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2 votes
0 answers
60 views

Dirichlet's problem for Laplace's equation in the model domain

Let $$\Omega_\alpha=\left\{(\xi,\eta)\in \mathbb{R}^2 /\xi>\frac{1}{\alpha-1}a^{1-\alpha},0<\eta<1\right\},$$ $a>0$. we have $\Delta$ an isomorphism of $\mathbb{ w}^{2,p}\cap \mathbb{ w}_0^...
2 votes
0 answers
183 views

Regularity of elliptic partial differential equation with mixed Dirichlet-Robin boundary condition, to prove $u\in H^{2}(\Omega)$

I have posted this problem on Math Stackexchange but got no reply. When I deal with the wave equation with dynamical boundary condition, I am confused by the regularity of the following elliptic ...
5 votes
0 answers
417 views

All $L^pL^q$ estimates for the heat equation on $\mathbb R$ (with gain of derivatives)

I have asked this question on MSE, but this is a better place. The heat equation and the heat kernel. Consider the heat equation on $\mathbb R$: $$ \left\{\begin{aligned}u_t-\Delta u&=f\\u(0,x)&...
4 votes
0 answers
111 views

Continuity of solutions of Elliptic PDE with respect to parameters

Let $\alpha \in \mathbb{R}$ and $u_\alpha$ satisfy $$ \Delta u_\alpha+e^{u_\alpha}=\alpha f(x), \ \ \ \ x\in \mathbb{R}^2$$ where $f$ is a fast decaying smooth function. I would like to know how the ...
3 votes
0 answers
103 views

Comparison principle for Elliptic PDE with exponential nonlinearity

Suppose $\varphi$ is a radial (and radially decreasing) solution of $$\Delta \varphi+e^{\varphi}=0, \ \ \text{on} \ \ r \in (0,R), $$ with $ R>0$, and $\psi$ is a decreasing radial function ...
11 votes
1 answer
2k views

Feynman-Kac theorem: probabilistic proof of existence of solution to parabolic PDE

Friedman (in his book: PDEs of Parabolic Type) shows how to construct a solution to the Cauchy problem $$ \partial_t u(t,x) = b(x) \partial_x u(t,x) + \frac{1}{2} \sigma(x)^2 \partial_{x,x} u(t,x) $$ ...
2 votes
0 answers
114 views

A maximum principle in $\mathbb{R}^N$

Let $\delta > 0$ and define $$ H_\delta(x) = \prod_{j=1}^{N} \cosh(\delta x_j), \quad \forall x \in \mathbb{R}^N. $$ By straightforward calculations we get $\Delta H_{\delta} (x) = \delta^2 H_\...
1 vote
1 answer
112 views

Solving a particular delay PDE $\partial_q f(q,s-1) = -\sqrt{s(2+s)}f(q,s)$

I recently encountered a particular delay PDE in my work, the solution of which corresponds to the Laplace transform of some probability distribution. I'm having trouble to solve this equation. The ...
1 vote
0 answers
315 views

Maximal regularity heat equation

Considering the heat equation on the flat torus $\mathbf{T}^d$, we have the maximal regularity estimate \begin{align*} \forall \varphi\in\mathscr{D}(\mathbf{R}\times\mathbf{T}^d),\quad \|\Delta \...
3 votes
1 answer
408 views

Existence of solution to linear inhomogeneous first order PDEs systems

Maybe I am asking a triviality. If that is the case, please let me know and I will close the question. I have searched a lot but I didn't find an adequate and forceful response. For $i=1,\ldots, r$, ...
4 votes
0 answers
310 views

Pohozaev identity for linear equations

For $-\Delta u =0$, the Pohozaev identity on say $B_1$ says $$ \int_{S_1} |u_T|^2 \,d\sigma = \int_{S_1} |u_N|^2 \,d\sigma + (n-2) \int_{B_1} |\nabla u|^2 \ dx$$ Here $u_T$ are the tangential ...
4 votes
1 answer
394 views

