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Uniform bound on the first moment for a perturbed advection-diffusion equation

I am studying the solution $u = u(t,x)$ to the following problem on the positive half-line: $$ \begin{cases} u_t = u_{xx} + u_x - \frac{1}{1+t}(xu)_x, & \quad t > 0, \, x > 0, \\[2mm] -u_x = ...
Garou Garou's user avatar
5 votes
2 answers
267 views

Positivity for the mild solution of a heat equation on the torus

Consider the following linear parabolic equation in one spatial dimension for $u=u(x,t)$ on the one-dimensional torus $\mathbb{T}^1,$ meaning $x \in \mathbb{T}^1$ and $t \in (0, T]:$ $$ \partial_t u- ...
kumquat's user avatar
  • 185
3 votes
1 answer
86 views

$L^{1}$-convergence to steady states for an advection-diffusion equation on the half real line

I consider the following problem on the half real line $$ \begin{cases} u_t = u_{xx} + u_x, & \quad t > 0, \, x > 0, \\[2mm] -u_x|_{x=0} = u|_{x=0}, & \quad t > 0, \, x = 0, \\[2mm] u|...
Garou Garou's user avatar
1 vote
0 answers
120 views

Well-posedness result for a linear parabolic equation on the torus

Consider the following linear parabolic equation in one spatial dimension for $u=u(x,t)$ on the one-dimensional torus $\mathbb{T}^1,$ meaning $x \in \mathbb{T}^1$ and $t \in (0, T]:$ $$ \partial_t u- ...
kumquat's user avatar
  • 185
0 votes
0 answers
69 views

Inside and up to boundary regularity improvement of linear differential operator

I'm learning elliptic PDEs and a natural question came to me. Consider a constant coefficient linear differential operator defined on the ball $B_r:=\{\sum_{k=1}^n|x_k|^2<r\}$ $$A=\sum a_\alpha\...
Holden Lyu's user avatar
0 votes
0 answers
62 views

Uniqueness problem of constant coefficient differential operator with given boundary information on compact domain

I'm considering the uniqueness problem for a constant coefficient differential operator $A$ on compact domain $\Omega$ with given boundary information such that we have \begin{equation}\label{...
Holden Lyu's user avatar
1 vote
1 answer
149 views

Well-posedness of the linear parabolic equations with respect to the inhomogeneous term as well as the initial data

I already asked the question on MSE, and have tried to figure it out myself. But the problem seems trickier than expected, so I guess MO is a better place to ask.. For the sake of completeness, I ...
Isaac's user avatar
  • 3,477
1 vote
0 answers
43 views

Mixed boundary condition of parabolic equations

Let $ \Omega $ be a bounded and smooth domain in $ \mathbb{R}^n $. Assume that $$ \partial\Omega=\partial\Omega_D\cup\partial\Omega_N, $$ where $ \partial\Omega_D $ and $ \partial\Omega_N $ are ...
Luis Yanka Annalisc's user avatar
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 ...
A random mathematician's user avatar
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 ...
A random mathematician's user avatar
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 \...
Ayman Moussa's user avatar
  • 3,425
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 ...
student's user avatar
  • 1,350
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( \...
kumquat's user avatar
  • 185
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 $$\...
GJC20's user avatar
  • 1,334
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 ...
valcofadden's user avatar
3 votes
1 answer
404 views

Neumann/Robin Laplacian semigroup well-known estimate

Let $\Delta_R:D(\Delta_R)\to L^2(\Omega)$ the Robin Laplacian defined on: $$D(\Delta_R)=\left\{u\in H^1(\Omega)\ \big |\ \Delta u\in L^2(\Omega),\ \dfrac{\partial u}{\partial\nu}+bu=0 \ \text{on}\ \...
Bogdan's user avatar
  • 1,759
4 votes
2 answers
226 views

Looking for a reference or the procedure on how to solve the parabolic equation with $L^2$-weight

Let $\zeta, u_0\in L^2(\Omega)$, with $\zeta \geq 0$ and $\Omega\subset \Bbb R^d$ open and bounded. \begin{equation}\label{Star-3.7} \begin{cases} \partial_t u -\Delta u + \zeta u=0 &\mbox{ in }\...
Guy Fsone's user avatar
  • 1,101
1 vote
0 answers
123 views

