot ,t)]_{{\mathcal {N}}_\infty ^{\beta ,q}({\mathbb {R}}^N)}\right) ^{\frac{\alpha \, q+N}{\beta q}}\,\left( \Vert u(\cdot ,t)\,\chi \Vert _{L^q({\mathbb {R}}^N)}\right) ^\frac{(\beta -\alpha )\,q-N}{\beta q}\le C(N,\delta ,p,s), \end{aligned}$$

for any \(t\in [-1/2,0]\), where we used (4.19). This concludes the proof. \(\square \)

Remark 4.3

Under the assumptions of the previous theorem, a covering argument combined with (4.15) implies the following more flexible estimate: for every \(0<\sigma <7/8\)

$$\begin{aligned} \begin{aligned} \sup _{t\in [T_0-\sigma R^{s\,p},T_0]}[u(\cdot ,t)]_{C^\delta (B_{\sigma R}(x_0))}\le&\frac{C}{R^\delta }\,\left( \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [T_0-R^{s\,p},T_0])}+1\right) \\&+\frac{C}{R^\delta }\,\left( R^{-N}\int _{T_0-\frac{7}{8}\,R^{s\,p}}^{T_0}[u]_{W^{s,p}(B_{R}(x_0))}^pdt\right) ^{\frac{1}{p}}, \end{aligned} \end{aligned}$$

with C now depending on \(\sigma \) as well (and blowing-up as \(\sigma \nearrow 7/8\)). Indeed, if \(\sigma \le 1/2\) then this is immediate. If \(1/2<\sigma <7/8\), then we can cover \(Q_{\sigma R,\sigma R^{s\,p}}(x_0,T_0)\) with a finite number of cylinders

$$\begin{aligned} Q_{r/2,r^{s\,p}/2}(x_i,t_j)=B_{r/2}(x_i)\times \left( t_j-\frac{r^{s\,p}}{2},t_j\right] ,\qquad \text{ for } 1\le i\le k, \, 1\le j\le m, \end{aligned}$$

where

$$\begin{aligned} x_i\in B_{\sigma R}(x_0),\qquad T_0-\sigma \,R^{s\,p}\le t_j\le T_0, \end{aligned}$$

and \(r=R/C_{\sigma ,s,p}>0\) is a suitable radius, such that

$$\begin{aligned} B_r(x_i)\subset B_R(x_0),\quad B_{2\,r}(x_i)\Subset \Omega , \end{aligned}$$

and

$$\begin{aligned} \left[ t_j-\frac{7}{8}\,r^{s\,p},t_j\right] \subset \left[ T_0-\frac{7}{8}\,R^{s\,p},T_0\right] ,\quad [t_j-2\,r^{s\,p},t_j]\Subset I. \end{aligned}$$

By using (4.15) on each of these cylinders and the fact that \(r=R/C_{\sigma ,s,p}\), we get

$$\begin{aligned} \begin{aligned}&\sup _{t\in \left[ t_j-\frac{r^{s\,p}}{2},t_j\right] }[u(\cdot ,t)]_{C^\delta (B_{r/2}(x_i))}\\&\quad \le \frac{C}{r^\delta }\,\left( \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [t_j-r^{s\,p},t_j])}+1+\left( r^{-N}\int _{t_j-\frac{7}{8}\,r^{s\,p}}^{t_j}[u]_{W^{s,p}(B_{r}(x_i))}^p\,\mathrm{d}t\right) ^{\frac{1}{p}}\right) \\&\quad \le \frac{C}{R^\delta }\,\left( \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [T_0-R^{s\,p},T_0])}+1+\left( R^{-N}\int _{T_0-\frac{7}{8}\,R^{s\,p}}^{T_0}[u]_{W^{s,p}(B_{R}(x_0))}^p\,\mathrm{d}t\right) ^{\frac{1}{p}}\right) \end{aligned} \end{aligned}$$

By taking the supremum over \(1\le i\le k\) and \(1\le j\le m\), we get the desired conclusion.

5 Improved spatial Hölder regularity

Once we know that solutions are locally spatially \(\delta -\)Hölder continuous for any \(0<\delta <s\), we can obtain the following improvement of Proposition 4.1. The latter provided a recursive gain of integrability. In contrast, the next result provides a gain which is interlinked between differentiability and integrability.

Proposition 5.1

Assume \(p\ge 2\) and \(0<s<1\). Let u be a local weak solution of \(u_t+(-\Delta _p)^s u=0\) in \(B_2\times (-2,0]\), such that

$$\begin{aligned} \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [-1,0])}\le 1 \quad \text {and} \quad \int _{-\frac{7}{8}}^0 [u]^p_{W^{s,p}(B_1)}\, \mathrm{d}t \le 1. \end{aligned}$$

Assume further that for some \(0<h_0<1/10\) and \(\vartheta <1\), \(\beta \ge 2\) such that \((1+\vartheta \, \beta )/\beta <1\), we have

$$\begin{aligned} \int _{T_0}^{T_1}\sup _{0<|h|\le h_0}\left\| \frac{\delta ^2_h u }{|h|^\frac{1+\vartheta \, \beta }{\beta }}\right\| _{L^\beta (B_{R+4\,h_0})}^\beta \mathrm{d}t<+\infty , \end{aligned}$$

for a radius \(4\,h_0<R\le 1-5\,h_0\) and two time instants \(-3/4\le T_0< T_1\le 0\). Then it holds

$$\begin{aligned}&\int _{T_0+\mu }^{T_1}\sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u}{|h|^{\frac{1+s\,p+\vartheta \,\beta }{\beta -1+p}}}\right\| _{L^{\beta -1+p} (B_{R-4\,h_0})}^{\beta -1+p}\mathrm{d}t+\frac{1}{\beta +1}\sup _{0<|h|< h_0}\left\| \frac{\delta _h u(\cdot ,T_1)}{|h|^{\frac{1+\vartheta \,\beta }{\beta +1}}}\right\| _{L^{\beta +1} (B_{R-4\,h_0})}^{\beta +1}\nonumber \\&\quad \le C\,\int _{T_0}^{T_1}\sup _{0<|h|< h_0}\left( \left\| \frac{\delta ^2_h u }{|h|^\frac{1+\vartheta \, \beta }{\beta }}\right\| _{L^\beta (B_{R+4\,h_0})}^\beta +1\right) \mathrm{d}t. \end{aligned}$$
(5.1)

for every \(0<\mu <T_1-T_0\). Here C depends on N, \(h_0\), s, p, \(\mu \) and \(\beta \).

Proof

This is analogous to the proof of [4, Proposition 5.1]. As above, we will refer to [4] for the main computations and only list the major changes.

We first notice that it is sufficient to prove (5.1) for \(T_1<0\), with a constant independent of \(T_1\). Then the same argument of Step 7 in Proposition 4.1 will be enough to handle the case \(T_1=0\), as well.

We go back to the estimates in the proof of Proposition 4.1. The acquired knowledge on the spatial regularity of u permits to improve the estimate on the term \({\mathcal {I}}_{11}(t)\) defined in (4.3). From Theorem 4.2 and Remark 4.3, we can choose

$$\begin{aligned} 0<\varepsilon <\min \left\{ 2\,\frac{1-s}{p-2},\,s\right\} , \end{aligned}$$

such that

$$\begin{aligned} \sup _{t\in [T_0,T_1]}[u(\cdot ,t)]_{C^{s-\varepsilon }(B_{R+h_0})}\le C(N,h_0,p,s). \end{aligned}$$

Using this together with the assumed regularity of \(\eta \), we have for \(x,y\in B_{R}\) and \(t\in [T_0,T_1]\)

$$\begin{aligned} \frac{|u(x,t)-u(y,t)|^{p-2}\,\left| \eta (x)^\frac{p}{2}-\eta (y)^\frac{p}{2} \right| ^2}{|x-y|^{N+s\,p}}\le C\,|x-y|^{-N+2\,(1-s)-\varepsilon \,(p-2)}. \end{aligned}$$

