Questions tagged [heat-equation]
The heat-equation tag has no usage guidance.
96
questions with no upvoted or accepted answers
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395
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Upper bound Hölder norm of the solution to the non-linear PDE $\partial_t u (t, x) = \Delta_x \{ |\sigma (u (t, x))|^2 u(t, x) \}$
We fix $T>0$ and let $\mathbb T := [0, T]$. Let $\sigma : \mathbb R \to \mathbb R$ belong to the Hölder space $C^{1, \alpha}_b (\mathbb R)$ for some $\alpha \in (0, 1)$. Let $u : \mathbb T \times \...
- 851
9
votes
0
answers
750
views
Have heat kernels for generalized Laplacians on non-compact manifolds been constructed?
Let $M$ be a non-compact Riemannian manifold which is "nice enough", and $D$ a generalized Laplacian on it. The construction of the heat kernel for the Laplace-Beltrami operator on $M$ seems to be ...
8
votes
0
answers
473
views
Basis for $L^2(\mathbb{R})$ that Solves the Heat Equation
This is a less-than-serious question that I asked on math.SE, but I suspect it is slightly more appropriate to ask it here. Consider the heat equation $$
u_t = \frac12 u_{xx}
$$ On $\mathbb{T}$ with ...
- 899
7
votes
0
answers
201
views
Li-Yau inequality on $\mathbb R^2$ for functions that are somewhat close to $1$
Let $u:\mathbb R^2\times \mathbb R_{>0}\to \mathbb R_{>0}$ be a positive solution to the heat equation on $\mathbb R^2$ ($u_{xx}+u_{yy}=u_t$, no constants). The Li-Yau inequality in this case ...
- 6,383
7
votes
0
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272
views
How to interpret heat kernel at unit time on a Riemann surface?
Let $M$ be a compact Riemann Surface. Let $P$ be a fixed point on $M$ and let $\delta_{P}$ be the Dirac point distribution at $M$. Consider the fundamental solution of the heat equation
$$
(\partial_{...
- 6,141
6
votes
0
answers
149
views
Gaussian lower heat kernel bounds on non-convex bounded domain
I am looking for a proof the following theorem.
Let $U \subset \mathbb{R}^n$ be a bounded domain with $C^2$ boundary and $p(x,y,t)$ be the Neumann heat kernel. Then there exist a constant $C>0$ ...
- 61
6
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0
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388
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heat kernel Asymptotic expansion on manifolds with boundary or manifolds with conical singularities
This is a similar question to Heat Kernel Asymptotics on Manifold with Boundary. But I have some further questions.
Let $(M,g)$ be a closed Riemannian manifold, the heat kernel $p(x,y,t)$ of Laplace-...
- 183
6
votes
0
answers
184
views
Geometrically-explicit upper bound for on-diagonal heat kernel
Let $M$ be a compact Riemannian manifold, and $K(t;z,w)$ the heat kernel associated to the usual Laplace-Beltrami operator on functions. There are results of the form
$$K(t;z,z) \leq \frac{C_M}{f_z(t)...
5
votes
0
answers
327
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All $L^pL^q$ estimates for the heat equation on $\mathbb R$ (with gain of derivatives)
I have asked this question on MSE, but this is a better place.
The heat equation and the heat kernel.
Consider the heat equation on $\mathbb R$:
$$ \left\{\begin{aligned}u_t-\Delta u&=f\\u(0,x)&...
- 1,055
4
votes
0
answers
142
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Approximation by gaussian mollification in Sobolev spaces
I have been trying to find a good estimate on the constant in the inequality (in dimension $d=3$ to simplify)
$$\label{0}\tag{0}
\|(1-e^{t\Delta})f\|_{L^{5/3}(\Bbb R^3)} \leq C_0\,t^{2/5}\, \|\nabla \...
- 230
4
votes
0
answers
102
views
$\mathcal{C}^1(\overline{\Omega})$ gradient bounds for the Dirichlet problem of the heat equation on general domains
I am studying the heat equation on a general bounded domain $\Omega \subset \mathbb{R}^+ \times \mathbb{R}^n$ with continuously differentiable Dirichlet data $\phi$ on the boundary,
$$
\left\{
\begin{...
- 173
4
votes
0
answers
175
views
$L^\infty$ solutions for parabolic Neumann problem (heat equation)
Consider the heat equation on a (smooth) domain in $\mathbb{R}^n$ with homogeneous Neumann BCs:
$$u_t - \Delta u = f$$
$$\partial_\nu u = 0$$
$$u|_{t=0} = u_0$$
where $f \in L^p(0,T;L^r(\Omega))$ and $...
- 287
4
votes
0
answers
324
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 ...
- 211
4
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0
answers
107
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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 ...
