**-2**

votes

**2**answers

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

**1**answer

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

**0**answers

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

**2**answers

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

**1**answer

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**

votes

**0**answers

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

**1**answer

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

**1**answer

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**

vote

**0**answers

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

**0**answers

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

**0**answers

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

**1**answer

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

**1**answer

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

**1**answer

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

**0**answers

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**

votes

**0**answers

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

**1**answer

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

**1**answer

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

**1**answer

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

**0**answers

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

**0**answers

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**

votes

**0**answers

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**

votes

**0**answers

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

**0**answers

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

**1**answer

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

**0**answers

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

**0**answers

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

**0**answers

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

**1**answer

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

**0**answers

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

**1**answer

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

**0**answers

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**

vote

**0**answers

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

**1**answer

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

**1**answer

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

**1**answer

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

**2**answers

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

**2**answers

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

**0**answers

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

**0**answers

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

**1**answer

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

**1**answer

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

**3**answers

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

**1**answer

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

**1**answer

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

**1**answer

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

**1**answer

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

**2**answers

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

**1**answer

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

**1**answer

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 ...