Questions on "Partial Differential Equations", as opposed to "ordinary differential equations".

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16
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357 views

On the Constant Rank Theorem and the Frobenius Theorem for differential equations.

Recently I was reading chapter $4$ (p. $60$) of The Implicit Function Theorem: History, Theorem, and Applications (By Steven George Krantz, Harold R. Parks) on proof's of the equivalence of the ...
14
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282 views

Gradient Estimate - Question about Inequality vs. Equality sign in one part

$\DeclareMathOperator{\diam}{diam}\newcommand{\norm}[1]{\lVert#1\rVert}\newcommand{\abs}[1]{\lvert#1\rvert}$For $u \in C^{1}(\overline{\Omega})$, for $\Omega\subset \subset \mathbb{R^{n}}$ a bounded ...
13
votes
0answers
139 views

Level sets of solution to Nonlinear PDE

I work on Stochastic Control theory and BSDE's for my research. In my research, I characterized the set I am interested in as the level set of a function which is a viscosity solution to nonlinear PDE ...
11
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153 views

Regularity of PDEs, general question (Example: Kolmogorov equation)

Let us consider a differential operator $L$ and the PDE $$Lu=0$$ with some boundary conditions (assume Neumann conditions). For example, Kolmogorov's equation $$(1) \quad Lu(t,x) = \partial_t u(t,x) + ...
10
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155 views

Question about boundedness of a sequence in $ W^{3,q} $ for any $ 1\leq q < \frac{N}{N-1} $

I have asked this question several months ago, I have understood every thing and there are good comments and they have helped me , but only I have a question about tomas comment, how can ...
9
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0answers
200 views

$\int\limits_{\Omega}{uvdx}<\infty,\forall v\in H_0^1(\Omega)$ implies $u\in L^{6/5}(\Omega)$

Let $d=3$ and $\Omega\subset \mathbb R^d$ is a bounded Lipschitz domain and $u$ is a measurable function. A sufficient condition for the integral $\int\limits_{\Omega}{uvdx}<\infty,\forall v\in ...
9
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178 views

Half Solved: A problem on the heat operator not being elliptic with a weakened version of elliptic regularity

I should first mention this: in my studies of Sobolev spaces I have completed all the questions of chapter 9 from Folland's real analysis with the help of this site and this is my last one, which is ...
9
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216 views

prove or disprove an inequality on bounds of derivatives for radial functions

Suppose $f$ is a radial function, i.e., $f(x)=f(|x|)$, and $f \in C^\infty(\bar{B})$, where $\bar{B}$ is the closure of the unit ball in $\mathbb{R}^n$. Prove or disprove the following. Given any ...
9
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193 views

Energy inequalities with negative sobolev number.

Let $\phi\in H^{s}$ such that the following energy inequality is true: $$\|\phi(t,\cdot)\|_s \le\int^t_0 C \| P\phi(t,\cdot)\|_s \, dt $$ where $P$ is a strictly hyperbolic linear operator. For ...
9
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439 views

How to solve a time-dependent Schrodinger equation in periodic Dirac delta potential

I'm trying to solve a 1D time-dependent Schrodinger equation: $$ i\frac{\partial \psi(x,t)}{\partial t}=\left[-\frac{1}{2} \frac{\partial^2}{\partial x^2}+V(x)+F(t)*x\right]\psi(x,t) $$ where $V(x)$ ...
9
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191 views

$W^{1,p} $ and $W^{2,p}$ Estimates.

In the beginning of section 4 in here the author says that one can easily adapt the methods in the preceding section to obtain $W^{1,p}$ estimate. I'm trying to do this. I think the following: the ...
8
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0answers
69 views

Why is a PDE a submanifold (and not just a subset)?

I struggle a bit with understanding the idea behind the definition of a PDE on a fibred manifold. Let $\pi: E \to M$ be a smooth locally trivial fibre bundle. In Gromovs words a partial differential ...
8
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0answers
233 views

Uniqueness of solutions to $u_{tt} - c^{2}u_{xxxx} + au_{t} = 0$

The problem I am working on is to show that there is a unique compactly supported solution to the PDE $u_{tt} - c^{2}u_{xxxx} + au_{t} = 0$, $(x, t) \in \mathbb{R} \times [0, \infty)$ with $u(x, 0)= ...
7
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184 views

The study of the properties of the solution of Heat equation.

