Questions about linear partial differential equations. Often used in combination with the top-level tag ap.analysis-of-pdes.

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Some Questions from Reading on Wave Front Set from Hormander's Linear PDE Vol. 1

In Hormander's Linear PDE Vol. 1 (pg 252-253, before the definition of wave front set is introduced), Lemma $8.1.1$ says that if $\phi \in C_{0}^{\infty}$ and $v \in \mathcal{E}^{\prime}$, then ...
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41 views

Finding gradient of an optimization

I am trying to find the gradient of the following optimization problem and then add to objective, but I got some trouble in computing. Could you please help me? Assume that we have an optimization ...
-2
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2answers
102 views

Lack of parabolicity of PDE due to invariancy under diffeomorphisms? [closed]

Let a nonlinear differential equation is invariant under all diffeomorphisms, then we get lack of parabolicity?
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34 views

$L^\infty$ estimate for a fourth order (hyperbolic) equation

Consider the following fourth order equation $$u_{tt}+u_t= d\Delta u-\Delta^2u+f,$$ with Dirichlet or Navier boundary conditions, that is on $\partial\Omega$, we assume that ...
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0answers
40 views

Finite element convergence rates for mixed problems [closed]

I've coded up a Stokes Flow problem using finite elements and am in the process of verifying that it works. I'm just not sure what convergence rate I should be expecting as I globally refine the mesh. ...
0
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1answer
136 views

When is separation of variables an acceptable assumption to solve a PDE?

We know that one of the classical methods for solving some PDEs is the method of separation of variables. It works for known types of PDEs and many examples of physical phenomena are successfully ...
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0answers
70 views

Estimate for an integral of a function of the solution to a PDE

Let $\Omega \in \mathbb{R}^3$ be a bounded smooth domain. Assume that smooth functions $\sigma_1,\sigma_2$ satisfy $\sigma_1-\sigma_2 \in C_0^\infty(\Omega)$ and $\lambda\leq \sigma_1, \sigma_2 \leq ...
4
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2answers
168 views

Solution to Schrödinger equation

I asked this question already on stackexchange, but I did not get any resonance at all, so maybe anybody here can give me a few hints about my problem. My goal is to solve this PDE for $f:[-1,1] ...
4
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2answers
141 views

Analytic solution of a system of linear, hyperbolic, first order, partial differential equations

In a try to solve a physical problem, I've faced a system of first-order partial differential equations of the form ...
2
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1answer
90 views

Heat transfer: boundary conditions with fluid velocity

The following equation is considered: $$ \frac{\partial u}{\partial t} - a\Delta u + \mathbf v \cdot \nabla u = f. $$ I have difficulties in formulating boundary conditions for this equation. If ...
9
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1answer
332 views

Special Second-Order PDE

Let $\Phi$ be a given smooth function on a neighborhood of zero in $\mathbb{R}^n$ with $$\Phi(0) = 0, ~~~~D \Phi(0) = 0, ~~~~ D^2\Phi(0) >0,$$ the latter meaning that the Hessian is positive ...
3
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0answers
50 views

How can one do change of variables for solutions to a staochastic partial differential equation?

isHow can one do change of variables for solutions to a staochastic partial differential equation? For example, let us consider the following stochastic transport equation: $$ dy(t,x) + y_x(t,x) + ...
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68 views

Limit Toward Discontinuous Point of Dirichlet Boundary Value

The question arises from a paper on Schwarz's domain decomposition method (click here). We consider a bounded domain in $\mathbb{R}^2$ and a curve splits it into two, see the figure below. Now we ...
2
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2answers
116 views

Let $\mathrm{div}\,(A\,\mathrm{grad}\,u) + b u = f$. Is $(A\,\mathrm{grad}\,u)$ weakly differentiable?

Let us consider the basic linear elliptic PDE $$ \mathrm{div} (A\,\mathrm{grad}\,u) + bu = f, $$ with $f\in L^p,$ $A,b$ uniformly bounded. Do we have, for a weak solution $u\in W^{1,p}(\Omega')$, $$ ...
1
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1answer
97 views

Existence of the solution of a linear parabolic pde

Good day! Let $V = H^1(\Omega)$, $\Omega \subset \mathbb R^3$. Consider the linear parabolic equation $y' + Ay = f$ where $f \in L^q(0,T;V')$, $y \in W = \{y \in L^p(0,T;V) \colon dy/dt \in ...
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0answers
98 views

positive eigenfunction on complete Riemannian manifold

Let $(M^n,g)$ be a complete(non-compact) Riemannian manifold. Consider the positive solution to the equation $$ \Delta u = u $$ where $\Delta=\nabla_i \nabla_i$ is negative semi-definite. Is there ...
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1answer
87 views

Harmonic extension in a ball $B(x, r) \subset \mathbb R^n$

I have recently been trying to understand the theory regarding harmonic extensions in $\mathbb R^n$. I have, however, had some difficulties to find the kind of results I am looking for. For that ...
2
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1answer
155 views

