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

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21
votes
4answers
2k views

Classification of PDE

Recently I have been attending a course on PDE's. I was totally ignorant of the subject and wasn't that motivated to be honest. But I was intrigued and felt I had to take the course seriously both for ...
16
votes
11answers
6k views

Textbooks for PDE between Strauss and Folland

Walter A. Strauss's Partial Differential Equations: An Introduction is a classic PDE textbook for the undergraduate students. While Folland's Introduction to Partial Differential Equations, is a nice ...
10
votes
1answer
828 views

Regularity of the Maxwell equations

As is well-known, the Maxwell equations can be phrased vectorially as, \begin{align} \nabla \cdot \mathbf E &= \frac{\rho_f}{\varepsilon}, &\text{Gauss's law,}\\\ \nabla \cdot \mathbf ...
10
votes
3answers
5k views

Physical Interpretation of Robin Boundary Conditions

In a (bounded) domain $\Omega \subset \mathbb{R}^n$, if we're studying the Laplace equation or heat equation or such PDE's we can impose the Dirichlet $u|_{\partial\Omega} \equiv 0$, Neumann $D_{\nu} ...
9
votes
1answer
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 ...
9
votes
1answer
1k views

Short time existence on nonlinear parabolic PDE

I saw several papers that without proof accept the fact "Short time existence on nonlinear parabolic PDE" is there any affirmative proof of this fact? in which book we have this fact, the number of ...
9
votes
2answers
241 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 ...
8
votes
2answers
305 views

Poincaré lemma for distributions

Let us consider a current on $\mathbb R^n$, that is a differential form whose coefficients are distributions. For simplicity, let us check the case of a $1$-form $$ u=\sum_{1\le j\le n} u_j dx_j,\quad ...
8
votes
1answer
215 views

Failure of Fredholm property of elliptic PDE systems

Roughly speaking, a PDE operator satisfies the Fredholm property if its principal symbol is elliptic and the information provided on the boundary satisfies the Shapiro-Lopatinskii condition. What can ...
8
votes
0answers
221 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
2answers
413 views

Fredholm alternative result for general elliptic system?

Now I have known that Fredholm alternative result is valid for the strong elliptic system. But I'm not sure that is it still valid for the general elliptic system, in which the second-order heading ...
7
votes
1answer
202 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 ...
7
votes
1answer
99 views

Properties of connection Laplacian on vector fields

Let $(M,g)$ be a simply-connected compact surface with boundary $\partial M$ and metric $g$. Let $N$ denote the outward unit normal on $\partial M$, $\nabla$ the Levi-Civita connection and $\Delta_g$ ...
7
votes
1answer
227 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 ...
7
votes
0answers
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
3answers
955 views

Analytical solution to a Linear advection-reaction PDE

I am looking for an analytical solution for the linear PDE $(1)\qquad\qquad \qquad f_t+ A f_x + B f = 0, $ Where $A$ and $B$ are constant matrices and $f=f(x,t)$ is a vector. Clearly each one of ...
6
votes
2answers
371 views

Uniform bound on the eigenfunctions of the Laplacian

Is it possibly to have $L_\infty$ bounds on the eigenfunctions of the Laplacian operator on bounded regular domains with Dirichlet condition? I found several papers by Sogge but these are pretty ...
6
votes
2answers
207 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 ...
6
votes
1answer
224 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 $\mathbb R_+ \times\mathbb R^d$: $$ \begin{cases} \partial_tu(t,x)-\Delta u(t,x) = f(t,x), \\ u(0,x)=u_0(x). \end{cases} $$ ...
6
votes
0answers
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
1answer
111 views

$L^\infty$ estimate on heat equation with a lower order term

Let $u$ be the weak solution on a smooth bounded domain $\Omega \subset \mathbb{R}^n$ (for $n \leq 3$) of $$u_t - \Delta u = f$$ $$u(0) = u_0$$ $$\partial_\nu u = 0 \quad\text{on $\partial\Omega$}$$ ...
5
votes
2answers
268 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 ...
5
votes
1answer
180 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 ...
5
votes
2answers
252 views

Recognizing Schwartz regular distributions

Are there characterizations of Schwartz regular distributions other than being locally integrable (which does not lend itself to easy manipulations)? To be more detailed: if I want to show that some ...
5
votes
3answers
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, ...
5
votes
0answers
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
2answers
225 views

hodographic transformation

Let $\phi(x,t)$ be smooth function. Let $\zeta= x-t$ and $\eta= x+t$. $u=\phi_\zeta$, $v= \phi_\eta$. Let $u$, $v$ satisfies following equations: 1- $$u_\eta- v_\zeta= 0$$ ...
4
votes
2answers
551 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 ...
4
votes
1answer
94 views

Regularity up to the boundary for the Poisson problem

It seems that the following assertion is widely accepted: For $k\in\mathbb N$, $p\geq 2$, $\Omega \subset \mathbb R^n$ bounded with $\partial\Omega\in C^{k+2}$ and $f\in W^{k,p}(\Omega)$, the weak ...
4
votes
2answers
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
2answers
653 views

Numerical solution to diffusion-like equation with negative diffusion coefficient region?

