# Questions tagged [parabolic-pde]

Questions about partial differential equations of parabolic type. Often used in combination with the top-level tag ap.analysis-of-pdes.

494
questions

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### $C^{2+\alpha}$ proprieties

Let $0<\alpha<1$ and $\Omega\subset \mathbb{R}^n$ a $C^{2+\alpha}$ bounded domain.
Hi! I am reading the paper: How to appoximate the heat equation with Neumann Boundary Condition by nonLocal ...

2
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1
answer

104
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### Convergence of the product of three sequences

Let $Q=(0,T)\times \Omega$, $\Omega$ being a bounded subset of $\mathbb R^d$, sufficiently smooth. Consider three sequences $ u_n$, $ v_n$, and $w_n$ such that:
$ u_n$ is bounded in $ L^\infty(Q)$ ...

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141
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### Regularity structures vs Renormalization

What are the substantial differences in the theory of "Regularity Structures" versus perturbative renormalization from Quantum Field Theory?
The idea that to treat divergences inherent to ...

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57
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### Two-sided estimates of fundamental solutions of second-order parabolic equations

I am reading the paper Two-sided estimates of fundamental solutions of second-order parabolic equations, and some applications by F.O. Porper and S.D. Eidel'man. Below, the cited paper is
[2] :S.D. ...

2
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1
answer

117
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### Well-posedness of PDE with $\partial_{tt}\Delta u$ - like term

I am looking for direct hints or references for the establishment of existence of suitable weak solutions admitted by a class of problems of the following type: We search $u$ satisfying
$$
\begin{...

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### A question about the eigenfunction method and the notion of solution - distributional solution

I have a question about how a passage was made in the calculation of passage (2.5) in the calculation below. To introduce context, the author in the paper (full work) is trying to demonstrate that ...

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1
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321
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### On the weak derivative of $|u|^{(p-2)/2}u$

Let $u$ be a function such that $|u|^{(p-2)/2}u$ is in $H^1_0(G)$, $G$ is open and $p>2$.
How can I show that
$$
D(|u|^{(p-2)/2}u)=p/2|u|^{(p-2)/2}D(u) \label{1}\tag{1}
$$
or how can I show that, ...

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46
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### Continuity of the constant in maximal Sobolev regularity

Let $\Omega \subset \mathbb R^n$ be a smooth, bounded domain. For each pair $(p, q) \in (1, \infty)^2$, maximal regularity asserts that there is some $\widetilde K(p, q) > 0$ such for all $f \in L^...

1
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0
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203
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### Specific type of PDE

While deriving the SHJB equation for a specific case I stumbled upon this (using Einstein's convention for repeated indices):
$$\rho J = (x_i \tilde u_i-K_i) + (\alpha_i + \beta_{ij}x_j - R_{ijk} \...

4
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2
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345
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### Nontrivial invariant transformations for heat equations

It is well known that if $u$ is a harmonic function on $\mathbb R^2$ then its Kelvin transform defined by
$$ v(r,\theta) = u(\frac{1}{r},\theta)$$
is also harmonic for $r>0$. Note that the Kelvin ...

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### 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 ...

3
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70
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### Norm estimate for parabolic SPDE solution

When $X$ satisfies $${\rm d}X_t=\varphi_t{\rm d}t+\Phi_t{\rm d}W_t$$ on a Hilbert space $H$, where $W$ is a $Q$-Wiener process on a Hilbert space $U$, we know by the Ito formula that $$\|X_t\|_H^2-\|...

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69
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### Any solution of an evolution problem tends to a steady state in $L^2$?

I have a general question. Suppose that we have the following simple evolution problem $\begin{cases} \dfrac{\partial u}{\partial t}-\Delta u=f(u), & (t,x)\in (0,\infty)\times\Omega\\ \dfrac{\...

1
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1
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79
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### Second order differentiability of solution operator to nonlinear boundary value problem

I am currently reading the paper [1]. The paper deals with the BVP:
\begin{align*}
\partial_t u - \Delta u + u(u-a) & = -qu \text{ in } ]0,T\mathclose[ \times \Omega \\[6pt]
\partial_{n}u & = ...