Tempered distribution solution to a simple PDE

Let's consider the following PDE in $\mathbb R^d$ : $$\frac{\partial^d u}{\partial x_1...\partial x_d}=f$$ where $f$ is a tempered distribution with support in $\mathbb R^d_+$. There is a result by ...
4
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220 views

Feynman-Kac theorem: probabilistic proof of existence of solution to parabolic PDE

Friedman (in his book: PDEs of Parabolic Type) shows how to construct a solution to the Cauchy problem $$ \partial_t u(t,x) = b(x) \partial_x u(t,x) + \frac{1}{2} \sigma(x)^2 \partial_{x,x} u(t,x) $$ ...
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0answers
51 views

Why is it impossible to reduce a linear PDE of the second order in more than two independent variables to canonical form globally

It is known that in the case of more than two independent variables, it is usually not possible (especially in the case of PDE with the variable coefficients) to reduce a linear partial differential ...
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93 views

Algebraic methods in pde [duplicate]

I'm finding myself with a linear, very symetric system of first orders pde with polynomial coefficients. Wandering on the web, i learnt there is some nice alebraic way to deal with it involving ...
2
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1answer
116 views

Extending a harmonic function in a ball to subharmonic in a larger ball

Consider the Laplace equation in a ball $B(r) \subset \mathbb{R}^n$ of radius $r$: $$ \begin{cases} -\Delta u &= 0, \quad \text {in} \quad B(r), \\ \ \ \ \ \ \, u&= g, \quad \text {in}\quad ...
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52 views

Parabolic partial differential equation, initial conditions

Let $U\subset\mathbb{R}^n$ be open bounded, $T>0$. Given the parabolic PDE $$\partial_tf+a\partial_xf+b\partial_{xx}f = g \qquad (1)$$ I'm interested in the initial and boundary conditions that ...
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104 views

Solvable PDEs and their Green's functions

I have a class of PDEs of the form $$ -\Box\phi(x)+\lambda\phi_0^2(x)\phi(x)=0 $$ with $\phi_0^2(x)=\sum_{n=-\infty}^\infty b_ne^{ip_n\cdot x}$. I know some exact solutions for them (see here and ...
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1answer
199 views

Reference request: Boundary behavior and quantitative lower bound for the principal eigenfunction of an elliptic PDE in a ball $B(r)$

Consider the elliptic eigenvalue problem $$ \begin{cases} \int_{B(r)} A(x) \nabla u \cdot \nabla \phi \, dx &= \ \ \frac{\lambda_1}{r^2}\int_{B(r)} u \phi \, dx \\ \qquad \qquad \qquad \quad ...
2
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1answer
149 views

The centralizer of Lienard equation

Consider the lienard vector field $\cases{ x'=y -F(x) \\ y'=-x } $ in $\mathbb{R}^{2}$, where $F$ is a polynomial fuction with $F(0)=0$. Assume that $Y$ is a smooth vector field globally defined ...
3
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0answers
85 views

Linear heat equation with initial condition of generalized function

I am consider a very simple heat equation over the interval $[0, 1]$ with a Neumann BC and a very bad initial condition, written as: $\partial_tu(t, x) = \partial^2_xu(t, x) + a(t, x)u(t, x)$, for ...
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0answers
128 views

Comparison principle for partial differential equation with singular coefficients

How (or if) a comparison principle works in the case of equations singular at some point? For example, I am analyzing a partial differential equation $$ ...
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0answers
72 views

Analyticity of one-dimensional PDE solutions with respect to the space variable

Let $n>1$ and $u$ be a solution of a linear PDE with constant coefficients $$ u_t-\sum_{k=0}^n a_k \partial_x^k u=0,\quad a_k\in \mathbb C,\quad a_n\ne0, $$ in some neighborhood of a point ...
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1answer
107 views

Number of linear independent equations

Is there any general rule to find the number of linearly independent equations such that $$L_i(T_{\mu\nu},\partial_\eta T_{\mu\nu},\partial_\omega\partial_\eta T_{\mu\nu},...)=0$$ where $L_i$ is a ...
2
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1answer
177 views

Pseudoinverse of Neumann-Laplacian

Suppose you have the following PDE: find $u \in H^1(\Omega)$ such that $$-\Delta u = f, \\ \frac{\partial u}{\partial n} = 0. $$ Further assume a solvability condition $$\int_\Omega f ...
0
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1answer
217 views

Does Frobenius theorem apply to vector-valued function?

We know Frobenius theorem handle pde systems like $\{Xf=0, Yf=0\}$ requiring Lie bracket $[X,Y]\equiv 0 \mod X, Y$ for completely integrability of the system. However, how to handle systems like ...
4
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2answers
308 views

Numerical solution to diffusion-like equation with negative diffusion coefficient region?

I am trying to numerically solve the initial value problem (see later discussion for ICs) $$ x \frac{\partial f}{\partial t} = \frac{\partial}{\partial x} (1-x^2) \frac{\partial f}{\partial x} - f$$ ...
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2answers
98 views

Bound deg 3 partial differential operator on Laplace eigenfunction?

