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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23
votes
3answers
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
1answer
234 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
1answer
326 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
1answer
135 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
1answer
947 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 ...
5
votes
3answers
826 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
2answers
335 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 ...
5
votes
2answers
137 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
2answers
270 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
3answers
325 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
1answer
659 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 ...
5
votes
0answers
112 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
1answer
758 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 ...
4
votes
1answer
189 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
2answers
420 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
0answers
87 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
0answers
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
0answers
118 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
1answer
145 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
2answers
220 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
1answer
112 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
1answer
119 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
1answer
179 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
1answer
172 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
2answers
128 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 ...
3
votes
1answer
238 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
0answers
77 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
0answers
166 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
1answer
205 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
334 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
2answers
248 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
1answer
270 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
1answer
120 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
1answer
129 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
2answers
295 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
2answers
86 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
1answer
230 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
1answer
350 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
1answer
261 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
1answer
159 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
274 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
2answers
195 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
0answers
75 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 ...
2
votes
0answers
67 views

Existence of solution to weak form of linear equation with boundary integral (parabolic PDE)

Let $W(0,T) := \{ u \in L^2(0,T;H^{\frac 12}(\partial\Omega)) \mid u_t \in L^2(0,T;H^{-\frac{1}{2}}(\partial\Omega))\}$. Let $\gamma$ and $\xi$ denote the trace map and its right inverse. Does there ...
2
votes
0answers
57 views

Properties of solutions of Parabolic type equations

Assume $u\in C([0,1],L^{2})$ satisfies the following Schrodinger equation $$ \partial_t u=i(\Delta u+Vu), \text{in} ~\mathbb{R}^n\times[0,1],\\ u(0)=u_{0}. $$ with $V=V_1(x)+V_2(x,t)$, where $V_{1}$ ...
2
votes
0answers
130 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 ...
2
votes
0answers
59 views

Solve a PDE related to free boundary problem

I would like to solve the following system for my problem: $$\max\Big(\frac{1}{2}u_{ss}+u_l\delta(s-s_0), F(l)-\lambda(s)-u(s,l)\Big)=0.$$ where $u=u(s,l): R\times R_+\to R$ is the unknown function ...
2
votes
0answers
89 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 ...
2
votes
0answers
72 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 ...
2
votes
0answers
77 views

Stabilization of solution to one-dimensional system of PDE

I am trying to solve numerically next PDE system: $$\frac{\partial c}{\partial t}=\epsilon\frac{\partial}{\partial x}(\frac{\partial c}{\partial x}+\rho\frac{\partial \varphi}{\partial ...