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### On improving the regularity of solutions to nonlinear parabolic pde

There's a common reasoning i have seen in many papers/books that work with parabolic pde's (most specifically in the context of geometric flows) but I can't fully grasp it. This reasoning is that to ...

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### Parabolic regularity for weak solution with $L^2$ data

I want to study the regularity of weak solutions $u\in C([0,T];L^2(\Omega))\cap H^1((0,T);L^2(\Omega))\cap L^2(0,T;H^1(\Omega))$ of the heat equation with Neumann boundary conditions:
$$\begin{cases}\...

3
votes

1
answer

204
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### $L^{\infty}$ estimate for heat equation with $L^2$ initial data

Is there a way to show in a relatively simple manner that for a Lipschitz bounded, connected, open domain $\Omega\subset\mathbb{R}^N$ for any $f\in L^2(\Omega)$ the solution of the problem:
$$\begin{...

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153
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### Does integration by parts formula hold in $H^1(0,T,L^2(\Omega))$?

Let $\Omega$ be an open set from $\mathbb{R}^N$. How can we prove that if $u,v\in H^1(0,T,L^2(\Omega))$ (in Bochner sense) then $(u\cdot v)'\in L^2(0,T,L^1(\Omega))$ with $(uv)'=u'v+v'u$ and the ...

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### Reference request: Solution to second order parabolic linear BVP belongs to $\mathcal{C}(0,T;H^1(\Omega))$

I am currently reading the paper [1]. In Theorem 3.1. b) the following boundary-value problem is given:
\begin{align*}
\partial_{t} y - \Delta y + g\cdot y = f \text{ in } ]0,T[ \times \Omega\\
...

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0
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108
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### Global existence for large data in $H^{-1/2}(\mathbb R)$ of viscous Burgers' equation with external forcing

First, a quick summary of what to know about viscous (or dissipative) Burgers' equation
$$ u_t-u_{xx}=(u^2)_x. \tag{1}\label{1}$$
Recall that $\dot H^{-1/2}(\mathbb R)$ is a scaling-critical Sobolev ...

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72
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### $T$ trace, then $Tg(u)=g(T(u))$ for all $u$ on $W^{1,p}$

The trace operator $T$ is defined for bounded domain $U$ with $C^1$ boundaries as the linear, continuous operator
$T: W^{1,p}(U) \rightarrow L^p(\partial U)$
such that
$$
Tu=u\;\text{ on }\partial U
$$...

1
vote

1
answer

110
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### Well-posedness of the linear parabolic equations with respect to the inhomogeneous term as well as the initial data

I already asked the question on MSE, and have tried to figure it out myself.
But the problem seems trickier than expected, so I guess MO is a better place to ask..
For the sake of completeness, I ...

3
votes

2
answers

267
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### Is the passage in argument of existence solution of PDE correct?

The passage below is from a fixed point argument in Wang's paper enter link description here pg 566. At the end of the $I_1$ calculation, it somehow makes the following estimate
$$C\|\phi\|_X (e^{-|x|^...

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0
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41
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### Characterising optimal majorising Lyapunov function for Markov semigroup

Fix a space $\mathcal{X}$, a Markov process on that space with infinitesimal generator $L$, and a positive function $g : \mathcal{X} \to \mathbf{R}_+$. I don't want to assume too much more about the ...

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### Trace-class heat semigroups

Let $(M,g)$ be a compact Riemannian manifold and $\Delta_g$ its Laplace operator.
Let $\varphi$ be a test function on $\mathbf{R}_{>0}$. We define the operator on, say, $L^2(M)$
$$T_{\varphi}(u) :=...

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### Heat kernel and estimates

In the article by Hairer-Labbe (A simple construction of the continuum
parabolic Anderson model on $\mathbb{R}^2$), they used the following "well known" fact (picture below) in holder spaces....

2
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### Can the regularity argument for the solution of a parabolic PDE in Pinsky's paper be generalized?