Linear PDE, analytic continuation, Green's function and boundary conditions

I'm looking at the linear PDE in 3+1 dimensions, $$ \left[ -(\partial_t - \xi)^2 - \partial_k \partial_k \right] \phi(t,x) = 4\pi^2 \delta(t)\delta(x)\label{1} \tag{1} $$ Where $\xi$ is generally a ...
4 votes
2 answers
652 views

Solution to Schrödinger equation

I asked this question already on stackexchange, but I did not get any resonance at all, so maybe anybody here can give me a few hints about my problem. My goal is to solve this PDE for $f:[-1,1] \...
2 votes
0 answers
159 views

On Fredholm alternative for Neumann conditions

Let $\Omega$ be a bounded Lipschitz domain in $\mathbb{R}^n$ and $f \in L^2(\Omega)$. It is well known that if $\lambda$ is a Dirichlet Laplacian eigenvalue, then the equation $$\begin{cases} -\Delta ...
3 votes
1 answer
246 views

Schauder estimates with boundary conditions

For the elliptic equation with non-divergence form $$ \sum_{i,j=1}^na_{ij}(x)\partial_{ij}^2u=f\text{ in }B(0,1)\quad\text{and}\quad u=g\text{ on }\partial B(0,1), $$ where $ \{a_{ij}(x)\} $ is a ...
1 vote
0 answers
252 views

Has anyone studied the PDE generalization of Teichmüller Space?

We begin by recalling the definition of Teichmüller space but stated a little more convolutedly (which will make it easy to generalize). Given a surface $S$ we can define Teichmüller space $T(S)$ to ...
3 votes
0 answers
110 views

On the relation between ellipticity and Fredholmness as properties of linear PDE's on Fréchet spaces of smooth sections

Let $M$ be a compact manifold equipped with finite rank vector bundles $E$ and $F$ with spaces of $C^{\infty}$ sections denoted $\Gamma(E)$ and $\Gamma(F)$ respectively. It is standard that a ...
3 votes
1 answer
178 views

Solvability of general linear PDE with constant coefficients

Let $D\ne 0$ be a linear differential operator with constant coefficients acting on either real or complex valued functions on $\mathbb{R}^n$. Is it true that the equation $$Du=f$$ is solvable in any ...
2 votes
0 answers
45 views

Polynomial solutions of differential equations vs smooth ones

Let $D_1,D_2$ be two linear differential operators with matrix valued constant (i.e. translation invariant) coefficients on $\mathbb{R}^n$. Assume $D_2\circ D_1=0$, in other words $$Im(D_1)\subset Ker(...
0 votes
1 answer
130 views

Riesz transform after linear transformation

I am encountering the term $\partial_x \mathcal{R}_x(f(x,y))$. I needed to do the following linear transformation $$x' = a x+ by,\,\,\,\,\, y'=ax-by,\,\,\, and \,\,f(x,y)=g(x',y') $$ I ended up with ...
2 votes
0 answers
42 views

Estimates for higher order derivatives of the Airy Kernel

Consider the kdv equation (from here) $$\left\{\begin{array}{l} \partial_{t} v+\partial_{x}^{3} v=0 \\ v(x, 0)=v_{0}(x) \end{array}\right.$$ Its solution can be written as $v(t,x)=S_t*v_0(x),$ where $...
4 votes
1 answer
225 views

Asymptotics of integral representation of distribution

I initially posted this question at MSE (here), but I have gotten no response, so I figured I would ask it to this community. Background: I am studying the PDE $$\,\,\,\,\,\,\,\,\,\,\,\,i\partial_t \...
1 vote
1 answer
472 views

Explicit solution for a linear drift-diffusion equation (Fokker-Planck equation) on whole space

I'm wondering if there might be an explicit solution for the following linear PDE in two space dimensions $(x_1,x_2)$ on the whole space $\mathbb{R}^2$: $$ \partial_t f = {div} \left [\left( \...
4 votes
0 answers
158 views

Uniqueness of the "weak solution" to Fokker-Plank PDE

Let $C_b^2(\mathbb R_+)$ be the set of functions $f: \mathbb R_+\to\mathbb R$ s.t. $f, f' ,f''$ are bounded and $f(0)=0$. Consider a measurable function $p: \mathbb R_+^2\to\mathbb R_+$ satisfying $$\...
0 votes
1 answer
186 views

