# 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.

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### Sobolev norms of eigenfunctions

Let D be a domain in R^n, and let f be an eigenfunction of the Laplacian with Dirichlet boundary condition with eigenvalue $\lambda$. Assume that f has L^2 norm 1. I want to know if I can say anything ...

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### Error analysis of implicit functions

I'm trying to do propagation of error using the linearized variance method (assuming independent variables, thus no need for the covariance terms):
$$\sigma^2_f = \sum^n_{k=0} \left(\frac{\partial f}{...

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### What is the symbol of a differential operator?

I find Wikipedia's discussion of symbols of differential operators a bit impenetrable, and Google doesn't seem to turn up useful links, so I'm hoping someone can point me to a more pedantic discussion....

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### Ansätze for solving PDEs with wavelets

It is common to solve PDEs with e.g. Fourier and Laplace Transforms. It is often said that Wavelets are a progression compared to them with many nice features.
My question: Which Ansätze do you know ...

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### Can the “physical argument” for the existence of a solution to Dirichlet's problem be made into an actual proof?

Caveat: I don't really know anything about PDEs, so this question might not make sense.
In complex analysis class we've been learning about the solution to Dirichlet's problem for the Laplace ...

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### Transformation of the Black-Scholes PDE into the diffusion equation - shift of coordinate system

The aim of transforming the Black-Scholes PDE is of course to find a form where an relatively easy solution exists. Most of the steps seem to be straightforward - please use this reference:
https://...

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### Solutions to the diffusion equation

When it comes to solving the heat diffusion equation u_t=u_xx the two most important solutions are
a) a combination (sum) of sin-terms to resemble the function of the initial condition (that is ...

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### Eigenvalues of Laplacian

What's the most natural way to establish the asymptotics of $\Delta$ on a compact Riemannian manifold $M$ of dimension $N$? The asymptotics should be
$$ \#\{v < A^2\} = \mathrm{const}\ast\mathrm{...