Perturbation in the equation $u_t=\epsilon Pu$, where $P$ is an elliptic partial differential operator

Let $Pu=\sum_{ij} \partial_j(a_{ij}(x) \partial_{i} u)$ be an elliptic operator. Consider the equation $$ (u=u_\epsilon)\\ \partial_t u=\epsilon Pu \text{ in } \mathbb R^+ \times \Omega,\\ u(0,x)=u_0(...
Ma Joad's user avatar
  • 1,755
4 votes
2 answers
1k views

Gradient $L^p$ estimates for heat equation

I'm looking for a proof of the gradient estimate associated to the heat equation with Dirichlet boundary conditions, to see if I can express the constant $\color{red}{C}$. $$\|e^{t\Delta_d}f\|_{W^{1,...
Malik Amine's user avatar
2 votes
1 answer
408 views

Regularity on the boundary for the heat equation with linear source

This is probably a known problem but I was not able to find exactly what I am looking for. I have the following linear heat equation with zero-flux boundary conditions: \begin{equation} \begin{cases}...
MathMax's user avatar
  • 205
5 votes
1 answer
486 views

Lack of exponential $L^2_{t,x}$ decay for a heat equation with growing coefficients

Edit: I have changed the nature of the question, but in order to have a better idea of what I can expect for the original problem (see below). Given $T>0$ and $n \in \bf Z$, consider the following ...
char's user avatar
  • 309
2 votes
0 answers
145 views

Observability inequality for the heat equation

I want to ask about the observability inequality for the heat equation ( internal control), we consider the backward heat equation with Dirichlet boundary conditions: \begin{array}{c} \varphi _{t}+\...
Gustave's user avatar
  • 617
3 votes
2 answers
2k views

Reference for De Giorgi-Nash-Moser theory

I am interested in Holder regularity for equations of the form $$u_t - div A(x,t) \nabla u = 0$$ where $A(x,t)$ is bounded, measurable and elliptic. This was proved in the seminal paper of John Nash ...
Adi's user avatar
  • 455
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+\...
foo90's user avatar
  • 301
3 votes
0 answers
350 views

Critical spaces and energy estimate in NS equation [closed]

There is a ‘rescaling transformation’ that is particularly significant for the Navier–Stokes equations when they are posed on the whole space, but is also important in the local regularity theory. ...
AlphaXY's user avatar
  • 139
2 votes
1 answer
277 views

Growth at infinity of a solution to a parabolic PDE

Let us consider the equation: \begin{align*} (\partial_t - \Delta - b(t,x) \partial_x) u(t,x)& = f(t,x) \\ u(0,x) & = u_0 \end{align*} defined on the whole real line (so in one dimension - but ...
Kore-N's user avatar
  • 387
6 votes
1 answer
699 views

Heat Equation with an integral boundary condition

I have been struggling with following Heat equation IBVP, \begin{equation} \frac{\partial v\left(x, t\right)}{\partial t} = \alpha \frac{\partial^2 v\left(x, t\right)}{\partial x^2}, \quad t \in \left(...
Comic Book Guy's user avatar
1 vote
0 answers
788 views

$C^{1,2}$ regularity of (weak) solutions to the heat equation

Let $\Omega$ be a bounded Lipschitz domain (smoother if needed), and consider the heat equation $$u_t - \Delta u = 0$$ $$\frac{\partial u(t,x)}{\partial \nu(x)} = a(t,x) - b(t,x)u(t,x)$$ $$u(0) = u_0$$...
ChristopherSail's user avatar
5 votes
1 answer
1k views

$L^\infty$ estimate on heat equation with a lower order term

Let $u$ be the weak solution on a smooth bounded domain $\Omega \subset \mathbb{R}^n$ (for $n \leq 3$) of $$u_t - \Delta u = f$$ $$u(0) = u_0$$ $$\partial_\nu u = 0 \quad\text{on $\partial\Omega$}$$ ...
TLE's user avatar
  • 53
1 vote
0 answers
81 views

About the "method of lines": when are such solutions good approximations for **all** future time?

