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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7
votes
1answer
327 views

About the convergence rate for an approximation to the heat kernel

Let $G(t,x)$ be the heat kernel $$ G(t,x)=\frac{1}{\sqrt{2\pi t}}e^{-\frac{x^2}{2t}}, \quad t>0, \:x\in\mathbb{R}. $$ Here is one approximation to $G(t,x)$: $$ G_\epsilon(t,x)=e^{-t/\epsilon} ...
2
votes
1answer
377 views

A comparison principle for parabolic equation

(Crossposted from http://math.stackexchange.com/questions/757672/how-to-prove-comparison-principle-for-parabolic-pde-nonlinear) Suppose $F:\mathbb{R} \to \mathbb{R}$ is smooth with $F(x) > 0$ for ...
4
votes
0answers
79 views

Hopf Lemma for strong solutions

The Hopf lemma still holds for strong solutions? Let $u\in W^{2,p}(\Omega)\cap W_0^{1,p}(\Omega)$ with $p>n$ such that $\Delta u + c(x) u\le 0$. If $u(x)>0$ for all $x\in\Omega$ and ...
0
votes
0answers
103 views

Heat equation with heterogeneous heat conduction

I'm trying to discretize and a heat conduction/diffusion problem using finite differences and I was wondering how to use a discrete heat conduction coefficient defined per cell (instead of per ...
0
votes
0answers
63 views

Weak convergence of 4-th degrees

Good day! We have an equation $y'+Ay=Bu$ where $y=\{\theta,\varphi\}$, $A, B$ are nonlinear operators. $u \in L^\infty(\Gamma)$, $\theta, \varphi \in W = \{y \in L^2(0,T;V) : y'\in L^2(0,T;V')\}$, ...
2
votes
0answers
92 views

Weighted energy estimate for the heat equation of higher order

The question is originally related to Hardy's uncertainty principle, convexity and Schrodinger evolutions. In this work the authors deduce a convex property of Schrodinger equation by doing it first ...
0
votes
0answers
59 views

Interpolation with time continuity

If $u(x,t)$ is a function depends on $x\in\Omega$ and $t\in[0,T]$. The following result could be found in L.C. Evans's book "PDE". Suppose $u\in L^2(0,T;H_0^1(\Omega))$, with $u_t\in ...
2
votes
0answers
74 views

Changing the test function space in a weak formulation of parabolic PDE

Suppose we are interested in the existence of a $u \in L^2(0,T;V)$ with $u' \in L^2(0,T;V^*)$ such that $$(u(T),\varphi(t))_H -\int_0^T \langle \varphi'(t), u(t) \rangle_{V^*,V} + \int_0^T ...
3
votes
1answer
120 views

Checking initial data in parabolic PDE with no control on time derivative

It is possible to define a weak solution of a parabolic PDE $$u_t - Au = f$$ $$u(0) = u_0$$ as $u \in L^2(0,T;H^1)$ such that $$-\int_0^T\int_\Omega u(t)\varphi'(t) + \int_0^T\int_\Omega ...
3
votes
0answers
168 views

Need a regularity result for parabolic PDE, want $u' \in L^\infty((0,T)\times \Omega)$

Let us assume $\Omega \subset \mathbb{R}^n$ is as nice as required. Let $f \in L^\infty((0,T)\times \Omega)$ and let $g \in L^\infty((0,T)\times \Omega)$ satisfy $$0 < a \leq g(x,t) \leq b < ...
1
vote
0answers
121 views

A parabolic PDE with Lipschitz nonlinearity, how to obtain well-posedness?

Let $\Omega$ be a bounded smooth domain in $\mathbb{R}^n$ (or more generally a compact manifold). I'm interested in well-posedness (existence most importantly) of equations of the form $$u_t(t) - ...
1
vote
0answers
59 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 ...
3
votes
1answer
173 views

parabolic PDE with almost-monotone elliptic operator, existence results?

Are there any existence results for parabolic PDE of the type $$u_t - Au = f$$ in some Gelfand triple setting ($V \subset H \subset V^*$) with $A$ an operator that it is not quite monotone but close: ...
1
vote
0answers
114 views

Weak periodic solution of parabolic PDE

Take $$ u_t(t) + A(t)u(t) = f(t), $$ $$ u(0) = u(T), $$ where $A$ is an linear elliptic operator and the first equation is an equality in $L^2(0,T;V^*)$ for $V \subset H \subset V^*$ Hilbert triple. ...
1
vote
0answers
103 views

Proving solution to linear parabolic PDE is convex with negative third derivative

I have a PDE in $g(y,t)$ of the form \begin{equation} a\frac{\partial^2g}{\partial y^2}y^2-b\frac{\partial g}{\partial y}y -rg + \frac{\partial g}{\partial t} - c = 0 \end{equation} in which $a$, $b$, ...
1
vote
1answer
121 views

What fails when we try to extend existence and unique for parabolic PDEs for 'PDEs which are 'parabolic in two components''?