I am trying to numerically solve the initial value problem (see later discussion for ICs) $$ x \frac{\partial f}{\partial t} = \frac{\partial}{\partial x} (1-x^2) \frac{\partial f}{\partial x} - f$$ ...
4
votes
1answer
272 views

Please recommend some literature on the systematical theory of the elliptic systems!

Now I'm interested in the theory of elliptic systems, for example, both the linear and nonlinear case, the exsitence and regularity results, and is there a Fredholm alternative result for the linear ...
4
votes
1answer
90 views

Elliptic regularity for two dimensional domains

Suppose $ \Omega$ is a smooth bounded domain in $ R^2$. I am interested in the regularity of solutions to $$-\Delta u(x) = f(x) \mbox{ in } \Omega$$ with $ u=0$ on $ \partial \Omega$. If $ f \in ...
4
votes
1answer
202 views

Gradient estimate for elliptic equation

Given: 1)a bounded domain $\Omega$ in $\mathbb R^n$ of class $\mathcal{C}^{\infty}$ 2) the function $f\in L^{\infty}(\Omega)$ with $\int_{\Omega} f=0$ 3)$g=(g_i,\ldots,g_n)\in ...
4
votes
0answers
328 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
3answers
155 views

Does “solutions of an $n$-th order ODE form an $n$-dimensional vector space” somehow generalise to PDEs?

It is well known that the set of solutions $u:\mathbb{R}\rightarrow \mathbb{R}$ of an $n$-th order, linear, homogeneous ordinary differential equation $$a_n(x)\frac{d^n u}{dx^n}+\dots + ...
3
votes
2answers
236 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 ...
3
votes
2answers
194 views

Airy's equation on $\mathbb R_-$

I am interested in Airy's equation $$\frac{\partial u}{\partial t}(t,x)=-\frac{\partial^3 u}{\partial x^3}(t,x)$$ on a bounded or semi-bounded domain, e.g. on $(-\infty,0)$. In order to obtain a group ...
3
votes
2answers
141 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 $u\in W^{1,p}(\Omega')$, $$ ...
3
votes
1answer
693 views

Stochastic Heat Equation

Given the heat equation: $$\partial_{t}{\varPhi(x,t)}=k^2\partial_{xx}{\varPhi(x,t)}$$ with the boundary conditions: $$\Phi(x,0)=\Phi_0$$ and a Neumann boundary condition of the kind: ...
3
votes
1answer
716 views

Long time behavior of the heat equation on R

Let $\mu\in\mathcal{S}'(R)$ be a Schwartz distribution. The solution of a heat equation with $\mu$ as the initial data is $$ u(t,x)= \int_R \frac{e^{-\frac{(x-y)^2}{2t}}}{\sqrt{2\pi t}} \mu(d y) $$ ...
3
votes
2answers
142 views

A Global Estimates for Linear Elliptic PDE

Let $\Omega$ be a bounded smooth region in $R^n$ and $u$ satisfy $-\Delta u+a(x)u=f, \ \ u|_{\partial \Omega}=0$, where $a(x)\geq 0$ and $f(x)$ are smooth functions. I wonder if the following ...
3
votes
1answer
148 views

To give an estimate for the maximal function associated to the Schrödinger group by using a measurable selector function

I am consulting some papers (references below) about the Carleson's problem for the pointwise convergence of the Schrödinger group \begin{equation} S_t=e^{i t \Delta}. \end{equation} In this context ...
3
votes
1answer
247 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 ...
3
votes
1answer
329 views

Upper bounds for the solution of an elliptic PDE depending on a parameter.

Suppose I have the following PDE on $[0,1]^n$ $$\mathcal{L}u = -\nabla \cdot \left(a(x, r)\nabla u\right) = f(x,r), \qquad x\in [0,1]^n,$$ with periodic boundary conditions and $\int f(x) dx =0$ . ...
3
votes
0answers
74 views

Laplace Equation with Tangential Derivative Prescribed on the Boundary [closed]

I asked this question on MSE. However, I didn't get good answers there so I am seeking for it here. :) Consider the following Laplace boundary value problem (BVP) $$\matrix{ {{\nabla ^2}\Phi ...
3
votes
0answers
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
0answers
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
0answers
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
0answers
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 ...