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0 votes
1 answer
239 views

A proof for the existence of smooth solution of PDE in form $\Delta u=f(x, u)$ in Michael E. Taylor's book Partial Differential Equations III

This part is from page 107 in Michael E. Taylor's book Partial Differential Equations III. In this part, we want a proof for the existence of smooth solution of the PDE $\Delta u=f(x, u)$ on $U$ with ...
6 votes
3 answers
1k views

Orthonormal basis in $W^{1,2}([0,1])$

Consider the Hilbertspace $W^{1,2}([0,1])$ (i.e. Sobolev space) with the standard inner product which is defined by: $(f,g) = (f,g)_{L^{2}([0,1])} + (f',g')_{L^{2}([0,1])}$. Here $[0,1]$ is not ...
1 vote
1 answer
113 views

Prove $\int_\Omega \left(\rho_{1} \ln \frac{\rho_{1}}{\rho_{2}}\right)dx dy \leq C\int_\Omega |\rho_1-\rho_2|dxdy$ for $0 \le \rho_1, \rho_2 \in L^1$

Let $\rho_1, \rho_2 \in L^1(\Omega;\mathbb R_+)$ such that $\int \rho_i|\ln \rho_i| < \infty$. Is it true that there exists a constant $C>0$ such that \begin{align*} \int_\Omega \left(\rho_{1} \...
0 votes
1 answer
162 views

Iterated integrations by parts using the fractional Laplacian

Let $u \in C^\infty_c(\mathbb{\Omega})$ and $\varphi$ be an eigenfunction of the fractional Laplacian $(-\Delta)^s$ in $\Omega$ with eigenvalue $\lambda$. In what sense, if any, is it true that $$\...
4 votes
0 answers
174 views

Techniques for showing non-degeneracy results (PDE)

Motivation: Consider the equation, $$-\Delta u = u^p$$ in $\mathbb{R}^n$ for $n\geq 3$ and $p=2^*-1.$ Then we know that this equation has unique positive solutions given by functions of the form $U_{a,...
1 vote
1 answer
182 views

Proving an estimate for the Neumann problem on $\mathbb{R}^3 \setminus B_1$ in Weighted Sobolev spaces

Let $M := \mathbb{R}^3 \setminus B_1$ where $B_1$ is the unit ball. It is known that for every $g \in H^{\frac{1}{2}} (\partial M)$, and for an appropriate $\delta$, there exists a unique solution $u$ ...
2 votes
0 answers
84 views

Method of characteristics and explicit formula for an IBVP for the transport equation

Let us assume $c:(0,1) \to (\epsilon,+\infty)$ and consider the PDE $$ \begin{cases} u_t+c(x)u_x = 0, \\ u(0,x) = g(x) \\ u(t,0) = f(t) \end{cases} \qquad (t,x) \in (0,T)\times(0,1) \label{1}\tag{$\...
14 votes
1 answer
830 views

Spectrum of matrix involving quantum harmonic oscillator

The quantum harmonic oscillator relies on two classical objects, the so-called creation and annihilation operator $$a ^* = x- \partial_x \text{ and }a = x+\partial_x.$$ Fix two numbers $\alpha,\beta \...
0 votes
1 answer
417 views

Application of Green function for non linear PDE [closed]

In the case of linear PDE, say $$Lu=0$$ if we have its green function say $G(x,y)$ then using that one can give solution of non homogenous PDE i.e. $Lu_f=f$ where $u_f=G*f$. Is the same thing hold for ...
3 votes
1 answer
216 views

Linear transport equation with Lipschitz conditions

Given the equation here, I would like to ask the following relaxed question: Consider the PDE $$\partial_t f(x,t) = \langle q(x), \nabla \rangle f(t,x) + p(x),$$ with Schwartz initial data $f(0,x) = ...
5 votes
2 answers
358 views

Linear transport equation with unbounded coefficients

Consider the PDE $$\partial_t f(x,t) = \langle q(x), \nabla \rangle f(t,x) + p(x),$$ with Schwartz initial data $f(0,x) = f_0(x) \in \mathscr S(\mathbb R^n).$ I am wondering then if $q$ and all its ...
2 votes
0 answers
162 views

$\int_{\mathbb{R}^{N}\setminus\Omega}\vert x-z\vert^{-N-\alpha} dz = c \ \forall x\in\partial U$ implies $dist(x,\partial\Omega)=c, x \in \partial U$?

