**0**

votes

**0**answers

17 views

### Existence of Solution steady navier stokes with do nothing outflow condition

We consider the stationary navier stokes equation with mixed boundary conditions
$$
\begin{align}
-\nu\Delta u +(u\cdot\nabla) u + \nabla p &= 0\ \textrm{in}\ \Omega \\
div\ u&=0\ \textrm{in}\ ...

**2**

votes

**1**answer

108 views

### Stochastic interpretation of heat kernel on fiber bundle

I'm looking for a stochastic interpretation of the heat equation for vector valued function.
The classical set up is the following :
If $(M,g)$ is a riemannian manifold then we could consider the ...

**0**

votes

**0**answers

39 views

### Uniform bound in Faedo-Galerkin method with time-dependent weight in inner product

Let $v_j$ be an orthonormal basis for $V=H^1(\Omega) \subset L^2(\Omega)$ which is orthogonal in $L^2(\Omega)$.
Let $w:[0,T]\times\Omega \to \mathbb{R}$ be a time-dependent weight which is smoooth ...

**5**

votes

**2**answers

164 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 ...

**3**

votes

**1**answer

169 views

### When does the cumulative distribution function solve the Kolmogorov backward equation?

For a diffusion $X$ define the cumulative distribution function for $X_T$ started with $X_t=x$:
$$u(t,x):=E^{t,x}(1_{X_T\ge y})$$ Under what conditions does $u$ solve $X$'s Kolmogorov backward ...

**1**

vote

**0**answers

62 views

### Cauchy Problem and stochastic representation for discontinuous initial data

Where can I read more about the Cauchy problem, i.e. solutions to
$$ \frac{\partial u}{\partial t}+Lu=0 \text{ and } u(0,x)=f(x)$$
for some elliptic differential operator $L$ where $f$ is not ...

**1**

vote

**1**answer

124 views

### Does $E^{x,t}(f(X_T))$ solve a PDE if $f$ is not continuous?

Many books [see below for references] explore the connections between partial differential equations and expectation values.
Assume $X$ is a diffusion with generator $A$, then they conclude, that ...

**5**

votes

**3**answers

356 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, ...

**1**

vote

**1**answer

89 views

### Nodal sets under the heat flow

Let $u(t,X)$ be a smooth solution of the heat equation on $R^2$
$u_t=\Delta u,$
where $(t,X)\in R \times R^2$. Suppose $\lim_{t \rightarrow 0} u(t,x,y)=x^2-y^2$. Can we prove that the nodal set of ...

**1**

vote

**1**answer

85 views

### Strong maximum principle for the heat equation in non-cylindrical domains

let $u(t,x)$ be a bounded smooth solution of the heat equation $u_t=\Delta u$, $(t,x) \in R \times R^2$, and let $V \subset (R \times R^2)$ be an open connected component of $\{(t,x) \in R \times R^2: ...

**5**

votes

**2**answers

304 views

### Alternative proof of Varadhan's formula on Riemann manifolds

Consider Varadhan's famous formula for the kernel of the heat equation on a manifold:
$$ \lim_{t \rightarrow 0} t \log h(t,x,y) = - \frac{d(x,y)^2}{4} .$$
I do not have access to his 1967 two ...

**7**

votes

**1**answer

145 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 ...

**0**

votes

**0**answers

36 views

### Least square problems with binary variables

I want to solve the heat equation $T_t(x,t) = - L_x . T(x,t) + F(x,t)$ in an edge-weighted graph where $L_x = \sum_i x_i e_{ij}$ is weighted Laplacian matrix of the graph. Then I conclude to the ...

**1**

vote

**0**answers

65 views

### solution to a parabolic PDE

I'm reading a paper where the following parabolic PDE is considered:
$u_t(x,t)=u_{xx}(x,t)+b(x)u_x(x,t)+\lambda(x)u(x,t)$, with boundary conditions
$u_x(0,t)=qu(0,t) \text{ and } u(1,t)=\int_0^1 ...

**1**

vote

**0**answers

61 views

### Question on the local existence theory for the classical solution for the incompressible fluid dynamics equation

For the incompressible fluid dynamics system
\begin{equation}
\begin{split}
&\nabla\cdot v=0,\\
&\dfrac{\partial v}{\partial t}+v\cdot \nabla v+\nabla p=A(S,D)v,
\end{split}
\end{equation}
...

**3**

votes

**2**answers

224 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 ...

