Questions tagged [ap.analysis-of-pdes]
Partial differential equations (PDEs): Existence and uniqueness, regularity, boundary conditions, linear and non-linear operators, stability, soliton theory, integrable PDEs, conservation laws, qualitative dynamics.
4,467 questions
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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 $t \in (0, T]:$
$$ \partial_t u- ...
- 6,367
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Sobolev embedding theorems in vector bundles on non-compact manifolds
Let $(M,g)$ be a smooth (not necessarily compact) Riemannian $n$-manifold. It is well-known that dealing with Sobolev spaces in the general non-compact case becomes tricky, since for instance, there ...
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Some questions on a paper of Rellich
I was trying to read the paper "Über das asymptotische Verhalten der Lösungen von $\Delta u+\lambda u =0$ in unendlichen Gebieten" by Franz Rellich (MR17816, Zbl 0028.16401).
Since it is in ...
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Why is resonance such a widespread phenomenon?
It is easy to mathematically describe the motion of a mass which is attached to a spring and also pushed around by a sinusoidal force. We get a differential equation of the form:
$$\frac{\mathrm{d}^2x}...
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SPDE Renormalization
some SPDE (in higher dimensions) can only be interpreted in a "renormalised" sense. For example considering $\Phi_2^4$ on $\mathbb{R}_+\times \mathbb{T}^d$ the solution is defined as the ...
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Calderón–Zygmund/$L^p$ estimates for the linear heat equation
Let $C_r$ denote the open cylinder
$$
C_r = \{(x,t) \in \mathbb R^{n+1} : |x| < r, -r^2 < t < 0\}
$$
and consider a classical $C^{2,1}_{x,t}(C_1)$-solution to the linear heat equation
$$
\...
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A question on essentially self-adjoint differential operators of the type $\Delta=D^{\ast}D$
Let $(M,g)$ be a smooth (connected, complete, oriented) Riemannian manifold and let $D:C^{\infty}(M)\to C^{\infty}(M)$ be a linear partial differential operator, which I view as an operator in $L^{2}(...
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Euler-Lagrange equation of fractional Laplacian
The following result is in "An extension problem related to the fractional Laplacian" Section 3.2 by Caffarelli-Silvestre. I’m confused how to show it and wish to have some help.
Suppose $u:\...
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Derivative of Wasserstein distance $W^p_p$ along solutions of the continuity equation (contradicting statements in different sources)
Let $(\rho^{(i)}_t,{\bf v}^{(i)}_t)$ for $i = 1,2$ be two solutions of the continuity equation $$\partial \rho^{(i)}_t + \nabla\cdot \left({\bf v}^{(i)}_t \rho^{(i)}_t\right) = 0 \label{1}\tag{1}$$ on ...
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Inverse function theorem for $W^{2,n}\cap W^{1,\infty}$ functions
Let $n\ge 2$, $f:B_1\subset \mathbb R^n\rightarrow \mathbb R^n$, $f\in W^{2,n}\cap W^{1,\infty}(B_1)$, $\text{det}(Df)>c>0$, where $B_1$ is the unit ball. Can we show that $f$ is a homeomorphism ...
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Is this property preserved under weak$^*$ convergence?
Let $1 \le p < n$ and let $p^*$ be the Sobolev conjugate of $p$, i.e. $p^* = np/(n - p)$. Let $(\Omega_m)$ be an increasing sequence of bounded, convex and open sets such that $$ \lim_{m \to \infty}...
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Reference for $\epsilon$-regularity
I am looking for a reference for the following $\epsilon$-regularity statement: let
$(M,g)$ be a Riemannian manifold of dimension $n$,
$\Delta=dd^*+d^*d$,
$B_r$ denotes a ball of radius $r$ around a ...
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Hölder Gradient Estimates for Linear Elliptic Equations in higher dimensions
I was looking at Theorem 12.4 of Gilbarg and Trudinger's Elliptic partial differential equations of second order (MR1814364, Zbl 1042.35002):
Theorem 12.4. Let $u$ be a bounded $C^2(\Omega)$ solution ...
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Generalized Fourier transforms associated to Schroedinger operators
Let $n\geq 1$. Let $q\in C^{\infty}_0(\mathbb R^n)$ be compactly supported and consider the operator $P= -\Delta+q(x)$ on $\mathbb R^n$. We will assume that $q$ is sufficiently small so that the ...
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There is some initial data such that the decay of the semigroup in it is faster than $t^{-n/2}$?
Lee and Ni show in their work Link Here that the heat semigroup $e^{t \Delta}u_0$ has decay as $t^{-\min \{a, n\} /2}$, $t \to \infty$ if $u_0 = C(1+|x|^2)^{a/2}$ if $a \neq n$. I'm trying to ...
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A variant of Hardy's inequality for "convolutions"?
Consider Hardy's inequality on $L^{2}(\mathbb{R}^3)$. This inequality states that:
$$\int_{\mathbb{R}^3} dx \, \frac{|\psi(x)|^2}{|x|^2} \le K \int_{\mathbb{R}^3} dx \, |\nabla \psi(x)|^2.$$
I want to ...