In this paper Pinsky shows existence, uniqueness and regularity for the problem
$$
u_t=\Delta u-a(x) u^p |\nabla u|^q
$$
where $a\in C^2( \mathbb{R}^d)$ satisfies the condition $ a(x)|\leq (1+|x|^2)^N$...

0
votes

1
answer

102
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### Estimative for Hessian of Heat Kernel in $\mathbb{R}^d$

We consider the heat kernel
$$
g :\mathbb R_{>0} \times \mathbb R^d \to \mathbb R, (t, x) \mapsto \frac{1}{(4\pi t)^{d/2}} \exp \bigg ( - \frac{|x|^2}{4t} \bigg ).
$$
The inequality (2.3) in this ...

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0
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### Parabolic equations and nonconvex domains

Is there a (system of) parabolic equation(s) where qualitative properties depend on whether or not the (say, smooth and bounded) domain $\Omega$ is convex? I am aware of a few cases where a proof ...

3
votes

2
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178
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### Heat equation with nonlocal boundary condition

$\newcommand{\R}{\mathbb R}$I am looking for any possible references (modelling, mathematical and numerical analysis, well-posedness, regularity, anything really!) for heat equation-like problems with ...

2
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0
answers

172
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### Regularity of linear Bellman equation

Let $f(x,t):B_1 \times [0,1] \to \mathbb{R}$ be Lipschitz function on both $x$ and $t$, $\varphi$ be Lipschitz function on both $x$ and $t$ on the parabolic boundary of $B_1 \times [0,1]$. Let $A$ be ...

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### Detailed estimate of the magnitude for the constant appearing in maximal regularity of the inhomogeneous heat equation

For any $T \in (0,\infty)$ and the $\mathbb{T}^3=(\mathbb{R}/\mathbb{Z})^3$ together with $1< p,q < \infty$, let us consider the following Cauchy problem:
\begin{equation}
\partial_t U - \alpha \...

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0
answers

93
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### Burgers' equation with viscosity: modulational analysis and energy estimates for large data

I think my question applies to many PDE that admit stationary solutions or travelling waves. I will simply describe the setting that I am more familiar with, but the technique is standard and applies ...

2
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0
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203
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### Conditions for an existence of smooth solution to a parabolic PDE

I'm interested to know the conditions of when the parabolic PDE ($U \subset \mathbb{R}^n$ is some bounded open subset):
\begin{equation*}
u_t - \sum_{i,j=1}^n(a^{ij}(x,t)u_{x_i})_{x_j} + \sum_{i=1}^nb^...

2
votes

0
answers

143
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### 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) ...

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0
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96
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### Scaling limit of a discrete analogue of the heat equation

For $f \in L^1 (\mathbb R^d)$, given $\varepsilon > 0$, define the function $T_\varepsilon f$ on $\mathbb R^d$ by
$$T_\varepsilon f(x) := \frac{1}{|B_\varepsilon (x)|} \int_{B_\varepsilon (x)} f(y) ...

5
votes

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168
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### Regularity of convergent flow of parabolic PDE (Fokker-Planck equation)

Consider the divergence-type 2nd order linear PDE on $\mathbb{R}^d$
$$\partial_t u_t = Lu_t := \nabla\cdot(u_t\,\nabla V)+\Delta u_t,$$
representing the Fokker-Planck evolution equation for the ...

1
vote

0
answers

125
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### Are weak solutions and mild solutions for linear parabolic equations equivalent in $L^{q}([0,T],L^p(\Omega))$ with $1<q<\infty$, $1<p \leq 6/5$?

I have looked through some MO and ME posts, and the common opinion is that weak and mild solutions are equivalent for "many" cases of linear parabolic equation.
However, detailed proofs can ...

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answers

153
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### 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 $C>0$ ...

