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.
330
questions
3
votes
0answers
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 ...
1
vote
0answers
26 views
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 ...
3
votes
1answer
79 views
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 ...
0
votes
1answer
54 views
Interchange of integration and supremum
Let $u \in C^0(-T,T; L^2(B_R))$ be a measurable function, then is the following true?
$$
\int_0^R \sup_{-T<t<T} \int_{S_r} |u(\sigma ,t)|^2 \ d \sigma \ dr = \sup_{-T<t<T}\int_0^R \int_{...
2
votes
0answers
57 views
Decay rate of transition density of a SDE system
Consider the following SDE system
$$dx_t = b(y_t)dt + dw^1_t, \quad dy_t = dw^2_t.$$
Here the drift $b(\cdot)$ is a smooth function that may decay slowly. For example, $|b(x)| \le C/|x|^\sigma$ for ...
2
votes
1answer
59 views
Generalized Fokker-Planck equation
Consider the diffusion process
$$
d X = \mu(X, t) dt + \sigma(X, t) dY.
$$
When $Y$ is a Brownian motion, we know that the density follows the Fokker-Planck equation. Here I'm considering the general ...
0
votes
0answers
41 views
Fractional heat equation and analyticity
Consider the problem
$$
\begin{cases}
u_t + (-\Delta)^s u = 0 & \text{ in } \Omega \times (0,\infty) \\
u(x,t) = 0 & \text{ in } (\mathbb R^n \setminus \Omega ) \times (0,\infty) \\
u(\cdot,0) ...
1
vote
0answers
57 views
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 ...
1
vote
0answers
28 views
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 } \...
5
votes
1answer
67 views
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 ...
0
votes
0answers
42 views
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 ...
2
votes
1answer
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
1answer
147 views
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) ...
1
vote
1answer
106 views
Heat flow derivative of entropy
In a 1966 paper (Speed of Approach to Equilibrium for Kac's Caricature of a Maxwellian Gas, Arch. Rational Mech. Anal., Vol. 21), McKean seems to suggest that the successive derivatives of entropy $H (...
2
votes
0answers
40 views
Hypoellipticity or parabolic regularity for vector bundles
Let $E \to M$ be a Hermitian vector bundle (of finite rank) over a Riemannian manifold (not necessarily compact). Let $H : \Gamma(E) \to \Gamma(E)$ be a differential operator with smooth coefficients ...
3
votes
1answer
109 views
Neumann/Robin Laplacian semigroup well-known estimate
Let $\Delta_R:D(\Delta_R)\to L^2(\Omega)$ the Robin Laplacian defined on:
$$D(\Delta_R)=\left\{u\in H^1(\Omega)\ \big |\ \Delta u\in L^2(\Omega),\ \dfrac{\partial u}{\partial\nu}+bu=0 \ \text{on}\ \...
1
vote
1answer
98 views
Estimates of fractional heat kernel
Is there any estimate available for the derivatives of the fractional heat kernel? Estimates on the kernel itself are at this link.
Also is any estimate available if we consider the problem with ...
1
vote
0answers
39 views
Regularity and existence linear parabolic fractional equation
\begin{equation}
\begin{cases}
a(x, t)u_t+(-\Delta)^{\sigma}u+b(x,t)u=f(x,t), & \text{in } \mathbb{R}^n \times [0, T) \\
u(x,0)=u_0(x), & \text{in } \mathbb{R}^n
\end{cases}
\end{...
0
votes
1answer
73 views
Does $\int_0^t \Vert u_x(s,\cdot) \Vert_{L^2} ds \le C$ imply $\Vert u_x (t,\cdot) \Vert_{L^2(\mathbb R)} \le C$ in the heat equation?
For the parabolic equation
$$u_t + f(u)_x - u_{xx} = 0$$
one has
$$\Vert u(t,\cdot) \Vert_{L^2(\mathbb R)} + 2\int_0^t \Vert u_x(s,\cdot) \Vert_{L^2} ds \le \Vert u(0,\cdot) \Vert_{L^2(\mathbb R)}.$$...