- 3,554
4
votes
0
answers
714
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 ...
- 21.1k
4
votes
0
answers
139
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What is the generator of the heat semigroup on non-complete manifolds?
If $M$ is a complete Riemannian manifold, it possesses a unique self-adjoint positive operator $-\Delta$ on $L^2(M)$. If $M$ is not complete, though, it is known that the Laplace-Beltrami operator $-\...
- 5,282
4
votes
0
answers
136
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Davies' definition of elliptic operators in "Heat Kernels and Spectral Theory"
I am trying to find my way through Davies' book, and one of the difficult points is his choice of what "elliptic operator" means in his text. This is the first time that I encounter some of the ...
- 5,282
4
votes
0
answers
173
views
Are heat kernels on metric measure spaces continuous?
Let $(M,d)$ be a separable, complete, compact metric space and $\mu$ a Radon measure with full support on it. Let $\mathcal{E}$ be a regular strongly local Dirichlet form on $L^2(M)$. There exists an ...
- 622
3
votes
0
answers
120
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Number of spatial critical points of a solution to the heat equation in higher dimensions
I would like to know if the number of spatial critical points of a solution to the heat equation can increase. Given $u_0:\mathbb S^n\to\mathbb R$, let $u$ be the solution of the initial value problem:...
- 31
3
votes
0
answers
126
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$L^\infty-L^\infty$ bounds for heat semigroups constructed from the Dirichlet Laplacian
Let $D \subset \mathbb{R}^n$ be a bounded domain with Lipschitz boundary, and let $\Delta$ be the Laplace operator with the Dirichlet boundary condition on $D$. Let $e^{t\Delta}$ be the corresponding ...
- 1,303
3
votes
0
answers
127
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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 ...
- 51
3
votes
0
answers
80
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 ...
- 921
3
votes
0
answers
213
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\...
- 291
3
votes
0
answers
100
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, ...
- 103
3
votes
0
answers
173
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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....
- 5,282
3
votes
0
answers
277
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The uniqueness of fundamental solution on $\mathbb R^n$?
Let $p_t(x,y)$ be a non-negative fundamental solution to the heat equation on $\mathbb R^n$ which satisfies for all $y\in \mathbb R^n$:
$(i) (\partial_t -\Delta_x )p_t(x,y)=0, \text{ }t>0, x\in \...
- 2,525
3
votes
0
answers
108
views
Decay of frequencies of solution of the heat equation with a potential
Let $I_k = \{f \in L^2(R^n); supp(\hat{f}) \subset B(0,k) \}$.
Let $\Pi_k$ the orthogonal projection on $I_k$.
Let $a(t,x)$ a regular bounded potential.
Let $f$ the solution in $L^2$ to the Cauchy ...
- 51
3
votes
0
answers
183
views
Feynman-Kac for heat equation on a compact manifold with boundary
It is known that for any open $\Omega \subset \mathbb{R}^n$, given $f \in L^2(\Omega)$, $x \in \Omega$, one has
$$e^{t\Delta}f(x) = \mathbb{E}_x(f(\omega(t))\psi_\Omega(\omega, t)), $$
where $\Delta $ ...
- 31
3
votes
0
answers
141
views
an inverse problem related to gaussian integral
Suppose we have a function $\rho(x,t)$ defined over $[-1,1]\times[0,1]$.
Define the integral
$
f_T(x)=\int_{[0,1]} (\rho(.,t)*K_{T-t})(x) dt
$
for $x\in R$ and $T>1$, where $*$ is the convolution, ...
- 401
3
votes
0
answers
165
views
Why a cone/parabolic set for the nontangential maximal function?
Suppose $f\in L^p(\mathbb{R}^d)$. Then the Dirichlet BVP for the Laplace equation $\Delta u = 0$ in the upper-half plane $\mathbb{R}^d\times\mathbb{R}_{>0}$ with boundary value $f$ can be solved by ...
- 81
3
votes
0
answers
127
views
$L^2$ bounds for the gradient of subsolutions to parabolic equation
Suppose we have the differential inequality
$$
|\partial_t{u}+\Delta{u}|\leq C(|u|+|\nabla u|)
$$
in $\mathbb{R}^n\backslash B_R\times[0,1]$, where $B_R=\{x\in\mathbb{R}^n,|x|\leq R\}$. Then do we ...
- 869
2
votes
0
answers
81
views
Non-selfadjoint operators and physical systems
There are plenty of examples of non-selfadjoint operators modelizing physical phenomena: to name a few, let's quote the the heat equation (\ref{HEAT}, see below), the Navier-Stokes system for ...