Let $\alpha \in \mathbb R_+$, $\Omega \subset \mathbb R^N$ and $U \subset \Omega$. Is it true that if $$\int_{\mathbb R^N \setminus \Omega} |x - z|^{-N-\alpha} dz = \text{constant} \quad \text{for all ...
1 vote
0 answers
72 views

Initial-boundary value problem for transport equation with $W^{1,p}$ velocity

Let us consider $v:\mathbb R_+ \times \mathbb R \to \mathbb R_+$ such that $v \in L^1(0,\infty, W^{1,p}(\mathbb R))$ and the transport equation $$ \begin{cases} u_t + v(t,x) u_x = 0 \qquad & (...
4 votes
1 answer
387 views

Asymptotic formula for fractional Laplacian

For the solution of $$ \begin{cases} \lambda u^\epsilon - \frac{\epsilon^2}{2} \Delta u^\epsilon = 0 &\text{in } \Omega \\ u^\epsilon=1 & \text{on } \partial \Omega \end{cases} $$ Varadhan ...
1 vote
1 answer
122 views

Existence and uniqueness for the equation $u_t + \nabla |u| = 0$

How does one prove the existence, uniqueness, and regularity for the equation $$u_t + \nabla_x |u| = 0 $$ with initial data $u(0,x) = u_0(x)$ and where the unknown function is $u:\mathbb (0,\infty)\...
2 votes
0 answers
162 views

Explicit computation of a norm in context of operator-semigroups and differential equations

I am interested in the explicit calculation of the following norm $\vert \cdot \vert$. Let $X$ a Banach space with norm $\Vert \cdot \Vert$ and $(T(t))_{t \geq 0}$ a strongly continuous one-parameter ...
1 vote
0 answers
94 views

Obtaining identity from Pokhozhaev formula

From the classical Pokhozhaev formula, how can I obtain that the following identity holds for $u,v \in C^2(\bar \Omega)$? $$ \int_\Omega (\Delta u(x,\nabla v) + \Delta v(x,\nabla v)) dx = \int_{\...
0 votes
1 answer
116 views

Fractional Laplacian and support

Let $u:\mathbb [-1,1] \to \mathbb R$ such that $\mathrm{supp}(u) \subset B_{1/2}(0)$. Under what assumptions on $u$ does it hold $$\mathrm{supp}\Big((-\Delta)^s u\Big) \subset B_{1/2}(0),$$ where $(-\...
0 votes
0 answers
239 views

Fractional Laplacian for the product of two functions

Considering the following definition for the fractional Laplacian \begin{eqnarray} \label{pointwisedef} (-\Delta)^{s}u(x) & : = & \mathrm{ \mbox{p. v}} \quad a_{d,s} \int_{\mathbb{R}^d}\frac{...
2 votes
0 answers
175 views

Boundary terms in integration by parts for the fractional Laplacian

Let $u,v \in C^\infty(\Omega)$ and assume that $v$ is compactly supported inside a domain $\Omega$. Is it true that $$ \int_\Omega v (-\Delta)^su \, d x = \int_\Omega (-\Delta)^{s/2}v(-\Delta)^{s/2}u \...
0 votes
4 answers
1k views

Does the Leibniz (product) rule hold for the spectral fractional Laplacian?

Does the Leibniz (product) rule hold in some sense for the spectral fractional Laplacian (at least in 1 dimension)?
1 vote
0 answers
257 views

Cut-off function and fractional Laplacian

Is there a smooth function $u$ such that $u = 1$ in $B_r(0)$, $u=0$ in $\mathbb R^N \setminus B_{2r}(0)$, and $$ |\nabla u| \le Cr^{-1}, \quad |\Delta u |\le Cr^{-2}, \quad |(-\Delta)^s| u \le Cr^{-2s}...
0 votes
0 answers
53 views

Explicit computation related to the fractional Laplacian

Suppose $$c_{n,s}\int_{\mathbb R^n}\int_{\mathbb R^n} \frac{(u(x+y+z)-u(x+y)-u(x+z)-u(x))^2}{|y|^{n+2s}|z|^{n+2s}} dydz = C$$ for some constants $c_{n,s}$, $C$, and $s \in (0,1)$. Is it true that $$u =...
2 votes
0 answers
162 views

Bochner's formula for fractional Laplacian

Is there an analogue of the classical Bochner formula $\frac{1}{2} \Delta |\nabla u|^2 = |\nabla^2 u|^2$ for harmonic functions that holds for $s$-harmonic functions?
1 vote
1 answer
134 views

Integrability of fractional heat kernel

In Estimates of fractional heat kernel, it was stated that $$ \partial_{x_j} p_t^{(n)}(x) = -\frac{x_j}{2 \pi} \, p_t^{(n+2)}(\tilde x) $$ where $x = (x_1, \ldots, x_n) \in \mathbb R^n$, $\tilde x = (...
0 votes
0 answers
153 views

Spectral fractional Laplacian of power-function $(-\Delta)^s x^{\alpha}$ in $(0,1) \subset \mathbb R$

How can one compute the Neumann spectral fractional Laplacian of power function, $(-\Delta)^s x^{\alpha}$, with $\alpha >0$, in an interval $(0,1)$. I'm only aware of the formula in the whole space....
5 votes
2 answers
459 views

Backward heat equation and forward perturbed heat equation well posed?