4
votes
0answers
60 views
Intersection of self-shrinkers
I have a problem regarding a statement in the paper Smooth compactness of self-shrinkers by Colding and Minicozzi.
In the article, they define a surface $\Sigma$ in $\mathbb R^3$ to be a self-shrinker ...
0
votes
0answers
98 views
Positivity of solution for Fisher-Kolmogorov Equation
How can we prove that if $y=y(t,x)$ is the solution of the problem:
$$\begin{cases} \dfrac{\partial y}{\partial t}(t,x)-d\Delta y(t,x)=r(x)y(t,x)-\rho(x) y^2(t,x),\ (t,x)\in (0,T)\times \Omega \\ \...
1
vote
0answers
35 views
Parabolic Sobolev inequality in Sobolev mixed norm spaces
Assume $p,q\in (1,\infty)$, $r\in [p,\infty)$, $s\in [q,\infty)$ and
$$
1<\frac{d}{p}+\frac{2}{q}=1+\frac{d}{r}+\frac{2}{s}.
$$
Let $u\in C_c^\infty((0,1)\times B_1)$, where $B_1=\{x\in \mathbb{R}^...
3
votes
2answers
134 views
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 }\...
0
votes
0answers
82 views
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)...
0
votes
0answers
45 views
$L^p$ estimate for perturbed heat equation
Let us consider the heat equation
$$
\begin{cases}
u_t + f(u)_x - u_{xx} = 0 & x \in (-1,1), \quad t >0\\
u(t,-1) = a(t), \\
u(t,1) = b(t), \\
u(0,x) = u_0(x)
\end{cases}
$$
where $f \in C^\...
0
votes
0answers
15 views
Bound for the time derivative of a parabolic equation ith Neumann boundary condition
Dears,
I was wondering how to get an upper bound for the time derivative of the following PDE, (parabolic with Neumann boundary condition), for example in the segmant $[0,a]$:
$$\partial_tu- \sigma(t,...
1
vote
0answers
37 views
When is a solution concept sensible?
For many parabolic PDE (systems), one has to weaken the solution concept in order to obtain global solutions. Apart from classical solutions, the most known concept is surely that of weak solutions, ...
4
votes
0answers
48 views
Interior regularity for parabolic systems in divergence form
Let $\Omega \subset \mathbb R^n$, $n \in \mathbb N$, be a smooth, bounded domain. Suppose $N \in \mathbb N$, $D \subset \mathbb R^N$ and that $a_{ij} : D \to \mathbb R$ are smooth for $i, j \in \{1, \...
1
vote
0answers
45 views
Time dependent reaction-diffusion semigroup
I'm interested in the following linear reaction-diffusion equation
\begin{align*}
&\partial_tu(t,x) = \sigma(t)\Delta u(t,x),\\
& u(0)=u_0\in X
\end{align*}
where $X$ is a Banach space and $\...
4
votes
0answers
75 views
Global existence of $L^p$-solutions to a quasilinear diffusion equation
We consider the diffusion problem
$$\begin{cases}
\partial_t u = \nabla \cdot (a(u)\nabla u), \quad t>0, x \in \mathbb{R}^n \\
u(0) = u_0
\end{cases}$$
for functions $u \colon [0,T] \times \mathbb{...
1
vote
0answers
38 views
Do the solutions of parabolic PDE problems with different initial conditions converge to each other?
Let's say we have a parabolic PDE system:
$$
(PDE) \hspace{0.5cm} u_t+f(u)_x=\mu \cdot u_{xx},
$$
where $x \in A \subseteq \mathbb{R}$, $t \in [0,T]$ and $u \in \mathbb{R}^n, \: n\geq 2$. And let's ...
