Questions tagged [linear-pde]
Questions about linear partial differential equations. Often used in combination with the top-level tag ap.analysis-of-pdes.
371
questions
31
votes
4
answers
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Classification of PDE
Recently I have been attending a course on PDE's. I was totally ignorant of the subject and wasn't that motivated to be honest. But I was intrigued and felt I had to take the course seriously both for ...
23
votes
5
answers
15k
views
Physical interpretation of Robin boundary conditions
In a (bounded) domain $\Omega \subset \mathbb{R}^n$, if we're studying the Laplace equation or heat equation or such PDE's we can impose the Dirichlet
$u|_{\partial\Omega} \equiv 0$,
Neumann
$D_{\nu} ...
19
votes
11
answers
11k
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Textbooks for PDE between Strauss and Folland
Walter A. Strauss's Partial Differential Equations: An Introduction is a classic PDE textbook for the undergraduate students. While Folland's Introduction to Partial Differential Equations, is a nice ...
14
votes
1
answer
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Regularity of the Maxwell equations
As is well-known, the Maxwell equations can be phrased vectorially as,
\begin{align}
\nabla \cdot \mathbf E &= \frac{\rho_f}{\varepsilon}, &\text{Gauss's law,}\\\
\nabla \cdot \mathbf ...
13
votes
1
answer
910
views
Moduli space of linear partial differential equations
Is there a way to view "the space of all possible linear PDE's" as an algebraic variety with singularities?
This is in connection with a quote from someone on the web that I saw a long time ago. At ...
12
votes
1
answer
2k
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Short time existence on nonlinear parabolic PDE
I saw several papers that without proof accept the fact "Short time existence on nonlinear parabolic PDE" is there any affirmative proof of this fact?
in which book we have this fact, the number of ...
12
votes
1
answer
466
views
Does hypoellipticity imply the existence of a parametrix?
Let $M$ be a smooth manifold, like $\mathbb{R}^n$ for instance. The existence of a parametrix for an operator $P$ on $C^\infty(M)$ in any reasonable pseudodifferential calculus implies that $P$ is ...
11
votes
2
answers
687
views
Poincaré lemma for distributions
Let us consider a current on $\mathbb R^n$, that is a differential form whose coefficients are distributions. For simplicity, let us check the case of a $1$-form
$$
u=\sum_{1\le j\le n} u_j dx_j,\quad ...
11
votes
2
answers
632
views
A singular differential equation
In a neighbourhood of $0$ in $\mathbb{R}^n$ a smooth function $h=h(x)$, $h(0)=0$, is given. Take arbitrary real numbers $w,\lambda_1,\dots,\lambda_n\in\mathbb{R}$.
The problem is to find a smooth ...
11
votes
1
answer
1k
views
Feynman-Kac theorem: probabilistic proof of existence of solution to parabolic PDE
Friedman (in his book: PDEs of Parabolic Type) shows how to construct a solution to the Cauchy problem
$$
\partial_t u(t,x) = b(x) \partial_x u(t,x) + \frac{1}{2} \sigma(x)^2 \partial_{x,x} u(t,x)
$$
...
10
votes
1
answer
466
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Special Second-Order PDE
Let $\Phi$ be a given smooth function on a neighborhood of zero in $\mathbb{R}^n$ with
$$\Phi(0) = 0, ~~~~D \Phi(0) = 0, ~~~~ D^2\Phi(0) >0,$$
the latter meaning that the Hessian is positive ...
10
votes
2
answers
1k
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Well-posedness of Fokker-Planck equation
Consider the following equation on $[0,T]\times\mathbb{R}^n$
\begin{eqnarray}
&\partial_t\rho=\mathrm{div}(\rho\nabla V)+\Delta\rho\\
&\rho|_{t=0}=\rho^0,
\end{eqnarray}
where $V\in C^2(\...
10
votes
1
answer
1k
views
Research topics in microlocal analysis
Before asking this question here I did some research on web but I would like to get the opinion of those directly interested if there are any , (as I did in this thread Research topics in distribution ...
10
votes
2
answers
376
views
Evolution operator for a linear parabolic equation
Let $A(t)$ be a smooth family of positive definite operators on a Hilbert space $H$. Consider the operator
$$D:= \frac{d}{dt}+A(t)$$
and let $U(t):H\to H$ be the evolution operator, i.e., $U(0)=I$ and ...
9
votes
3
answers
2k
views
Fundamental solution of an elliptic PDE in divergence form with non-symmetric matrix
I am looking for the fundamental solution of the following PDE
$$\partial_i (a^{ij}\partial_j u)=f$$
where $a^{ij}(x)$ is a non-symmetric matrix with possibly non-constant coefficients.
I could find a ...
8
votes
3
answers
777
views
What does the flow of the principal symbol of the differential operator tell us about the PDE?
Disclaimer: Let me apologize in advance for asking this slightly vague question
Let $M$ be a manifold and let $P$ be a partial differential operator acting on $C^{\infty}(M)$. Associated to $P$ there'...