Thanks to the choice of \(\varepsilon \), the last exponent is strictly larger than \(-N\) and we may conclude

$$\begin{aligned} \int _{B_R}\frac{|u(x,t)-u(y,t)|^{p-2}\,\left| \eta (x)^\frac{p}{2}-\eta (y)^\frac{p}{2} \right| ^2}{|x-y|^{N+s\,p}}\, \mathrm{d}y\le C(N,h_0,p,s), \end{aligned}$$

for any \(x\in B_R\). A similar estimate holds for the other term of \({\mathcal {I}}_{11}(t)\) containing \(|u_h(x,t)-u_h(y,t)|\). Therefore, by suppressing as before the \(t-\)dependence for simplicity, we have the estimate

$$\begin{aligned} \begin{aligned} | {\mathcal {I}}_{11}(t)|&\le C\,\int _{B_R}\frac{|\delta _h u(x)|^{\beta +1}}{|h|^{1+\vartheta \,\beta }} \mathrm{d}x \\&\le C\,\Vert u\Vert _{L^\infty (B_R)}\,\int _{B_R}\frac{|\delta _h u(x)|^{\beta }}{|h|^{1+\vartheta \,\beta }} \mathrm{d}x\le C\,\int _{B_R}\frac{|\delta _h u(x)|^{\beta }}{|h|^{1+\vartheta \,\beta }} \mathrm{d}x ,\\&\qquad \text{ for } \text{ some } C=C(N,h_0,p,s)>0. \end{aligned} \end{aligned}$$

As for \({\mathcal {I}}_{12}\), by going back to its definition (4.4) and using the properties of the cut-off function \(\eta \), we get

$$\begin{aligned}&|{\mathcal {I}}_{12}(t)|\le C\int _{B_R} \frac{|\delta _h u(x)|^{\beta -1+p}}{|h|^{1+\vartheta \,\beta }}\,\mathrm{d}x\le C\int _{B_R}\frac{|\delta _h u(x)|^{\beta }}{|h|^{1+\vartheta \,\beta }} \mathrm{d}x,\qquad \\&\quad \text{ for } \text{ some } C=C(N,h_0,p,s)>0, \end{aligned}$$

where we used the local \(L^\infty \) bound on u, as above. In addition, from the first inequality in (4.6) together with the properties of the cut-off function \(\tau \), we have

$$\begin{aligned} |\mathcal {{\widetilde{I}}}_2|+|\mathcal {{\widetilde{I}}}_3|\le C\,\int _{T_0}^{T_1}\int _{B_R}\frac{|\delta _h u(x)|^{\beta }}{|h|^{1+\vartheta \,\beta }}\, \mathrm{d}x\, \mathrm{d}t, \qquad \text{ for } \text{ some } C=C(h_0,p,s)>0. \end{aligned}$$

By combining these new estimates with (4.7) and (4.2), we can reproduce the last part of [4, Proposition 5.1] and arrive at

$$\begin{aligned} \begin{aligned}&\int _{T_0+\mu }^{T_1}\left( \sup _{0<|h|< h_0}\int _{B_r}\left| \frac{\delta ^2_h u}{|h|^\frac{1+s\,p+\vartheta \,\beta }{\beta -1+p}}\right| ^{\beta -1+p}\,\mathrm{d}x\right) \mathrm{d}t\\&\qquad +\frac{1}{\beta +1}\sup _{0<|h|< h_0}\left\| \frac{\delta _h u(\cdot ,T_1)}{|h|^{\frac{1+\vartheta \beta }{\beta +1}}} \right\| _{L^{\beta +1}(B_{R-4\,h_0})}^{\beta +1}\\&\quad \le C\int _{T_0}^{T_1}\left( \sup _{0<|h|< h_0}\int _{B_R}\left| \frac{\delta _h u}{|h|^\frac{1+\vartheta \,\beta }{\beta }}\right| ^\beta \,\mathrm{d}x\right) \,\mathrm{d}t, \end{aligned} \end{aligned}$$

for some \(C=C(N,h_0,p,s,\beta )>0\). By appealing again to [4, Lemma 2.6] and using that

$$\begin{aligned} \frac{1+\vartheta \,\beta }{\beta }<1, \end{aligned}$$

we may replace the first-order differential quotients in the right-hand side by second order ones. This leads to

$$\begin{aligned} \begin{aligned}&\int _{T_0+\mu }^{T_1}\left( \sup _{0<|h|< h_0}\int _{B_r}\left| \frac{\delta ^2_h u}{|h|^\frac{1+s\,p+\vartheta \,\beta }{\beta -1+p}}\right| ^{\beta -1+p}\,\mathrm{d}x\right) \,\mathrm{d}t\\&\qquad +\frac{1}{\beta +1}\sup _{0<|h|< h_0}\left\| \frac{\delta _h u(\cdot ,T_1)}{|h|^{\frac{1+\vartheta \beta }{\beta +1}}}\right\| _{L^{\beta +1} (B_{R-4\,h_0})}^{\beta +1}\\&\quad \le C\int _{T_0}^{T_1}\left( \sup _{0<|h|< h_0}\int _{B_R+4\,h_0}\left| \frac{\delta ^2_h u}{|h|^\frac{1+\vartheta \,\beta }{\beta }}\right| ^\beta \,\mathrm{d}x+1\right) \,\mathrm{d}t, \end{aligned} \end{aligned}$$

for some \(C=C(N,h_0,p,s,\beta )>0\). By recalling again that \(r=R-4\,h_0\), we eventually conclude the proof. \(\square \)

We are now ready to prove the claimed Hölder regularity in space.

Theorem 5.2

Let \(\Omega \) be a bounded and open set, let \(I=(t_0,t_1]\), \(p\ge 2\) and \(0<s<1\). Suppose u is a local weak solution of

$$\begin{aligned} u_t+(-\Delta _p)^s u=0\qquad \text{ in } \Omega \times I, \end{aligned}$$

such that \(u\in L^\infty _{\mathrm{loc}}(I;L^\infty ({\mathbb {R}}^N))\). Then \(u\in C^\delta _{x,\mathrm loc}(\Omega \times I)\) for every \(0<\delta <\Theta (s,p)\), where \(\Theta (s,p)\) is defined in (1.5).

More precisely, for every \(0<\delta <\Theta (s,p)\), \(R>0\), \(x_0\in \Omega \) and \(T_0\) such that

$$\begin{aligned} Q_{2\,R,2\,R^{s\,p}}(x_0,T_0)\Subset \Omega \times I, \end{aligned}$$

there exists a constant \(C=C(N,s,p,\delta )>0\) such that

$$\begin{aligned}&\sup _{t\in \left[ T_0-\frac{R^{s\,p}}{2},T_0\right] } [u(\cdot ,t)]_{C^\delta (B_{R/2}(x_0))}\le \frac{C}{R^\delta }\,\left( \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [T_0-R^{s\,p},T_0])} + 1\right) \nonumber \\&\qquad +\frac{C}{R^\delta }\,\left( R^{-N}\,\int _{T_0-\frac{7}{8}\,R^{s\,p}}^{T_0} [u]^p_{W^{s,p}(B_{R}(x_0))}\mathrm{d}t \right) ^\frac{1}{p} . \end{aligned}$$
(5.2)

Proof

By the same scaling argument as in the proof of Theorem 4.2, it is enough to prove that

$$\begin{aligned} \sup _{t\in [-1/2,0]}[u(\cdot ,t)]_{C^\delta (B_{1/2})}\le C(N,p,s,\delta ), \end{aligned}$$

under the assumption that u is a local weak solution of

$$\begin{aligned} u_t+(-\Delta _p)^s u=0,\qquad \text{ in } B_2\times (-2,0], \end{aligned}$$

which satisfies (4.16). Define for \(i\in {\mathbb {N}}\), the sequences of exponents

$$\begin{aligned} \beta _i=p+i\,(p-1), \end{aligned}$$

and

$$\begin{aligned} \vartheta _0=s-\frac{1}{p},\quad \vartheta _{i+1}=\frac{\vartheta _i\,\beta _i+s\,p}{\beta _{i+1}}=\vartheta _i\, \frac{p+i\,(p-1)}{p+(i+1)(p-1)}+\frac{s\,p}{p+(i+1)(p-1)}. \end{aligned}$$

By induction, we see that \(\{\vartheta _i\}_{i\in {\mathbb {N}}}\) is explicitely given by the increasing sequence

$$\begin{aligned} \vartheta _i =\left( s-\frac{1}{p}\right) \,\frac{p}{p+i\,(p-1)}+\frac{s\,p\,i}{p+i\,(p-1)},\qquad i\in {\mathbb {N}}, \end{aligned}$$

and thus

$$\begin{aligned} \lim _{i\rightarrow \infty } \vartheta _i = \frac{s\,p}{p-1}. \end{aligned}$$

The proof is now split into two different cases.

