Questions tagged [heat-equation]

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2 votes
1 answer
96 views

Gradient flows: evolution of geodesics

I’m trying to understand if, when I move the marginals of a Wasserstein geodesic along a contractive flow, the geodesic between the new probability measures is “near” to the geodesic connecting the ...
2 votes
0 answers
76 views

Non-selfadjoint operators and physical systems

There are plenty of examples of non-selfadjoint operators modelizing physical phenomena: to name a few, let's quote the the heat equation (\ref{HEAT}, see below), the Navier-Stokes system for ...
2 votes
0 answers
88 views

Harmonic heat flow, formal and rigorous

Let $ (M,g) $ be a smooth Riemann manifold without boundary, $ S^{n-1} $ is an $ n $-dimensional sphere, and $ T>0 $. Consider a weak solution $ u:M\times[0,T]\to S^{n+1} $ of $$ \partial_tu-\Delta ...
5 votes
1 answer
417 views

Ricci flow negative curvature

We denote by $\mathbb{H}^n$ the hyperbolic plane of dimension $n$. I don't know much about the Ricci flow, so my first question is probably naïve : can one define a normalized Ricci flow such that the ...
2 votes
0 answers
102 views

Upper bound Hölder norm of the solution to the linear PDE $\partial_t u (t, x) = \Delta_x \{ |\sigma (x)|^2 u(t, x) \}$

Previously, I asked the same question for a non-linear PDE, but I have got no answer. Below, I consider the linear counterpart it. We fix $T>0$ and let $\mathbb T := [0, T]$. Let $\sigma : \mathbb ...
10 votes
0 answers
389 views

Upper bound Hölder norm of the solution to the non-linear PDE $\partial_t u (t, x) = \Delta_x \{ |\sigma (u (t, x))|^2 u(t, x) \}$

We fix $T>0$ and let $\mathbb T := [0, T]$. Let $\sigma : \mathbb R \to \mathbb R$ belong to the Hölder space $C^{1, \alpha}_b (\mathbb R)$ for some $\alpha \in (0, 1)$. Let $u : \mathbb T \times \...
1 vote
1 answer
95 views

Is the heat kernel of a manifold $p$-integrable?

If $M$ is a separable, oriented Riemannian manifold, without any other assumption on its geometry, and $h$ is its heat kernel, it is known that $h(t,x,\cdot)$ is both integrable, and square-integrable ...
0 votes
0 answers
48 views

Existence of the asymptotic expansion of the heat kernel

Theorem 2.26 in Heat Kernels and Dirac Operators says that the heat kernel of a Laplace type operator has a unique asymptotic expansion (the theorem and its proof are attached below). Unfortunately I ...
1 vote
1 answer
58 views

Upper bound $I_R := \int_{B_R^c} |x| (P_t \ell_\nu) (x) \, \mathrm d x$ in terms of $R, \nu, t$?

Let $(p_t)_{t >0}$ be the Gaussian heat kernel on $\mathbb R^d$ and $(P_t)_{t >0}$ its induced semi-group, i.e., $$ \begin{align} p_t (x) &:= (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}}, \...
1 vote
1 answer
109 views

An integrable estimate of the Hölder constant of the map $x \mapsto \int_{\mathbb R^d} f(y) \partial_1 \partial_1 g_t (x-y) \, \mathrm d y$

Let $(g_t)_{t>0}$ be the Gaussian heat kernel on $\mathbb R^d$, i.e., $$ g_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}}, \quad t>0, x \in \mathbb R^d. $$ Let $f : \mathbb R^d \to \...
0 votes
0 answers
22 views

Reference request heat equation with moving interface

Let $T,\sigma_1,\sigma_2>0$, $\lambda:[0,T]\to\mathbb{R}$ a continuous function and consider the following Cauchy problem on $[0,T]\times \mathbb{R}$: $$ \begin{cases} u_t = \sigma_1^2u_{xx} ~~~~\...
2 votes
1 answer
225 views

Heat conduction type equation in 4D

[I asked a similar question, Linear PDE, analytic continuation, Green's function and boundary conditions, and was told that a follow-up question should be a separate post.] I'm interested in a ...
0 votes
0 answers
80 views

Reversing heat transfer with respect to time

Fact: One can easily compute heat dispersion in a plane using the heat equation. Question: Has any research been done on computing the process in the reverse time direction? That is, given a heat map $...
2 votes
0 answers
127 views

The existence of a positive Green function for the Laplacian on $\mathbb R$

One can show explicitly and easily that the function $G(x,y) = \frac 1 2 |x-y|$ is a positive Green function for the Laplacian $\frac {\mathrm d ^2} {\mathrm d x ^2}$ on $\mathbb R$ (endowed with the ...
3 votes
2 answers
167 views