**2**

votes

**0**answers

82 views

### long time existence of a nonlinear parabolic equation

I am thinking about a geometric problem which boils down to the following parabolic equation:
Suppose $u=u(r,t)$, $r$ is defined on $[0,1]$ and $t>0$
$$\begin{cases}\displaystyle \frac{\partial ...

**1**

vote

**1**answer

191 views

### Heat kernel upper bound on compact Riemannian manifold

Let $M$ be a compact Riemannian manifold without a boundary. Let $p_t(x,y)$ be the heat kernel. I am looking for a reference for the result: there exists a constant $C$ such that
$$|p_t(x,y)| \leq C$$
...

**2**

votes

**1**answer

130 views

### Local Biot-Savart law in $B(x_o,r) \subset \mathbb R^2$

Let $u: \mathbb R^2 \to \mathbb R^2$ and let $\omega = \text{curl } u$ be the 2D vorticity of $u$, where $u, \omega \in L^2(\mathbb R^2)$ and $\nabla \cdot u = 0$. The classical Biot-Savart law states ...

**0**

votes

**0**answers

127 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 ...

**2**

votes

**0**answers

80 views

### Existence of solution to weak form of linear equation with boundary integral (parabolic PDE)

Let $W(0,T) := \{ u \in L^2(0,T;H^{\frac 12}(\partial\Omega)) \mid u_t \in L^2(0,T;H^{-\frac{1}{2}}(\partial\Omega))\}$. Let $\gamma$ and $\xi$ denote the trace map and its right inverse.
Does there ...

**2**

votes

**2**answers

89 views

### Estimates on a heat process with fixed boundary data and zero initial conditions

Consider the following heat process:
For a given (say, smooth) domain $\Omega$ on a closed manifold $M$ we construct $p(t,x):\mathbb R_+ \times \bar\Omega \rightarrow [0,1]$, so that
$$
\partial_t ...

**0**

votes

**0**answers

46 views

### Regularity of solutions to $u' + Au = f$ for nonlinear monotone operator $A$

Consider the equation
$$u' + Au = f$$
$$u|_{\partial \Omega} = 0$$
$$u(0) = u_0$$
where $A:L^p(0,T;W^{1,p}_0) \to L^q(0,T;W^{-1,q})$ is some monotone nonlinear operator (with additional assumptions). ...

**2**

votes

**1**answer

232 views

### Extensions in parabolic Hölder spaces

Let $\alpha\in ]0,1[,k\in\mathbb{N}.$Let $\Omega$ be a open and bounded subset or $\mathbb{R}^n$ of class $C^{k+\alpha}$.
As one could find in G.M. Troianello "Elliptic Differential Equations and ...

**2**

votes

**2**answers

256 views

### Curvatures preserved under the Kahler-Ricci flow

Maybe it is a trivial question. Is there any obvious reason that non-negative holomorphic bisectional curvature is preserved by (normalized) Kahler-Ricci flow, but non-negative Ricci curvature is not ...

**3**

votes

**0**answers

87 views

### Reference for existence results for 2D forced viscous Burgers equation

I am looking for results concering the following parabolic PDE
$$u\cdot\nabla u + \Delta u = F(x),$$
where $$u\colon\Omega\to\mathbb{R}^2,$$ and $\Omega\subset\mathbb{R}^2$ is a 2D domain (bounded or ...

**2**

votes

**0**answers

58 views

### Properties of solutions of Parabolic type equations

Assume $u\in C([0,1],L^{2})$ satisfies the following Schrodinger equation
$$
\partial_t u=i(\Delta u+Vu), \text{in} ~\mathbb{R}^n\times[0,1],\\
u(0)=u_{0}.
$$
with $V=V_1(x)+V_2(x,t)$, where $V_{1}$ ...

**-1**

votes

**2**answers

157 views

### Motivation for weak solution of a PDE (initial condition)

The following question came to me when reading the famous paper of ALT and LUCKHAUS: "Quasilinear elliptic-parabolic differential equations"
When looking at a (nonlinear degenerate) PDE like
$$ ...

**1**

vote

**0**answers

78 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

59 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}} + ...

**0**

votes

**1**answer

98 views

### Reference for holder estimate on parabolic equation with neumann boundary condition

I saw a type of holder estimate in Friedman's book: partial differential equations of parabolic type(page 200 3.24) as following:
Suppose we have a uniformly parabolic equation with holder ...

