**2**

votes

**0**answers

55 views

### Localized eigenfunctions of drift Laplacians

I am looking for literature which discusses localization of eigenfunctions of drift Laplacians, i.e. $L\underline u=-\Delta \underline u+\underline{v}.\nabla \underline u$ in 2D/3D domains with ...

**5**

votes

**2**answers

279 views

### Well-posedness of Fokker-Planck equation

Consider the following equation on $[0,T]\times\mathbb{R}^n$
\begin{eqnarray}
&\partial_t\rho=\mathrm{div}(\rho\nabla V)+\Delta\rho\\
&\rho|_{t=0}=\rho^0,
\end{eqnarray}
where $V\in C^2(\...

**5**

votes

**1**answer

186 views

### How do solutions of a PDE depend on parameters?

Let $\Omega\subset\mathbb R^n$ be a bounded smooth domain and $\sigma_1,\sigma_2:\Omega\to(c^{-1},c)$ measurable (for some constant $1<c<\infty$).
Let $f\in H^{1/2}(\partial\Omega)=H^1(\Omega)/H^...

**5**

votes

**3**answers

368 views

### Structure of sign changes under the heat flow

Let $f$ be a smooth function on $R^2$, and define $N_f$ to be the set of points $p$ such that the nodal set of $f$ ($\{x\in R^2: f(x)=0\}$) divided every neighborhood of $p$ into four regions. Indeed, ...

**1**

vote

**1**answer

104 views

### Nodal sets under the heat flow

Let $u(t,X)$ be a smooth solution of the heat equation on $R^2$
$u_t=\Delta u,$
where $(t,X)\in R \times R^2$. Suppose $\lim_{t \rightarrow 0} u(t,x,y)=x^2-y^2$. Can we prove that the nodal set of $...

**1**

vote

**0**answers

29 views

### Renormalization for Transport Equations with SBD velocity field

In the paper Traces and fine properties of a $BD$ class of vector fields and applications by Ambrosio, Crippa and Maniglia (to be found here)the authors prove a chain rule for vector fields $B\in SBD(...

**1**

vote

**1**answer

135 views

### Strong maximum principle for the heat equation in non-cylindrical domains

let $u(t,x)$ be a bounded smooth solution of the heat equation $u_t=\Delta u$, $(t,x) \in R \times R^2$, and let $V \subset (R \times R^2)$ be an open connected component of $\{(t,x) \in R \times R^2: ...

**7**

votes

**1**answer

208 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 http://en....

**3**

votes

**2**answers

239 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

157 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

560 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 $\mathcal{...

**1**

vote

**1**answer

94 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

98 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

145 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 f\Vert_{...

**1**

vote

**0**answers

70 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}} + \sum_{...

**2**

votes

**2**answers

115 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

227 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

159 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

224 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

81 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

256 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

179 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

156 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

57 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

581 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

219 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

559 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
$$\cos\left(t\right)\partial_{x}\mathbf{u}+\sin\left(t\right)\partial_{y}\mathbf{u}+...

**2**

votes

**1**answer

209 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

379 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

89 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) + y(t,...

**1**

vote

**0**answers

92 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

145 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

155 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 L^q(0,T;...

**0**

votes

**0**answers

127 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

118 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

523 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

75 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

100 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 D-...

**2**

votes

**1**answer

163 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

74 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

159 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

236 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 u&...