Explicit solutions for linear system of PDEs with constant coefficients

I've been recently trying to to solve the following system of linear 1st order PDE's: $f:\Omega^d\xrightarrow{}\mathbb{R},\quad A^{(k)}\in\mathbb{R}^{N\times N},\quad B^{(k)}\in\mathbb{R}^N$ $\dfrac{\...
1 vote
0 answers
39 views

Parabolic theory for singular coefficients on bounded domains (Reference Request)

In Evans, the theory for linear PDE of parabolic type with bounded coefficients is developed. There are nice results such as long-existence of weak solutions and the parabolic regularity theorems. Is ...
2 votes
1 answer
324 views

Using Darboux's to solve 2D system of first order linear PDEs with variable coefficients

I've spent some time over the last few days looking at the references suggested in this question and this question and I think the information therein is my best shot at solving this system that arose ...
1 vote
0 answers
159 views

Generalized functional for solution of PDEs

Asked this on Math Stack Exchange awhile ago but it got ignored then deleted. To solve a differential equation of one variable, you need constraints equal to the number of derivatives. For a partial ...
3 votes
1 answer
384 views

Maximum principle and linear transport

Let us consider the linear transport equation $$ \partial_t u + \mathrm{div}(a(t,x)u)=0 $$ with initial data $u(0,\cdot) = u_0$ in $\mathbb R^N$. Here we consider a smooth Lipschitz vector field $a$. ...
1 vote
1 answer
209 views

A Cauchy problem for an iterated Euler-Poisson-Darboux equation

I'm interested in solving a Cauchy problem for the iterated singular EPD. Weinstein (On a class of PDEs of even order, 1955) showed how the decomposition formula leads to the solution of the Cauchy ...
2 votes
1 answer
129 views

Spectral analysis for nonlocal elliptic operator

Suppose $\Omega\subset\mathbb{R}^3$ is a bounded domain with smooth boundary. We note by $(-\Delta)^{-1}$ the inverse Laplacian i.e. $f\mapsto u$ where $u$ is the unique solution to $$-\Delta u=f,\...
8 votes
1 answer
335 views

Continuous right inverse to the Laplacian operator on $C^\infty$

For each $f\in C^\infty(\mathbb R^n)$, there exists $u\in C^\infty(\mathbb R^n)$ such that $\Delta u=f$. This, I guess, has been known well before the more general Malgrange-Ehrenpreis theorem that ...
1 vote
0 answers
120 views

Liouville theorem for an elliptic equation with gradient perturbation

How can I prove the following Liouville theorem for an elliptic equation with gradient perturbation? Let $u \in L^2(\mathbb R^n;\mathbb R)$ be a smooth solution of $$ -\Delta u + v \cdot \nabla u = 0 ...
1 vote
0 answers
47 views

Can we find a uniform bound of the solution of a series of linear partial differential equations related to a parameter

Let $\sigma \in[0,1]$,we consider following series of linear partial differential equations related to the parameter $\sigma$,for example $$ \left\{\begin{aligned} \Delta \Phi &=\sigma f(x, y) \...
2 votes
0 answers
60 views

Decay of solution for linear system with damping

Let us consider the following linear system with damping: $$ \begin{cases} u_t - u_x = -\frac{1}{2} (u+v)\\ v_t + v_x = -\frac{1}{2} (u+v) \end{cases} $$ Let's write the solution as $w=(u,v)$ ...
4 votes
1 answer
336 views

Fundamental gap for Schrödinger operator

Consider $ \Omega$ a smooth bounded domain in $ \mathbb R^N$. I am interested in the gap between the first and second eigenvalues of the operator $ -\Delta + V(x)$. Let $ \phi_1>0$ and $ \phi_2$ ...
2 votes
0 answers
113 views

Solve a coupled PDE in a rectangle

We consider a coupled PDE in a rectangle $\Omega=(-1,1)\times(-1,1)$. For the simplicity, we assume that the functions are periodic in $x_{1}$ direction. \begin{cases} \nabla\cdot u=f_{1},\ & \...
0 votes
0 answers
76 views