Case 1: \(s\,p\le (p-1)\). Fix \(0<\delta <s\,p/(p-1)\) and choose \(i_\infty \in {\mathbb {N}}{\setminus }\{0\}\) such that

$$\begin{aligned} \delta <\frac{1+\vartheta _{i_\infty }\,\beta _{i_\infty }}{\beta _{i_\infty }+1} -\frac{N}{\beta _{i_\infty }+1}. \end{aligned}$$

This is feasible, since

$$\begin{aligned} \lim _{i\rightarrow \infty } \beta _i=+\infty ,\qquad \lim _{i\rightarrow \infty }\vartheta _i=\frac{s\,p}{p-1}\qquad \text{ and } \qquad \delta < \frac{s\,p}{p-1}. \end{aligned}$$

Define also

$$\begin{aligned} h_0=\frac{1}{64\,i_\infty },\qquad R_i=\frac{7}{8}-4\,(2\,i+1)\,h_0=\frac{7}{8}-\frac{2\,i+1}{16\,i_\infty },\qquad \text{ for } i=0,\dots ,i_\infty . \end{aligned}$$

We note that

$$\begin{aligned} R_0+4\,h_0=\frac{7}{8}\qquad \text{ and } \qquad R_{i_\infty -1}-4\,h_0=\frac{3}{4}. \end{aligned}$$

By applyingFootnote 3 Proposition 5.1 (ignoring the second term of the left-hand side of (5.1)) with

$$\begin{aligned} T_1=0,\qquad \mu =8\,h_0,\qquad T_0^{i}=-\frac{3}{4}+i\,\mu , \end{aligned}$$

and

$$\begin{aligned} R=R_i, \qquad \vartheta =\vartheta _i \qquad \text{ and } \qquad \beta =\beta _i,\quad \text{ for } i=0,\ldots ,i_\infty -1, \end{aligned}$$

and observing that \(R_i-4\,h_0=R_{i+1}+4\,h_0\), that \(T_0^{i+1}=T_0^i+\mu \) and by construction

$$\begin{aligned} \frac{1+s\,p+\vartheta _i\,\beta _i}{\beta _i+(p-1)}=\frac{1+\vartheta _{i+1}\,\beta _{i+1}}{\beta _{i+1}}, \end{aligned}$$

we obtain the iterative scheme of inequalities:

  • for \(i=0\)

    $$\begin{aligned} \int _{T_0^1}^0\sup \limits _{0<|h|< h_0}\left\| \dfrac{\delta ^2_h u}{|h|^{\frac{1+\vartheta _1\beta _1}{\beta _1}}}\right\| _{L^{\beta _1} (B_{R_1+4h_0})}^{\beta _1}\mathrm{d}t \le C\,\displaystyle \int _{-\frac{3}{4}}^0\sup \limits _{0<|h|< h_0}\left( \left\| \dfrac{\delta ^2_h u }{|h|^s}\right\| _{L^{p}(B_{7/8})}^p+1\right) \mathrm{d}t; \end{aligned}$$
  • for \(i=1,\ldots ,i_\infty -2\)

    $$\begin{aligned} \begin{aligned}&\int _{T_0^{i+1}}^0\sup \limits _{0<|h|< h_0}\left\| \dfrac{\delta ^2_h u}{|h|^{\frac{1+\vartheta _{i+1}\beta _{i+1}}{\beta _{i+1}}}}\right\| _{L^{\beta _{i+1}}(B_{R_{i+1}+4h_0})}^{\beta _{i+1}}\mathrm{d}t\\&\quad \le C\,\displaystyle \int _{T_0^{i}}^0\sup \limits _{0<|h|< h_0}\left( \left\| \dfrac{\delta ^2_h u }{|h|^{\frac{1+\vartheta _{i}\beta _{i}}{\beta _{i}}}}\right\| _{L^{\beta _i}(B_{R_i+4\,h_0})}^{\beta _i}+1\right) \mathrm{d}t ; \end{aligned} \end{aligned}$$
  • finally, for \(i=i_\infty -1\)

    $$\begin{aligned} \begin{aligned}&\displaystyle \int _{-\frac{5}{8}}^0\sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{\frac{1}{\beta _{i_\infty }}+\vartheta _{i_\infty }}}\right\| _{L^{\beta _{i_\infty }}(B_{3/4})}^{\beta _{i_\infty }}\mathrm{d}t\\&\quad \le \displaystyle C\int _{T_0^{i_\infty -1}}^0\sup _{0<|h|< h_0}\left( \left\| \frac{\delta ^2_h u }{|h|^{\frac{1+\vartheta _{i_\infty -1}\beta _{i_\infty -1}}{\beta _{i_\infty -1}}}}\right\| _{L^{\beta _{i_\infty -1}}(B_{R_{i_\infty -1}+4\,h_0})}^{\beta _{i_\infty -1}}+1\right) \mathrm{d}t. \end{aligned} \end{aligned}$$

Here \(C=C(N,p,s,\delta )>0\) as always. As in (4.17) we have

$$\begin{aligned} \displaystyle \int _{-\frac{3}{4}}^0 \sup _{0<|h|< h_0}\left\| \frac{\delta ^2_h u }{|h|^s}\right\| _{L^{p}(B_{7/8})}^pdt\le C(N,\delta ,s,p). \end{aligned}$$

Hence, the previous iterative scheme of inequalities implies

$$\begin{aligned} \int _{-\frac{5}{8}}^0\sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{\frac{1}{\beta _{i_\infty }}+\vartheta _{i_\infty }}}\right\| _{L^{\beta _{i_\infty }}(B_{3/4})}^{\beta _{i_\infty }} \mathrm{d}t\le C(N,\delta ,p,s). \end{aligned}$$

Now we apply Proposition 5.1 once more, this time with

$$\begin{aligned} T_0= & {} -\frac{5}{8},\qquad -\frac{1}{2}\le T_1\le 0,\qquad \mu =4\,h_0, \\ \beta= & {} \beta _{i_\infty },\qquad \vartheta =\vartheta _{i_\infty },\quad R+4\,h_0=\frac{3}{4}\quad \text{ and } \qquad R-4\,h_0=3/4-8\,h_0>5/8. \end{aligned}$$

We obtain (now ignoring the first term in the left-hand side of (5.1))

$$\begin{aligned}&\sup _{0<|h|< h_0}\left\| \frac{\delta _h u(\cdot ,T_1)}{|h|^{\frac{1+\vartheta _{i_\infty }\beta _{i_\infty }}{\beta _{i_\infty } +1}}}\right\| _{L^{\beta _{i_\infty }+1}(B_{5/8})}^{\beta _{i_\infty }+1}\\&\quad \le C\,\int _{-\frac{5}{8}}^0\left( \sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{\frac{1}{\beta _{i_\infty }}+\vartheta _{i_\infty }}}\right\| _{L^{\beta _{i_\infty }}(B_{3/4})}^{\beta _{i_\infty }}+1\right) \mathrm{d}t\le C(N,\delta ,p,s). \end{aligned}$$

Since this is valid for every \(-1/2\le T_1\le 0\), we obtain

$$\begin{aligned} \sup _{t\in [-1/2,0]}\sup _{0<|h|< h_0}\left\| \frac{\delta _h u}{|h|^{\frac{1+\vartheta _{i_\infty }\beta _{i_\infty }}{\beta _{i_\infty }+1}}}\right\| _{L^{\beta _{i_\infty }+1}(B_{5/8})}^{\beta _{i_\infty }+1}\le C(N,\delta ,p,s). \end{aligned}$$

From here, we may repeat the arguments at the end of the proof of Theorem 4.2 (see (4.19)) and use the Morrey–type embedding of [4, Theorem 2.8], with

$$\begin{aligned} \beta = \frac{1+\vartheta _{i_\infty }\,\beta _{i_\infty }}{\beta _{i_\infty }+1},\qquad q=\beta _{i_\infty }+1\qquad \text{ and } \qquad \alpha =\delta , \end{aligned}$$

to obtain

$$\begin{aligned} \sup _{t\in [-1/2,0]}[u(\cdot ,t)]_{C^\delta (B_{1/2})}\le C(N,\delta ,p,s), \end{aligned}$$

which concludes the proof in this case.