2
votes
0answers
63 views
Changing a little assumptions in famous paper Vanishing viscosity solutions of nonlinear hyperbolic systems?
The question that I hope to find some answer here is: do the results from
Bianchini, Bressan, Vanishing viscosity solutions of nonlinear hyperbolic systems, 2005
paper still apply if we change a ...
1
vote
0answers
45 views
Reference request: existence/uniqueness of solutions to convection diffusion equations
I am looking for a reference wherein existence and uniqueness results are proven for a system of PDEs of the form
$$
\frac{\partial Q}{\partial t} + A \frac{\partial Q}{\partial x} = f(Q,x,t) + \frac{...
2
votes
0answers
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
0answers
123 views
A question in Sobolev spaces involving time
Let $X$ be a Banach space, we understand $L^1(0, T, X)$ is the space of strongly measurable functions from $[0, T]$ valued in $X$, that is integrable. Assume ${\bf u}\in L^1(0, T, X)$, we say ${\bf v}\...
0
votes
0answers
77 views
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 ...
2
votes
0answers
73 views
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 ...
1
vote
0answers
73 views
Perturbation in the equation $u_t=\epsilon Pu$, where $P$ is an elliptic partial differential operator
Let $Pu=\sum_{ij} \partial_j(a_{ij}(x) \partial_{i} u)$ be an elliptic operator. Consider the equation
$$
(u=u_\epsilon)\\
\partial_t u=\epsilon Pu \text{ in } \mathbb R^+ \times \Omega,\\
u(0,x)=u_0(...
5
votes
1answer
111 views
Why is density and separability needed for uniqueness of weak (time) derivatives?
Let $X,Y$ be Banach spaces with $X \subset Y$. Recall that $u \in L^1(0,T;X)$ has weak derivative $g \in L^1(0,T;Y)$ if
$$\int_0^T u(t)\phi'(t) = -\int_0^T g(t)\phi(t) \qquad\forall \phi \in C_c^\...
12
votes
1answer
643 views
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 ...
1
vote
0answers
54 views
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 ...
2
votes
0answers
58 views
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\...
0
votes
0answers
89 views
When linear strongly elliptic operators are invertible?
I am studying Pazy's book "Semigroups of Linear Operators and Applications to Partial Differential Equations" and when considering an operator like:
A linear differential operator, $$A : W^{...
1
vote
1answer
116 views
first order derivative of the parabolic equation
Assume $b, \ell \in C_b^{1,2}(\mathbb R^2)$. We consider parabolic PDE
$$(P1)\quad \partial_t v = b \partial_x v + \partial_{xx} v + \ell, \ \forall (t, x) \in \mathbb R^+\times \mathbb R; \quad v(0, ...
3
votes
0answers
78 views
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 ...
2
votes
1answer
82 views
Explicit solution of a free boundary problem for heat equation
Consider the free boundary problem
$$
\min\{u_t - u_{xx} -1, u \} = 0 \qquad \text{ in } (0,T)\times (-1,1) \\
u(0,\cdot) = 0 \qquad \text{ in } (-1,1)\\
u(\cdot, -1) = u(\cdot, 1) = 0 \qquad \...
1
vote
0answers
32 views
classical solution of nondegenerate HJB equation
Let $b\in C(\mathbb R)$ and $L \in C_b^2(\mathbb R)$. Consider an equation
$$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)$$
with ...
2
votes
0answers
68 views
improved regularization for $\lambda$-convex gradient flows
It is well-known that gradient-flows of convex functionals are "parabolic" in some vague sense, and accordingly solutions tend to regularize instataneously. In the abstract context of gradient flows ...
1
vote
0answers
68 views
Solution existence for two-dimensional parabolic PDEs
I am looking for a solution $(f,g) \in C^{1,2}([0;T]\times\mathbb R;\mathbb R^2)$ to the following PDE system
$$
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,...
5
votes
1answer
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 ...