Heat equation with nonlocal boundary condition

$\newcommand{\R}{\mathbb R}$I am looking for any possible references (modelling, mathematical and numerical analysis, well-posedness, regularity, anything really!) for heat equation-like problems with ...
3 votes
1 answer
274 views

Heat kernel of left-invariant metric on 3-sphere

This post concerns the heat equation on $S^3 (\simeq \mathrm{SU}(2))$ endowed with an arbitrary left-invariant metric. We think of $S^3$ as the space of unit quaternions, and its Lie algebra $\...
2 votes
1 answer
187 views

Bound for zero-crossings of heat equation

I am considering the following problem. Let $\mathcal{P}$ the classical heat-diffusion problem: $$\mathcal{P} : \left(\partial_t u (t,x)=\frac{1}{2}\partial_{xx}^2u(t,x)\text{ with }u(0,\cdot) = f(x)\...
2 votes
0 answers
127 views

Heat kernels and Dirac operators - Why are half densities invoked in the definition of heat kernels?

The authors of Heat kernels and Dirac operators chose to consider a generalized Laplacian $H$ on a bundle $E\otimes|\Lambda|^{1/2}$ and heat kernels of $H$ are defined to be sections of $(E\otimes|\...
4 votes
1 answer
738 views

How to get $\int_{\mathbb R^d} |\partial_i\partial_j(1-\Delta)^{-\frac{\delta}{2}}p_t(\cdot-y)(x)| \, \mathrm d x \lesssim t^{\frac{\delta}{2}-1}$?

We consider the Gaussian heat kernel $p_t$ on $\mathbb R^d$, i.e., $$ p_t (x) := (4\pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{4t}}, \quad t>0, x \in \mathbb R^d, $$ and define the operator $P_t$ by $$ ...
2 votes
0 answers
143 views

Positivity of the Fourier transform: prove or disprove that $\operatorname{Re}(\overline{\widehat{u}}(\xi) \widehat{F\circ u}(\xi))\geq0$

Let $F:[0,\infty) \to[0,\infty)$ be increasing, $C^1$ and $L-$Lipschitz with $F(0)=0$. Let $u\in L^1 (\Bbb R^d)$, $u\geq0$ so that $F\circ u\in L^1 (\Bbb R^d)$ I would like to prove (or disprove) ...
1 vote
0 answers
94 views

Scaling limit of a discrete analogue of the heat equation

For $f \in L^1 (\mathbb R^d)$, given $\varepsilon > 0$, define the function $T_\varepsilon f$ on $\mathbb R^d$ by $$T_\varepsilon f(x) := \frac{1}{|B_\varepsilon (x)|} \int_{B_\varepsilon (x)} f(y) ...
0 votes
1 answer
93 views

Does $c$ in the embedding inequality $\|P^\kappa_t \|_{L^p \to L^{p'}} \le c t^{-\frac{d(p'-p)}{2pp'}}$ depend on $\kappa$?

For any $\kappa>0$, we consider the Gaussian heat kernel $$ p^\kappa_t (x) := (\kappa \pi t)^{-\frac{d}{2}} e^{-\frac{|x|^2}{\kappa t}}, \quad t>0, x \in {\mathbb R}^d. $$ Let $L^0 := L^0 (\...
6 votes
0 answers
147 views

Gaussian lower heat kernel bounds on non-convex bounded domain

I am looking for a proof the following theorem. Let $U \subset \mathbb{R}^n$ be a bounded domain with $C^2$ boundary and $p(x,y,t)$ be the Neumann heat kernel. Then there exist a constant $C>0$ ...
1 vote
0 answers
89 views

Gradient estimate of Dirichlet Heat kernel (Classical Laplacian)

Let $p^D(t,x,y)$ be the heat kernel for the Dirichlet Laplacian in an open set $D$. Do we have the following estimate and where can I find it ? $$\lvert\nabla_xp^D(t,x,y)\rvert\le C\dfrac{1}{\min (\...
0 votes
0 answers
28 views

Is an asymptotic expansion of the heat kernel known on any space of fractal dimension?

