# Questions tagged [heat-equation]

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163
questions

**3**

votes

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34 views

### How to prove the existence of weak solutions of parabolic PDEs using Rothe's method?

I am reading a textbook on PDE (Introduction to Elliptic and Parabolic Partial Differential Equations by Z. Wu, J. Yin and C. Wang, written in Chinese) where a proof of the existence of weak solutions ...

**3**

votes

**0**answers

56 views

### Ornstein-Ulhenbeck like semigroup for the orthogonal group with a hypercontractive inequality

I am looking for an Ornstein-Uhlenbeck like semigroup $P_t$ and associated generator $\mathcal{L}$ on $G = \operatorname{SO}(n)$ or $\operatorname{O}(n)$ that has a hypercontractive inequality with a ...

**4**

votes

**0**answers

214 views

### Estimates for the heat equation with inhomogeneous boundary condition

EDIT2: I believe the estimate required is false. There is some evidence that I have added to this post. I only believed it was true because it seemed like it was used in certain papers. However, in ...

**2**

votes

**1**answer

71 views

### Lower Gaussian estimates for Dirichlet heat kernel on manifolds

Let $(M,g)$ be a Riemannian $n$-manifold with $Ric_g\ge -Kg$, $\Omega\subset M$ be an open subset. We can define Dirichlet heat kernel on $\Omega$, $p_{\Omega}(y,t,y',t')$ as the minimal fundamental ...

**1**

vote

**0**answers

136 views

### Martingales associated with heat equation

I am trying to learn the connection between Brownian motion and heat equation (in the spirit of Feynman-Kac, for example, here). I read (Michael E. Taylor's PDE book, Volume II, Chapter 11, ...

**4**

votes

**3**answers

326 views

### Uniqueness of solution to heat equation when initial condition is a generalized function

Let $u(t,x)$ be a solution to the heat equation $$\partial_t = \partial_{xx} \quad (t,x) \in [0,T) \times [-1,1]$$ subject to the initial/boundary conditions
$$u(0,x) = f(x), \quad x \in [-1,1], \\
u(...

**1**

vote

**0**answers

74 views

### question about the book “Holomorphic Morse Inequalities” by Marinescu-Ma

Could somebody please explain to me the proof of proposition 1.6.4 (page 52) in the book "Holomorphic Morse Inequalities" by Marinescu-Ma? I am completely lost. One point that is really ...

**2**

votes

**0**answers

41 views

### Mixed boundary value problems for Heat equation

This might be a very simple question, but basically I am looking for a good reference for studying the heat equation on Riemannian manifolds with boundary, specifically when data is put on lateral ...

**2**

votes

**1**answer

68 views

### How to solve a differential equation in the form $\frac{\partial}{\partial t}g(x,t)=g(x-\Delta,t)+\frac{\partial^2}{\partial x^2} g(x,t)$?

How to find the general solution of a differential equation with a shift, in the following form?
$$\frac{\partial}{\partial t}g(x,t)=g(x-\Delta,t)+\frac{\partial^2}{\partial x^2} g(x,t)$$
where $\...

**2**

votes

**0**answers

89 views

### Laplacian coupled with another equation over a two-dimensional rectangular region

I have the two-dimensional Laplacian $(\nabla^2 T(x,y)=0)$ coupled with another equation which is:
$$\frac{\partial t}{\partial x}+\alpha(t-T)=0 \tag 1$$
where it is known that $t(x=0)=t_i$.
The ...

**5**

votes

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147 views

### heat kernel Asymptotic expansion on manifolds with boundary or manifolds with conical singularities

This is a similar question to Heat Kernel Asymptotics on Manifold with Boundary. But I have some further questions.
Let $(M,g)$ be a closed Riemannian manifold, the heat kernel $p(x,y,t)$ of Laplace-...

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vote

**0**answers

35 views

### Heat Equation Boundary Value Problem - alternative expressions for solution

Let $B_t$ be a Brownian motion, with with density function $f(t,x)dx = P(B_t \in dx)$. Then $f$ solves the heat equation $\partial_t = \frac{1}{2} \partial_{xx}f(t,x)$. Let for a fixed $u > 0$, $\...

