**23**

votes

**3**answers

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 ...

**9**

votes

**1**answer

267 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 ...

**7**

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 ...

**7**

votes

**1**answer

329 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} ...

**7**

votes

**1**answer

160 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 ...

**6**

votes

**1**answer

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

**6**

votes

**1**answer

136 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 ...

**5**

votes

**3**answers

956 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 ...

**5**

votes

**1**answer

1k 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 ...

**5**

votes

**2**answers

193 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 ...

**5**

votes

**2**answers

342 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 ...

**5**

votes

**3**answers

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, ...

**5**

votes

**1**answer

685 views

### A question on the proof of the Serrin condition for the regularity of Navier-Stokes equations

Edit: This question has been substantially modified on January 12th, 2015.
I have been studying Michael Struwe's paper "On Partial Results for the Navier-Stokes Equations", Comm. Pure Appl. Math 41 ...

**4**

votes

**2**answers

344 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 ...

**4**

votes

**1**answer

198 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 ...

**4**

votes

**1**answer

204 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

**2**answers

503 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

**0**answers

92 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 ...

**4**

votes

**0**answers

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 ...

**4**

votes

**0**answers

128 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 ...

**3**

votes

**1**answer

185 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 ...

**3**

votes

**2**answers

228 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 ...

**3**

votes

**1**answer

124 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 ...

**3**

votes

**1**answer

139 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 ...

**3**

votes

**1**answer

126 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

**1**answer

212 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 ...

**3**

votes

**1**answer

176 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: ...

**3**

votes

**1**answer

242 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

**1**answer

96 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 ...

**3**

votes

**0**answers

93 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 ...

**3**

votes

**0**answers

168 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 ...

**3**

votes

**0**answers

180 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 < ...

**2**

votes

**1**answer

212 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

373 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 ...

**2**

votes

**2**answers

272 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 ...

**2**

votes

**1**answer

302 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 ...

**2**

votes

**1**answer

88 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 ...

**2**

votes

**1**answer

148 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 ...

**2**

votes

**1**answer

163 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 ...

**2**

votes

**2**answers

308 views

### Reference for all solutions of homogeneous elliptic and parabolic equations with Hölder continuous coefficients to be classical

Consider a uniformly elliptic equation
$$
\sum_{i,j=1}^n a_{ij}(x)\partial_{ij}u+\sum_{i=1}^n b_{i}(x)\partial_{i}u+c(x)u=0
$$
say, in an open ball $B\subset \mathbb R^n$, where coefficients are ...

**2**

votes

**1**answer

167 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 ...

**2**

votes

**2**answers

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 ...

**2**

votes

**1**answer

235 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

**1**answer

486 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 ...

**2**

votes

**2**answers

133 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

**1**answer

271 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

**1**answer

173 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

277 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 ...

**2**

votes

**2**answers

210 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 ...

**2**

votes

**0**answers

94 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 ...