Regularity of solution to Cauchy problem given regular initial data

Let $f\in L^2_1([0,T]\times \mathbb{T}^m)$ (Sobolev space of maps of regularity $1$, $\mathbb{T}^m$ is the $m$-dimensional torus) be a solution of a Cauchy problem $$\frac{d}{dt} f(t) = A f(t)$$ $$f(0)...
1 vote
0 answers
126 views

Reference for global theory of Schrödinger operators

Question. What is a good reference to learn about the spectral properties of Schrödinger operators in $\mathbf{R}^n$? I am specifically interested in references that discuss examples where the ...
11 votes
2 answers
635 views

A singular differential equation

In a neighbourhood of $0$ in $\mathbb{R}^n$ a smooth function $h=h(x)$, $h(0)=0$, is given. Take arbitrary real numbers $w,\lambda_1,\dots,\lambda_n\in\mathbb{R}$. The problem is to find a smooth ...
0 votes
0 answers
183 views

Has this form of the heat equation been solved for the radiation boundary condition

Below is a solution to a special form of the heat equation. I have found the postings on the heat equation and they are far above my head. I tried to find a tag on Transport Theory for both heat and ...
2 votes
2 answers
132 views

Density of traces of solutions to an elliptic equation

Let $D_1$ be a domain with smooth boundary and assume that $D_1$ is a proper subset of $D_2$ which is itself a bounded domain in $\mathbb R^n$ with a smooth boundary. Assume also that $D_2\setminus ...
4 votes
2 answers
273 views

spaces of smooth functions for linear hyperbolic PDE

Which classes of (scalar or systems of) linear first or second order hyperbolic PDEs $Lf=g$ in $n$ variables and spaces $S$ of functions have the property that there is a retarded Green's function $G:...
3 votes
0 answers
106 views

How to find a particular solution of a non-homogeneous parabolic partial differential equation

Consider the following non-homogeneous parabolic partial differential equation (PDE) \begin{align} \left(\cos\psi \frac{\partial}{\partial r} + \frac{\gamma}{r} \sin\psi \frac{\partial}{\partial \...
2 votes
1 answer
168 views

Existence of a global analytic solution to a linear first order PDE

Let $B=\lbrace \|z\|<1\rbrace$ be a unit ball in $\mathbb{C}^n, n\geq 2.$ Let $f_1,\cdots, f_n, f$ be holomorphic functions on $B.$ Now, consider the following first order, linear PDE: $$f_1\...
1 vote
2 answers
723 views

Schauder regularity heat equation

Let $m \in \mathbb{N}\setminus \{0,1\}$, $\alpha \in ]0,1[$. Let $\Omega$ be a bounded open subset of $\mathbb{R}^n$ of class $C^{m,\alpha}$. It is known that if $f \in C^{\frac{m-2+\alpha}{2},m-2+\...
6 votes
1 answer
301 views

Space of solutions to a fourth order wave equation

I'm interested in finding solutions a fourth order version of the standard wave equation in $d$ dimensional Minkowski spacetime $\mathcal{M}^d$. Defining $\Box := \partial_0^2 - \sum_{i = 1}^{d-1} \...
5 votes
2 answers
273 views

Linear hyperbolic PDE on compact two dimensional domain

Consider the equation $$ \begin{equation} \frac{\partial^2f}{\partial x\partial y}=f \end{equation} $$ on a Jordan domain (i.e. the interior of a simple, closed curve on the plane). The equation is ...
3 votes
1 answer
216 views

Linear transport equation with Lipschitz conditions

Given the equation here, I would like to ask the following relaxed question: Consider the PDE $$\partial_t f(x,t) = \langle q(x), \nabla \rangle f(t,x) + p(x),$$ with Schwartz initial data $f(0,x) = ...
5 votes
2 answers
358 views

Linear transport equation with unbounded coefficients

Consider the PDE $$\partial_t f(x,t) = \langle q(x), \nabla \rangle f(t,x) + p(x),$$ with Schwartz initial data $f(0,x) = f_0(x) \in \mathscr S(\mathbb R^n).$ I am wondering then if $q$ and all its ...

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