I consider the following scenario. Let $I$ be a compact interval in space and $f$ a nice function in the space $C^{\infty}(I)$. In the following we consider a self-adjoint realization of our operators ...
1 vote
0 answers
144 views

Liouville theorem for elliptic equation with advection term

How can one prove that any $L^2$ solution of $$ - \Delta \phi(x) + a(x) \cdot \nabla \phi(x)=0 \qquad \mbox{in } \mathbb R^N $$ is zero if $a(x)$ is a divergence-free vector field such that $\int |\...
1 vote
1 answer
195 views

Existence and regularity for fractional elliptic problem with gradient term: $ (-\Delta)^s u + v\cdot \nabla u = 0$ with $v \in \dot H^s$

Let us consider the problem $$ (-\Delta)^s u + v\cdot \nabla u = 0 \quad \text{ in } \mathbb R^n, $$ where $s \in (0,1)$, $(-\Delta)^s$ is the fractional Laplace operator and $v:\mathbb R^n \to \...
1 vote
0 answers
130 views

Fractional Sobolev embedding theorem

Let $\psi \in C^\infty_c(\mathbb R^N)$ be a test function with support iN $B(0,R)$. Is it true that the following inequality holds $$\int_{B(0,R)} \psi^2 u^{\frac{4}{1+\beta}} dx \le R^{1+\beta} \int_{...
2 votes
0 answers
71 views

Example of BV vector field $c$ without bounded divergence such that $u$ is bounded where $u_t + div(cu) = 0$

What is an example of vector field $c: \mathbb R_+ \times \mathbb R^N \to \mathbb R^N$ with $c \in L^1(\mathbb{R}_+, BV(\mathbb R^N))$ without bounded divergence $div_x c$ but such that there exists a ...
0 votes
1 answer
326 views

Domain of the fractional Laplacian operator

If $u:\mathbb R^n \to \mathbb R$ satisfies $$\int_{\mathbb R^n}\int_{\mathbb R^n}\frac{|u(x)-u(y)|^2}{|x-y|^{n+2s}} dxdy < \infty,$$ but $u$ is not in $L^2(\mathbb R^n)$, is $(-\Delta)^su$ well-...
5 votes
1 answer
297 views

A scaled fractional ''Sobolev inequality''

Does a fractional interpolation inequality similar to $$ \int_{B_R(0)} |u| dx \le C R^{2} \sqrt{\log(2R)} \Big( \int_{\mathbb R^2}\int_{\mathbb R^2} \frac{|u(x)-u(y)|^2}{|x-y|^{2+2s}} dxdy + \int_{B_1(...
0 votes
1 answer
120 views

Density property fractional heat kernel

Let us consider $$p_t^{(n+2)}(\tilde x) , $$ where $x = (x_1, \ldots, x_n) \in \mathbb R^n$, $\tilde x = (x_1, \ldots, x_n, 0, 0) \in \mathbb R^{n+2}$, and $p_t^{(n)}(x)$ is the heat kernel for $(-\...
1 vote
1 answer
131 views

Fractional Laplacian problem on half-line

Is it possible to obtain an explicit solution for the following fractional problem on the half-line? $$(-\Delta)^\alpha u(x) + M u'(x) + K u(x) + C = 0 \quad \text{ in } (0,\infty)$$ $$u(x) = a, \quad ...
2 votes
1 answer
230 views

Integration by parts with Hilbert transform

Is there a good integration by parts formula to compute $$\int_{0}^\infty f \ H (f') dx,$$ where $H$ denotes the Hilbert transform and $f$ is a smooth function?
2 votes
1 answer
276 views

Weak-star approximation of smooth functions in weak $L^p$-space

It is well known that the weak space $L^{p,\infty}$ has less density property contrary to standard $L^p$ space. Related to this one, I'm struggling to prove the following statement which is given in ...
0 votes
1 answer
89 views

Does $\int_0^t \Vert u_x(s,\cdot) \Vert_{L^2} ds \le C$ imply $\Vert u_x (t,\cdot) \Vert_{L^2(\mathbb R)} \le C$ in the heat equation?

