**7**

votes

**1**answer

198 views

### Mountain Pass theorem for minimization problems with constraints

Let $I[u]$ be a functional on a (possibly infinite dimensional) Hilbert space. Then, under some conditions, the Mountain Pass theorem guarantees the existence of a saddle point (see ...

**3**

votes

**2**answers

236 views

### Heat equation and evolution of number of critical points

Let $u_0$ be a smooth function on the unit sphere $S^1$ and assume that $u(t,x)$ is a smooth solution of the heat equation with initial data $u(0,x)=u_0(x)$. How one can apply the maximum principle to ...

**0**

votes

**0**answers

148 views

### Solving gradient of an especial heat equation

In my research I came up with a gradient of heat equation on a edge-weighted graph as:
\begin{equation*}
\nabla_w T_t(t,w) + T(t,w) . \nabla_w L_w + L_w . \nabla_w T(t,w) = 0
\end{equation*}
where ...

**2**

votes

**1**answer

498 views

### Method of characteristics of a system of first order pdes

I asked the question on math.stackexchange.com, but didn't get any reply. So, I asked it again here. Any suggestion or hint is welcome, and thank you for your attention.
Consider the system of first ...

**2**

votes

**0**answers

53 views

### only solution to wave equation under certain restriction?

Suppose $u_1, u_2: \mathbb{R}^2 \rightarrow \mathbb{R}$ are two bounded solutions to the wave equation
\begin{equation}
\partial_t^2u_i = \partial_x^2u_i
\end{equation}
obeying the restriction
...

**1**

vote

**0**answers

114 views

### Existence of Green's functions for PDEs

Here is what I think I know: Given a symmetric linear differential operator $\mathcal{L}$ that is positive definite on a function space(/space of distributions) $\mathcal{H}$, we can find its inverse, ...

**1**

vote

**0**answers

150 views

### Existence of solution?

I am sorry if this question is not at the MO level. But I have not found a reference so I would like ask it here.
Follow this paper :http://www.math.ku.dk/~hugger/articles/CTAC2003.pdf
Let ...

**1**

vote

**1**answer

93 views

### Maximal minimum of Bessel functions

This comes from a scattering problem. Consider the usual non singular Bessel functions of the first kind, $J_n(x)$. It is known that their zeros are countable, and all zeros are distinct. My question ...

**1**

vote

**1**answer

97 views

### Wave equation with linear coefficients

The following pde came up in a physics problem:
$$
(Cy+D)\frac{\partial^2 u}{\partial x^2}-(Ay+B)\frac{\partial u^2}{\partial y^2}-A\frac{\partial u}{\partial y} =f(x,y),
$$
A,B,C,D are fixed ...

**1**

vote

**0**answers

91 views

### Uniform bounds for a coupled parabolic system of PDE (linear)

Let $V=H^1(\Omega)$ and $H=L^2(\Omega)$ where $\Omega$ is a compact Riemannian manifold. Define $W = \{ w \in L^2(0,T;V) : w_t \in L^2(0,T;V^*)\}$.
Consider the system, with $u^\epsilon, v^\epsilon ...

**1**

vote

**1**answer

143 views

### Estimates on evolution operator

Let's consider the following evolution operator in $\mathbb{R}^3$
$$S(t)=e^{(i+\delta)t\Delta }$$
How to get the following estimate
$$\Vert S(t)f\Vert_2\leq C_\varepsilon t^{-\frac{1}{4}}\Vert ...

**1**

vote

**0**answers

69 views

### References Request : Existence and Uniqueness for PDE which is “ALMOST (?)” Parabolic

I am doing a research using PDE which is a little different from the standard Parabolic type. The following is my case:
\begin{equation}
Lu = - \sum_{i, j = 1}^{N}a^{i,j}(x, t)u_{x_{i}x_{j}} + ...

**2**

votes

**2**answers

113 views

### First order pde with characteristics [closed]

Consider a first order pde of the type $$u_y+b(x)u_x=0$$ and suppose that the coefficient $b$ is not necessairly continuous (for instance with a jump in some point).
Is it still possible to apply in ...