- 15.2k
2
votes
0
answers
89
views
Harmonic heat flow, formal and rigorous
Let $ (M,g) $ be a smooth Riemann manifold without boundary, $ S^{n-1} $ is an $ n $-dimensional sphere, and $ T>0 $. Consider a weak solution $ u:M\times[0,T]\to S^{n+1} $ of
$$
\partial_tu-\Delta ...
- 1,133
2
votes
0
answers
104
views
Upper bound Hölder norm of the solution to the linear PDE $\partial_t u (t, x) = \Delta_x \{ |\sigma (x)|^2 u(t, x) \}$
Previously, I asked the same question for a non-linear PDE, but I have got no answer. Below, I consider the linear counterpart it.
We fix $T>0$ and let $\mathbb T := [0, T]$. Let $\sigma : \mathbb ...
- 851
2
votes
1
answer
104
views
Gradient flows: evolution of geodesics
I’m trying to understand if, when I move the marginals of a Wasserstein geodesic along a contractive flow, the geodesic between the new probability measures is “near” to the geodesic
connecting the ...
- 21
2
votes
0
answers
132
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The existence of a positive Green function for the Laplacian on $\mathbb R$
One can show explicitly and easily that the function $G(x,y) = \frac 1 2 |x-y|$ is a positive Green function for the Laplacian $\frac {\mathrm d ^2} {\mathrm d x ^2}$ on $\mathbb R$ (endowed with the ...
- 5,282
2
votes
0
answers
128
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Heat kernels and Dirac operators - Why are half densities invoked in the definition of heat kernels?
The authors of Heat kernels and Dirac operators chose to consider a generalized Laplacian $H$ on a bundle $E\otimes|\Lambda|^{1/2}$ and heat kernels of $H$ are defined to be sections of $(E\otimes|\...
- 329
2
votes
0
answers
143
views
Positivity of the Fourier transform: prove or disprove that $\operatorname{Re}(\overline{\widehat{u}}(\xi) \widehat{F\circ u}(\xi))\geq0$
Let $F:[0,\infty) \to[0,\infty)$ be increasing, $C^1$ and $L-$Lipschitz with $F(0)=0$. Let $u\in L^1 (\Bbb R^d)$, $u\geq0$ so that $F\circ u\in L^1 (\Bbb R^d)$
I would like to prove (or disprove) ...
- 1,033
2
votes
0
answers
110
views
Local smoothness of harmonic heat flow
Assume that $ (M,g) $ is a smooth closed manifold and $ \mathbb{S}^{L-1} $ is a unit sphere with dimension $ L-1 $ in $ \mathbb{R}^{L} $. Consider the equation of harmonic heat flow
$$
\partial_tu-\...
- 1,133
2
votes
0
answers
52
views
Are there results that relate the restriction of the heat semigroup in $\mathbb{R}^n$ and the semigroup in a domain?
I'm thinking about the following situation:0 suppose that
$$
S_{\Omega}(t)f = \int_{\Omega} K_{\Omega}(x,y,t)f(y)dy
$$ where $K_\Omega(x,y ,t)$ is the Dirichlet heat kernel in the domain $\Omega$. It ...
- 585
2
votes
1
answer
227
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Heat conduction type equation in 4D
[I asked a similar question, Linear PDE, analytic continuation, Green's function and boundary conditions, and was told that a follow-up question should be a separate post.]
I'm interested in a ...
- 996
2
votes
0
answers
103
views
Noether's theorem in the critical heat equation
I initially posted this question on Stackexchange Mathematics (see here) but as I got no answer, maybe someone here will be able to help me.
I am watching a serie of lectures on "Blow up solution ...
- 410
2
votes
0
answers
99
views
Representation of heat kernel in general domains
I'm looking for results on the representation of the heat kernel in general domains. If $e^{-\Delta_{\Omega} t}$ denotes the heat semigroup in $\Omega$, we have to
$$ (e^{-\Delta_{\Omega} t}f)(x) = \...
- 585
2
votes
0
answers
115
views
Gradient $L^\infty$-estimate for heat equation with homogeneous Dirichlet boundary condition
$\Omega\subset \mathbb{R}^N$ is a bounded smooth domain. Consider the homogeneous heat equation with zero boundary condition in $\Omega$
\begin{cases}
\partial_t u-\Delta u=0 \quad(x,t)\in \Omega\...
- 121
2
votes
0
answers
47
views
Covariance of an exclusion process
In Erhard and Hairer's recent paper, they say that the covariance of exclusion process is given by the discrete Heat Kernel (page 61, paragraph following equation 4.11). I have not been able to make ...
- 21
2
votes
0
answers
52
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 ...
- 4,089
2
votes
0
answers
95
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 ...
- 47
2
votes
0
answers
130
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 ...
2
votes
0
answers
265
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}...
- 156
2
votes
0
answers
105
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 ...
- 5,282