**6**

votes

**1**answer

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

**0**

votes

**1**answer

128 views

### Holder regularity for the heat potentials

First I apologize for my bad English and for any error: this is my first question.
I need some regularity results for the single and double layer heat potentials.
If $\Gamma(t,x)$ is the fundamental ...

**2**

votes

**0**answers

145 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

67 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 ...

**3**

votes

**1**answer

196 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 ...

**-2**

votes

**2**answers

127 views

### Lack of parabolicity of PDE due to invariancy under diffeomorphisms? [closed]

Let a nonlinear differential equation is invariant under all diffeomorphisms, then we get lack of parabolicity?

**9**

votes

**1**answer

249 views

### heat kernel on n-sphere

I'm interested in diffusion, a.k.a. the heat kernel driven by the Laplace-Beltrami operator, on the $n$-dimensional sphere. There are lots of bounds showing that, for small times, it behaves in a way ...

**1**

vote

**1**answer

134 views

### Decay of Solutions to the Heat equation

Consider the heat equation
$$ (\partial_t + \Delta + V)u = 0$$
on a complete (open) Riemannian manifold with bounded geometry, where $V$ is a smooth and bounded potential.
Consider the semigroup ...

**0**

votes

**1**answer

269 views

### When is separation of variables an acceptable assumption to solve a PDE?

We know that one of the classical methods for solving some PDEs is the method of separation of variables. It works for known types of PDEs and many examples of physical phenomena are successfully ...

**0**

votes

**0**answers

56 views

### Reference for a regularity result for linear parabolic equations under mixed Neumann-Dirichlent boundary condition

Could someone please help me to find a precise reference for $L^{p}%
-$regularity results for linear parabolic equations under mixed
Neumann-Dirichlet conditions? More precisely, I would like to have ...

**1**

vote

**1**answer

259 views

### Quadratic PDE Systems

(First time asking question on this forum so please kindly let me know if this is out of scope/inappropriate etc.)
I have a problem that leads me to the following quadratic system of PDEs:-
$
c_1 ...

**1**

vote

**0**answers

53 views

### Well-posedness of a certain linear Cauchy-problem

I am interested in solutions to the linear Cauchy problem
$$\Bigl(\frac{\partial^2}{\partial t^2} + a(t, x)\frac{\partial}{\partial t} + \sum_{j=1}^n b_j(t, x) \frac{\partial}{\partial x_j}\Bigr)u(t, ...

**4**

votes

**0**answers

89 views

### Reference for short time existence of paraobolic PDE on bundles

I am looking for a reference treating parabolic equations on vector bundles. In particular, I look for precise conditions which guarantee short time existence. I found it quoted at different places in ...

**1**

vote

**0**answers

97 views

### What's Known About the Green's Function to the 1D Diffusion Equation with Position-dependent Diffusion Coefficient?

Consider a one-dimensional diffusion equation
$$
C(x) \partial_t \Phi(t,x) = \partial_x^2 \Phi(t,x),
$$
on the interval $[0,1]$. The function $C(x)$ has a pole of order 1 at $x=0$ and a pole of finite ...

**2**

votes

**1**answer

143 views

### Heat transfer: boundary conditions with fluid velocity

The following equation is considered:
$$
\frac{\partial u}{\partial t} - a\Delta u + \mathbf v \cdot \nabla u = f.
$$
I have difficulties in formulating boundary conditions for this equation.
If ...

**1**

vote

**1**answer

116 views

### Interpolation and embeddings for parabolic function spaces

I have a somewhat easy looking question on parabolic function spaces:
Let $B$ be a ball in $\mathbb R^n$ and let $T>0$. Denote $Q:=B \times [0,T]$. Assume $f \in L^2(Q) \cap L^\infty(0,T; L^q(B))$ ...

**1**

vote

**1**answer

116 views

### How to model a time-discrete heat equation on a graph?

I would like to know how one can set up a time-discrete model for the heat equation on a graph?
Is this problem using the heat kernel equation on a graph?

**0**

votes

**0**answers

128 views

### Heat equation with graph laplacian

I would like to start with considering the time-dependent heat equation on a connected graph and consider its Laplacian matrix.
Suppose we have a connected graph with unknown temperature on vertices. ...

**0**

votes

**0**answers

116 views

### Solving a parabolic PDE with boundary conditions given over ranges

How can one solve a Parabolic PDE (like the wave or diffusion equations) if the boundary conditions were given over ranges?
Here is an example: How to solve the equation ...