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.
32
questions
12
votes
1
answer
2k
views
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 ...
4
votes
0
answers
183
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 ...
12
votes
3
answers
2k
views
Alternative proof of Varadhan's formula on Riemann manifolds
Consider Varadhan's famous formula for the kernel of the heat equation on a manifold:
$$ \lim_{t \rightarrow 0} t \log h(t,x,y) = - \frac{d(x,y)^2}{4} .$$
I do not have access to his 1967 two papers,...
11
votes
1
answer
3k
views
Nash's paper on parabolic equations
I am currently studying the paper "CONTINUITY OF SOLUTIONS OF PARABOLIC AND ELLIPTIC EQUATIONS" by John Nash (cf. American Journal of Mathematics, Vol. 80, 1958, https://doi.org/2372841). ...
9
votes
3
answers
1k
views
Real analyticity of solution of heat equation
Consider the heat equation $\partial_t u - \Delta u = 0, u(0, x) = u_0$ on a complete (non-compact) Riemannian manifold $M$, may be even $\mathbb{R}^n$. I was wondering, what are some known sufficient ...
7
votes
1
answer
868
views
Weak parabolic maximum principle on Riemannian manifolds
I'm studying by myself Mean Curvature Flow and I'm reading the paper "Interior estimates for hypersurfaces moving by mean curvature" by Klaus Ecker and Gerhard Huisken, specifically, I'm ...
6
votes
1
answer
372
views
Does $E^{x,t}(f(X_T))$ solve a PDE if $f$ is not continuous?
Many books [see below for references] explore the connections between partial differential equations and expectation values.
Assume $X$ is a diffusion with generator $A$, then they conclude, that ...
5
votes
1
answer
403
views
Reference request: Optimal $L^p$-decay for nonhomogenous heat equation in $\mathbb R^d$
Let $u$ be a classical solution for the nonhomogeneous heat equation in $\mathbb R_+ \times\mathbb R^d$:
$$
\begin{cases}
\partial_tu(t,x)-\Delta u(t,x) = f(t,x), \\
u(0,x)=u_0(x).
\end{cases}
$$
...
5
votes
2
answers
344
views
Functional decaying under the heat flow (?)
Let $(M, g)$ be a compact Riemannian manifold and let $a$, $p$ be two real numbers greater than $1$.
For any positive function $v$, I set
$$
J(v) = \int_M \left|\nabla(v^a)\right|^p d\mu^g.
$$
...
5
votes
3
answers
451
views
Structure of sign changes under the heat flow
Let $f$ be a smooth function on $R^2$, and define $N_f$ to be the set of points $p$ such that the nodal set of $f$ ($\{x\in R^2: f(x)=0\}$) divided every neighborhood of $p$ into four regions. Indeed, ...
4
votes
1
answer
353
views
Contractivity of Neumann Laplacian
I have an intriguing and probably simple question: reading the articles and books of Wolfgang Arendt on semigroups of linear operators, I found on many places properties of the Neumann Laplacian.
In ...
4
votes
2
answers
438
views
Heat equation and evolution of number of critical points
Let $u_0$ be a smooth function on the unit sphere $S^1$ and assume that $u(t,x)$ is a smooth solution of the heat equation with initial data $u(0,x)=u_0(x)$. How one can apply the maximum principle to ...
4
votes
0
answers
141
views
Uniqueness of the "weak solution" to Fokker-Plank PDE
Let $C_b^2(\mathbb R_+)$ be the set of functions $f: \mathbb R_+\to\mathbb R$ s.t. $f, f' ,f''$ are bounded and $f(0)=0$. Consider a measurable function $p: \mathbb R_+^2\to\mathbb R_+$ satisfying
$$\...
4
votes
1
answer
334
views
Caffarelli-Kohn-Nirenberg-type inequality with nonradial weight
The Caffarelli-Kohn-Nirenberg inequalities are a set of inequalities generalizing the Gagliardo-Nirenberg inequalities and are of the form
$$\||x|^\gamma u\|_{L^p} \leq C\||x|^\alpha \nabla u\|_{L^q}^...
4
votes
0
answers
304
views
Banach's fixed point theorem for quasilinear parabolic PDEs
I have recently started reading into PDE theory, and came across the following question. Consider the PDE $$
\begin{cases}
\partial_t \rho = \Delta (\rho + \rho^2) & \text{ on } (0,T) \times \...
3
votes
1
answer
928
views
Where to learn about parabolic Hölder spaces and when to use them
Is there a good resource from where I can learn about parabolic Hölder spaces? I see quite a few different definitions of this space in different papers. I am clueless about why, for example, one may ...
3
votes
0
answers
243
views
Existence of solutions to a reaction-diffusion problem.