Case 2: \(s\,p> (p-1)\). Fix \(0<\delta <1\). Let \(i_\infty \in {\mathbb {N}}{\setminus }\{0\}\) be such that

$$\begin{aligned} \frac{1+\vartheta _{i_\infty -1}\,\beta _{i_\infty -1}}{\beta _{i_\infty -1}}< 1\qquad \text{ and } \qquad \frac{1+\vartheta _{i_\infty }\,\beta _{i_\infty }}{\beta _{i_\infty }}\ge 1. \end{aligned}$$

Observe that such a choice is feasible, since

$$\begin{aligned} \lim _{i\rightarrow \infty } \frac{1+\vartheta _i\,\beta _i}{\beta _i}=\frac{s\,p}{p-1}>1. \end{aligned}$$

Now choose \(j_\infty \) so that

$$\begin{aligned} \delta <\frac{\beta _{i_\infty +j_\infty }}{\beta _{i_\infty +j_\infty }+1} -\frac{N}{\beta _{i_\infty +j_\infty }+1}, \end{aligned}$$

and let

$$\begin{aligned} \gamma =1-\varepsilon ,\quad \text{ for } \text{ some } 0<\varepsilon<1 \text{ such } \text{ that } \delta <(1-\varepsilon )\,\frac{\beta _{i_\infty +j_\infty }}{\beta _{i_\infty +j_\infty } +1}-\frac{N}{\beta _{i_\infty +j_\infty }+1}. \end{aligned}$$

Define also

$$\begin{aligned}&h_0=\frac{1}{64\,(i_\infty +j_\infty )},\qquad R_i=\frac{7}{8}-4\,(2\,i+1)\,h_0=\frac{7}{8}-\frac{2\,i+1}{16\,(i_\infty +j_\infty )}, \qquad \\&\quad \text{ for } i=0,\dots ,i_\infty +j_\infty . \end{aligned}$$

We note that

$$\begin{aligned} R_0+4\,h_0=\frac{7}{8}\qquad \text{ and } \qquad R_{(i_\infty +j_\infty )-1}-4\,h_0=\frac{3}{4}. \end{aligned}$$

By applyingFootnote 4 Proposition 5.1 with

$$\begin{aligned} T_1=0,\qquad \mu =8\,h_0,\qquad T_0^i=-\frac{3}{4}+i\,, \end{aligned}$$

and

$$\begin{aligned} R=R_i, \qquad \vartheta =\vartheta _i \qquad \text{ and } \qquad \beta =\beta _i,\quad \text{ for } i=0,\ldots ,i_\infty -1, \end{aligned}$$

and observing that \(R_i-4\,h_0=R_{i+1}+4\,h_0\), that \(T_0^{i+1}=T_0^i+\mu \) and that

$$\begin{aligned} \frac{1+s\,p+\vartheta _i\,\beta _i}{\beta _i+(p-1)}=\frac{1+\vartheta _{i+1}\, \beta _{i+1}}{\beta _{i+1}}, \end{aligned}$$

we arrive as in Case 1 at

$$\begin{aligned} \begin{aligned}&\int _{- T_0^{i_\infty }}^0\sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{\gamma }} \right\| _{L^{\beta _{i_\infty }}(B_{R_{i_\infty }+4h_0})}^{\beta _{i_\infty }} \mathrm{d}t\\&\quad \le \int _{ T_0^{i_\infty -1}}^0 \sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{\frac{1}{\beta _{i_\infty }}+\vartheta _{i_\infty }}} \right\| _{L^{\beta _{i_\infty }}(B_{R_{i_\infty }+4h_0})}^{\beta _{i_\infty }}\mathrm{d}t\le C(N,\delta ,p,s), \end{aligned} \end{aligned}$$

since \(\gamma <1\le 1/\beta _{i_\infty }+\vartheta _{i_\infty }\). We now apply Proposition 5.1 with

$$\begin{aligned} R=R_i, \quad \beta =\beta _i\qquad \text{ and } \quad \vartheta ={{\widetilde{\vartheta }}}_i=\gamma -\frac{1}{\beta _i} \qquad \text{ for } i=i_\infty ,\ldots ,i_\infty +j_\infty -1. \end{aligned}$$

Observe that by construction we have

$$\begin{aligned} \frac{1+{{\widetilde{\vartheta }}}_i\,\beta _i}{\beta _i}=\gamma ,\qquad \text{ for } i=i_\infty ,\ldots ,i_\infty +j_\infty -1, \end{aligned}$$

and using that \(s\,p>(p-1)\)

$$\begin{aligned} \frac{1+s\,p+{{\widetilde{\vartheta }}}_i\, \beta _i}{\beta _i+p-1}{>}\frac{p+{{\widetilde{\vartheta }}}_i\, \beta _i}{\beta _i+p-1}=1+\frac{\beta _i\,(\gamma -1)}{\beta _i+p-1}{>}\gamma ,\, \text{ for } i=i_\infty ,\ldots ,i_\infty +j_\infty -1. \end{aligned}$$

This gives the following inequalities:

  • for \(i=i_\infty ,\ldots ,i_\infty +j_\infty -2\)

    $$\begin{aligned} \int _{T_0^{i+1}}^0\sup \limits _{|h|\le h_0}\left\| \dfrac{\delta ^2_h u}{|h|^{\gamma }}\right\| _{L^{\beta _{i+1}}(B_{R_{i+1}+4h_0})}^{\beta _{i+1}}\mathrm{d}t\le C\,\int _{T_0^i}^0\sup \limits _{0<|h|< h_0}\left( \left\| \dfrac{\delta ^2_h u }{|h|^{\gamma }}\right\| _{L^{\beta _i}(B_{R_i+4h_0})}^{\beta _i}+1\right) \mathrm{d}t, \end{aligned}$$
  • for \(i= i_\infty +j_\infty -1\)

    $$\begin{aligned} \begin{aligned} \int _{-\frac{5}{8}}^0&\sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{\gamma }} \right\| _{L^{\beta _{i_\infty +j_\infty }}(B_{3/4})}^{\beta _{i_\infty +j_\infty }}\mathrm{d}t\\&\le C\int _{T_0^{i_\infty +j_\infty -1}}^0\sup _{0<|h|< h_0}\left( \left\| \frac{\delta ^2_h u }{|h|^{\gamma }}\right\| _{L^{\beta _{i_\infty +j_\infty -1}} (B_{R_{i_\infty +j_\infty -1}+4h_0})}^{\beta _{i_\infty +j_\infty -1}}+1\right) \mathrm{d}t. \end{aligned} \end{aligned}$$

Hence, recalling that \(\gamma =1-\varepsilon \), we conclude

$$\begin{aligned} \int _{-\frac{5}{8}}^0\sup _{0<|h|< {h_0}}\left\| \frac{\delta ^2_h u}{|h|^{1-\varepsilon }}\right\| _{L^{\beta _{i_\infty +j_\infty }} (B_{3/4})}^{\beta _{i_\infty +j_\infty }}\mathrm{d}t\le C(N,\delta ,p,s). \end{aligned}$$

Now we apply Proposition 5.1 again, with

$$\begin{aligned} T_0= & {} -\frac{5}{8},\quad -\frac{1}{2}\le T_1\le 0,\quad \mu =4\,h_0, \\ \beta= & {} \beta _{i_\infty +j_\infty },\, \vartheta =\gamma -\frac{1}{\beta _{i_\infty +j_\infty }},\, R+4h_0=\frac{3}{4}\quad \text{ and } \, R-4h_0=\frac{3}{4}-8\,h_0>\frac{5}{8}. \end{aligned}$$

We obtain (ignoring again the first term in the left-hand side)

$$\begin{aligned} \sup _{t\in [-1/2,0]}\sup _{0<|h|< h_0}\left\| \frac{\delta _h u}{|h|^{(1-\varepsilon )\,\frac{\beta _{i_\infty +j_\infty }}{\beta _{i_\infty +j_\infty }+1}}}\right\| _{L^{\beta _{i_\infty +j_\infty }+1}(B_{5/8})}^{\beta _{i_\infty +j_\infty }+1}\le C(N,\delta ,p,s). \end{aligned}$$

