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

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5
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1answer
110 views

Evolution operator for a linear parabolic equation

Let $A(t)$ be a smooth family of positive definite operators on a Hilbert space $H$. Consider the operator $$D:= \frac{d}{dt}+A(t)$$ and let $U(t):H\to H$ be the evolution operator, i.e., $U(0)=I$ and ...
7
votes
0answers
353 views

Regularity of solutions to a linear degenerate parabolic pde

I've encountered the following problem which is causing me some trouble : Let $(M^2,g)$ be a smooth compact Riemannian surface (with constant curvature for instance) and consider a smooth function ...
6
votes
0answers
177 views

Does hypoellipticity imply the existence of a parametrix?

Let $M$ be a smooth manifold, like $\mathbb{R}^n$ for instance. The existence of a parametrix for an operator $P$ on $C^\infty(M)$ in any reasonable pseudodifferential calculus implies that $P$ is ...
6
votes
0answers
343 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 ...
5
votes
0answers
354 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 $$ \partial_t u(t,x) = b(x) \partial_x u(t,x) + \frac{1}{2} \sigma(x)^2 \partial_{x,x} u(t,x) $$ ...
4
votes
0answers
68 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 ...
3
votes
0answers
79 views

Are smooth solutions to a PDE dense in the space of $L^2$ solutions to the PDE?

Let's say I have a linear differential operator $P$ with smooth coefficients between bundles $E$ and $F$ over a smooth compact manifold $X$ with smooth boundary. Let's consider $P$ as an operator ...
3
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0answers
64 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) + ...
3
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0answers
268 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 ...
3
votes
0answers
126 views

Quadratic forms over symmetric $3\times3$ matrices

This question is motivated by a technique called compensated compactness (CC), which was elaborated by L. Tartar and F. Murat for the analysis of PDEs. The foreword of CC is a problem about quadratic ...
3
votes
0answers
381 views

Boundary regularity of the solution to the Beltrami equation

Hello, this question might sound a little vague, but I still dare to state , and I am basically requesting for some reference: Let us consider the orientation-preserving homeomorphic solutions $f: D ...
2
votes
0answers
17 views

Bounded input Bounded output stability for heat equation

This is a cross-post from Computational Science. I am interested in proving or obtaining a counterexample to the following conjecture. Let $\Omega\subset\mathbb{R}^d$ be a bounded open domain. Let ...
2
votes
0answers
50 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 ...
2
votes
0answers
52 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 ...
2
votes
0answers
162 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 ...
2
votes
0answers
69 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 ...
2
votes
0answers
274 views

General solutions for HJB equations in a special case.

I am reading the book of Wendell Flemming in control theorem to learn the HJB equation Here is the setting that interests me: Let $g_i: i=1,2$ be $C^2 =C^{2}(-\infty,\infty)$ functions such that ...
1
vote
0answers
42 views

biharmonic equation with L^1 data and Navier Condition

I am reading an article that, a section of it is mentioned below . I have some question about this section. I will ask my question after the section below. I am thanksed if some one could help me , ...
1
vote
0answers
79 views

Gilbarg-Trudinger's book Theorem 4.13

I am reading Gilbarg-Trudinger's book "Elliptic Partial Differential Equations of Second Order". I do not understand the proof of Theorem 4.13. Theorem 4.13 is a special case of Kellogg's theorem in ...
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0answers
21 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 ...
1
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0answers
85 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
0answers
146 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
0answers
82 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 ...
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0answers
61 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}} + ...
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0answers
105 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) ...
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0answers
85 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 ...
1
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0answers
62 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 ...
1
vote
0answers
184 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
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0answers
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
0answers
202 views

Is this Stefan-type problem an open problem?

I am looking for a weak-formulation that would give me an existence and uniqueness of a solution of a Stefan-type problem. It is basically a 2-phase Stefan problem in 2D except that the free-boundary ...
0
votes
0answers
58 views

solutions of elliptic linear pde depending analytically on a parameter

Fix $ \Omega$ a bounded smooth domain in $ R^N$ and suppose $0<w(x)$ is a smooth solution of $ -\Delta w(x)=w(x)^2$ in $ \Omega$ with $ w=0$ on $ \partial \Omega$ (were are assuming $2< ...
0
votes
0answers
70 views

Linking theorem, elliptic pde

I am trying to solve some linear system of the form $$ \Delta \phi +p v(r)^{p-1} \psi = -f, \qquad \Delta \psi + qu(r)^{q-1} \phi =g $$ in $ \mathbb{R}^N$ where $ f,g$ are given and $ \phi,\psi$ are ...
0
votes
0answers
133 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 ...
0
votes
0answers
87 views

Non-trivial global solution for Dirichlet eigenvalue problem

Suppose $f:\mathbb{R}^2\to\mathbb{R}$ is smooth everywhere except a set of measure zero.(i.e. A set of area zero) and satisfies the equation $\Delta f=\lambda f$ for some constant $\lambda$ off this ...
0
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0answers
33 views

evolution PDE in comlex domaim

i have got (an example for some other theorem) an existence theorem for such a type problem $$u_t(t,z)=-u(t,z)+a(t)z^m\frac{\partial^N u(t,z)}{\partial z^N},\quad u(0,z)=\hat u(z)\in \mathcal ...
0
votes
0answers
55 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 ...
0
votes
0answers
87 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 ...
0
votes
0answers
118 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
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0answers
63 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 ...
0
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0answers
131 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 ...
0
votes
0answers
622 views

characteristic surface

Hello, I have the following 4 PDEs which I am trying to solve for $G(x,y,z)$ : (1) $G_{xy}=0$ (2) $G_{xz}=0$ (3) $G_{yz}=0$ (4) $G_{xx}-G_{yy}=0$. It is not hard to see that the general ...