1
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1
answer

309
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### Derivative of Wasserstein distance $W^p_p$ along solutions of the continuity equation (contradicting statements in different sources)

Let $(\rho^{(i)}_t,{\bf v}^{(i)}_t)$ for $i = 1,2$ be two solutions of the continuity equation $$\partial \rho^{(i)}_t + \nabla\cdot \left({\bf v}^{(i)}_t \rho^{(i)}_t\right) = 0 \label{1}\tag{1}$$ on ...

3
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### Are solutions of the forced Navier–Stokes equation less regular than those of the Stokes equation?

Let $\Omega \subset \mathbb R^3$ be a smooth, bounded domain and $T > 0$. Let us consider
\begin{align*}
\begin{cases}
u_t + \kappa (u \cdot \nabla) u = \Delta u + \nabla P + f(x, t), \quad \...

2
votes

0
answers

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### Verify the explicit solution formula for a degenerate Fokker-Planck equation $\partial_t u = \nabla\cdot(D\,\nabla u + Cxu)$

Consider the following degenerate Fokker-Planck equation in $\mathbb{R}^d$
$$\partial_t u = \nabla\cdot(D\,\nabla u + Cxu),\quad u(t=0) = u_0 \label{1}\tag{1}$$
where $D \in \mathbb{R}^{d \times d}$ ...

4
votes

1
answer

352
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### Caffarelli-Kohn-Nirenberg-type inequality with nonradial weight

The Caffarelli-Kohn-Nirenberg inequalities are a set of inequalities generalizing the Gagliardo-Nirenberg inequalities and are of the form
$$\||x|^\gamma u\|_{L^p} \leq C\||x|^\alpha \nabla u\|_{L^q}^...

3
votes

1
answer

218
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### Reference request: analysis of a nonlinear Fokker-Planck type equation

It is well-known that the linear Fokker-Planck equation (written in one space dimension for simplicity) $$\partial_t \rho = \partial_x \left(\rho_\infty \partial_x\left(\frac{\rho}{\rho_\infty}\right)\...

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0
answers

41
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### regularity theory of parabolic equations in Heisenberg group

I'm trying to understand if there are regularity results for mild solutions of partial differential equations in Heisenberg group. In this paper (Theorem 1.3 (iii) and proof of Theorem 1.1) the author ...

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39
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### Are there results of parabolic regularity in Heisenberg groups?

The $(2N +1)-$dimensional Heisenberg group $\mathbb{H}^N$ is the space $\mathbb{R}^{2N+1} = \left\{ (x,y, \tau ) \right\}\in \mathbb{R}^N \times \mathbb{R}^N \times \mathbb{R}$ equipped with the ...

1
vote

0
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38
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### Mixed boundary condition of parabolic equations

Let $ \Omega $ be a bounded and smooth domain in $ \mathbb{R}^n $. Assume that
$$
\partial\Omega=\partial\Omega_D\cup\partial\Omega_N,
$$
where $ \partial\Omega_D $ and $ \partial\Omega_N $ are ...

2
votes

0
answers

69
views

### $ \varepsilon $-regularity, harmonic maps vs harmonic heat flow

Let $ \Omega\subset\mathbb{R}^n $ be a bounded domain with smooth boundary and $ (N,h)\subset\mathbb{R}^L $ is a smooth compact Riemannian manifold. Consider the local minimizer $ u\in W^{1,2}(\Omega,...

1
vote

0
answers

88
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### $L^2(0,\infty;L^2(\Omega))$ estimate on solution of heat equation with Neumann boundary condition

Let $u$ be a solution of
$$u' - \Delta u = 0 \quad\text{on $\Omega$}$$
$$\partial_\nu u = 0\quad\text{in $\partial \Omega$}$$
$$u(t=0)=u_0\quad\text{on $\Omega$}$$
where $\Omega$ is a bounded ...

3
votes

1
answer

131
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### The function $H(x) =(4\pi t)^{-n/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}(1+|y|)^m\,dy$ attains its maximum in $x=0.$

In this paper, Lemma 6, Pinsky proves that $H(x) =(4\pi t)^{-n/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}(1+|y|)^m \, dy$ attains its maximum in $x=0.$ I didn't understand the proof very well, but ...