**7**

votes

**0**answers

327 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

**0**answers

328 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

**0**answers

98 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 $\mathbb R_+ \times\mathbb R^d$:
$$
\begin{cases}
\partial_tu(t,x)-\Delta u(t,x) = f(t,x), \\
u(0,x)=u_0(x).
\end{cases}
$$
...

**5**

votes

**0**answers

278 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
$$
\partial_t u(t,x) = b(x) \partial_x u(t,x) + \frac{1}{2} \sigma(x)^2 \partial_{x,x} u(t,x)
$$
...

**3**

votes

**0**answers

56 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**

votes

**0**answers

240 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

**0**answers

120 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

**0**answers

372 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

**0**answers

99 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

**0**answers

52 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

**0**answers

265 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

**0**answers

57 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

118 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

**0**answers

47 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

**0**answers

49 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}} + ...

**1**

vote

**0**answers

91 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) ...

**1**

vote

**0**answers

75 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**

vote

**0**answers

146 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

75 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

**0**answers

186 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

**0**answers

32 views

### Existence to an advection equation with constraints

Let $f: \mathbb R^n \to \mathbb R^n$ be a sufficiently smooth vector field and let $h: \mathbb R^n \to \mathbb R$ a scalar field. We consider the following advection equation
...

**0**

votes

**0**answers

34 views

### How to solve this partial equation using weighted Laplacian Matrix?

I have to solve the following system of partial differential equations:
\begin{equation*}
\begin{array}{rll}
Z(t,x) & = & \nabla_w T(x,t) \\
Z_t(t,x) & = & \nabla_w L_w . ...

**0**

votes

**0**answers

75 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**

votes

**0**answers

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

**0**answers

48 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

**0**answers

45 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
...

**0**

votes

**0**answers

82 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

**0**answers

106 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

**0**answers

56 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**

votes

**0**answers

55 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

111 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

**0**answers

540 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 ...