**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 ...

**10**

votes

**1**answer

287 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 ...

**9**

votes

**2**answers

206 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 ...

**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

334 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

**2**answers

234 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 ...

**7**

votes

**1**answer

175 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

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

**5**

votes

**3**answers

1k 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

223 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

358 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

**1**answer

56 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 ...

**5**

votes

**3**answers

364 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

696 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

356 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

204 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

209 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

554 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

85 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

132 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

194 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

229 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

127 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

147 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

127 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

151 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

**1**answer

219 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

178 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

243 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

**0**answers

291 views

+50

### 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 ...

**3**

votes

**0**answers

98 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

183 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

183 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

**0**answers

135 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

**1**answer

218 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

404 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

286 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

323 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

109 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

162 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

186 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

316 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

260 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

238 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

562 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

135 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

278 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 ...