Once we land here, as before we can repeat the arguments at the end of the proof of Theorem 4.2 and use the Morrey-type embedding, this time with

$$\begin{aligned} \beta = (1-\varepsilon )\,\frac{\beta _{i_\infty +j_\infty }}{\beta _{i_\infty +j_\infty }+1},\qquad q=\beta _{i_\infty +j_\infty }+1\qquad \text{ and } \qquad \alpha =\delta . \end{aligned}$$

This gives

$$\begin{aligned} \sup _{t\in [-1/2,0]}[u(\cdot ,t)]_{C^\delta (B_{1/2})}\le C(N,\delta ,p,s), \end{aligned}$$

and the proof is concluded. \(\square \)

6 Regularity in time

In this section, we prove Hölder regularity in time using the previously obtained regularity in space. This approach uses energy estimates to control the growth of local integrals which yields a Campanato–type estimate. For \(u\in L^1(B_{R}(x_0))\), we will use the notation

$$\begin{aligned} {\overline{u}}_{x_0,R} = \fint _{B_R(x_0)}u\,\mathrm{d}x. \end{aligned}$$

When the center \(x_0\) is clear from the context, we often simply write \({\overline{u}}_R\). For \(u\in L^1(Q_{R,r}(x_0,t_0))\), we set

$$\begin{aligned} {\overline{u}}_{(x_0,t_0),R,r} = \fint _{Q_{R,r}(x_0,t_0)}\,u\,\mathrm{d}x\,\mathrm{d}t. \end{aligned}$$

Again, when the center \((x_0,t_0)\) is clear from the context, we simply write \({\overline{u}}_{R,r}\).

The following simple Poincaré–type inequality will be useful.

Lemma 6.1

Let \(1\le p<\infty \) and let \(B_r = B_r(x_0)\). Suppose that \(u\in W^{s,p}(B_r)\), then for any nonnegative \(\eta \in C_0^\infty (B_r)\) such that \({\overline{\eta }}_r=1\), there holds

$$\begin{aligned} \int _{B_r}|u-\overline{(u\,\eta )}_r|^p\,\mathrm{d}x\le \left( \frac{2^{N+s\,p}}{\omega _N}\,\Vert \eta \Vert ^p_{L^\infty (B_r)}\right) \, r^{s\,p}\,\iint _{B_r\times B_r}\frac{|u(x)-u(y)|^p}{|x-y|^{N+s\,p}}\,\mathrm{d}x\,\mathrm{d}y.\nonumber \\ \end{aligned}$$
(6.1)

Proof

By using the fact that \(\int _{B_r}\eta \,\mathrm{d}x=|B_r|\) and Jensen’s inequality, we obtain

$$\begin{aligned} \begin{aligned} \int _{B_r}|u-\overline{(u\,\eta )}_r|^p\,\mathrm{d}x&= \int _{B_r}\left| \frac{1}{|B_r|}\,\int _{B_r}(u(x)-u(y))\,\eta (y)\,\mathrm{d}y\right| ^p\,\mathrm{d}x\\&\le \frac{\Vert \eta \Vert _{L^\infty (B_r)}^p}{|B_r|}\,\iint _{B_r\times B_r}|u(x)-u(y)|^p\,\mathrm{d}x\,\mathrm{d}y\\&\le \frac{\Vert \eta \Vert _{L^\infty (B_r)}^p}{|B_r|}\,(2\,r)^{N+s\,p}\iint _{B_r\times B_r}\frac{|u(x)-u(y)|^p}{|x-y|^{N+s\,p}}\,\mathrm{d}x\,\mathrm{d}y. \end{aligned} \end{aligned}$$

This concludes the proof. \(\square \)

Proposition 6.2

Let \(p\ge 2\) and suppose that u is a local weak solution of

$$\begin{aligned} \partial _tu+(-\Delta _p)^su=0,\qquad \text{ in } B_2\times (-2,0], \end{aligned}$$

such that

$$\begin{aligned} \Vert u\Vert _{L^{\infty }({\mathbb {R}}^N\times [-1,0])}\le 1, \end{aligned}$$

and

$$\begin{aligned} \sup _{t\in [-1/2,0]}[u(\cdot ,t)]_{C^\delta (B_{1/2})}\le K_\delta ,\qquad \text{ for } \text{ any } s<\delta <\Theta (s,p), \end{aligned}$$
(6.2)

where \(\Theta (s,p)\) is the exponent defined in (1.5). Then there is a constant \(C= C(N,s,p,K_\delta ,\delta )>0\) such that

$$\begin{aligned} |u(x,t)-u(x,\tau )|\le C\,|t-\tau |^{\gamma },\qquad \text{ for } \text{ every } (x,t),(x,\tau )\in Q_{\frac{1}{4},\frac{1}{4}}, \end{aligned}$$

where

$$\begin{aligned} \gamma = \frac{1}{\dfrac{s\,p}{\delta }-(p-2)}. \end{aligned}$$

In particular, \(u\in C^\gamma _{t}(Q_{\frac{1}{4},\frac{1}{4}})\) for any \(\gamma <\Gamma (s,p)\), where \(\Gamma (s,p)\) is the exponent defined in (1.5).

Proof

We take \((x_0,t_0)\in Q_{1/4,1/4}\) and choose

$$\begin{aligned} 0<r<\frac{1}{8},\qquad 0<\theta <\frac{1}{8}. \end{aligned}$$

Consider the parabolic cylinder

$$\begin{aligned} Q_{r,\theta }(x_0,t_0)=B_r(x_0)\times (t_0-\theta ,t_0]. \end{aligned}$$

Observe that by construction we have

$$\begin{aligned} Q_{r,\theta }(x_0,t_0)\subset B_\frac{3}{8}\times \left( -\frac{1}{2},0\right] . \end{aligned}$$

Let \(\eta \in C_0^\infty (B_{r/2}(x_0))\) be a non-negative cut-off function, such that

$$\begin{aligned} \eta \equiv \Vert \eta \Vert _{L^\infty (B_{r/2}(x_0))} \text{ on } B_{r/4}(x_0),\qquad {\overline{\eta }}_{r}=1\qquad \text{ and } \qquad \Vert \nabla \eta \Vert _{L^\infty (B_{r/2}(x_0))}\le \frac{C}{r}, \end{aligned}$$

for some constant \(C=C(\Vert \eta \Vert _{L^\infty (B_{r/2}(x_0))},N)>0\). Observe that, thanks to the condition on its average, we have

$$\begin{aligned} \Vert \eta \Vert _{L^\infty (B_{r/2}(x_0))}=\frac{1}{|B_{r/4}(x_0)|}\,\int _{B_{r/4}(x_0)} \eta \,\mathrm{d}x\le \frac{|B_{r}(x_0)|}{|B_{r/4}(x_0)|}\,{\overline{\eta }}_r=4^N. \end{aligned}$$

Thus the constant appearing in (6.1) will only depend on Ns and p.

We now write

$$\begin{aligned} u(x,t)-{\overline{u}}_{r,\theta } =\Big (u(x,t)- \overline{(u\,\eta )}_{r}(t)\Big )+\Big (\overline{(u\,\eta )}_{r,\theta }-{\overline{u}}_{r, \theta }\Big ) + \Big (\overline{(u\,\eta )}_r(t) -\overline{(u\,\eta )}_{r,\theta }\Big ), \end{aligned}$$

where we have set

$$\begin{aligned} \overline{(u\,\eta )}_{r}(t) = \fint _{B_r(x_0)}u(y,t)\,\eta (y)\,\mathrm{d}y. \end{aligned}$$

Then

$$\begin{aligned} \begin{aligned} \fint _{Q_{r,\theta }(x_0,t_0)}|u(x,t)-{\overline{u}}_{r,\theta }|\,\mathrm{d}x\,\mathrm{d}t\le&\fint _{Q_{r,\theta }(x_0,t_0)}\left| u(x,t)-\overline{(u\,\eta )}_r(t)\right| \,\mathrm{d}x\,\mathrm{d}t\\&+\fint _{Q_{r,\theta }(x_0,t_0)}\left| {\overline{u}}_{r,\theta }- \overline{(u\,\eta )}_{r,\theta }\right| \,\mathrm{d}x\,\mathrm{d}t \\&+ \fint _{Q_{r,\theta }(x_0,t_0)}\left| \overline{(u\,\eta )}_{r,\theta }- \overline{(u\,\eta )}_r(t)\right| \,\mathrm{d}x\,\mathrm{d}t\\&=: A_1+A_2+A_3. \end{aligned} \end{aligned}$$