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Fiber-wise mappings composed with projection map $\pi$
Let $M^2=(0,1)^2$. Recall that a chart is a diffeomorphism $\varphi:M^2 \to M^2$. Given a chart $\varphi:(M^2,g_0)\to (M^2,g_0)$ for $g_0$ the Euclidean metric, consider the curves $\varphi^{-1}(u,t)=\...
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Reference request: Parabolic Schauder estimates for the heat equation with $f \in L^\infty$
Let us consider the heat equation
$$\partial_t u - \Delta u = f(x, t) \quad \text{in }Q_R $$
where $Q_R = B_R \times (-R^2,0].$ I would like to know the kind of regularity we should expect of $u$ if ...
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Asymptotic expansion of the solution of a nonlinear wave equation
I am reading the article Recovery of a cubic non-linearity in the wave equation in the weakly non-linear regime (arXiv link) by Barreto, Plamen, where they consider the modified cubic NLWE
$$-\...
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Relationship between two minimization problems
Let $1 \le p < n$ and $p^* = np/(n - p)$. Let $B \subset \mathbb{R}^n$ be a closed ball and let $\Omega \subset \mathbb{R}^n$ be an open set containing $B$. We denote by $W^{1, p}_{B}(\Omega)$ the ...
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Regularity of stochastic heat equation
For the heat equation:
$$\frac{\partial u}{\partial t} = \Delta u + \zeta(t,x)$$
where $u:\mathbb{R}^{+}\times \mathbb{R}^{n} \rightarrow \mathbb{R}$ and $\zeta$ is a space-time white noise.
I'm ...
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Positivity for a kinetic PDE
Let us consider the following kinetic equation:
$$ \partial_t f + v \cdot \partial_x f = \rho[f] \, M[T] - f $$
for a the phase space density $f=f(x,v,t)$ on $\mathbb{T}^1 \times \mathbb{R} \times (0, ...
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KdV/KP-II equation with upper semicontinuous initial data and viscosity solutions
In the article "KP governs random growth off a 1-dimensional substrate", they study the KP-II equation: the function $\phi(t,x,r)=\partial_{r}^{2}\log(F)$ satisfies
$$\partial_{t}\phi+\frac{...
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Adding a data-dependent term to the porous medium equation while retaining an explicit solution
I am working with the porous medium equation, which I am treating it as a type of Fokker-Planck equation given by:
$
\frac{\partial u}{\partial t} = \Delta(u^m), \quad m > 1
$
For this equation, ...
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Functional integral formulas for the wave equation and other hyperbolic PDEs
The Feynman–Kac formula provides a functional (Wiener) integral representation of the solution $u$ to the heat equation
\begin{align*}
\partial_t u &= \frac{1}{2}\Delta_x u,\\
u(0,x) &= ...
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Growth of nonnegative functions satisfying $\Delta u \geq C>0$
Let $u\in C^2(\Omega)$ with $\Omega = B_1(0)\subseteq \mathbb{R}^d$. Assume that $u$ is subharmonic and satisfies the inequality
$$ \Delta u(x) \geq C>0 $$
for all $x\in \Omega$. Furthermore, we ...
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Distinguishing the Besov and Triebel-Lizorkin spaces
Theorem 2.3.9. in Triebel's Theory of Function Spaces states that the Besov space $B^{s_1, p_1}_{q_1} (\mathbb R^d)$ coincides with the Triebel-Lizorkin space $F^{s_2, p_2}_{q_2} (\mathbb R^d)$ if and ...
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Compactly supported wave packet in Schrödinger's evolution
Does the following result hold:
For any compactly supported wave packet, under free Schrödinger's evolution, it is no longer compactly supported after any finite time?
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Extension of Sobolev function defined on unit cube
Im wondering about theorems concerning extending Sobolev functions defined on the $d$-dimensional unit cube to all of $\mathbb{R}^d$. More precisely, given $f:[0,1]^d \to \mathbb{R}$ with $f\in H^k([0,...
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"Reverse monotonicity" for k-Hessian measures
My question deals with the $k$-Hessian measure $\mu_k[u]$ of a $k$-convex function $u\in \Phi_k(\Omega)$ as defined in the articles "Hessian measures I-III" by N. S. Trudinger and X. J. Wang....
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Fundamental solution of an elliptic PDE in divergence form with non-symmetric matrix
I am looking for the fundamental solution of the following PDE
$$\partial_i (a^{ij}\partial_j u)=f$$
where $a^{ij}(x)$ is a non-symmetric matrix with possibly non-constant coefficients.
I could find a ...
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What is dispersive estimate?
Consider free NLS: $i\partial_tu+\Delta u=0, \quad u(0, x)=u_0$
The solution of this IVP, can be written as
$$u(x,t)=e^{it\Delta}u_0(x)$$
It is clear to me that how to prove following estimate:
$$ \|e^...