Is an asymptotic expansion of the heat kernel known on any space of fractal dimension? I was able to find a 2012 paper saying it was not (https://www.math.tugraz.at/~grabner/Publications/...
1 vote
0 answers
94 views

Regularity of solution to heat equation

If $u$ is solution of $u_{t}=\Delta u$ in a bounded domain $\Omega$, is it true that: $\sum_{\lvert \alpha\rvert=2k}\|D^{\alpha}u\|_{L^{2}(\Omega)}^{2}\leq |\Delta^{k}(u^{(l))}\|_{L^{2}(\Omega)}^{2}=\...
1 vote
0 answers
85 views

$L^2(0,\infty;L^2(\Omega))$ estimate on solution of heat equation with Neumann boundary condition

Let $u$ be a solution of $$u' - \Delta u = 0 \quad\text{on $\Omega$}$$ $$\partial_\nu u = 0\quad\text{in $\partial \Omega$}$$ $$u(t=0)=u_0\quad\text{on $\Omega$}$$ where $\Omega$ is a bounded ...
2 votes
0 answers
110 views

Local smoothness of harmonic heat flow

Assume that $ (M,g) $ is a smooth closed manifold and $ \mathbb{S}^{L-1} $ is a unit sphere with dimension $ L-1 $ in $ \mathbb{R}^{L} $. Consider the equation of harmonic heat flow $$ \partial_tu-\...
3 votes
0 answers
120 views

Number of spatial critical points of a solution to the heat equation in higher dimensions

I would like to know if the number of spatial critical points of a solution to the heat equation can increase. Given $u_0:\mathbb S^n\to\mathbb R$, let $u$ be the solution of the initial value problem:...
1 vote
1 answer
58 views

Are there $f,h$ such that $h$ is Lipschitz, $\int_0^t f(s)\,\mathrm d s<\infty$ and $|\partial_t g| (t, x) \le f(t)g(h(t), x)$?

We consider the heat kernel $$ g :\mathbb R_{>0} \times \mathbb R^d \to \mathbb R,\quad (t, x) \mapsto \frac{1}{(4\pi t)^{d/2}} \exp \bigg ( - \frac{|x|^2}{4t} \bigg ). $$ Then $$ \partial_t g(t, x)...
1 vote
1 answer
85 views

Is there $f$ such that $\int_0^t f(s)\,\mathrm d s<\infty$ and $|\partial_t g| (t, x) \le f(t)g(Ct, x)$ for all $t>0$ and $x \in \mathbb R^d$?

We consider the heat kernel $$ g :\mathbb R_{>0} \times \mathbb R^d \to \mathbb R,\quad (t, x) \mapsto \frac{1}{(4\pi t)^{d/2}} \exp \bigg ( - \frac{|x|^2}{4t} \bigg ). $$ Then $$ \partial_t g(t, x)...
3 votes
1 answer
81 views

Let $g$ be the heat kernel. Are there constants $C_1, C_2>0$ such that $\frac{g(t_1, \cdot)}{t_1} \le C_1 \frac{g(C_2 t_2, \cdot)}{\sqrt{t_2}}$?

We consider the heat kernel $$ g :\mathbb R_{>0} \times \mathbb R^d \to \mathbb R,\quad (t, x) \mapsto \frac{1}{(4\pi t)^{d/2}} \exp \bigg ( - \frac{|x|^2}{4t} \bigg ). $$ Let $0 < t_1 < t_2 &...
0 votes
1 answer
163 views

An estimate of the gradient of heat kernel

We consider the heat kernel $$ g :\mathbb R_{>0} \times \mathbb R^d \to \mathbb R, (t, x) \mapsto \frac{1}{(4\pi t)^{d/2}} \exp \bigg ( - \frac{|x|^2}{4t} \bigg ). $$ I have already proved that $$ \...
1 vote
0 answers
78 views

Non-existence of classical solutions of Hardy PDE

On the paper "On the Cauchy Problem for Reaction-Diffusion Equations" Wang studies the Hardy-Hénon equation $$ \begin{cases} u_t - \Delta u = |\cdot|^{l}u^{p}& \mbox{ in } \mathbb{R}^n ...
1 vote
0 answers
52 views

Comparison principle for porous medium equation in Fourier variables

Let $V:[0,\infty) \to[0,\infty)$ be convex, $C^2$ with $V(0)=0$. Define $F(u): = uV'(u)-V(u) $. Let $v\in L^1 (\Bbb R^d)$, $v\geq0$ so that $F\circ v\in L^1 (\Bbb R^d)$. For fixed $\varepsilon>0$, ...
1 vote
0 answers
158 views

Regularity up to the boundary of solutions of the heat equation

Given the heat problem: $$\begin{cases} \frac{d}{dt}u(x,t)=\Delta u(x,t) & \forall (x,t)\in \Omega\times(0,T) \\ u(x,0)=u_0(x) & \forall x\in\Omega \\ u(x,t)=0 & \forall x\in\partial\...
5 votes
1 answer
191 views

Convergence of heat flow on non-compact manifolds?