**1**

vote

**1**answer

43 views

### Gaussian bounds for discrete (graph) Dirichlet heat kernel

(this is an attempt to refine a previous question; I was told that it would be better to create a new question than edit the previous one, I hope this is the correct ettiquete.)
Let $\Omega$ be a ...

**2**

votes

**1**answer

98 views

### Gaussian bounds with exponential decay for discrete (graph) Dirichlet heat kernel

Let $\Omega$ be a finite, connected subset of $\mathbb{Z}^n$, $W_t$ a standard random walk on $\mathbb{Z}^n$ started at $x$, and $T_\Omega$ the first time at which $W_t$ leaves $\Omega$; consider
$$
P^...

**5**

votes

**1**answer

181 views

### McKean-Singer formula in Heat Kernels and Dirac Operators book

I'm reading "Heat Kernels and Dirac Operators" by Berline, Getzler and Vergne. The setting is: $E \to M$ is a $\mathbb{Z}_2$-graded vector bundle on a compact Riemannian manifold $M$
and $D :...

**2**

votes

**1**answer

82 views

### Explicit solution of a free boundary problem for heat equation

Consider the free boundary problem
$$
\min\{u_t - u_{xx} -1, u \} = 0 \qquad \text{ in } (0,T)\times (-1,1) \\
u(0,\cdot) = 0 \qquad \text{ in } (-1,1)\\
u(\cdot, -1) = u(\cdot, 1) = 0 \qquad \...

**1**

vote

**0**answers

52 views

### Approach to solve a coupled system of PDE (heat transfer in cylindrical coordinates)

I have the following two PDEs, which describe steady-state coupled heat transport between an externally heated axisymmetric solid body (Eq. 1, $T(r,z)$) and a fluid (Eq. 2, $t(z)$) flowing inside it:
...

**5**

votes

**1**answer

232 views

### Backward uniqueness for a heat equation with a drift

Consider heat equation with a drift (=reaction-diffusion equation)
$$
\frac{\partial u}{\partial t}=\frac{\partial^2 u}{\partial x^2}+f(t,u(t,x)), \quad t\ge0,\, x\in [0,1]
$$
with periodic or ...

**3**

votes

**1**answer

203 views

### Ancient Heat equation and Liouville's theorem

I encounter a difficulty when proving the bounded solution of ancient heat equation implying constant function. Suppose $u(t,x)$ is the solution of ancient heat equation:
\begin{equation}
u_{t} = \...

**2**

votes

**1**answer

273 views

### The solutions of the heat equation from $0$ datum

Consider the initial value problem
$$ \partial_t u = \Delta u$$
$$ u(0,x) = 0$$
for the heat equation in $\mathbb R^n$, where $u: [0,T] \times \mathbb R^n \to \mathbb R$ is a smooth solution up to the ...

**3**

votes

**1**answer

376 views

### Possible flaw in the proof of the Eells-Sampson theorem on harmonic maps in Nishikawa's book

Background:
I am reading the book Variational Problems in Geometry by Seiki Nishikawa. The main purpose of this book is to prove the existence of harmonic maps $M\to N$ between two compact Riemannian ...

**2**

votes

**0**answers

102 views

### Heat-Flow on continuous differential forms and the Feller peroperty

Let (M,g) be a complete Riemannian manifold. It is well known that the Laplace operator is essentially self-adjoint on $C^\infty_c(M)$. This extends to the (de Rahm) Laplace operator on forms. Thus in ...

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vote

**0**answers

144 views

### Solution to Heat Equation By Projection

Let $X\subseteq C(\mathbb{R}\times [0,\infty))$ be the collection of all solutions to the IV heat equation
$$
\partial_t u(t,x) = \partial^2 u(t,x) \qquad u(0,x)=p(0,x),
$$
for some fixed $p\in C^2(\...

**4**

votes

**0**answers

80 views

### Biharmonic heat flow on compact manifolds

Consider $\partial _t u (t,x) = -\partial _x ^4 u$ on a compact manifold, or even a special specific one like the torus.
Are there any estimates on the Green function (bihamornic heat kernel), for ...

**5**

votes

**1**answer

353 views

### Lack of exponential $L^2_{t,x}$ decay for a heat equation with growing coefficients

Edit: I have changed the nature of the question, but in order to have a better idea of what I can expect for the original problem (see below).
Given $T>0$ and $n \in \bf Z$, consider the following ...

