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.
491
questions
4
votes
1
answer
260
views
Elliptic regularity when the Lagrangian is possibly infinite
I want to solve variational problems of the form
$$\inf_u \int_{-1}^1 \phi(u'(x)) \text{ with } u(-1)=u(1) = 0,$$
where $\phi(p)$ is convex and is allowed to take on the value $+\infty$ for some ...
0
votes
0
answers
34
views
Is the time of solution shorter as the initial data increases?
I'm reading the book superlinear parabolic problems and I came across the following situation twice: given two initial data $u_0$ and $\underline{u_0}$ with $u_0\geq \underline{u_0}$, $u_0\neq \...
2
votes
0
answers
85
views
Continuity of the entropy of the solution of a parabolic PDE at $t=0$
Consider the following initial value problem for a parabolic PDE :
$$\begin{cases}
\textrm{div}\big(A\,\nabla u(t,x) + b(x)\, u(t,x)\big) \,=\,\partial_t u(t,x) \quad x\in\mathbb R^d\,,\ t>0 \\[4pt]...
2
votes
2
answers
297
views
Solution of parabolic partial differential equation using singular perturbation method
Consider the following parabolic partial differential equation (PDE)
\begin{align}
\label{eq:42}
\left(\cos\psi \frac{\partial}{\partial r} + \frac{\gamma}{r} \sin\psi \frac{\partial}{\partial \psi} + ...
4
votes
0
answers
173
views
$L^\infty$ solutions for parabolic Neumann problem (heat equation)
Consider the heat equation on a (smooth) domain in $\mathbb{R}^n$ with homogeneous Neumann BCs:
$$u_t - \Delta u = f$$
$$\partial_\nu u = 0$$
$$u|_{t=0} = u_0$$
where $f \in L^p(0,T;L^r(\Omega))$ and $...
4
votes
1
answer
354
views
Contractivity of Neumann Laplacian
I have an intriguing and probably simple question: reading the articles and books of Wolfgang Arendt on semigroups of linear operators, I found on many places properties of the Neumann Laplacian.
In ...
1
vote
0
answers
72
views
Hypoellipticity of a heat-like parabolic operator on Riemannian manifolds - reference request
Let $(M,g)$ be a Riemannian manifold and $L$ be a differential operator on $M$, with smooth coefficients, such that its symbol be $g$ (a "generalized Laplacian").
Where can I find proved ...
3
votes
0
answers
49
views
Conditions of parameters to have bounded solution of Dynkin's equation in exit problem
Consider the following Dynkin’s equation in exit problem defined on unit disk $D_1(0)$
\begin{align}
\left(\cos\psi \frac{\partial}{\partial r} + \frac{\gamma-1}{r} \sin\psi \frac{\partial}{\partial\...
3
votes
1
answer
420
views
Lax-Milgram and the existence of solution to parabolic equation
I think it is standard and common to use Lax-Milgram theorem to prove the existence of solution to elliptic equation. However, can we use it to establish the existence of parabolic equation? I do not ...
2
votes
0
answers
156
views
Existence and properties of the solution of a type of PDE
In doing optimal control of Parabolic PDE's we often have to solve a problem like this:
$$\begin{cases} \dfrac{\partial y}{\partial t}-d\Delta y(t,x)=f(y(t,x),p(t,x)) & (t,x)\in (0,T)\times\Omega ...
0
votes
0
answers
89
views
Results about Schrödinger equations
Does anyone know any paper or book that deals with Schrodinger equations, specifically on asymptotic properties like blowup or limitation of solution when time goes to infinity using Schrödinger ...
1
vote
0
answers
235
views
Regularity of a Fokker-Planck PDE with unbounded coefficient
Let $A$ be a positive definite symmetric matrix, let $b\in C^1(\mathbb R^d\!\times\!(0,\infty))\cap C(\mathbb R^d\!\times\![0,\infty))$ taking values in $\mathbb R^d$. Consider the parabolic PDE
$$ \...
3
votes
0
answers
159
views
Does the weak formulation of a parabolic PDE applies to a (good) non-test function?
Let $\rho:\mathbb R^d\times[0,\infty)\to(0,\infty)$ such that $\int \rho_t(x)\,dx=1$ for all $t\geq0\,$, $\rho$ is Holder-continuous (in both variables) and $\rho_t\in W^{1,1}(\mathbb R^d)$ for a.e. $...
5
votes
1
answer
259
views
Connecting PDE notions for functions $[0,T] \to (\Omega \to \mathbb{R})$ to related notions for functions $[0,T] \times \Omega \to \mathbb{R}$
Fix $\Omega \subseteq \mathbb{R}^N$ a bounded domain (of whatever smoothness you end up needing, let's say $C^1$ domain for definiteness) and fix some $0 <T < \infty$. In considering evolution ...
2
votes
1
answer
136
views
Mean value formula for fractional heat equation
For the solution $u(z) = u(t,x)$ of the heat equation $u_t -\Delta u = 0$ we have
$$u(z_0) = \int_{\Omega_r(z_0)}u(z) K_r(z_0-z) dz,$$
where $$\Omega_r(z_0) = \left\{z \in \mathbb{R}^{N+1}: \Gamma(z_0-...
