# 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.

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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 ...
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### Pointwise estimate of solutions to the parabolic equation with a monotonic drift

I wonder for a parabolic equation $$u_t+(a(t,x)u)_x= u_{xx},$$ if we know that $a(t,x)$ is monotonic decreasing in $x$ with $a(t,-\infty)=C_L, a(t,+\infty)=C_R$, $C_L>C_R\geq 0$, are there results ...
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### Reaction-diffusion systems treated as dynamical systems

I wonder if there is a good reference on reaction-diffusion systems on $\mathbb{R}^N$, that treats them as dynamical systems. I have the book of Alain Haraux – Systèmes dynamiques dissipatifs et ...
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### While doing Lp estimates, is the constant C monotonically increasing with respect to the parameters it depends on?

For example, consider the third boundary value problem: \begin{align} &\frac{\partial u}{\partial t}-\sum_{i,j=1}^n a_{ij}(x,t) \frac{\partial^2 u}{\partial x_i \partial x_j} + \sum_{i=1}^n ...
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### Existence and uniqueness for fractional parabolic equation with transport term

Let us consider the problem \begin{equation} \begin{cases} u_t+(-\Delta)^{\sigma}u+\mathrm{div}(a(t,x)u) = 0 & \text{in } \mathbb{R}^n \times [0, T) \\ u(x,0)=u_0(x) & \text{in } \...
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### Spectrum of an elliptic operator in divergence form with a reflecting boundary condition

Let $\Omega$ be a bounded open domain and $v:\Omega\to\mathbb{R}^n$. Consider the following elliptic operator in divergence form, defined on smooth functions $u: \Omega \to \mathbb{R}$ \begin{align} L ...
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### Rigorous energy estimate for advection-diffusion equation

Let $a \in L^q([0,T];L^p(\mathbb R^N))$ with $2/q + N/p \le 1$ and $q \in [2,\infty), p \in (N,\infty) \text{ if } N \ge 2$ $q \in [2,4], p \in [2,\infty] \text{ if } N = 1$ and consider the ...
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### 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 ...
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### Forwards Feynman–Kac formula

This might be a simple question, but I'm having trouble with it. Consider the Cauchy problem with final condition. \begin{equation} \begin{cases} \frac{\partial u}{\partial t}(t,x) + \mathcal{L}u(t,x) ...
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### Looking for a reference or the procedure on how to solve the parabolic equation with $L^2$-weight

Let $\zeta, u_0\in L^2(\Omega)$, with $\zeta \geq 0$ and $\Omega\subset \Bbb R^d$ open and bounded. \begin{equation}\label{Star-3.7} \begin{cases} \partial_t u -\Delta u + \zeta u=0 &\mbox{ in }\...
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### Wellposedness of semilinear fractional heat equation

Do you have a reference on the wellposedness of the problem \begin{align*} \begin{cases} u_t + (-\Delta)^su = f(u) \qquad & (t,x) \in (0,+\infty) \times (0,1) \\ u(0,\cdot) = u_0 & x \in (0,1)...
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### Equation $u_t - u_{tx} - u_{xx} = 0$

Consider the following heat equation with a perturbation given by a second order mixed derivative: $$u_t - u_{tx} - u_{xx} = 0$$ Does this equation have a name? How can one prove a wellposedness ...
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### Estimate in vanishing viscosity for the difference $\Vert u^\epsilon - u^\eta \Vert_{L^2(\mathbb R^N)}$

Consider the following advection-diffusion equation $$\begin{cases} u^\epsilon_t + f(u^\epsilon)_x = \epsilon \Delta u^\epsilon\\ u^\epsilon(0,\cdot) = u_0, \end{cases}$$ How can one prove an ...
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### Modified energy method for transformed Fokker-Planck equation (tricky integration by parts…)

I came across Villani's paper titled "Hypocoercive diffusion operators" and couldn't figure out a computation that is skipped in that paper. Specifically, consider the following transformed ...
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### Reference to log-transition-density of a diffusion process

Consider the scalar diffusion $X=(X_t)_{t\geq 0}$ given by $$\mathrm{d}X_t \ = \ b(X_t)\,\mathrm{d}t \ + \ \sigma(X_t)\,\mathrm{d}B_t, \qquad X_0=\xi,$$ with $b$, $\sigma$ smooth, $\xi$ absolutely ...
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### 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\...
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### Is there a better reference for existence/regularity for parabolic PDEs (and systems) than the book of Ladyzenskaja, Solonnikov, Uralceva?

The book of Ladyzenskaja, Solonnikov, Uralceva contains almost everything most people need yet the typesetting and notation is disgusting to the eye. Is there any better text that covers the same type ...
Consider the free boundary problem $$\min\{u_t - u_{xx} -1, u \} = 0 \qquad \text{ in } (0,T)\times (-1,1) \\ u(0,\cdot) = 0 \qquad \text{ in } (-1,1)\\ u(\cdot, -1) = u(\cdot, 1) = 0 \qquad \... 0answers 32 views ### classical solution of nondegenerate HJB equation Let b\in C(\mathbb R) and L \in C_b^2(\mathbb R). Consider an equation$$v_t (x, t) + \inf_{a\in A} \{b(a) v_x(x, t) + a^2 \} + v_{xx}(x, t) + L(x) = 0, \hbox{ on } \mathbb R \times (0, 1)$$with ... 0answers 68 views ### improved regularization for \lambda-convex gradient flows It is well-known that gradient-flows of convex functionals are "parabolic" in some vague sense, and accordingly solutions tend to regularize instataneously. In the abstract context of gradient flows ... 0answers 68 views ### Solution existence for two-dimensional parabolic PDEs I am looking for a solution (f,g) \in C^{1,2}([0;T]\times\mathbb R;\mathbb R^2) to the following PDE system$$ f_t(t,x) + a_1(t,x) f_x(t,x) + a_2(t,x) f_{xx}(t,x) - b_1 f(t,x)^2 + c(t) g(t,x) - d(t,...
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 ...