8
votes
1
answer
306
views
Continuous right inverse to the Laplacian operator on $C^\infty$
For each $f\in C^\infty(\mathbb R^n)$, there exists $u\in C^\infty(\mathbb R^n)$ such that $\Delta u=f$. This, I guess, has been known well before the more general Malgrange-Ehrenpreis theorem that ...
8
votes
1
answer
478
views
Mountain Pass theorem for minimization problems with constraints
Let $I[u]$ be a functional on a (possibly infinite dimensional) Hilbert space. Then, under some conditions, the Mountain Pass theorem guarantees the existence of a saddle point (see http://en....
8
votes
1
answer
476
views
Properties of connection Laplacian on vector fields
Let $(M,g)$ be a simply-connected compact surface with boundary $\partial M$ and metric $g$. Let $N$ denote the outward unit normal on $\partial M$, $\nabla$ the Levi-Civita connection and $\Delta_g$ ...
8
votes
2
answers
398
views
Bounded input Bounded output stability for heat equation
This is a cross-post from Computational Science.
I am interested in proving or obtaining a counterexample to the following conjecture.
Let $\Omega\subset\mathbb{R}^d$ be a bounded open domain. Let ...
8
votes
1
answer
281
views
Failure of Fredholm property of elliptic PDE systems
Roughly speaking, a PDE operator satisfies the Fredholm property if its principal symbol is elliptic and the information provided on the boundary satisfies the Shapiro-Lopatinskii condition.
What can ...
8
votes
1
answer
483
views
Are smooth solutions to a PDE dense in the space of $L^2$ solutions to the PDE?
Let's say I have a linear differential operator $P$ with smooth coefficients between bundles $E$ and $F$ over a smooth compact manifold $X$ with smooth boundary. Let's consider $P$ as an operator ...
7
votes
1
answer
388
views
Does $(\nabla \times F) \cdot F= (\nabla \times F) \cdot \nabla f$ have a solution?
A grad student asked me this question during office hours, and I couldn't for the life of me come up with a proof or counterexample:
For a given $F:\mathbb{R}^3 \to \mathbb{R}^3$, does $(\nabla \...
7
votes
2
answers
554
views
System of linear pde with non constant coefficients
I'm a physicist and during my research work, I found a system of linear pde with non constant coefficients that I have to study, since I have totally no experience about systems of pde and I have even ...
7
votes
2
answers
453
views
Intuition for Agmon-Douglis-Nirenberg ellipticity
First of all, I am sorry if this is a too basic question, but I stumbled over this notion of ellipticity only very recently.
I am trying to understand the definition of ellipticity of systems due to ...
7
votes
2
answers
2k
views
Uniform bound on the eigenfunctions of the Laplacian
Is it possibly to have $L_\infty$ bounds on the eigenfunctions of the Laplacian operator on bounded regular domains with Dirichlet condition? I found several papers by Sogge but these are pretty ...
7
votes
3
answers
1k
views
Does "solutions of an $n$-th order ODE form an $n$-dimensional vector space" somehow generalise to PDEs?
It is well known that the set of solutions $u:\mathbb{R}\rightarrow \mathbb{R}$ of an $n$-th order, linear, homogeneous ordinary differential equation
$$a_n(x)\frac{d^n u}{dx^n}+\dots + a_1(x)\frac{du}...
7
votes
2
answers
816
views
Fredholm alternative result for general elliptic system?
Now I have known that Fredholm alternative result is valid for the strong elliptic system. But I'm not sure that is it still valid for the general elliptic system, in which the second-order heading ...
7
votes
1
answer
457
views
How can I construct D-modules over projective space using explicit differential equations?
Over $\mathbb{A}^n$, it is easy to construct D-modules by writing down an explicit linear system of PDE's and then writing a presentation of the associated D-module
$$
\mathcal{D}^n \xrightarrow{} \...
7
votes
1
answer
600
views
A very basic question about projections in formal PDE theory
I am learning formal PDE theory for my research and I am currently struggling to have a basic understanding of the operations involved in completing a (say, linear) PDE system to an involutive one (...
7
votes
1
answer
878
views
Lax pairs for linear PDEs
I'm trying to understand the discussion around equation (2.1) of the paper http://www.jstor.org/stable/53053. It says that the linear PDE $M(\partial_x,\partial_y)q=0$ with constant coefficients has ...
7
votes
0
answers
433
views
Regularity of solutions to a linear degenerate parabolic pde
I've encountered the following problem which is causing me some trouble :
Let $(M^2,g)$ be a smooth compact Riemannian surface (with constant curvature for instance) and consider a smooth function $u:...
6
votes
2
answers
335
views
Vacuum region with positive measure for the Schrödinger equation
Let us consider the free Schrödinger equation $(i\partial_t+\Delta_x)\psi=0$ in $\mathbb{R}_t\times\mathbb{R}_x^d$. I'm trying to understand the structure of the vacuum region
$$\Omega(\psi):=\{(t,x)\...
6
votes
3
answers
1k
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Analytical solution to a Linear advection-reaction PDE
I am looking for an analytical solution for the linear PDE
$(1)\qquad\qquad \qquad f_t+ A f_x + B f = 0, $
Where $A$ and $B$ are constant matrices and $f=f(x,t)$ is a vector.