I am studying the following basic heat equation. (All notations follows Evans book) \begin{align} u_t -\Delta u =0 &\text{ in }\mathbb R^2\times(0,\infty)\\ u=u_0 &\text{ on }\mathbb ...
7
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215 views

Regularity of a weak solution

The problem is formulated as follows: Let $\Omega\subset\mathbb{R}^2$ a bounded Lipschitz domain. For $u\in L_2(\Omega)$ one can define the one dimensional weak dirivative $\partial_1 u$. Now define ...
7
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76 views

Monotonic convergence of Newton's method for boundary value problems

I’m interested in solving nonlinear elliptic boundary value problems of the type $$ -a\Delta u + f\left(u\right) = 0, \\ u\big\vert_\Gamma = u_0 $$ by Newton’s method when its convergence is global ...
7
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101 views

Existence of classical solution for equation $\Delta u + v(x) u = 0$

It is known that if $D$ is a bounded domain in $\mathbb R^n$, $n \geq 2$, with $\partial D \in C^2$ then the Dirichlet problem $$ \begin{array}{rl} \Delta u & = 0 \quad \text{in $D$}, ...
7
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111 views

Weakening Sobolev coefficient in an elliptic estimate.

One of the classical estimates for Sobolev norms and elliptic operators is the following: let $L$ be an elliptic operator of order $l$, then there is some $C > 0$ such that for all $u \in H^{s+l}$ ...
7
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248 views

heat kernel on n-sphere

I'm interested in diffusion, a.k.a. the heat kernel driven by the Laplace-Beltrami operator, on the $n$-dimensional sphere. There are lots of bounds showing that, for small times, it behaves in a way ...
7
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322 views

Connection between distributional and renormalized solutions for Boltzmann equation

I have a problem understanding the meaning of a distributional solution. Let me tell you the context the problem appeared: I read through some papers by DiPerna and Lions concerning the Cauchy Problem ...
6
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0answers
98 views

Is it possible to decompose this expression?

Is it possible to factorize $$(-\partial^2+\phi^2(r))^2-\left(\frac{\partial\phi(r)}{\partial r}\right)^2,$$ where $\phi(r)$ is a function of $r\equiv\sqrt{x^2+y^2+z^2+\xi^2}$? Note that we can not ...
6
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45 views

Elliptic regularity on the Hypercube

Assume $$ Lu=f\quad \text{in } [0,1]^d\\ u=0 \quad\text{ on } \partial[0,1]^d $$ for some strongly-elliptic operator $L$, and $f\in H^k$$, k\geq -1$. Do we have $u\in H^{k+2}$? I can only find the ...
6
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83 views

Implementation of a simulation of an incompressible Newtonian fluid with uniform density

Let $d\in\left\{2,3\right\}$ and $\Omega\subseteq\mathbb R^d$ be a bounded domain. I want to simulate an incompressible Newtonian fluid with uniform density $\rho$ and viscosity $\nu$. The evolution ...
6
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257 views

How to classify/ solve this PDE?

I am searching how to solve the PDE below but I can not seem to find a decent example online. My major did not focus much in solving PDEs so I feel very deficient. I know how to solve for the steady ...
6
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65 views

Regularity of compactly supported solutions to the divergence equation: $\nabla\cdot \mathbf{v}=g$.

I have two questions, one specific and one general, on this result for compactly supported solutions to the divergence equation in star-like domains. The result which can be found in Galdi's "An ...
6
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141 views

The invariance of the Ricci tensor under diffeomorphisms and its non-ellipticity.

Consider $(M,g)$ a compact Riemannian manifold. When viewed as a second order (non-linear) differential operator $$ \text{Ric} : C^{\infty}(\text{Sym}^2_+T^*M) \to C^{\infty}(\text{Sym}^2T^*M), $$ the ...
6
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0answers
158 views

Sobolev spaces and using monotone convergence theorem (don't understand a paper)

I'm reading this paper. In it there the following argument (see page 240). Firstly, what precisely does the author mean by the displayed equation after 66? The PDE in (65) only holds weakly.. ...
6
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133 views

When is separation of variables possible?

In classical PDE courses it is common to learn to perform a change of variables without really learning how to find the adequate equations of the change (polar, cylindrical or spherical coordinates ...
6
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250 views

How to balance learning and researching as a new PhD student?

As a new PhD student, how to balance learning and researching? I am in Australia and here we don't have any course in PhD period. I know I need to learn something about my programme, but sometimes ...
6
votes
0answers
155 views

How to solve a particular initial-boundary value problem

I have the following initial-boundary value problem $$\begin{cases}\dfrac{\partial^2 u_1}{\partial x^2}=A_{11}\dfrac{\partial u_1}{\partial t}+A_{12}\dfrac{\partial u_2}{\partial ...
6
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205 views

Separation of Variables for the Wave Equation

I'm trying to understand the method of separation of variables. I'm probability overlooking something simple, regarding the justification for the term-by-term differentiation that comes up when an ...
6
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0answers
202 views

An imcomprehensible proof on Arnold's Lectures on PDE, contact diffeomorphism

In Lectures on Partial Differential Equations, Arnold gives a theorem in the chapter Huygens' Principle in the Theory of Wave Propagation: Theorem 1 (the theory of support functions). The manifold ...
6
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0answers
198 views

Importance of Schwartz kernel theorem

I am currently reading the proof of the Schwartz Kernel Theorem from Hormander Vol I. At the risk of sounding naive, what is the importance of Schwartz kernel theorem? What are certain insights that ...
6
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92 views

How are boundary conditions formally captured by the jet bundle approach to differential equations?

