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

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3answers
110 views

Fundamental solution for a parabolic PDE with constant coefficents

[Cross posting http://math.stackexchange.com/questions/1374384/fundamental-solution-for-a-parabolic-pde-with-costant-coefficents ] I don't know if this question is more appropriate in Mathematics and ...
0
votes
1answer
34 views

References for non-zero boundary value problem

I studied linear elliptic, parabolic and hyperbolic PDEs (boundary/initial value problem) in terms of existence, uniqueness and regularity. I studied always, following Evans book "PDE", the case with ...
0
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1answer
57 views

The hypoellipticity of a heat-like operator

I am aware that the heat operator (on a smooth manifold) is hypoelliptic. I am also aware that there are manifolds on which the Schrödinger's operator (with a $\Bbb i = \sqrt {-1}$ multiplying $\frac ...
0
votes
2answers
57 views

Maximum principle for the heat equation with Dirichlet conditions

Let us consider the Laplacian operator in a domain $\Omega\subset \mathbb{R}^n$, with Dirichlet boundary conditions. For all $f\in L^2(\Omega)$, we denote by $S(t)f$ the solution of the equation $$ ...
1
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0answers
61 views

Semigroup solution via Lumer-Phillips

Let $a$ be a coercive, bounded bilinear form on $H^1(\Omega)$, where $\Omega$ is some sufficiently "nice" region. I defined an operator $A:H^1(\Omega)\mapsto H^1(\Omega)^*$ by: $$ ...
5
votes
1answer
106 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 ...
0
votes
0answers
53 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
1answer
120 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
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0answers
48 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
2answers
185 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
1answer
179 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
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0answers
67 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
1answer
132 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
3answers
363 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
1answer
92 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
1answer
98 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
2answers
334 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
1answer
152 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
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0answers
38 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
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0answers
67 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
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0answers
63 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
2answers
226 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
0answers
90 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
1answer
204 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
1answer
142 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
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0answers
133 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
0answers
91 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
2answers
94 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
0answers
51 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
1answer
234 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
2answers
267 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
0answers
92 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
0answers
65 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
2answers
165 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
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0answers
82 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
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0answers
61 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
1answer
110 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
1answer
210 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
1answer
134 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
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0answers
160 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
0answers
69 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
1answer
208 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 ...
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votes
2answers
132 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
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1answer
260 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
1answer
142 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
1answer
303 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 ...
1
vote
1answer
271 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
0answers
54 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
0answers
91 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
0answers
116 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 ...