This question is about approximate solutions to some classes of PDEs obtained using the "method of lines". For example, for an initial-value problem given by a PDE on a circle, one can choose $n$ ...
DC47's user avatar
  • 111
0 votes
1 answer
403 views

The hypoellipticity of a heat-like operator

I am aware that the heat operator (on a smooth manifold) is hypoelliptic. I am also aware that there are manifolds on which the Schrödinger's operator (with a $\Bbb i = \sqrt {-1}$ multiplying $\frac {...
Alex M.'s user avatar
  • 5,407
10 votes
2 answers
407 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 ...
Maxim Braverman's user avatar
10 votes
2 answers
1k 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 C^2(\...
UPS's user avatar
  • 339
5 votes
3 answers
454 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, ...
A random mathematician's user avatar
1 vote
1 answer
159 views

Nodal sets under the heat flow

Let $u(t,X)$ be a smooth solution of the heat equation on $R^2$ $u_t=\Delta u,$ where $(t,X)\in R \times R^2$. Suppose $\lim_{t \rightarrow 0} u(t,x,y)=x^2-y^2$. Can we prove that the nodal set of $...
A random mathematician's user avatar
1 vote
1 answer
209 views

Strong maximum principle for the heat equation in non-cylindrical domains

let $u(t,x)$ be a bounded smooth solution of the heat equation $u_t=\Delta u$, $(t,x) \in R \times R^2$, and let $V \subset (R \times R^2)$ be an open connected component of $\{(t,x) \in R \times R^2: ...
A random mathematician's user avatar
8 votes
1 answer
519 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 http://en....
A random mathematician's user avatar
4 votes
2 answers
447 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 ...
A random mathematician's user avatar
2 votes
0 answers
142 views

Uniform bounds for a coupled parabolic system of PDE (linear)

Let $V=H^1(\Omega)$ and $H=L^2(\Omega)$ where $\Omega$ is a compact Riemannian manifold. Define $W = \{ w \in L^2(0,T;V) : w_t \in L^2(0,T;V^*)\}$. Consider the system, with $u^\epsilon, v^\epsilon \...
LDace's user avatar
  • 43
5 votes
1 answer
425 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 $\mathbb R_+ \times\mathbb R^d$: $$ \begin{cases} \partial_tu(t,x)-\Delta u(t,x) = f(t,x), \\ u(0,x)=u_0(x). \end{cases} $$ ...
Juhana Siljander's user avatar
6 votes
1 answer
1k 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 =...
UPS's user avatar
  • 339
2 votes
0 answers
115 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 ...
CodeGolf's user avatar
  • 1,835
3 votes
1 answer
563 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 ...
TW.'s user avatar
  • 33
3 votes
1 answer
4k views

When is separation of variables an acceptable assumption to solve a PDE?

We know that one of the classical methods for solving some PDEs is the method of separation of variables. It works for known types of PDEs and many examples of physical phenomena are successfully ...
user135626's user avatar
1 vote
1 answer
360 views

Existence of the solution of a linear parabolic pde

Good day! Let $V = H^1(\Omega)$, $\Omega \subset \mathbb R^3$. Consider the linear parabolic equation $y' + Ay = f$ where $f \in L^q(0,T;V')$, $y \in W = \{y \in L^p(0,T;V) \colon dy/dt \in L^q(0,T;...
jokersobak's user avatar
1 vote
0 answers
785 views

Comparison principle for partial differential equation with singular coefficients

How (or if) a comparison principle works in the case of equations singular at some point? For example, I am analyzing a partial differential equation $$ \partial_{t}u=\partial_{rr}u+\frac{2}{r}\...
pwl's user avatar
  • 263
2 votes
1 answer
319 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 ...
kenneth's user avatar
  • 1,399
1 vote
1 answer
567 views

LINEAR Parabolic equations. Smooth dependence from initial data

I am looking for results that show smooth dependence of a solution to a parabolic equation, from the initial data. More specifically I have the following problem: CONSIDER spaces $P:=\mathbb{R}^k$ ("...
CuriousUser's user avatar
  • 1,452
12 votes
1 answer
2k 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 ...
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