**6**

votes

**1**answer

224 views

### Reference request: Optimal $L^p$-decay for nonhomogenous heat equation in $\mathbb R^d$

Let $u$ be a classical solution for the nonhomogeneous heat equation in $\mathbb R_+ \times\mathbb R^d$:
$$
\begin{cases}
\partial_tu(t,x)-\Delta u(t,x) = f(t,x), \\
u(0,x)=u_0(x).
\end{cases}
$$
...

**0**

votes

**1**answer

154 views

### Holder regularity for the heat potentials

First I apologize for my bad English and for any error: this is my first question.
I need some regularity results for the single and double layer heat potentials.
If $\Gamma(t,x)$ is the fundamental ...

**3**

votes

**0**answers

208 views

### Regularity of solution to Fokker Planck equation

Suppose that $\rho \in L^1(\mathbb{R}^n \times (0,T))$ for every $T < \infty$ is a weak solution of the PDE
\begin{align}
\partial_t\rho &= \Delta \rho + \text{div}(\rho\nabla\Psi(x))\\
\rho(t ...

**1**

vote

**0**answers

111 views

### A linear operator equation (PDE) with non-monotone term

I'm interested in the existence and/or uniqueness to the following problem. Let $V$ and $H$ be Hilbert spaces and $V \subset H \subset V^*$ form a Gelfand triple.
There is a linear operator $L:{D}(L) ...

**2**

votes

**0**answers

79 views

### Solve a PDE related to free boundary problem

I would like to solve the following system for my problem:
$$\max\Big(\frac{1}{2}u_{ss}+u_l\delta(s-s_0), F(l)-\lambda(s)-u(s,l)\Big)=0.$$
where $u=u(s,l): R\times R_+\to R$ is the unknown function ...

**3**

votes

**1**answer

242 views

### Uniqueness of weak solutions of a heat equation

Let $M$ be a smooth compact closed manifold.
Let $u \in H^1(0,T;H^{-1}(M)) \cap L^2(0,T;H^1(M))$ be a solution of
$$u_t - \Delta u - u = 0$$
$$u(0)=u(T)$$
satisfying $\int_M u(t) = 0$ for all $t$. Is ...

**2**

votes

**2**answers

175 views

### 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 ...

**0**

votes

**0**answers

66 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**

votes

**2**answers

152 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?

**1**

vote

**0**answers

55 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**

votes

**1**answer

538 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 ...

**0**

votes

**0**answers

91 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**

votes

**2**answers

215 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**

votes

**2**answers

545 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**

votes

**1**answer

205 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**

votes

**1**answer

378 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**

votes

**0**answers

88 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) + ...

**1**

vote

**0**answers

91 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 ...

**3**

votes

**2**answers

140 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**

vote

**1**answer

147 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 ...

**0**

votes

**0**answers

125 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 ...

**0**

votes

**1**answer

115 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**

votes

**1**answer

194 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 ...

**5**

votes

**0**answers

499 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
$$
\partial_t u(t,x) = b(x) \partial_x u(t,x) + \frac{1}{2} \sigma(x)^2 \partial_{x,x} u(t,x)
$$
...

**0**

votes

**0**answers

71 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 ...

**2**

votes

**0**answers

99 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**

votes

**1**answer

157 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 ...

**1**

vote

**0**answers

73 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 ...

**0**

votes

**0**answers

157 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 ...

**1**

vote

**1**answer

232 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**

votes

**1**answer

162 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 ...

**1**

vote

**0**answers

270 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
$$
...

**1**

vote

**0**answers

80 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 ...

**1**

vote

**1**answer

124 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**

votes

**1**answer

208 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**

votes

**1**answer

266 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**

votes

**2**answers

645 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)
$$ x \frac{\partial f}{\partial t} = \frac{\partial}{\partial x} (1-x^2) \frac{\partial f}{\partial x} - f$$
...