**5**

votes

**3**answers

236 views

### Reference request: Long-term behaviour of the heat equation for bounded initial data

Let us consider the heat equation
\begin{align*}
\frac{\partial}{\partial t}u(t,x) & = \Delta u(t,x), \\
u(0,x) & = f(x)
\end{align*}
on the whole space $\mathbb{R^d}$. If $f \in L^p := L^...

**1**

vote

**0**answers

97 views

### The complex roots of $\left(\Gamma(\kappa s)+2^{1-s} \pi^{-s}\cos\left(\frac{\pi s}{2} \right)\Gamma(s)\,\Gamma(\kappa(1-s))\right)$

Question:
With $\kappa \in \mathbb{R}, \kappa \ge 1$, the function:
$$\Upsilon(s,\kappa) = \Gamma(\kappa s)\zeta(s)+\Gamma\left(\kappa(1-s)\right) \zeta(1-s)$$
could be rewritten as:
$$\Upsilon(s,\...

**0**

votes

**0**answers

64 views

### A kind of heat equation on a foliated 3D manifold whose leaves are invariant under the flow of a vector field

Assume that $\mathcal{F}$ is a foliation of a $3$ dimensional compact Riemannian manifold $M$ which is invariant under flow of a transversal non vanishing vector field $X$. Let $\Delta_{\...

**1**

vote

**3**answers

730 views

### One dimensional heat equation with boundary conditions

Consider the heat equation
$$u_t = u_{xx}$$
for $t \ge 0$, $0 \le x \le L$, given boundary conditions
$$u(0,t) = u(L,t) = f(t)$$
and an initial condition
$$u(x,0) = g(x)$$
for some continuous ...

**5**

votes

**1**answer

248 views

### Long time existence for heat flow in Corlette-Donaldson Theorem

I'm having some minor confusion about the proof of the Corlette-Donaldson Theorem found here (Theorem 3.14)
https://arxiv.org/pdf/1402.4203.pdf
For completeness, the statement is as follows.
...

**1**

vote

**1**answer

77 views

### A question about positivity preserving property of semigroup of Laplacian

Sry this the second question from the following article, I am asking in this week.
At page 6 (126), 3th line, of the following article.
THE HEAT EQUATION WITH A SINGULAR POTENTIAL
the authors say ...

**1**

vote

**0**answers

120 views

### Diffusion equation solution using Laplace transform [closed]

Consider the operator
$$
L=k\frac{\partial ^{2}}{\partial x^{2}}-\frac{\partial }{\partial t}
$$ with domain $D(L)={u} \in \Bbb R \times [0,+\infty )$, initial value $u(x,0)=g(x), \forall x\in \Bbb R$...

**2**

votes

**0**answers

156 views

### Convolution and approximate heat kernel

I have the following question: Let $A, B\in C^\infty((0,\infty)\times M\times M)$, where $M$ is a compact manifold. Define
\begin{align}
(A*B)(t,x,y) = \int_0^t\int_M A(t-s,x,z)B(s,z,y)dzds
\end{align}...

**2**

votes

**0**answers

213 views

### Feynman-Kac formula for domains with boundary

As far as I know (I am not an expert), any solution of the heat equation on $\mathbb{R}^n$ or on a closed Riemannian manifold with the given initial condition can be presented in terms of stochastic ...

**0**

votes

**0**answers

160 views

### Measurability of the heat semigroup in $L^\infty$

Let $S(t)$ be the $C_0$-semigroup generated by the Laplacian operator with Dirichlet boundary condition in $L^2(\Omega)$, where $\Omega$ is a bounded open subset of $R^n$.
It is known that $S(t)$ ...

**3**

votes

**2**answers

203 views

### Gaussian upper heat kernel bounds on closed Riemannian manifolds

Let $M$ be a closed Riemannian manifold, and let $h(t, x, y)$ denote the heat kernel on $M$. We know that there exists short time upper Gaussian heat kernel bounds of the following kind:
$$
h(t, x, y) ...

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votes

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94 views

### May the heat kernel of a connection Laplacian vanish?

Let $M$ be a Riemannian manifold and $E \to M$ be a Hermitian bundle. If $\nabla$ is a Hermitian connection on $E$, one may define the Laplacian $L = \nabla^* \nabla$, and then consider its Friedrichs ...