We first note that

$$\begin{aligned} \begin{aligned} A_2&= \left| {\overline{u}}_{r,\theta }-\overline{(u\,\eta )}_{r,\theta }\right| = \left| \fint _{Q_{r,\theta }(x_0,t_0)}\left( u(x,t)-\overline{(u\,\eta )}_{r,\theta } \right) \,\mathrm{d}x\,\mathrm{d}t\right| \\&\le \fint _{Q_{r,\theta }(x_0,t_0)}\left| u(x,t)-\overline{(u\,\eta )}_r(t)\right| \,\mathrm{d}x\,\mathrm{d}t\\&\quad +\fint _{Q_{r,\theta }(x_0,t_0)}\left| \overline{(u\,\eta )}_{r,\theta }-\overline{(u\,\eta )}_r(t)\right| \,\mathrm{d}x\,\mathrm{d}t\\&= A_1+A_3. \end{aligned} \end{aligned}$$
(6.3)

Thus it suffices to estimate \(A_1\) and \(A_3\). In view of Lemma 6.1, we have

$$\begin{aligned} \begin{aligned} A_1&\le \left( \fint _{Q_{r,\theta }(x_0,t_0)}\left| u(x,t)-\overline{(u\,\eta )}_r(t)\right| ^p\,\mathrm{d}x\,\mathrm{d}t\right) ^{\frac{1}{p}}\\&\le C\,\left( \frac{r^{s\,p}}{|Q_{r,\theta }(x_0,t_0)|}\int _{t_0-\theta }^{t_0}\iint _{B_r(x_0)\times B_r(x_0)}\frac{|u(x,t)-u(y,t)|^p}{|x-y|^{N+s\,p}}\,\mathrm{d}x\,\mathrm{d}y\,\mathrm{d}t\right) ^{\frac{1}{p}}, \end{aligned} \end{aligned}$$

for some \(C=C(N,s,p)>0\). Recalling that \(\delta >s\) and using the spatial Hölder continuity of u, we find that

$$\begin{aligned} \begin{aligned} A_1\le C\,K_\delta \, r^{\delta }, \qquad \text{ for } \text{ some } C=C(N,s,p)>0. \end{aligned} \end{aligned}$$
(6.4)

Indeed, by observing that for every \(x\in B_r(x_0)\) we have \(B_r(x_0)\subset B_{2\,r}(x)\subset B_{1/2}\), we get

$$\begin{aligned} \begin{aligned} \iint _{B_r(x_0)\times B_r(x_0)}\frac{|u(x,t)-u(y,t)|^p}{|x-y|^{N+s\,p}}\,\mathrm{d}x\,\mathrm{d}y&\le K_\delta ^p\,\int _{B_r(x_0)}\left( \int _{B_{2\,r}(x)}\,|x-y|^{(\delta -s)\,p-N}\,\mathrm{d}y\right) \,\mathrm{d}x\\&=\frac{K_\delta ^p\,|B_r(x_0)|}{(\delta -s)\,p}\,N\,\omega _N\,(2\,r)^{(\delta -s)\,p}, \end{aligned} \end{aligned}$$

where we used spherical coordinates to compute the last integral. Observe that the width \(\theta \) of the time interval does not come into play here.

We now turn to \(A_3\) and first note that

$$\begin{aligned} \begin{aligned} \fint _{Q_{r,\theta }(x_0,t_0)}\left| \overline{(u\,\eta )}_{r,\theta }- \overline{(u\,\eta )}_r(t)\right| \,\mathrm{d}x\,\mathrm{d}t&=\fint _{t_0-\theta }^{t_0} \left| \overline{(u\,\eta )}_{r,\theta }-\overline{(u\,\eta )}_r(t)\right| \,\mathrm{d}t\\&=\fint _{t_0-\theta }^{t_0}\left| \fint _{t_0-\theta }^{t_0} \Big [\overline{(u\,\eta )}_{r}(\tau )-\overline{(u\,\eta )}_r(t)\Big ]\,d\tau \right| \,\mathrm{d}t\\&\le \fint _{t_0-\theta }^{t_0}\fint _{t_0-\theta }^{t_0}\Big |\overline{(u\,\eta )}_{r}(\tau ) -\overline{(u\,\eta )}_r(t)\Big |\,d\tau \,\mathrm{d}t, \end{aligned} \end{aligned}$$

thus

$$\begin{aligned} A_3\le \sup _{T_0,T_1\in (t_0-\theta ,t_0]}\left| \overline{(u\,\eta )}_r(T_0) - \overline{(u\,\eta )}_r(T_1)\right| . \end{aligned}$$
(6.5)

If \(T_0,T_1 \in (t_0-\theta ,t_0]\) with \(T_0<T_1\), we use the weak formulation (3.2) with \(\phi (x,t)=\eta (x)\) and \(f=0\), to obtain

$$\begin{aligned}&|B_r(x_0)|\,\Big |\overline{(u\,\eta )}_r(T_0) - \overline{(u\,\eta )}_r(T_1)\Big | \nonumber \\&\quad = \left| \int _{B_r(x_0)}u(x,T_0)\,\eta (x)\, \mathrm{d}x - \int _{B_r(x_0)}u(x,T_1)\,\eta (x)\, \mathrm{d}x\right| \nonumber \\&\quad =\left| \int _{T_0}^{T_1}\iint _{{\mathbb {R}}^N\times {\mathbb {R}}^N}J_p(u(x,\tau ) -u(y,\tau ))\,(\eta (x)-\eta (y))\,\mathrm{d}\mu (x,y)\,d\tau \right| \nonumber \\&\quad \le \left| \int _{T_0}^{T_1}\iint _{B_r(x_0)\times B_r(x_0)}J_p(u(x,\tau )-u(y,\tau ))\,(\eta (x)-\eta (y))\,\mathrm{d}\mu (x,y)\,d\tau \right| \nonumber \\&\qquad + 2\,\left| \int _{T_0}^{T_1}\iint _{({\mathbb {R}}^N{\setminus } B_r(x_0)) \times B_{r/2}(x_0)}J_p(u(x,\tau )-u(y,\tau ))\,\eta (x)\,\mathrm{d}\mu (x,y)\,d\tau \right| \nonumber \\&\quad = J_1 + J_2. \end{aligned}$$
(6.6)

In order to control \(J_2\), we claim that for \(t\in [-1/2,0]\), \(x\in B_r(x_0)\) and \(y\in {\mathbb {R}}^N\),

$$\begin{aligned} |u(x,t)-u(y,t)|\le C\,|x-y|^\delta ,\qquad \text{ for } \text{ some } C=C(K_\delta ,\delta )>0. \end{aligned}$$
(6.7)

Indeed, if \(y\in B_{1/2}\) this follows directly from the assumption. On the other hand, if \(y\in {\mathbb {R}}^N{\setminus } B_{1/2}\), then by construction

$$\begin{aligned} |x-y|^\delta \ge 8^{-\delta }\ge 8^{-\delta }\,\Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [-1,0])}\ge \frac{8^{-\delta }}{2}\,|u(x,t)-u(y,t)|. \end{aligned}$$

Additionally, if \(y\in {\mathbb {R}}^N{\setminus } B_r(x_0)\) and \(x\in B_{r/2}(x_0)\), we have

$$\begin{aligned} |x-y|\ge |y-x_0|-|x-x_0|\ge |y-x_0|-\frac{r}{2}\ge \frac{1}{2}\,|y-x_0|. \end{aligned}$$

Thus, by using this and (6.7), we get

$$\begin{aligned} \begin{aligned} J_2&\le 2\,(T_1-T_0)\,\Vert \eta \Vert _{L^\infty (B_{r/2}(x_0))}\,\sup _{t\in [-1/2,0]} \iint _{({\mathbb {R}}^N{\setminus } B_r(x_0))\times B_{r/2}(x_0)} \frac{|u(x,t)-u(y,t)|^{p-1}}{|x-y|^{N+s\,p}}\,\mathrm{d}y\,\mathrm{d}x\\&\le C\,\theta \,\iint _{({\mathbb {R}}^N{\setminus } B_r(x_0))\times B_{r/2}(x_0)}|x-y|^{(p-1)\,\delta -N-s\,p}\,\mathrm{d}y\,\mathrm{d}x\\&\le C\,\theta \,r^{N}\,\int _{{\mathbb {R}}^N{\setminus } B_r(x_0)}|x_0-y|^{(p-1)\,\delta -N-s\,p}\,\mathrm{d}y\\&\le C\,\theta \,r^{N+\delta \,(p-1)-s\,p}, \end{aligned} \end{aligned}$$

for some \(C = C(\delta ,N,s,p,K_\delta )>0\). Observe that we used that \(\delta \,(p-1)-s\,p<0\), in order to assure that the integral on \({\mathbb {R}}^N{\setminus } B_r(x_0)\) converges.