I am no expert on PDE and analysis but I am looking for certain technique from PDE. Let $D_2$ be the Laplace operator and $f$ is an eigenfunction, i.e., $D_2 f=\lambda f$ for some $\lambda>1$. (or ...
2
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2answers
115 views

Is the left regularizer for elliptic BVP a left inverse for the principal part?

Take a differential operator with elliptic symbol, consider just the principal part of the operator. Can one invert this principal part with some parametrix type construction (at least construct a ...
2
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1answer
59 views

Solutions of a stochastic reduced wave equation

Given a spherical reference frame $\left(\rho,\phi,\theta\right)$, the reduced wave equation can be written as: $$\nabla^2U=k^2n^2U$$ in which: $U=U(\rho,\phi,\theta)$ The solutions of this equation ...
3
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1answer
108 views

To give an estimate for the maximal function associated to the Schrödinger group by using a measurable selector function

I am consulting some papers (references below) about the Carleson's problem for the pointwise convergence of the Schrödinger group \begin{equation} S_t=e^{i t \Delta}. \end{equation} In this context ...
2
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1answer
131 views

Monotonicity preserving parabolic operators

Let $$ \mathcal{L}\equiv\sum_{i,j}^{n}a_{i,j}\frac{\partial^{2}}{\partial x_{i}\,\partial x_{j}}+\sum_{i}^{n}b_{i}\frac{\partial}{\partial x_{i}}+c $$ be uniformly elliptic on ...
2
votes
1answer
247 views

Best approach to solve this PDE

I need to solve this Partial Differential Equation for $\lambda(x,y)$, $$\frac{\partial \lambda}{\partial x} + h(x,y)\frac{\partial \lambda}{\partial y} - \lambda \frac{\partial h}{\partial y} = 0$$ ...
7
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2answers
245 views

Fredholm alternative result for general elliptic system?

Now I have known that Fredholm alternative result is valid for the strong elliptic system. But I'm not sure that is it still valid for the general elliptic system, in which the second-order heading ...
4
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1answer
164 views

Please recommend some literature on the systematical theory of the elliptic systems!

Now I'm interested in the theory of elliptic systems, for example, both the linear and nonlinear case, the exsitence and regularity results, and is there a Fredholm alternative result for the linear ...
2
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1answer
267 views

Uniqueness of classical solution with degenerate boundary

Consider heat equation on the domain $\Omega = (0,1)\times (0,1)$ in the form of $$ \partial_{t} u = \frac 1 2 x^{3} (1-x) \partial_{xx} u, \quad (x,t) \in \Omega$$ with initial data $u(x,0) = x$ for ...
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1answer
95 views

The sufficient condition of the Neumann problem

How can we prove that if $\int_U{f}=0$,then the homogeneous Neumann problem $\Delta u=f$on U,and $\frac{\partial u}{\partial n}=0$ on $\partial U$ has a weak solution in $H^1(U)$?
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1answer
155 views

Concerning Fritz John's article, The Ultrahyperbolic Differential Equation With Four Independent Variables

I am trying to read Fritz John's article, here: http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?view=body&id=pdf_1&handle=euclid.dmj/1077490637 And for the proof of Thm 1.1 in page ...
2
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1answer
129 views

The maximum in the Poisson problem on the cube with constant source

Question: Let us consider the Poisson problem on the square with constant source $1$ $$ \begin{cases} - \Delta u &= 1, \qquad \text{ in } (0,1)^n \\\\ u &= 0, \qquad \text{ on } \partial ...
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1answer
298 views

Solving Stokes Equations using 3D Fourier transforms

How do you calculate the inverse Fourier transform of $\frac{k_ik_j}{k^4}$. I know it has to be a matrix of the form $=δ_{ij}A(r)+r_ir_jB(r)$, but how do you calculate the functions A(r) and B(r)? I ...
3
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0answers
219 views

well-posedness of the transport equation

I asked this question before on math exchange but did not have any luck with an answer. I would like to consider a simple example but get a thorough understanding of the theory behind it. I am ...
6
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2answers
259 views

Uniform bound on the eigenfunctions of the Laplacian

Is it possibly to have $L_\infty$ bounds on the eigenfunctions of the Laplacian operator on bounded regular domains with Dirichlet condition? I found several papers by Sogge but these are pretty ...
6
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0answers
324 views

Lax Pairs for Linear PDEs

I'm trying to understand the discussion around equation (2.1) of the paper http://www.jstor.org/stable/53053. It says that the linear PDE $M(\partial_x,\partial_y)q=0$ with constant coefficients has ...
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1answer
163 views

if $\Pi_1$ and $\Pi_2$ be elliptic planes then $\Pi_1 \oplus \Pi_2 $ is still elliptic?

Let $\Omega \in\Lambda^{4}\big(V^{ \star }\big)$ be volume form. Define symplectic bilinear form $q: \Pi \oplus \Pi \rightarrow R $ $\big( \alpha ,\beta \big) \longrightarrow \alpha ...