Let $X$ and $Y$ be smooth projective varieties and $Y \subset X$. Let $\pi : \widetilde{X} \longrightarrow X$ be the blowing up of $X$ along $Y$ with exceptional divisor $E$. Here (Direct Image by a Blow up) it was shown that $$\pi_{*}\mathcal{O}_{\widetilde{X}}(-nE) = I_{Y/X}^{n}$$ for $n \geq 1$.
From short exact sequence $$0 \longrightarrow \mathcal{O}_{\widetilde{X}}(-E) \longrightarrow \mathcal{O}_{\widetilde{X}} \longrightarrow \mathcal{O}_{E} \longrightarrow 0$$ we get a long exact sequence
\begin{align*} 0 & \longrightarrow \pi_{*}\mathcal{O}_{\widetilde{X}}(-E) \longrightarrow \pi_{*}\mathcal{O}_{\widetilde{X}} \longrightarrow \pi_{*}\mathcal{O}_{E} \longrightarrow \\ & \longrightarrow R^{1}\pi_{*}\mathcal{O}_{\widetilde{X}}(-E) \longrightarrow R^{1}\pi_{*}\mathcal{O}_{\widetilde{X}} \longrightarrow R^{1}\pi_{*}\mathcal{O}_{E} \longrightarrow \\ & \longrightarrow R^{2}\pi_{*}\mathcal{O}_{\widetilde{X}}(-E) \longrightarrow R^{2}\pi_{*}\mathcal{O}_{\widetilde{X}} \longrightarrow R^{2}\pi_{*}\mathcal{O}_{E} \longrightarrow \cdots \tag{$*$} \end{align*}
By this answer ( Direct image of structure sheaf under blow-up along non-singular subvariety) we have $$R^{i}\pi_{*}\mathcal{O}_{\widetilde{X}} = 0 \tag{$**$}$$ for all $i > 0$.
Also we have
1) $\pi_{*}\mathcal{O}_{\widetilde{X}} = \mathcal{O}_{X}$,
2) $\pi_{*}\mathcal{O}_{E} = \mathcal{O}_{Y}$
Thus for items (1) and (2) above, we have that $\mathcal{O}_{X} \longrightarrow \mathcal{O}_{Y}$ is surjective and, therefore $R^{1}\pi_{*}\mathcal{O}_{\widetilde{X}}(-E) = 0$.
Now, using $(**)$ in $(*)$ we get the following isomorphism $$R^{1}\pi_{*}\mathcal{O}_{E} \longrightarrow R^{2}\pi_{*}\mathcal{O}_{\widetilde{X}}(-E)$$
Question What would it be $R^{j}\pi_{*}\mathcal{O}_{E}$? with $j \geq 1$. It's true that $R^{i}\pi_{*}\mathcal{O}_{\widetilde{X}}(-E) = 0$ for $i \geq 2?$ If so, it is also true that $R^{i}\pi_{*}\mathcal{O}_{\widetilde{X}}(-nE) = 0$ for $i > 0$ and $n \geq 1$?
All help is very welcome.
Thank you.
From How can I ask a good question?: Make your title as descriptive as possible. In many cases one can actually phrase the title as the question, at least in such a way so as to be comprehensible to an expert reader. You can find more tips for choosing a good title here. 2. Can you do the case of a point in $\Bbb P^n$?
– KReiser Feb 16 '20 at 22:21