**1**

vote

**1**answer

187 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 ...

**1**

vote

**1**answer

96 views

### Is there a way to solve this integral equation?

I have ran into the following integral equation as part of my phd research project, trying to enforce a boundary condition of a parabolic pde problem.
For $\xi = (\alpha\theta)^{1/\alpha}$ and for ...

**0**

votes

**0**answers

43 views

### stokes-equation estimate in $L^2(0,T,L^\frac{3}{2}(\Omega))$

I'm interested in the default Stokes-system, e.g.
$ \frac{\partial}{\partial t} u - \Delta u + \nabla p = f \; \text{in} \; \Omega$
$ \nabla \cdot u = 0 \; \text{in} \; \Omega$
$ u = 0 \; \text{on} ...

**2**

votes

**1**answer

97 views

### Is the Lopatinski-Shapiro condition invariant under diffeomorphism?

If a PDE (eg. the heat equation with Robin BCs, or the elliptic version) on a bounded smooth domain $U$ satisfies the Lopatinski-Shapiro condition (for a definition see eg. Wloka), and if $T:U \to W$ ...

**2**

votes

**4**answers

176 views

### Ill-posedness of a generalized heat equation

Suppose we have the following one-dimensional generalized heat equation:
$$u_t(x,t)=g(x,t)\Delta u(x,t), \quad x\in \mathbb{R},t\in(0,\infty).$$
I need to prove that this equation is ill-posed, for ...

**0**

votes

**1**answer

68 views

### Equivalent ways to study a semilinear parabolic equation as a perturbed abstract Cauchy problem

I am considering the following abstract Cauchy problem on Banach space $X$:
\begin{cases}
u'(t)=Au(t)+\big(f(t)+Bu(t)\big),&t\in[0,T],\\
u(0)=x_0,
\end{cases}
Suppose $A$ generates an analyitc ...

**1**

vote

**0**answers

73 views

### $C^{1,2}$ regularity of (weak) solutions to the heat equation

Let $\Omega$ be a bounded Lipschitz domain (smoother if needed), and consider the heat equation
$$u_t - \Delta u = 0$$
$$\frac{\partial u(t,x)}{\partial \nu(x)} = a(t,x) - b(t,x)u(t,x)$$
$$u(0) = u_0$$...

**0**

votes

**0**answers

60 views

### Find a estimate for quasilinear parabolic equation

I am studying quasilinear parabolic operator:
$Pu=-u_t+u_{xx}+a(x;t;u,u_x)$ where $(x,t)\in \Omega=(0,\pi)\times(0,T)$ and $za(x,t,z,0)\le kz^2+b$
Suppose that $u$ satisfies: $P(u)=0$ in $\Omega.$
...

**5**

votes

**1**answer

115 views

### $L^\infty$ estimate on heat equation with a lower order term

Let $u$ be the weak solution on a smooth bounded domain $\Omega \subset \mathbb{R}^n$ (for $n \leq 3$) of
$$u_t - \Delta u = f$$
$$u(0) = u_0$$
$$\partial_\nu u = 0 \quad\text{on $\partial\Omega$}$$
...

**9**

votes

**1**answer

1k views

### Short time existence on nonlinear parabolic PDE

I saw several papers that without proof accept the fact "Short time existence on nonlinear parabolic PDE" is there any affirmative proof of this fact?
in which book we have this fact, the number of ...

**1**

vote

**0**answers

36 views

### About the “method of lines”: when are such solutions good approximations for **all** future time?

This question is about approximate solutions to some classes of PDEs obtained using the "method of lines".
For example, for an initial-value problem given by a PDE on a circle, one can choose $n$ ...

**1**

vote

**0**answers

33 views

### Functional Derivative estimate

Recently I've conisdered a functional derivative estimate on the first spatial derivative of bounded classical solutions $u:\mathbb{R}\times [0,T]\to\mathbb{R}$ to
$$ u_t - u_{xx} - f(u) = 0 \ \ \ (x,...