As for \(J_1\), we have for \(\delta >s\)

$$\begin{aligned} \begin{aligned} J_1&\le [\eta ]_{W^{s,p}(B_r(x_0))}\,\int _{t_0-\theta }^{t_0}\left( \iint _{B_r(x_0)\times B_r(x_0)}|u(x,t)-u(y,t)|^p\,\mathrm{d}\mu (x,y)\right) ^{\frac{p-1}{p}}\mathrm{d}t \\&\le C\,K_\delta ^{p-1}\,r^{\frac{N}{p}-s}\,\int _{t_0-\theta }^{t_0} \left( \iint _{B_r(x_0)\times B_r(x_0)}|x-y|^{\delta \, p}\,\mathrm{d}\mu (x,y)\right) ^{\frac{p-1}{p}}\mathrm{d}t \\&\le C\,K_\delta ^{p-1}\,\theta \,\left( r^{N+(\delta -s)\,p}\right) ^{\frac{p-1}{p}} \,r^{\frac{N}{p}-s}\\&= CK_\delta ^{p-1}\,\theta \, r^{N-s\,p+\delta \, (p-1)}, \end{aligned} \end{aligned}$$

for some \(C=C(N,s,p,\delta )>0\). By recalling (6.5) and using the estimates on \(J_1\) and \(J_2\) in (6.6), we have thus shown that

$$\begin{aligned} A_3 \le C\,(1+K_\delta ^{p-1})\,\theta \,r^{\delta \,(p-1)-s\,p}, \qquad \text{ for } \text{ some } C=C(\delta ,N,s,p)>0. \end{aligned}$$

Hence, by also using (6.4) and (6.3), we get

$$\begin{aligned} A_1+A_2+A_3 \le C\,K_\delta \, r^\delta + C\,K_\delta ^{p-1}\,\theta \,r^{\delta \,(p-1)-s\,p}. \end{aligned}$$
(6.8)

We now have to distinguish two cases:

\(\bullet \) Case \(s\,p\ge (p-1)\). We choose \(\theta \) as follows

$$\begin{aligned} \theta =\frac{1}{8}\, r^{s\,p-\delta \,(p-2)}. \end{aligned}$$

Observe that since \(s\,p\ge (p-1)\), then \(\Theta (s,p)=1\) and we always haveFootnote 5

$$\begin{aligned} s\,p-\delta \,(p-2)> 1. \end{aligned}$$
(6.9)

We thus obtain from (6.8)

$$\begin{aligned} \fint _{Q_{r,\theta }(x_0,t_0)}|u-{\overline{u}}_{r,\theta }|\,\mathrm{d}x\,\mathrm{d}t\le C\,r^\delta , \qquad \text{ for } \text{ some } C=C(\delta ,K_\delta , N,s,p)>0. \end{aligned}$$

By the characterization of Campanato spaces on \({\mathbb {R}}^{N+1}\) with respect to a general metric (see [11, Teorema 3.I] and also [16, Theorem 3.2]), this implies that u is \(\delta -\)Hölder continuous in \(Q_{1/4,1/4}\) with respect to the metric

$$\begin{aligned} {\widetilde{d}}((x,\tau _1),(y,\tau _2))=|x-y|+|\tau _1- \tau _2|^\frac{1}{s\,p-\delta \,(p-2)}. \end{aligned}$$

By keeping (6.9) into account, we can infer that \({\widetilde{d}}\) is a true metric. Thus, in particular, we have the estimate

$$\begin{aligned} \sup _{x\in \overline{B_{1/4}}}|u(x,\tau _1)-u(x,\tau _2)|\le C\,|\tau _1-\tau _2|^\gamma , \qquad \text{ for } \gamma = \frac{1}{\dfrac{s\,p}{\delta }-(p-2)}, \end{aligned}$$

where \(C=C(\delta ,K_\delta , N,s,p)>0\). Observe that the continuous function

$$\begin{aligned} \delta \mapsto \frac{1}{\dfrac{s\,p}{\delta }-(p-2)},\qquad \text{ for } 0<\delta <1, \end{aligned}$$

is increasing and that

$$\begin{aligned} \lim _{\delta \nearrow 1} \frac{1}{\dfrac{s\,p}{\delta }-(p-2)}=\frac{1}{s\,p-(p-2)}. \end{aligned}$$

Thus for every \(0<\gamma <1/(s\,p-(p-2))\), there exists \(s<\delta <1\) such that

$$\begin{aligned} \gamma =\frac{1}{\dfrac{s\,p}{\delta }-(p-2)}. \end{aligned}$$

The proof is over in this case.

\(\bullet \) Case \(s\,p< (p-1)\). In this case, we revert the hierarchy between time and space and choose r as follows

$$\begin{aligned} (8\,r)^{s\,p-(p-2)\,\delta }=\theta ,\qquad \text{ i.e. } \quad r=\frac{1}{8}\,\theta ^\frac{1}{s\,p-(p-2)\,\delta }. \end{aligned}$$

Observe that the exponent on \(\theta \) is positive: indeed, for \(p=2\) this is straightforward, while for \(p>2\) we use that

$$\begin{aligned} \delta \,(p-2)<\frac{s\,p}{p-1}\,(p-2)<s\,p. \end{aligned}$$

We further notice that now

$$\begin{aligned} s\,p-(p-2)\,\delta \le 1, \end{aligned}$$
(6.10)

up to choose \(\delta \) sufficiently closeFootnote 6 to \(s\,p/(p-1)\). This time, we obtain from (6.8)

$$\begin{aligned} \fint _{Q_{r,\theta }(x_0,t_0)}|u-{\overline{u}}_{r,\theta }|\,\mathrm{d}x\,\mathrm{d}t\le C\,\theta ^\frac{\delta }{s\,p-(p-2)\,\delta }, \qquad \text{ for } \text{ some } C=C(\delta ,K_\delta , N,s,p)>0. \end{aligned}$$

Again by the Campanato–type theorem of [11, Teorema 3.I], this shows that u is \((\delta /(s\,p-(p-2)\,\delta ))-\)Hölder continuous in \(Q_{1/4,1/4}\) with respect to the metric

$$\begin{aligned} \widetilde{d}((x,\tau _1),(y,\tau _2))=|x-y|^{s\,p-(p-2)\,\delta }+|\tau _1-\tau _2|. \end{aligned}$$

Observe that this is indeed a metric, thanks to (6.10). In particular, we have the estimate

$$\begin{aligned} \sup _{x\in \overline{B_{1/4}}}|u(x,\tau _1)-u(x,\tau _2)|\le C\,|\tau _1-\tau _2|^\gamma , \qquad \text{ for } \ \gamma = \frac{1}{\dfrac{s\,p}{\delta }-(p-2)}, \end{aligned}$$

where \(C=C(\delta ,K_\delta , N,s,p)>0\). We now use that the continuous function

$$\begin{aligned} \delta \mapsto \frac{1}{\dfrac{s\,p}{\delta }-(p-2)},\qquad 0<\delta <\frac{s\,p}{p-1}, \end{aligned}$$

is increasing and that

$$\begin{aligned} \lim _{\delta \nearrow \frac{s\,p}{p-1}} \frac{1}{\dfrac{s\,p}{\delta }-(p-2)}=1. \end{aligned}$$

Thus, for every \(\gamma <1\), there exists \(s<\delta <s\,p/(p-1)\) such that

$$\begin{aligned} \gamma =\frac{1}{\dfrac{s\,p}{\delta }-(p-2)}. \end{aligned}$$

This concludes the proof in this case, as well. \(\square \)

7 Proof of the main theorem

Before proving our main result, we will need the following lemma, which allows us to control the parabolic Sobolev-Slobodeckiĭ seminorm of a local weak solution u in terms of its \(L^\infty \) norm.

