**8**

votes

**0**answers

222 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 ...

**7**

votes

**0**answers

369 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

361 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

508 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

**0**answers

329 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

216 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 ...

**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) + ...

**3**

votes

**0**answers

129 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

388 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

52 views

### Fractional derivative of the Wright function

It is mentioned in some papers (Appendix in this paper, for example) that the (formal) solution of the fractional drift (or transport) equation
$$
...

**2**

votes

**0**answers

50 views

### Constant in a trace Sobolev theorem for concave domains

I wonder is the following inequality is true/known:
Let $\Omega\subset \mathbb{R}^n$ be a (locally) Lipschitz domain which is the complement of a convex set, then
$$
\int_{\partial\Omega} |u|^2 ds
...

**2**

votes

**0**answers

32 views

### Global Euclidean Carleman Estimate with a linear phase

I am interested in deriving the following global Carleman estimate which I think should hold :
$ \| e^{\tau \phi} \triangle u \|_{L_{\delta}^2({\mathbb{R^3})}}> C \tau \| e^{\tau \phi} u ...

**2**

votes

**0**answers

44 views

### elliptic regularity of Neumann problem on Square

I asked a similar question the other day, but I will be more precise now.
Consider $ \Omega:=(0,1 ) \times (0,1)$ and consider
$$ - u_{xx}(x,y) - u_{yy}(x,y) + a(x) u_x + b(y) u_y + u = f(x,y) ...

**2**

votes

**0**answers

78 views

### elliptic regularity for Neumann BVP on square

I am interested in the regularity of ellitpic equations like
$$ -\Delta u(x) +a(x) \cdot \nabla u(x) + C(x) u(x) =f(x) \quad \Omega$$ with $ \partial_\nu u =0$ on $ \partial \Omega$ where $ ...

**2**

votes

**0**answers

54 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

**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
...

**2**

votes

**0**answers

80 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

290 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

66 views

### $C^{1,2}$ regularity of (weak) solutions to the heat equation

Let $\Omega$ be a bounded Lipschitz domain (smoother if needed), and consider the heat equation
$$u_t - \Delta u = 0$$
$$\frac{\partial u(t,x)}{\partial \nu(x)} = a(t,x) - b(t,x)u(t,x)$$
$$u(0) = ...

**1**

vote

**0**answers

33 views

### About the “method of lines”: when are such solutions good approximations for **all** future time?

This question is about approximate solutions to some classes of PDEs obtained using the "method of lines".
For example, for an initial-value problem given by a PDE on a circle, one can choose $n$ ...

**1**

vote

**0**answers

31 views

### Biharmonic Equation in a Rectangle with Some Uncommon Boundary Conditions

I asked this question on Mathematics network but it didn't receive any answers. So I assume it is just beyond the classic things in PDEs and I decided to ask it here too.
Consider the following ...

**1**

vote

**0**answers

39 views

### Fundamental gap for Neumann BVP with potential

I am sure this is extremely well known but I have been digging a bit and I can't find what I need. Consider $B$ to be the unit ball in $ \mathbb R^N$ and consider the eigenvalue problem
...

**1**

vote

**0**answers

61 views

### Regularity on Neumann problem on polygonal domain

I asked a similar question before but didn't get any responses. So I will attempt again (the prior question was regarding Holder continuity).
Let $ \Omega$ denote a cube in $ R^n$ and consider ...

**1**

vote

**0**answers

26 views

### Regularity of a flux induced by a potential

Take
$\Omega\subset R^n$ with smooth boundary (take a ball for example)
a function $f\in L^{\infty}(\Omega)$ with support strictly contained in $\Omega$ and with $\int _{\Omega} f \; dx=0$
a ...

**1**

vote

**0**answers

83 views

### Construct a PDE solution from a net of approximations

Consider $P$ a linear partial differential operator in $\Bbb R ^n$. Consider some boundary condition given in the generic form $C(u) = 0$, that guarantees a unique solution (if any) of $Pu = 0$.
Let ...

**1**

vote

**0**answers

72 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

**0**answers

143 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 ...

**1**

vote

**0**answers

28 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**

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

**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

**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}} + ...

**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) ...

**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 ...

**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 ...

**1**

vote

**0**answers

272 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

82 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

216 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

50 views

### High dimensional partial differential equation

I encountered the following partial equation. Let $f(z,x_1,\cdots,x_n)$ be a function with $n+1$ entries.Let $a_i,b,c$ be constants.
$$
\sum_{i=1}^n ...

**0**

votes

**0**answers

26 views

### Solving a system of PDEs

I want to solve a system of partial differential equations of the form
$\sum_{kl} A_{ikl}\frac{\partial u_{kj}}{\partial x_l}+\sum_k B_{ik} x_k u_{kj}=c_{ij}$
where $u_{ij}(x_1,...,x_N)$ are the ...

**0**

votes

**0**answers

19 views

### Potential theory solution for Variable coefficient Poisson with Dirichlet Boundary conditions

I am looking for a potential theory representation for the following equation in $2$D:
$$\vec{\nabla} \cdot \left(a(x) \vec{\nabla}u\right) = 0 \,\, \forall x \in \Omega \,\, (\spadesuit)$$
$$u = g ...

**0**

votes

**0**answers

20 views

### Boundary Conditions for Linear PDEs using “Lagrange Multipliers”

Is there a way to take a linear PDE with homogeneous boundary conditions and somehow change the differential operator to include a sort of "Lagrange Multiplier" and then have a more complex (not ...

**0**

votes

**0**answers

107 views

### For a solution of an elliptic equation, if it is 0 on an open subset, then is it 0 identically?

Let $X$ be a compact smooth manifold, $E, F$ be smooth complex vector bundles over $X$, $L$ an elliptic operator between smooth sections of $E$ and of $F$. Suppose $s$ is a section of $E$ such that ...

**0**

votes

**0**answers

73 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

**0**answers

154 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

**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 ...

**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 ...

**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

**0**answers

73 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

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 ...