**9**

votes

**0**answers

232 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

372 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 $u:...

**6**

votes

**0**answers

362 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

529 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

332 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

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 =...

**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,...

**3**

votes

**0**answers

131 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

389 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

57 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
$$
\partial_{t}^{\alpha}u(t,x)+\partial_{x}u(t,x)=0\quad\...

**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

46 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) \mbox{...

**2**

votes

**0**answers

79 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 $ \Omega=(...

**2**

votes

**0**answers

56 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

83 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

291 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 $0\...

**1**

vote

**0**answers

62 views

### Method of characteristic for a system of first order PDEs

I am working with this system of first order PDEs:
\begin{equation}
\left\{
\begin{aligned}
%Suscettibili
&\frac{\partial{S}(a,t)}{\partial{t}} + \frac{\partial{S}(a,t)}{\partial{a}}= -\lambda(a,...

**1**

vote

**0**answers

76 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
$$u_t - \Delta u = 0$$
$$\frac{\partial u(t,x)}{\partial \nu(x)} = a(t,x) - b(t,x)u(t,x)$$
$$u(0) = u_0$$...

**1**

vote

**0**answers

39 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

33 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

41 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
\begin{cases}...

**1**

vote

**0**answers

62 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

28 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

85 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

73 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

145 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

30 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

**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

152 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

**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

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_{...

**1**

vote

**0**answers

112 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

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 ...

**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 ...

**1**

vote

**0**answers

284 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
$$
\partial_{t}u=\partial_{rr}u+\frac{2}{r}\...

**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 $(x_0,...

**1**

vote

**0**answers

217 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

44 views

### Global Harmonic Oscillator

My question essentially is how to find the appropriate functional space to study uniqueness of solutions to a specific pde.
Consider the following pde in three dimensions globally:
$ -\tau^2 \...

**0**

votes

**0**answers

20 views

### Measure of sub level of a torsion energy

Given a domain $\Omega$ (not necessarily open, but bounded. We can take quasi open domain). And let $u_{\Omega}$ be the minimizer of the torsion energy,
$$
\int_{\Omega}|\nabla u |^2\, -\, \int_{\...

**0**

votes

**0**answers

65 views

### Fundamental solution matrix of a linear PDE

I've asked a very similar question also at math.stackexchange, but I've not received any answer.
A vectorial function $\boldsymbol{x}:\mathbb{R}^D \rightarrow \mathbb{R}^N$ satisfies the following ...

**0**

votes

**0**answers

42 views

### When can an analytical solution for the heat equation be obtained?

I am currently trying to model a system with a time varying heat flux. It seems most researchers are using FEM to obtain the heat distribution (solve the heat equation).
When can the heat equation be ...

**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 \frac{a_i}{(x_i-z)^2}+\frac{b}{z(z+1)}-\frac{\...

**0**

votes

**0**answers

27 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

24 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

24 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

108 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

76 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< \frac{N+...

**0**

votes

**0**answers

158 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 ...