In the jet bundle approach to differential equations https://en.wikipedia.org/wiki/Jet_bundle#Partial_differential_equations one identifies the equation with the set of a solution of the ...
6
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159 views

Generating Functions, Recursive Polynomials

At the CMFT international conference in Turkey (2009), the following open problem was given: Show that $$p_n(x):=\sum_{k=0}^n \frac{(n-k)^k}{k!}x^{n-k}$$ has only real simple zeros for every $n$. ...
6
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106 views

Understanding orthogonality in two-scale asymptotic expansion (cf. G. Allaire)

This question is about equation (2.16) of Lecture 2 on Homogenization in Porous Media_ by Allaire page 28. There are two spacial scales: $x$ being macroscopic and $y=\dfrac{x}{\varepsilon}$ being ...
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2k views

First Order PDE Solution Method Issues

I'd really appreciate help with two little questions relating to first order partial differential equations. Just to quickly let you know what I'm asking, the first is about solution methods to first ...
6
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0answers
236 views

Show that, given spherically symmetric initial data, a solution to the heat equation is spherically symmetric

Let $\phi \colon \mathbb{R}^n \to \mathbb{R}$ be continuous with compact support. Furthermore, suppose that $\phi$ is spherically symmetric. That is, suppose that $\phi(Tx) = \phi(x)$ for every ...
6
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242 views

Recommendation textbooks on D-module

I am going to take part in a seminar on D-module and applications, the textbooks that will be used are : D-modules, Perverse Sheaves, and Representation Theory, and A Primer of Algebraic D-Modules ...
5
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78 views

Derivation of a stochastic Navier-Stokes equation with multiplicative noise

Most of the literature is targeting a special stochastic version of the deterministic Navier-Stokes equation without giving a derivation of the considered equation. I'm searching for such a ...
5
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0answers
50 views

Numerically solving a non-linear PDE by an ODE on the Fourier coefficients

I need to solve numerically a PDE of the form $$ u_t(x,t)=u_{xx}(x,t)+u_x(x,t)^2-a(x)u_x(x,t)-a_x(x) $$ with initial condition $u(x,0)=u_0(x)$. I can assume that both $u(\cdot,t)$ and $a(\cdot)$ are ...
5
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0answers
52 views

Solving a 2nd-order elliptic PDE with non-constant coefficients

I wonder how I can solve the following 2nd-order PDE on the positive semiplane $\{x>0\}$: $$(\partial_x^2+\frac{1}{x}\partial_y^2)\phi=\delta(x-x_0)\delta(y).$$ I notice that the l.h.s. is the ...
5
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0answers
190 views

Laplace transform of functions related to type $\mathcal{S}$, and the relation to entire functions

I have doubts in the following two questions : What is the Laplace transform of $[x^k\varphi(x)]^{(q)}$, where $\varphi\in \mathcal{S}_\alpha^\beta$ and $-\infty<x<\infty$ , ...
5
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0answers
103 views

Jacobian of Stabilized Eikonal Equation $| \nabla u| = 1$

I am trying to implement a Finite Element Solution for the Stabilized Eikonal Equation : $$ |\nabla u| = 1 + \Gamma \Delta u, \quad \text{ where } \quad u = \text{ distance function }$$ $$ ...
5
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0answers
71 views

Are there existence results for the heat equation on unbounded Lipschitz domain?

I am looking for a reference/ ideas on the following problem. Let $\Omega\subset\Bbb R^2$ be a Lipschitz domain (if it helps, the domain can be piecewise smooth with only one "kink", for example the ...
5
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0answers
98 views

resonance in pde

(I migrated the question from overflow b/c I think it belongs here instead.) About a year back I was in Professor Henry Mckean's office and he told me alot of interesting things. One thing he told me ...
5
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140 views

Method of sub- and supersolutions

PDE Evans, 2nd edition: Chapter 9, Exercise 6: Assume $f : \mathbb{R} \to \mathbb{R}$ is Lipschitz continuous, bounded, with $f(0)=0$ and $f'(0)>\lambda_1$, $\lambda_1$ denoting the principal ...
5
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0answers
85 views

What does a well-posed problem imply?

A well-posed problem in the sense of Hadamard states that: A solution exists The solution is unique The solution's behavior changes continuously with the initial conditions. Now in order to prove ...
5
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0answers
92 views

Elliptic and Fredholm partial differential operators

As I learn from the comments to this question a non elliptic operator on a compact manifold can not be a fredholm operator. On the other hand it seems that the following operator is fredholm(At ...
5
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0answers
257 views

Weak maximum principle

We say that the uniformly elliptic operator $$Lu\ =\ -\sum_{i,j=1}^na^{ij}u_{x_ix_j}\ +\ \sum_{i=1}^nb^iu_{x_i}\ +\ cu$$ satisfies the weak maximum principle if for all $u\in C^2(U)\cap ...