Lemma 7.1

Let \(\Omega \subset {\mathbb {R}}^N\) be a bounded and open set, \(I=(t_0,t_1]\), \(p\ge 2\) and \(0<s<1\). Let u be a local weak solution of

$$\begin{aligned} \partial _t u+(-\Delta _p)^su=0,\qquad \text{ in } \Omega \times I, \end{aligned}$$

such that

$$\begin{aligned} u\in L^\infty _{\mathrm{loc}}(I;L^\infty ({\mathbb {R}}^N)). \end{aligned}$$

Then for every \(x_0\in \Omega \) and \(T_0\in I\) such that \(Q_{2\,R,2\,R^{s\,p}}(x_0,T_0)\Subset \Omega \times I\), we have

$$\begin{aligned} \left( R^{-N}\,\int _{T_0-\frac{7}{8}\,R^{s\,p}}^{T_0}[u]_{W^{s,p} (B_{R}(x_0))}^p\,\mathrm{d}t\right) ^{\frac{1}{p}} \le C\,\Big (\Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [T_0-R^{s\,p},T_0]})+1\Big ), \end{aligned}$$

for some \(C=C(N,s,p)>0\).

Proof

Without loss of generality, we may suppose that \(x_0=0\) and \(T_0=0\). Let us set

$$\begin{aligned} k = \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [-R^{s\,p},0])} + 1\qquad \text{ and } \qquad {\widetilde{u}} = u + k. \end{aligned}$$

Then \({\widetilde{u}}\) is still a local weak solution in \(\Omega \times I\) and \({\widetilde{u}}\ge 1\) in \({\mathbb {R}}^N\times [-R^{s\,p},0]\). For all \(\phi (x,t) = \eta (x)\, \psi (t)\) with

$$\begin{aligned} \psi \in C^{\infty }\qquad \text{ such } \text{ that } \qquad \psi (t)=0 \text{ for } t\le -R^{s\,p}\quad \text{ and } \quad \psi (0)=1, \end{aligned}$$

and \(\eta \in C_0^{\infty }(B_{2\,R})\), we get from a slight modification of [31, Lemma 2.2]

$$\begin{aligned} \begin{aligned}&\int _{-R^{s\,p}}^{0} \Big [{\widetilde{u}}(\cdot ,t)\,\phi (\cdot ,t)\Big ]^p_{W^{s,p}(B_R)}\, \mathrm{d}t\\&\quad \le C \int _{-R^{s\,p}}^{0} \iint _{B_{2\,R}\times B_{2\,R}} \max \Big \{{\widetilde{u}}(x,t),\, {\widetilde{u}}(y,t)\Big \}^p\,|\phi (x,t)-\phi (y,t)|^p\, \mathrm{d}\mu \, \mathrm{d}t\\&\qquad +C\left( \sup _{x\in \mathrm {supp\,}\eta }\int _{{\mathbb {R}}^N{\setminus } B_{2\,R}}\frac{\mathrm{d}y}{|x-y|^{N+s\,p}}\biggr )\biggl (\int _{-R^{s\,p}}^{0}\int _{B_{2\,R}}{\widetilde{u}}(x,t)^p\,\phi (x,t)^p\, \mathrm{d}x \mathrm{d}t\right) \\&\qquad +C\int _{-R^{s\,p}}^{0}\left( \sup _{x\in \mathrm {supp\,}\eta }\int _{{\mathbb {R}}^N{\setminus } B_{2\,R}}\frac{(u(y,t)_+)^{p-1}}{|x-y|^{N+s\,p}}\,\mathrm{d}y\,\int _{B_{2\,R}}{\widetilde{u}}(x,t)\,\phi (x,t)^p\,\mathrm{d}x\right) \mathrm{d}t\\&\qquad + \frac{1}{2}\int _{-R^{s\,p}}^{0} \int _{B_{2\,R}}{\widetilde{u}}(x,t)^{2} \left( \frac{\partial \phi ^p}{\partial t} \right) _{+}\, \mathrm{d}x\, \mathrm{d}t+\int _{B_{2\,R}} {\widetilde{u}} (x,0)\, \mathrm{d}x. \end{aligned} \end{aligned}$$

We choose \(\eta \) such that

$$\begin{aligned} \eta \equiv 1\quad \text{ in } B_{R},\qquad |\nabla \eta |\le \frac{C}{R}\qquad \text{ and } \qquad \eta \equiv 0\quad \text{ in } {\mathbb {R}}^N{\setminus } B_{\frac{3}{2}\,R}, \end{aligned}$$

and \(\psi \) such that

$$\begin{aligned} \psi \equiv 1\ \text { in }\ \left[ -\frac{7}{8}\,R^{s\,p},0\right] \qquad \text{ and } \qquad |\psi '|\le \frac{C}{R^{s\,p}}. \end{aligned}$$

It is then a routine matter to show that

$$\begin{aligned} \int _{-\frac{7}{8}\,R^{s\,p}}^{0}\big [u\big ]_{W^{s,p}(B_{R})}^p\,\mathrm{d}t= \int _{-\frac{7}{8}\,R^{s\,p}}^{0}\big [{\widetilde{u}}\big ]_{W^{s,p}(B_{R})}^p\,\mathrm{d}t \le C\,R^N\,(k^p+k^2+k)\le C\,R^N\,k^p, \end{aligned}$$

where \(C= C(N,s,p)>0\) and we used that \(p\ge 2\) and \(k\ge 1\). This proves the claimed estimate. \(\square \)

We are now in the position to prove Theorem 1.2.

Proof of Theorem 1.2

The continuity in space is contained in Theorem 5.2, thus we only need to prove the continuity in time. We take for simplicity \(T_0=0\). If u is a local weak solution as in the statement, we obtain from (5.2)

$$\begin{aligned} \begin{aligned} \sup _{t\in \left[ -\frac{R^{s\,p}}{2},0\right] } [u(\cdot ,t)]_{C^\delta (B_{R/2}(x_0))}\le&\frac{C}{R^\delta }\,\left( \Vert u\Vert _{L^\infty \left( {\mathbb {R}}^N\times \left[ -R^{s\,p},0\right] \right) } + 1\right) \\&+\frac{C}{R^\delta }\,\left( R^{-N}\,\int _{-\frac{7}{8}\,R^{s\,p}}^0 [u]^p_{W^{s,p}(B_R(x_0))}\,\mathrm{d}t \right) ^\frac{1}{p} . \end{aligned} \end{aligned}$$

An application of Lemma 7.1 gives

$$\begin{aligned} \sup _{t\in \left[ -\frac{R^{s\,p}}{2},0\right] } [u(\cdot ,t)]_{C^\delta (B_{R/2}(x_0))}\le \frac{C}{R^\delta }\,\left( \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [-R^{s\,p},0])} + 1\right) . \end{aligned}$$
(7.1)

We set

$$\begin{aligned} {\mathcal {N}}_R = \Vert u\Vert _{L^\infty ({\mathbb {R}}^N\times [-R^{s\,p},0])} + 1, \end{aligned}$$

then for \(\alpha \in [-R^{s\,p}(1-{\mathcal {N}}_R^{2-p}),0]\), we define the rescaled function

$$\begin{aligned} u_{R,\alpha }(x,t) = \frac{1}{{\mathcal {N}}_R}u\left( R\,x,\frac{1}{{\mathcal {N}}_R^{p-2}}\,R^{s\,p}\,t+\alpha \right) . \end{aligned}$$

This is a local weak solution in \(B_2(x_0)\times (-2,0]\) satisfying the hypothesis of Proposition 6.2. Indeed, by construction

$$\begin{aligned} \Vert u_{R,\alpha }\Vert _{L^\infty ({\mathbb {R}}^N\times [-1,0])}\le 1, \end{aligned}$$

and the estimate on the spatial Hölder seminorm (6.2) of \(u_{R,\alpha }\) follows from (7.1). From Proposition 6.2 we obtain

$$\begin{aligned} \sup _{x\in B_{1/4}} [u_{R,\alpha }(x,\cdot )]_{C^\gamma ([-1/4,0])}\le C, \end{aligned}$$

for every \(0<\gamma <\Gamma (s,p)\). The claimed result follows by scaling back and varying \(\alpha \) as in the proof of Theorem 4.2. \(\square \)