3
votes
0
answers
124
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
0
answers
33
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 ...
4
votes
1
answer
239
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 books of Alain Haraux – Systèmes dynamiques dissipatifs et ...
0
votes
1
answer
428
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?
$$
\int_0^R \sup_{-T<t<T} \int_{S_r} |u(\sigma ,t)|^2 \ d \sigma \ dr = \sup_{-T<t<T}\int_0^R \int_{...
2
votes
0
answers
79
views
Decay rate of transition density of a SDE system
Consider the following SDE system
$$dx_t = b(y_t)dt + dw^1_t, \quad dy_t = dw^2_t.$$
Here the drift $b(\cdot)$ is a smooth function that may decay slowly. For example, $|b(x)| \le C/|x|^\sigma$ for ...
2
votes
1
answer
413
views
Generalized Fokker-Planck equation
Consider the diffusion process
$$
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 ...
1
vote
0
answers
73
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
0
answers
35
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
1
answer
154
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
0
answers
89
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
1
answer
196
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
1
answer
413
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) ...
2
votes
2
answers
236
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
0
answers
63
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
1
answer
326
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
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
54
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
1
answer
88
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
$$\Vert u(t,\cdot) \Vert_{L^2(\mathbb R)} + 2\int_0^t \Vert u_x(s,\cdot) \Vert_{L^2} ds \le \Vert u(0,\cdot) \Vert_{L^2(\mathbb R)}.$$...
6
votes
1
answer
215
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
0
answers
118
views
Positivity of solution for Fisher-Kolmogorov Equation
How can we prove that if $y=y(t,x)$ is the solution of the problem:
$$\begin{cases} \dfrac{\partial y}{\partial t}(t,x)-d\Delta y(t,x)=r(x)y(t,x)-\rho(x) y^2(t,x),\ (t,x)\in (0,T)\times \Omega \\ \...
3
votes
1
answer
199
views
Parabolic Sobolev inequality in Sobolev mixed norm spaces
Assume $p,q\in (1,\infty)$, $r\in [p,\infty)$, $s\in [q,\infty)$ and
$$
1<\frac{d}{p}+\frac{2}{q}=1+\frac{d}{r}+\frac{2}{s}.
$$
Let $u\in C_c^\infty((0,1)\times B_1)$, where $B_1=\{x\in \mathbb{R}^...
4
votes
2
answers
218
views
Looking for a reference or the procedure on how to solve the parabolic equation with $L^2$-weight
Let $\zeta, u_0\in L^2(\Omega)$, with $\zeta \geq 0$ and $\Omega\subset \Bbb R^d$ open and bounded.
\begin{equation}\label{Star-3.7}
\begin{cases}
\partial_t u -\Delta u + \zeta u=0 &\mbox{ in }\...
0
votes
0
answers
52
views
$L^p$ estimate for perturbed heat equation
Let us consider the heat equation
$$
\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}
$$
where $f \in C^\...
1
vote
0
answers
52
views
When is a solution concept sensible?
For many parabolic PDE (systems), one has to weaken the solution concept in order to obtain global solutions. Apart from classical solutions, the most known concept is surely that of weak solutions, ...
6
votes
0
answers
200
views
Interior regularity for parabolic systems in divergence form
Let $\Omega \subset \mathbb R^n$, $n \in \mathbb N$, be a smooth, bounded domain. Suppose $N \in \mathbb N$, $D \subset \mathbb R^N$ and that $a_{ij} : D \to \mathbb R$ are smooth for $i, j \in \{1, \...
1
vote
0
answers
92
views
Time dependent reaction-diffusion semigroup
I'm interested in the following linear reaction-diffusion equation
\begin{align*}
&\partial_tu(t,x) = \sigma(t)\Delta u(t,x),\\
& u(0)=u_0\in X
\end{align*}
where $X$ is a Banach space and $\...
4
votes
0
answers
100
views
Global existence of $L^p$-solutions to a quasilinear diffusion equation
We consider the diffusion problem
$$\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}$$
for functions $u \colon [0,T] \times \mathbb{...
1
vote
0
answers
47
views
Do the solutions of parabolic PDE problems with different initial conditions converge to each other?
Let's say we have a parabolic PDE system:
$$
(PDE) \hspace{0.5cm} u_t+f(u)_x=\mu \cdot u_{xx},
$$
where $x \in A \subseteq \mathbb{R}$, $t \in [0,T]$ and $u \in \mathbb{R}^n, \: n\geq 2$. And let's ...
2
votes
0
answers
83
views
Changing a little assumptions in famous paper Vanishing viscosity solutions of nonlinear hyperbolic systems?
The question that I hope to find some answer here is: do the results from
Bianchini, Bressan, Vanishing viscosity solutions of nonlinear hyperbolic systems, 2005
paper still apply if we change a ...
1
vote
0
answers
85
views
Reference request: existence/uniqueness of solutions to convection diffusion equations
I am looking for a reference wherein existence and uniqueness results are proven for a system of PDEs of the form
$$
\frac{\partial Q}{\partial t} + A \frac{\partial Q}{\partial x} = f(Q,x,t) + \frac{...
2
votes
0
answers
51
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
0
answers
357
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
0
answers
94
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
0
answers
86
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
0
answers
117
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(...