Clearly each one of $...
6
votes
1
answer
583
views
How do solutions of a PDE depend on parameters?
Let $\Omega\subset\mathbb R^n$ be a bounded smooth domain and $\sigma_1,\sigma_2:\Omega\to(c^{-1},c)$ measurable (for some constant $1<c<\infty$).
Let $f\in H^{1/2}(\partial\Omega)=H^1(\Omega)/H^...
6
votes
1
answer
245
views
Space of solutions to a fourth order wave equation
I'm interested in finding solutions a fourth order version of the standard wave equation in $d$ dimensional Minkowski spacetime $\mathcal{M}^d$. Defining $\Box := \partial_0^2 - \sum_{i = 1}^{d-1} \...
6
votes
1
answer
652
views
Heat Equation with an integral boundary condition
I have been struggling with following Heat equation IBVP,
\begin{equation}
\frac{\partial v\left(x, t\right)}{\partial t} = \alpha \frac{\partial^2 v\left(x, t\right)}{\partial x^2}, \quad t \in \left(...
6
votes
2
answers
2k
views
Numerical solution to diffusion-like equation with negative diffusion coefficient region?
I am trying to numerically solve the initial value problem (see later discussion for ICs)
$$ x \frac{\partial f}{\partial t} = \frac{\partial}{\partial x} (1-x^2) \frac{\partial f}{\partial x} - f$$
...
6
votes
0
answers
139
views
Does $f \in L^1([0,T]; S'(\mathbb R^n))$ define a $(1+n)$-dimensional distribution?
Let $f : [0,T] \rightarrow S'(\mathbb R^n)$ be a family of tempered distributions satisfying
$$\langle f(t), \phi \rangle \in L^1([0,T])$$
for any Schwartz function $\phi \in S(\mathbb R^n)$.
Does $f$ ...
6
votes
0
answers
369
views
Linear PDE with non constant coefficients and properties of Green's Function
Lots of information is available about Poisson's PDE $\operatorname{div}(\operatorname{grad}(u(\vec{x}))))=f(\vec{x})$. However it is hard to find information about the more generalized case
\begin{...
6
votes
1
answer
996
views
Regularity of solution to Fokker Planck equation
Suppose that $\rho \in L^1(\mathbb{R}^n \times (0,T))$ for every $T < \infty$ is a weak solution of the PDE
\begin{align}
\partial_t\rho &= \Delta \rho + \text{div}(\rho\nabla\Psi(x))\\
\rho(t =...
5
votes
2
answers
347
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 ...
5
votes
2
answers
384
views
General solution to an ultrahyperbolic PDE
$\DeclareMathOperator\SO{SO}$The following PDE defined on $\mathbb{R}^2$ $$\frac{\partial}{\partial x}\frac{\partial}{\partial y}f(x,y) = 0,$$ has solution $$f(x,y) = g(x) + h(y),$$ where $g,h : \...
5
votes
2
answers
260
views
Linear hyperbolic PDE on compact two dimensional domain
Consider the equation
$$
\begin{equation}
\frac{\partial^2f}{\partial x\partial y}=f
\end{equation}
$$
on a Jordan domain (i.e. the interior of a simple, closed curve on the plane). The equation is ...
5
votes
1
answer
297
views
The division problem for tempered functions
It is well known (see for example S Łojasiewicz, Sur le problème de la division, Studia Math. 8 (1959), 87–136.) that any linear partial differential operator with constant coefficients is surjective ...
5
votes
1
answer
264
views
Existence of second order potential for PDE
There is a statement in the literature (see the paragraph between equations (18) and (19) in http://aip.scitation.org/doi/10.1063/1.523863), which I would like to generalise, but I don't have a nice ...
5
votes
1
answer
1k
views
$L^\infty$ estimate on heat equation with a lower order term
Let $u$ be the weak solution on a smooth bounded domain $\Omega \subset \mathbb{R}^n$ (for $n \leq 3$) of
$$u_t - \Delta u = f$$
$$u(0) = u_0$$
$$\partial_\nu u = 0 \quad\text{on $\partial\Omega$}$$
...
5
votes
2
answers
1k
views
Analytic solution of a system of linear, hyperbolic, first order, partial differential equations
In a try to solve a physical problem, I've faced a system of first-order partial differential equations of the form
$$\cos\left(t\right)\partial_{x}\mathbf{u}+\sin\left(t\right)\partial_{y}\mathbf{u}+...
5
votes
1
answer
394
views
Question on expansion into Neumann eigenfunctions
Let $\Omega$ be an open bounded domain with a boundary $\partial\Omega$. Consider the following Neumann eigenvalue problem for Laplacian: find $(\phi_n,\lambda_n)\in H^1(\Omega)\times \mathbb{R}$
\...
5
votes
2
answers
252
views
$W^{k,1}$ regularity for elliptic equations
Let $\Omega$ be a bounded region in $\mathbb{R}^n$ and assume $u$ is a solutions of $\nabla \cdot (a \nabla u)=f$ with $a>c>0$ in $\Omega$, where $a\in C^k(\bar{\Omega})$. Is the following ...