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votes

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175 views

### 3D Homogenous Laplace equation with integral boundary conditions

I have the 3D Laplace equation:
$$\nabla^{2} T_w = 0$$
where $\nabla^{2}=(\frac{\partial^{2}}{\partial x^2}+\frac{\partial^{2}}{\partial y^2}+\frac{\partial^{2}}{\partial z^2})$ defined on $x \in [0,...

**3**

votes

**0**answers

135 views

### large time behavior for the Neumann problem for the heat equation

I am interested in the large time asymptotic behavior of parabolic equations. For instance, let $\Omega$ be a regular bounded open subset of $\mathbb{R}^n$ . Let $g \in C(]0,+\infty[ \times \partial\...

**2**

votes

**1**answer

268 views

### Bounded solution for parabolic equation

Let $\Omega_T=(0,T) \times \Omega$, where $\Omega$ a bounded smooth domain of $\mathbb{R}^n$ and $T>0$. Let $a\in L^\infty(\Omega)$ and consider the heat equation
$$u_t=\Delta u + a(x)u, \;\; (t,x)\...

**17**

votes

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228 views

### Do eigenfunctions determine the geometry of a manifold? If so, do finitely many suffice?

Let $X$ be a smooth, Riemannian manifold. It is known that the geometry of $X$ can be recovered from its heat kernel $k_{t}(x,y)$, using Varadhan's Lemma: $\displaystyle\lim_{t \to 0} t \log k_{t}(x,y)...

**3**

votes

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97 views

### Ratio of solutions to two heat equations

Let $u(x,t)$ and $v(x,t)$ respectively solve the two one-dimensional heat equations with different (real) diffusion coefficients on the same domain $D$ and the same initial & boundary conditions, ...

**2**

votes

**0**answers

148 views

### Fundamental solution of parabolic PDE with variable coefficients

Let us consider the parabolic operator
$$
\mathcal{L} = \partial_t - \nabla_x \cdot(a(x)\nabla_x)
$$
over a bounded domain $\Omega\subset\mathbb{R}^d$. The coefficient matrix $a(x)$ is elliptic and ...

**3**

votes

**0**answers

105 views

### The heat kernel in Hermitian bundles over Riemannian manifolds

In "Heat Kernels and Dirac Operators" by Berline, Getzler and Vergne, the authors construct a (unique) heat kernel associated to any generalized Laplacian in a vector bundle over a Riemannian manifold....

**2**

votes

**1**answer

456 views

### Heat kernel on Riemannian manifold

The idea to construct a heat kernel is first construct a parametric in a small neighbourhood. Then use a bump function to extend it. And do convolution iteratively. (Reference: Laplacian on a ...

**4**

votes

**1**answer

116 views

### Quick question on the constants involved in heat kernel upper bounds

Let $M$ be a compact Riemannian manifold without boundary, and let $\Delta$ be the Laplace-Beltrami operator on $M$. It is known that for small $t$, let's say, $0< t < t_0(M, g)$, the heat ...

**13**

votes

**1**answer

404 views

### One question about the $\eta$ invariant

This question is from the paper, The Analysis of Elliptic Families
II. Dirac Operators, Eta Invariants, and the Holonomy Theorem, Commun. Math. Phys. 107, 103-163 (1986) --- Proposition 2.8.
Suppose ...

**3**

votes

**1**answer

154 views

### Gradient blowup for the 1-dim heat equation near an irregular boundary point

I'm trying to estimate the rate of boundary gradient blow-up for the 1-dim heat equation near an irregular boundary point.
Let $b(t) := (1-t)^\alpha$, $\alpha < 1/2$. Let $u(t,x)$ solve the ...

**0**

votes

**1**answer

154 views

### Analytical testcase for 2D/3D anisotropic Diffusion (Heat Kernel)

I want to verify and compare different Discretizations of the anisotropic diffusion equation in 2D / 3D image of my testsetting.
I want to verify and compare different Discretizations of the ...

**0**

votes

**1**answer

335 views

### Heat kernel and convergence

Let $(M_i,g_i,x_i)$ be a sequence of stochastically complete pointed Riemannanian manifolds ($x_i$ being the marked point on $M_i$) of injectivity radius uniformly bounded from below, Gromov-Haussdorf ...