**1**

vote

**1**answer

103 views

### $L^p-L^q$ estimates for heat equation - regularizing effect

Where can I find a proof of the following estimate
$$\|S(t)v\|_{L^p(\Omega)}\leq C_{N,p,q} t^{-\frac{N}{2}\left(\frac{1}{q}-\frac{1}{p}\right)}\|v\|_{L^q(\Omega)}, $$
where $1\leq p<q<+\infty$, $...

**3**

votes

**1**answer

235 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 < \...

**0**

votes

**1**answer

72 views

### Proving short time existence for semi-linear parabolic PDE

I am following up on the answer of Denis Serre to this same question here Short time existence on nonlinear parabolic PDE
I have tried to generalise the proof of the Picard-Lindelof theorem, as ...

**3**

votes

**0**answers

85 views

### an inverse problem related to gaussian integral

Suppose we have a function $\rho(x,t)$ defined over $[-1,1]\times[0,1]$.
Define the integral
$
f_T(x)=\int_{[0,1]} (\rho(.,t)*K_{T-t})(x) dt
$
for $x\in R$ and $T>1$, where $*$ is the convolution, ...

**1**

vote

**1**answer

77 views

### $L^\infty(0,T;X) \cap C([0,T];Y) \subset C([0,T];X)$ for $X \subset Y$ dense?

is the Inclusion stated in the title true? In my case the spaces (essentially) are $X = H^1(\Omega)$ and $Y = L^2(\Omega)$ for $\Omega \subset \mathbb{R}$ bounded. My first try was to show
$\lim_{t_1 ...

**2**

votes

**2**answers

342 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 ...

**1**

vote

**0**answers

73 views

### Boundary regularity of solution to partial differential equation

I am conducting research on partial differential equations and I need a short-time existence result from the literature which I can not find at the moment. More precisely I would like to know the ...

**0**

votes

**0**answers

54 views

### Definiteness and infinite divisibility of kernels including heat semigroup

Let $P_{t}$ be the usual heat semigroup. Can one show (preferably) or disprove that for arbitrary $k \in \mathbb{R}_{>0}$ and $n \in \mathbb{N}$
we have
\begin{equation}
\sum_{i,j=1}^{n}a_{i}a_{j}\...

**0**

votes

**0**answers

88 views

### An Estimation on the Heat Kernel

I am reading Jost's Partial Differential Equations and meet an estimation( only stated in the book ) which I cannot verify by myself. In p.111, the book says that iteratively, we get
$$|S_{n}(x_{0},y,...

**9**

votes

**2**answers

243 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 ...

**2**

votes

**2**answers

149 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 ...

**5**

votes

**1**answer

184 views

### Reference for a Heat Process in a Wedge

I would like to ask about an explicit suggestion/reference for the following type of heat processes:
Roughly, assume we have a "wedge" $W$ of the following form - a domain in $\mathbb{R}^n$ with a ...

**0**

votes

**0**answers

48 views

### Weak solutions of linear parabolic PDEs and corresponding SDEs

It is well known that for an Stochastic differential equation (on the real line) of the form:
$dX_t = \mu(X_t)dt + \sigma(X_t)dW$
where $W$ is the standard Wiener process, the transition probability ...

**4**

votes

**0**answers

355 views

### Properties of the solution of the heat equation

Note 1: the following question has been post on Math Stackexchange here but receive no respond. So I post it here to get more attention.
Note 2: This is my research problem, but the original problem ...

**0**

votes

**0**answers

126 views

### Regularity of the heat equation: Neumann boundary conditions

I am looking for references to regularity estimates for the solution of a heat equation with homogeneous Neumann boundary conditions on $[0,T]\times D$ for some smooth domain $D\subseteq \mathbb{R}^3$ ...

**5**

votes

**1**answer

76 views

### Difference stencils approximating Laplacian

Let $\Delta$ be the Laplace operator on the interval $[0,1]\subset \mathbb{R}$.
Divide $[0,1]$ into small intervals of size $h$ to get an equidistant grid. One can approminate $-\Delta$ on this grid ...