What I have in mind is that on $(0,T)\times\Omega$, we have a parabolic pde operator $L$, we have unique solution to $Lu = f$ when f is Hoelder for some coefficient strictly between 0 and 1. This ...
1
vote
0answers
164 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 $$ ...
4
votes
1answer
176 views

monotone parabolic systems, convex variational structure and Legendre transform

The context: for my research I am currently looking at parabolic systems of the type $$ \left\{ \begin{array}{ll} \partial_t b(u)-\Delta u=0 \qquad & (t,x)\in \mathbb{R}^+\times\Omega\\ u=0 & ...
4
votes
2answers
337 views

If a PDE have a unique classical solution, must it have a unique viscosity solution?

If a PDE have a unique classical solution, must it have a unique viscosity solution? The particular problem I am interested in is parabolic, but I would be interested in the general case. A short ...
0
votes
1answer
125 views

Differences between parabolic operators of second order and higher order

Properties of parabolic operators of second order have been extensively studied, such as the existence or uniqueness theorem. In higher order case ($u_t-P(D)u$, where $P$ is a $2m$ order uniformly ...
0
votes
1answer
86 views

Solution of a partial differential equation containing a Fourier series

Given the following PDE: $$\partial_t\Psi(x,t)=\partial_{xx}\Psi(x,t)+k\partial_x\Psi(x,t)+g(x,t)-\beta\Psi(x,t)=0$$ where: ...
2
votes
2answers
130 views

Maximum of the solution of a parabolic PDE

Let $u:\mathbb{R}\times [0, \infty) \rightarrow \mathbb{R}$ be defined by $u_{xx} + u_x - u_t = u(u - 2)(u - 1)$ with $u \rightarrow 0$ as $|x| \rightarrow \infty$ and $u(x,0) = 3e^{-x^2}$. Now, let ...
2
votes
1answer
208 views

Reference request: harnack inequality for distributional solutions of the heat equation

Dear Math Overflowers, I'm looking for references on the parabolic Harnack inequality for distributional solutions of the heat equation on the whole space $$ \partial_t u=\Delta u\quad\text{and}\quad ...
0
votes
1answer
134 views

weak solution of viscous Burgers equation with non-homogeneous Dirichlet boundary conditions

I was wondering if anybody knows (and can give me a reference, please) if the PDE below has a unique weak solution. I can only find the result if we consider homogeneous Dirichlet boundary conditions, ...
2
votes
1answer
261 views

Fully non-linear PDE

A nice method of obtaining existence of solutions of many geometrically defined (and hence highly degenerate) parabolic systems (such as mean curvature flow) involves the reduction of the system to a ...
2
votes
1answer
275 views

Is there a Feynman-Kac formula applicable to Dirichlet problems for Schrödinger operators?

On pg. 133 of Heat Kernels and Spectral Theory, Davies is studying the heat kernel $K(x,y,t)$ of the operator $H = -\Delta + |x|^{\alpha}$ for $\alpha > 0$. He wishes to prove a lower bound, and ...
4
votes
2answers
433 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
190 views

Local boundedness of weak solutions of heat equations…?

(Please, what is going on?) The following claim is from a paper which was apparently reviewed by László Erdös, Zhongwei Shen, and Bernard Heffler. Someone tell me it's true. Surely it's true. The ...
1
vote
2answers
144 views

Reference Request: Spatially inhomogeneous solutions to parabolic PDE with homogeneous initial data

I am interested in spatially inhomogeneous classical bounded solutions $u:\mathbb{R}^n \times [0,T] \to \mathbb{R}$ to the Cauchy problem for semi-linear parabolic PDE, which have homogeneous initial ...
1
vote
0answers
184 views

local existence for a singular quasilinear parabolic equation

I'm considering the following type of PDE: $u_{t}=u_{xx}+u_{x}+u_{x}^2+u_{x}^3+\frac{u_{x}}{x(1-x)}+\left(\frac{u_{x}}{x(1-x)}\right)^3$ with periodic boundary conditions $u_{x}(0,t)=u_{x}(1,t)=0$, ...
4
votes
0answers
118 views

Asymptotic higher order derivative estimates for solutions of semi-linear parabolic PDEs

Question: Consider a semi-linear parabolic equation on a bounded domain $\Omega \subset \mathbb{R}^m$: $$ \frac{\partial f_t}{\partial t} = -\Delta f_t + Q(f_t, df_t), $$ with smooth initial data ...
2
votes
1answer
164 views

Monotonicity preserving parabolic operators

Let $$ \mathcal{L}\equiv\sum_{i,j}^{n}a_{i,j}\frac{\partial^{2}}{\partial x_{i}\,\partial x_{j}}+\sum_{i}^{n}b_{i}\frac{\partial}{\partial x_{i}}+c $$ be uniformly elliptic on ...
3
votes
1answer
114 views

On-diagonal to off-diagonal heat kernel lower bounds, Davies' argument

Theorem 3.3.4 in Davies' Heat Kernels and Spectral Theory begins with ``on-diagonal'' lower bounds for the heat kernel $K$ of $H$, (i.e. $K = e^{-Ht}$), where $H$ is a uniformly elliptic operator ...
2
votes
0answers
77 views

Stabilization of solution to one-dimensional system of PDE

I am trying to solve numerically next PDE system: $$\frac{\partial c}{\partial t}=\epsilon\frac{\partial}{\partial x}(\frac{\partial c}{\partial x}+\rho\frac{\partial \varphi}{\partial ...
2
votes
0answers
120 views

Examples of non-uniqueness in reaction-diffusion equations

Consider the problem of finding a bounded classical solution $u:\mathbb{R}\times [0,T]\to\mathbb{R}$ (such that $u$ is continuous and $u_t$, $u_x$ and $u_{xx}$ exist and are continuous on ...
2
votes
0answers
111 views

Existence of solutions to a reaction-diffusion problem.

