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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-2
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2answers
88 views

Lack of parabolicity of PDE due to invariancy under diffeomorphisms? [on hold]

Let a nonlinear differential equation is invariant under all diffeomorphisms, then we get lack of parabolicity?
1
vote
1answer
76 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 ...
7
votes
0answers
82 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
2answers
111 views

Existence or uniqueness of solution of Black-Scholes equation

I'm a novice in the field of PDE and trying to price some exotic option. I learned that the price function $u(x,t)$ satisfies the Black-Scholes equation with a certain boundary condition. Is there a ...
0
votes
1answer
126 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
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0answers
21 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
1answer
160 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 ...
3
votes
1answer
379 views

Questions on the proof of the Serrin condition for the regularity of Navier-Stokes equations and related issues for the incompressible Euler equation

Edit: The question has been substantially modified from the original one. The original question (see below) concerned with rigorously justifying the proof of the Serrin condition. These questions have ...
1
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0answers
43 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
79 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
44 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
1answer
86 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
1answer
102 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
1answer
90 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
0answers
64 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
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0answers
45 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 ...
1
vote
1answer
93 views

Existence of the solution of a linear parabolic pde

Good day! Let $V = H^1(\Omega)$, $\Omega \subset \mathbb R^3$. Consider the linear parabolic equation $y' + Ay = f$ where $f \in L^q(0,T;V')$, $y \in W = \{y \in L^p(0,T;V) \colon dy/dt \in ...
7
votes
1answer
317 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} ...
1
vote
1answer
167 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 ...
3
votes
0answers
60 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
51 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 ...
0
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0answers
65 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
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0answers
61 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
72 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 ...
1
vote
1answer
259 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( ...
0
votes
0answers
52 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 ...
1
vote
0answers
55 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 ...
0
votes
0answers
105 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) - ...
2
votes
1answer
106 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 ...
2
votes
0answers
130 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 < ...
3
votes
1answer
150 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
95 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
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0answers
83 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
110 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 ...
2
votes
1answer
266 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
232 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.
3
votes
2answers
117 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 ...
5
votes
2answers
300 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 ...
1
vote
0answers
126 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 $$ ...
1
vote
0answers
66 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 & ...
1
vote
1answer
113 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 ...
1
vote
1answer
80 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: ...
5
votes
3answers
666 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
113 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
177 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 ...
2
votes
1answer
131 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 ...
2
votes
1answer
246 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 ...
4
votes
2answers
301 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) $$ x \frac{\partial f}{\partial t} = \frac{\partial}{\partial x} (1-x^2) \frac{\partial f}{\partial x} - f$$ ...
2
votes
1answer
205 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
1answer
173 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 ...