**1**

vote

**0**answers

44 views

### Another proof of the comparison principle for PDEs by the theory of viscosity solutions

In my research I study (fully) nonlinear PDEs with fractional derivatives. For an analysis of these, I use the theory of viscosity solutions.
So I am now at the end of my tether becasuse I can not ...

**3**

votes

**1**answer

161 views

### Scaling properties of the Hölder estimate for heat equation

Lately, I have been interested in scaling properties of parabolic equations, and this question is related to an earlier one I asked about Harnack constants.
Let $Q(R) := Q(R^2,R) = B(0, R) \times [-R^...

**0**

votes

**0**answers

213 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 $u_{xx}+u_{yy}-\alpha^{2}u_{t}...

**0**

votes

**0**answers

79 views

### A heat equation approach to the perturbation of vector field with center

Edit: According to the comment of Willie Wong I realize that the previous version was trivial. I thank him for his comment. Now I revise it.
We consider the heat equation $$U_{t}=\Delta U\\U(x,y,0)=...

**1**

vote

**0**answers

68 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). ...

**7**

votes

**2**answers

292 views

### Real analyticity of solution of heat equation

Consider the heat equation $\partial_t u - \Delta u = 0, u(0, x) = u_0$ on a complete (non-compact) Riemannian manifold $M$, may be even $\mathbb{R}^n$. I was wondering, what are some known sufficient ...

**2**

votes

**1**answer

121 views

### Heat equation: impact of the diffusion coefficient on the Harnack constant

Consider the heat equation
$$
u_t - div[a(x,t) \nabla u] =0,\quad (x,t) \in B(r) \times [-r^2, 0] \subset \mathbb R^{d+1}
$$
for a Hölder continuous coefficient $a(x,t)$ satisfying
$$
0<C_o \le a(x,...

**2**

votes

**0**answers

63 views

### Reference/proof for parabolic Holder spaces property

Suppose that a function $u:[0,1]\times[0,T]\to\mathbb{R}$ belongs to the parabolic Holder space $C^{2+\alpha,1+\alpha/2}$, for $\alpha\in(0,1)$.
What can be said about $u_x=\partial_x u$?
I am not ...

**1**

vote

**0**answers

36 views

### Behavior of fundamental solution for parabolic equation on non compact complete riemannian manifold

Suppose that M is a complete noncompact Riemannian manifold. What is the necessary and sufficient condition that an operator on $L^{2}(M)$ comes from a smooth kernel that itself and all of the its ...

**1**

vote

**0**answers

60 views

### Is there any theory of Hamilton-Jacobi system?

I am curious that is there any theory for (time-dependent) HJ system? I know for HJ equation, we have viscosity solution, which depends heavily on Maximal principle. However, for systems, this seems ...

**0**

votes

**0**answers

48 views

### Is the heat kernel satisfies the heat equation in viscosity sense?

Let us see the heat kernel
\begin{equation}
k(x,t)=
\begin{cases}
(4\pi t)^{-\frac{n}{2}}\exp\{-\frac{1}{4}t^{-1}|x|^{2}\},t>0\\
0,t\leq0.
\end{cases}
\end{equation}
It is easy to see that $k\in C^{...

**0**

votes

**3**answers

169 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

**1**answer

89 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 {...

**1**

vote

**1**answer

353 views

### Where to learn about parabolic Hölder spaces and when to use them

Is there a good resource from where I can learn about parabolic Hölder spaces? I see quite a few different definitions of this space in different papers. I am clueless about why, for example, one may ...

**0**

votes

**2**answers

74 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**

vote

**0**answers

71 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:
$$
(Au)[v]=a(u,v)\,\,\,\...

**0**

votes

**0**answers

94 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

386 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 ...

**6**

votes

**1**answer

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

**4**

votes

**1**answer

222 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 & ...

**5**

votes

**2**answers

279 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 C^2(\...

**3**

votes

**1**answer

217 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 ...