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 ...
3
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3answers
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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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7answers
11k views

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....
3
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2answers
684 views

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 ...
14
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6answers
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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 ...
4
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1answer
4k views

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://...
3
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2answers
2k views

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 ...
6
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2answers
2k views

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{...