For the parabolic equation $$u_t + f(u)_x - u_{xx} = 0$$ one has $$\Vert u(t,\cdot) \Vert_{L^2(\mathbb R)} + 2\int_0^t \Vert u_x(s,\cdot) \Vert_{L^2} ds \le \Vert u(0,\cdot) \Vert_{L^2(\mathbb R)}.$$...
2 votes
1 answer
225 views

Prove convergence of whole sequence $f_n$ of solutions to a differential problem to a limit $f$ (without uniqueness assumptions)

Let $\{f_n\}_n \subset C^\infty \cap L^2(\mathbb R^N)$ be a sequence of functions that solves a linear differential equation $F_n(f_n, \nabla f_n) = 0$. Suppose that there exists a subsequence $n_k$ ...
3 votes
1 answer
213 views

Unique solution of a 1-D ODE with a bounded positive right-hand-side

Consider the initial value problem $$\dot x(t) = F(t,x), \quad t \in (0,T)$$ with given initial datum $$x(0) = x_0 \in \mathbb R.$$ More precisely we consider the integral equation $$x(t)=x(0)+\int_0^...
7 votes
2 answers
3k views

Arzelà-Ascoli theorem and Hölder spaces

Let $B\subset \mathbb{R}^n$ be a open ball. Let $\{f_i\}$ be a sequence of functions bounded in the Hölder norm $C^{k,\alpha}(B)$ for a given integer $k\geq 0$ and $\alpha\in (0,1)$. Does there exist ...
-1 votes
1 answer
114 views

Interpolation inequality $\int_{\mathbb R} u^3 dx \le \int_{\mathbb R} (u')^2 dx + \int_{\mathbb{R}} u^2 dx$ [closed]

Let $u \in C^\infty(\mathbb R)$. Is it true that the following interpolation inequality holds? $$\int_{\mathbb R} u^3 dx \lesssim \int_{\mathbb R} (u')^2 dx + \int_{\mathbb{R}} u^2 dx$$
2 votes
0 answers
42 views

Analysis of coefficients for quickly vanishing analytic vector field

Let $u = (u_1, u_2, u_3): \mathbb{R}^n \rightarrow \mathbb{R}^n$ be a divergence-free analytic vector field for $n =3$ or $n =4$, i.e., $u_i : \mathbb{R}^n \rightarrow \mathbb{R}$ are analytic ...
5 votes
2 answers
233 views

Analytic approximations of smooth vector fields

Let $M$ be the set of smooth divergence-free vector fields $u$ on $\mathbb{R}^3$ with $$|\partial_x^{\alpha} u(x)| \leq C_{\alpha K}(1+|x|)^{-K}$$ on $\mathbb{R}^3$ for any $\alpha,K$. Further, we ...
2 votes
0 answers
61 views

Uniqueness of solution to Cauchy problem with quadratic nonlinearity

Consider the non-linear differential operator $$\mathfrak{L}: \ C^2((0,T)\times\mathbb{R}^2)\ni\varphi\equiv\varphi(t,x,y) \, \mapsto \, \partial_x^2\varphi + (\partial_x\varphi)^2.$$ For $U\subset\...
5 votes
0 answers
168 views

Sobolev extension from a discrete set of points

Let $1 > \alpha > 0$ and fix some $C > 0$. Consider $\Omega \subset \mathbb{R}^n$ a bounded domain and $Y \subset \Omega$ a discrete (finite) set of points. For $f: Y \to \mathbb{R}$ define $$...
4 votes
0 answers
126 views

Relationship between three different definitions of solutions for ODE with irregular coefficient

What is the difference between the notions of Regular Lagrangian flow Filippov solution Caratheodory solution of an ODE $\dot \Phi(t,x) = b(t,\Phi(t,x))$, with initial condition $\Phi(0,x) = x$, ...
0 votes
0 answers
113 views

Conditions for the embedding of the space $L^\infty(I, W^{1,2}(U))$ into $L^\infty(I \times U)$

Let $I$ be a compact interval of $\mathbb{R}$ and $U$ be a bounded subset of $\mathbb{R}^2$. If $f \in L^\infty(I, W^{1,2}(U))$, what (non-trivial) condition ($L^p$-estimate on $f$ or decay-like ...
3 votes
1 answer
356 views

Initial data and heat equation

We assume all solutions to be bounded here! Let $y_{+},y_{-} \in C_c^{\infty}$ be two positive functions. If we then consider the heat equation $$\partial_t u(t,x) = \Delta u(t,x)$$ for two ...
1 vote
1 answer
713 views

Estimate on first derivatives given $L^2$-norm of Laplacian

Let $B$ be the unit ball in the Euclidean space $\mathbb{R}^n$. Consider the set of functions $$X=\{u\in C^2(\bar B) \mid u|_{\partial B}=0 \text{ and } \|\Delta u\|_{L^2(B)}\leq 1\},$$ where $\Delta$ ...