Consider the heat equation $\partial_t u= \Delta u+\lambda_1 u$ on a non-compact complete manifold $M$ (with nonpositive curvature) where $\lambda_1$ is the first eigenvalue and we start with some ...
32 votes
4 answers
2k views

"Wild" solutions of the heat equation: how to graph them?

It has long been known that the Cauchy initial-value problem for the classical heat equation on $\mathbb{R}$ (or $\mathbb{R}^n$) doesn't have unique solutions, without additional assumptions. In ...
5 votes
1 answer
345 views

The decay rate of a degenerate heat equation in torus $\mathbb{T}^2$

Consider the degenerate heat equation on torus $\mathbb{T}^2=\mathbb{R}^2/\mathbb{Z}^2$: $$ \frac{\partial}{\partial t} u(x,t)= \left( \sin^2(\pi x_1) \frac{\partial^2}{\partial^2 x_2} + \sin^2(\pi ...
5 votes
0 answers
308 views

All $L^pL^q$ estimates for the heat equation on $\mathbb R$ (with gain of derivatives)

I have asked this question on MSE, but this is a better place. The heat equation and the heat kernel. Consider the heat equation on $\mathbb R$: $$ \left\{\begin{aligned}u_t-\Delta u&=f\\u(0,x)&...
2 votes
2 answers
731 views

Heat kernel asymptotic expansion on complete noncompact manifold

I was wondering if there is any reference for the asymptotic expansion of heat kernel on a complete noncompact manifold. That is, \begin{align} H(x,q,t) \sim \frac1{(4\pi t)^{n/2}}e^{-\frac{d^2(q,x)}{...
1 vote
0 answers
233 views

Maximal regularity heat equation

Considering the heat equation on the flat torus $\mathbf{T}^d$, we have the maximal regularity estimate \begin{align*} \forall \varphi\in\mathscr{D}(\mathbf{R}\times\mathbf{T}^d),\quad \|\Delta \...
2 votes
1 answer
264 views

Relationship between heat kernel and Maxwell-Boltzmann distribution

There appears to be a connection between the heat kernel and Maxwell-Boltzmann distribution, but I have not seen this in the literature before. I'd appreciate any kind comments or corrections/...
2 votes
0 answers
52 views

Are there results that relate the restriction of the heat semigroup in $\mathbb{R}^n$ and the semigroup in a domain?

I'm thinking about the following situation:0 suppose that $$ S_{\Omega}(t)f = \int_{\Omega} K_{\Omega}(x,y,t)f(y)dy $$ where $K_\Omega(x,y ,t)$ is the Dirichlet heat kernel in the domain $\Omega$. It ...
3 votes
3 answers
2k views

Uniqueness of solution to heat equation when initial condition is a generalized function

Let $u(t,x)$ be a solution to the heat equation $$\partial_t = \partial_{xx} \quad (t,x) \in [0,T) \times [-1,1]$$ subject to the initial/boundary conditions $$u(0,x) = f(x), \quad x \in [-1,1], \\ u(...
3 votes
1 answer
374 views

Linear PDE, analytic continuation, Green's function and boundary conditions

I'm looking at the linear PDE in 3+1 dimensions, $$ \left[ -(\partial_t - \xi)^2 - \partial_k \partial_k \right] \phi(t,x) = 4\pi^2 \delta(t)\delta(x)\label{1} \tag{1} $$ Where $\xi$ is generally a ...
2 votes
1 answer
426 views

Feynman-Kac formula with non-zero boundary condition

Let $D \subseteq \mathbb{R}^m$ be a bounded domain. The Feynman-Kac formula for the heat equation with initial condition $u(t, x) = f(x)$ and boundary condition $u(t, x)|_{\partial D} = 0$ is given by ...
4 votes
0 answers
141 views

Approximation by gaussian mollification in Sobolev spaces

I have been trying to find a good estimate on the constant in the inequality (in dimension $d=3$ to simplify) $$\label{0}\tag{0} \|(1-e^{t\Delta})f\|_{L^{5/3}(\Bbb R^3)} \leq C_0\,t^{2/5}\, \|\nabla \...
2 votes
0 answers
102 views

Noether's theorem in the critical heat equation

I initially posted this question on Stackexchange Mathematics (see here) but as I got no answer, maybe someone here will be able to help me. I am watching a serie of lectures on "Blow up solution ...
6 votes
0 answers
384 views

heat kernel Asymptotic expansion on manifolds with boundary or manifolds with conical singularities

This is a similar question to Heat Kernel Asymptotics on Manifold with Boundary. But I have some further questions. Let $(M,g)$ be a closed Riemannian manifold, the heat kernel $p(x,y,t)$ of Laplace-...

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