Questions tagged [cauchy-problem]
The cauchy-problem tag has no usage guidance.
13
questions with no upvoted or accepted answers
3
votes
0
answers
66
views
How to solve this linear Cauchy Problem
within my thesis, I am struggeling with the following PDE:
$u_t+a(x,y)u_{xx}+b(x,y)u_{xy}+c(x,y)u_{yy}+d(x,y)u_{x}+e(x,y)u_{y}+f(x,y)u=0$
$u(T,x,y)=1,$
where $a,b,c,d,e,f$ are polynomials and the ...
- 31
3
votes
0
answers
197
views
Reference request on connection between PDE problems
I am trying to find references in the literature that connect solutions of any two of the problems given bellow. I study deterministic and stochastic conservation laws. Problems that I am interested ...
- 647
2
votes
0
answers
82
views
Question on Cauchy problem on manifolds
Let $(M,g)$ be a globally-hyperbolic manifold, i.e. $M=\mathbb{R}\times\Sigma$ and $g=-\beta^2 \, dt^2+h_{t}$. Furthermore, let $E$ be a vector bundle over $M$ and $\square$ a normally-hyperbolic ...
- 987
2
votes
0
answers
47
views
Initial value problem with heterogeneous initial values
In all the references I checked the standard initial value problem for an ODE is stated as:
\begin{equation}
\begin{cases}
y'=F(y,t)\\
y(t_0)=y_0
\end{cases}
\end{equation}
for some $F:\mathbb{R}^{n+...
- 43
2
votes
0
answers
75
views
Smooth Cauchy problem on a cylindrical manifold (or how to define the exponential of a differential operator)
Let $M$ be a manifold, $E \rightarrow M$ be a real or complex smooth vector bundle, and $D: \Gamma_c(M,E) \rightarrow \Gamma_c(M,E)$ be a (first order if necessary) differential operator on smooth ...
- 21
1
vote
0
answers
47
views
Do the solutions of parabolic PDE problems with different initial conditions converge to each other?
Let's say we have a parabolic PDE system:
$$
(PDE) \hspace{0.5cm} u_t+f(u)_x=\mu \cdot u_{xx},
$$
where $x \in A \subseteq \mathbb{R}$, $t \in [0,T]$ and $u \in \mathbb{R}^n, \: n\geq 2$. And let's ...
- 647
1
vote
0
answers
91
views
Equivalence of Cauchy Type Problems and Volterra Integral Equations
The following Theorem is from the book Theory and Applications of Fractional Differential Equations by Kilbas, Srivastava and Trujillo. It's Theorem 3.10 from page 163.
Theorem.
Let $ \alpha \in \...
- 11
1
vote
0
answers
61
views
Supnorm problem involving kernel of Cauchy problem
Let $M$ be the $2$-dimensional hyperbolic manifold. Let $K(t,x,y)$ be the kernel appearing in the fundamental solution of the Cauchy problem
$$(\partial^2_t-\Delta_M)u=0,\text{ on }\mathbb{R}^+\times ...
- 1,682
0
votes
0
answers
45
views
Attenuation estimation of the solution of the $n$-dimensional wave equation Cauchy problem
This is the equation given ($n\geq2$)
$$
\begin{cases}
u_{tt}=a^{2}\left(\Delta u\right), \\
\left.u\right|_{t=0}=\varphi(x_1,\cdots,x_n ),\\
\left.u_{t}\right|_{t=0}=\psi(x_1,\cdots,x_n ) .
\end{...
- 1
0
votes
0
answers
66
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)...
- 2,523
0
votes
0
answers
133
views
Feynman Kac representation for nonlinear heat equation
Consider the following Cauchy problem
\begin{align}
\begin{cases}
\partial_t u=\sigma(t)\partial_{xx} u+ b(u),\; (t,x)\in[0,T]\times \mathbb R\\
u(0,x)=u_0(x)=Ce^{-x^2/2},
\end{cases}
\end{align}
...
- 485
0
votes
0
answers
53
views
Global existence for one Cauchy problem based on global existence of other two auxiliary Cauchy problems
I have a Cauchy problem for the differential equation
\begin{equation}
y' = f(t, y),
\end{equation}
with initial condition $y(0) = y^0$; here, $y$ and $f$ are two-dimensional vector-functions. The ...
- 19
0
votes
0
answers
519
views
Domain of dependence for Hyperbolic system of PDES
In Leveque's "Numerical Methods for Conservation Laws", Ch. 3.1.1., he says that given a system of Hyperbolic PDE's and a point $(\bar{t},\bar{x} )$, its domain of dependence $D(\bar{t},\bar{x} )$ is ...
- 3,554