All Questions
Tagged with ap.analysis-of-pdes linear-pde
303 questions
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 ...