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Diffusions vs elliptic operators with dkp coefficients
I am wondering if there is any literature on the relationship between diffusions and elliptic equations. In particular I am interested in literature concerning operators with Dahlberg–Kenig–Pipher ...
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Is the principal eigenvalue of the clamped plate minimized by the equilateral triangle among all triangles of a given area?
Let $\Omega$ be a ``nice'' domain in $\mathbb{R}^2$
(bounded and with piecewise smooth boundary). Consider the clamped plate eigenvalue problem, given by
$$\Delta^2 u = \lambda u $$
$$ u|_{\partial \...
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On a 3D Gagliardo-Nirenberg inequality
It is well known that there exists a constant $C$ such that
$$\forall f\in C^\infty_c(\mathbb R^3), \quad
\Vert f\Vert_{L^6(\mathbb R^3)}\le C\Vert \nabla f\Vert_{L^2(\mathbb R^3)}.
\tag{$\ast$}$$
Now ...
- 6,035
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Euler-Lagrange equations for minimizer of energy with indicator function
I'm looking for a modern explanation/proof of the derivation of Euler-Lagrange (or first-order or the "first variation") conditions for
$$\min_{u \in H^1_0(\Omega), u \geq 0} \int_\Omega |\...
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Pricing zero coupon bonds through PDE
I'm currently studying Paul Wilmott on quantitative finance and saw an interesting idea for an interest rate model that went unexplored in the book.
The idea is to model the market price of risk as a ...
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Unique continuation from the boundary for inhomogeneous elliptic pde
Let $Lu = f$ be satisfied on a bounded domain $\Omega \subset \mathbb{R}^n$ with smooth boundary $\partial \Omega$, where $L$ is a strongly elliptic second order differential operator with real ...
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Local well-posedness of the quadratic NLS on the 1D torus
What is the proof of the local well-posedness of the quadratic nonlinear Schrödinger equation
$\mathrm{i} \,\partial_t u + \Delta u \pm \left|u\right| u = 0$
on the 1D torus in $H^s$ for $s > 1$ (a ...
CommunityBot
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Sobolev embedding on a compact manifold without boundary
I am reading M. E. Taylor, "Partial Differential Equations III", Second Edition, Springer-Verlag, New York, (1996).
In chapter 13, section 2, in Prop. 2.3 and Prop. 2.4, one finds the ...
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A question from a proof of an inequality in Sobolev space $W^{1,1}$
I try to understand the proof the lemma given at page 54 in Ladyzhenskaya et al (1968) - Linear and Quasilinear Elliptic Equations. Here it is a screenshot:
Here is what I did:
$$-u(x)=u(y)-u(x)=\...
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Bounded functions satisfying $\Delta u \geq u$ on $\mathbb{R}^n$
Consider a function $u \in C^\infty(\mathbb{R}^n)$ such that
$$
\begin{cases}
u(x) > 0 & \forall x \in \mathbb{R}^n \\
\Delta u(x) \geq u(x) > 0 &\forall x \in \mathbb{R}^n
\end{...
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Domains of type (A) are Lipschitz?
In this article and in the book of Ladyzhenskaya et al (1968) - Linear and Quasilinear Elliptic Equations we have the following definition of what is a domain of type (A):
There is no example of a ...
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Reference request: Parabolic Equations
I am a PhD student working mainly on Elliptic Equations. With the other PhDs of my department, we organised a reading group, meaning that we agreed on a book we were all interested in, we meet weekly ...
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Elliptic PDEs in BSDEs and in optimal control
This soft/reference question is related to this MO post of a similar nature.
What are some examples of elliptic PDEs appearing in control and BSDEs?
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Malliavin calculus for the regularity of the density of the supremum of a process
I am reading Chapter 2 from Nualart's book 'The Malliavin calculus and related topics'.
Proposition 2.1.10 gives the conditions for the law of the supremum of a process to have a density. Condition (...
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Intriguing simple question about Sobolev space $W^{1,p}(\Omega)$
Let $w_1,w_2\in W^{1,p}(\Omega)$ be two functions with $w_1,w_2>0$ and $\dfrac{w_2}{w_1},\dfrac{w_1}{w_2}\in L^{\infty}(\Omega)$, where $\Omega\subset\mathbb{R}^N$ is a bounded domain (i.e. open ...
- 1,759
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Uniqueness for a nonlinear kinetic PDE-system with heat transfer coupling in one dimension
I am currently trying to understand the following article "Thermalization of a rarefied gas with total energy conservation: existence, hypocoercivity, macroscopic limit" (2021) by Favre, ...
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If $t \to \lVert f(\cdot,t) \rVert_{L^2_x}^2$ is absolutely continuous, can we interchange the spatial integral and time derivative? (from MSE)
I originally posted this question on MSE. But it seems more nontrivial than expected, so I guess MO is a more appropriate place to ask.
I repeat the question for the sake of completeness:
Let $f(x,t) ...
CommunityBot
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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- ...
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