Consider the problem of finding a bounded classical solution $u:\mathbb{R}\times [0,T]\to\mathbb{R}$ (such that $u$ is continuous and $u_t$, $u_x$ and $u_{xx}$ exist and are continuous on ...
2
votes
1answer
274 views

Uniqueness of classical solution with degenerate boundary

Consider heat equation on the domain $\Omega = (0,1)\times (0,1)$ in the form of $$ \partial_{t} u = \frac 1 2 x^{3} (1-x) \partial_{xx} u, \quad (x,t) \in \Omega$$ with initial data $u(x,0) = x$ for ...
3
votes
1answer
239 views

In the case of the Ricci flow, the symmetries of the flow are scalings and diffeomorphisms

Can anyone help me and prove that in the case of the Ricci flow, the symmetries of the flow are scalings and diffeomorphisms? Thanks for your time.
0
votes
1answer
404 views

Strong convergence in the Bochner space L^p([0,T],X)

Dear mathoverflowers, I have a question concerning the strong convergence in $L^p([0,T],X)$. Let $X_1,X$ be two Banach spaces such that $X_1\subset X$ with compact embedding. Let $x_n(t)\in X_1$ be ...
1
vote
1answer
277 views

maximum principle for a non-uniformly parabolic operator

Hi there. Does there exist a maximum principle for the non-uniformly parabolic operator $$ P = \partial_t - \mathrm{e}^{-\beta t}\frac{\partial ^2}{\partial x^2} + \frac{\partial }{\partial x} \big( ...
2
votes
1answer
339 views

Strongly parabolic PDE vs weakly parabolic PDE

In my studies on the Ricci flow, I was faced with a problem. To prove the existence and uniqueness of solutions to the Ricci flow, it is proved that the Ricci flow is a Parabolic PDE type. Then one ...
23
votes
3answers
1k views

“Wild” solutions of the heat equation: how to graph them?

It has long been known that the Cauchy initial-value problem for the classical heat equation on $\mathbb{R}$ (or $\mathbb{R}^n$) doesn't have unique solutions, without additional assumptions. In ...
4
votes
1answer
822 views

Nash's paper on parabolic equations.

I am currently studying the paper "CONTINUITY OF SOLUTIONS OF PARABOLIC AND ELLIPTIC EQUATIONS" by John Nash (cf. American Journal of Mathematics, Vol. 80, 1958). The author there establishes some a ...
0
votes
0answers
277 views

What is the solution of $u_t=u_{xx}+\frac{1}{x}u_x$?

What does the solution $u(x,t)$ of $u_t=u_{xx}+\frac{1}{x}u_x$ on $[0,1]$ with the following initial condition look like? $u(\frac{1}{2},0)=\delta(\frac{1}{2})$ (i.e. delta function at ...
0
votes
1answer
234 views

analysis of the regularity using Hormander condition

I have attempted to get an answer on the math.stackexchange but have not got any answer for a while. Thus, I am posting the question here. I am analyzing the following problem in order to establish ...
2
votes
2answers
195 views

The logarithmic fast diffusion equation in one space variable with periodic boundary conditions.

I need to know about this non-linear logarithmic fast diffusion equation for a function $u(x,t)$ of one space variable $x$ and time $t$: $$ u_t = (\ln u)_{xx}$$ which is to run on an interval $ a \leq ...
1
vote
0answers
64 views

Semiflows and continuous symmetries

Given a differential equation on a Banach space $\mathcal{X}$ of the form $\frac{d u}{d t} = F(u)$, it is often the case that $F$ is equivariant under translations, i.e. that $T_\alpha F(u) = ...
5
votes
3answers
849 views

Reference request: parabolic PDE

I want to learn about parabolic PDE and it seems to me that there is no established reference as far as where one should look if one wants to learn the subject from basics. I think I have a firm grip ...
0
votes
1answer
288 views

LINEAR Parabolic equations. Smooth dependence from initial data

I am looking for results that show smooth dependence of a solution to a parabolic equation, from the initial data. More specifically I have the following problem: CONSIDER spaces $P:=\mathbb{R}^k$ ...
2
votes
0answers
138 views

regularity for viscosity solutions of second order parabolic equations

I would like to know whether viscosity solutions to $u_{t} - F( D^{2} (u) ) = 0$ are $C^{1, \alpha}$ analogous to the elliptic case as in the book by Caffarelli and Cabre . Here F is ...