Consider the problem of finding a bounded classical solution $u:\mathbb{R}\times [0,T]\to\mathbb{R}$ (such that $u$ is continuous and $u_t$, $u_x$ and $u_{xx}$ exist and are continuous on $\mathbb{R}\...
3
votes
1
answer
322
views
Reference request: Schauder estimates for parabolic equations
Where can I find Schauder estimates for second order linear parabolic equations (in divergence form with potential)?
Any reference would be highly appreciated.
2
votes
0
answers
198
views
Dependency of fundamental solution on coefficients of heat equation
Let $b: \mathbb R_+\to\mathbb R_+$ and $\sigma: \mathbb R_+\times \mathbb R\to\mathbb R_+$ be Lipschitz and bounded. Assume further $\sigma$ is elliptic, i.e. $\inf_{(t,x)}\sigma(t,x)>0$. For each $...
2
votes
1
answer
300
views
Property so that $f(t)\equiv 0$ for all $t\geq T$ for some finite $T>0$?
Let $f:[0, \infty)\to [0, \infty)$ be non-decreasing and satisfy for all $t>t_{0}$, $$f(t)+C\int_{t_{0}}^{t}f^{\gamma}(s)ds\leq \frac{1}{t-t_{0}}\int_{t_{0}}^{t}f(s)ds,$$ where $0<\gamma<1$ ...
2
votes
1
answer
303
views
Parabolic PDE Long Time Asymptotics and Elliptic Operator Spectrum
How does one show directly that the solution following parabolic partial differential equation (PDE) of $p(t,v)$ approaches its stationary solution which is a solution of an elliptic partial ...
2
votes
1
answer
3k
views
A comparison principle for parabolic equation
(Crossposted from https://math.stackexchange.com/questions/757672/how-to-prove-comparison-principle-for-parabolic-pde-nonlinear)
Suppose $F:\mathbb{R} \to \mathbb{R}$ is smooth with $F(x) > 0$ for ...
2
votes
1
answer
314
views
Why is this test function admissible? [Paper explanation]
Reading Non-linear Elliptic and Parabolic Equations Involving Measure Data by Boccardo$\&$Gallouet , I had trouble understanding the following:
Why is $\psi(u_n)\chi_{(0,t)}$ admissible as a ...
1
vote
1
answer
169
views
Parabolic PDE Long Time Asymptotics and Elliptic Operator Spectrum II
This is a follow-up on a previous question. Now the parabolic PDE of $P(t,x,v)$ has two spatial dimensions.
$$
\partial_t P = L^* P \tag1
$$
$$L^*P = \frac12\left(\kappa^2\frac{\partial^2}{\partial v^...
1
vote
1
answer
581
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
0
answers
99
views
Confusion optimal control abuse notation
I'm currently reading this paper describing a numerical scheme for the approximating optimal policy of a stochastic control problem. However, I run into a confusion directly on the first page where ...
1
vote
0
answers
99
views
Classical solution to logarithmic diffusion equation
Consider the one-dimensional logarithmic diffusion equation for $u: \mathbb R_+ \times [0,1]\ni (t,x)\to u(t,x)\in \mathbb R$ :
$$(\ast)\quad\quad
\begin{cases}
2u_t = \big(\log(u)\big)_{xx} & \...
1
vote
0
answers
103
views
Uniqueness of the solution to some parabolic PDE
Consider the system
$$
\begin{eqnarray}
\partial_t p(t,x) + b(t)\partial_x p(t,x) - \partial_{xx}^2\left(\frac{\sigma(t,x)^2p(t,x)}{2\big(1+\alpha(t)\big)^2}\right) &=& 0, & \forall t>0,...
1
vote
0
answers
67
views
Existence of a classical solution to some linear parabolic PDE with Dirichlet condition
Consider the following parabolic PDE (Fokker-Planck equation) for $u: \mathbb R_+\times\mathbb R_+ \to\mathbb R$:
$$\partial_t u(t,x) = \frac{1}{2(1+q(t))}\partial^2_{xx}\big(a(t,x)u(t,x)\big)-\frac{1}...
0
votes
1
answer
101
views
Estimative for Hessian of Heat Kernel in $\mathbb{R}^d$
We consider the heat kernel
$$
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 ).
$$
The inequality (2.3) in this ...
0
votes
0
answers
478
views
Solving a parabolic PDE with boundary conditions given over ranges
How can one solve a Parabolic PDE (like the wave or diffusion equations) if the boundary conditions were given over ranges?
Here is an example: How to solve the equation $u_{xx}+u_{yy}-\alpha^{2}u_{t}...
0
votes
1
answer
624
views
Green's functions/fundamental solution to a non-constant coefficients pde
We already know the relationship between Green's function and solution to elliptic partial differential equation, i.e $$u(y)=\int_{\partial \Omega}u\frac{\partial G}{\partial n} ds+\int_\Omega G\Delta ...