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

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106
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5answers
7k views

What do modern-day analysts actually do?

In an abstract algebra class, one learns about groups, rings, and fields, and (perhaps naively) conceives of a modern-day algebraist as someone who studies these sorts of structures. One learns about ...
88
votes
8answers
42k views

Has Prof. Otelbaev shown existence of strong solutions for Navier-Stokes equations? [closed]

Moderator Notice: I am unilaterally closing this question for three reasons. The discussion here has turned too chatty and not suitable for the MSE framework. Given the recent pre-print ...
45
votes
1answer
3k views

What is the solution to Nash's problem presented in “A Beautiful Mind”?

I was watching the said movie the other night, and I started thinking about the equation posed by Nash in the movie. More specifically, the one he said would take some students a lifetime to solve ...
41
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5answers
10k views

Is the problem that Prof Otelbaev proved exactly the one stated by Clay Mathematics Institute?

Recently, mathematician Mukhtarbay Otelbaev published a paper Existence of a strong solution of the Navier-Stokes equations, in which he claim that he solved one of the Millennium Problems: existence ...
40
votes
5answers
2k views

Understanding the Laplace operator conceptually

The Laplace operator: those of you who now understand it, how would you explain what it "does" conceptually? How do you wish you had been taught it? Any good essays (combining both history and ...
32
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7answers
12k views

Good 1st PDE book for self study

What is a good PDE book suitable for self study? I'm looking for a book that doesn't require much prerequisite knowledge beyond undergraduate-level analysis. My goal is to understand basic ...
31
votes
1answer
5k views

Mathematical precise definition of a PDE being elliptic, parabolic or hyperbolic

what is the general definition for some partial differential equation being called elliptic, parabolic or hyperbolic - in particular, if the PDE is nonlinear and above second-order. So far, I have ...
31
votes
2answers
2k views

Why are mathematician so interested to find theory for solving partial differential equations but not for integral equation?

Why are mathematician so interested to find theory for solving partial differential equations (for example Navier-Stokes equation) but not for integral equations?
29
votes
8answers
2k views

Partial differential equations in “pure mathematics”

One thing I have noticed about PDEs is that they come from Mathematical Physics in general. Almost all the equations I see in Wikipedia follow this pattern. I can't help wondering whether there are ...
26
votes
6answers
1k views

Should I understand a theorem's proof before using the theorem?

I find myself embarrassed when using results in books. For example, there are so many results in Sobolev spaces that I think I would not be able to understand all of them. Yes, I could try to ...
26
votes
2answers
961 views

PDEs on manifold: what changes from Euclidean case?

I know some PDE theory for nice open domains in $\mathbb{R}^n.$ I want to know what the changes are when I switch to other domains like manifolds. For example, do things like Poincare's inequality ...
25
votes
3answers
1k views

Non-linear partial differential equation

I would like to find out if there is any specific method -apart from numerics- for finding solutions of a non-linear PDE of the form $$\nabla \times \mathbf{A} = \pm\lambda\mathbf{A} \tag{1}$$ under ...
23
votes
2answers
605 views

Why is the Laplacian important in Riemannian geometry?

As I've learned more Riemannian geometry, many of my teachers have said that studying the Laplacian (and its eigenvalues) is very important. But I must admit, I've never fully understood why. ...
21
votes
2answers
577 views

Why do odd dimensions and even dimensions behave differently?

It is well known that odd and even dimensions work differently. Waves propagation in odd dimensions is unlike propagation in even dimensions. A parity operator is a rotation in even dimensions, ...
21
votes
2answers
979 views

Intuitive explanation of the difference between waves in odd and even dimensions

Motivation: In odd dimensions, solutions to the wave equation: $u_{tt}(x,t)=\nabla u(x,t)$, $u_t(x,0)=0$, $u(x,0)=f(x)$, ($t\geq 0, x\in \mathbb{R}^n$) have the nice property that the value of ...
19
votes
2answers
964 views

Applications of Pseudodifferential Operators

I am very interested in just about anything that has to do with PDE's, and inevitably pseudodifferential operators comes up. Its obvious that such a novel way of looking at PDE's would be important, ...
19
votes
1answer
640 views

Was Euler right?

We have a differential equation $$ y + y' = f(x) $$ and assume $f$ is infinitely differentiable. And we want to find particular solution. Then,I set $$ y_p = f(x)-f'(x)+f''(x)...., $$ i.e., ...
19
votes
1answer
651 views

Seeking Fourier series solution on Laplace equation…still looking, am I on track?

Okay, I've been working at this a couple of days now, I will try to give relevant details but will omit some intermediate steps. The problem as given says: Consider the BVP for $u=u(x,y)$: ...
15
votes
2answers
161 views

Why are $L^p$-spaces so ubiquitous?

It always baffled me why $L^p$-spaces are the spaces of choice in almost any area (sometimes with some added regularity (Sobolev/Besov/...)). I understand that the exponenent allows for convenient ...
14
votes
4answers
452 views

Roadmap to SPDEs

I'm trying to learn about the Kushner-Stratonovich-Pardoux equations in filtering theory. I'm familiar with Itô calculus at the level of Øksendal's book (but struggle with much of Karatzas and ...
14
votes
2answers
1k views

Why are harmonic functions called harmonic functions?

Are they related to harmonic series in any way? Or something else? Wikipedia didn't help.
14
votes
3answers
2k views

What is the purpose of computing the eigenvalue of a PDE problem?

I understand that eigenvalues have their purpose in linear algebra (e.g. iterative methods won't converge unless the modulus of the spectral radius is less than or equal to one). But when I solve ...
13
votes
3answers
496 views

Connections between K-Theory and PDEs?

I've recently spent some time learning (the very basics of) K-theory for $C^*$-algebras and topological K-theory. Actually, my main fields of interest are PDEs and related topics, in particular ...
13
votes
3answers
918 views

Do discontinuous harmonic functions exist?

A function, $u$, on $\mathbb R^n$ is normally said to be harmonic if $\Delta u=0$, where $\Delta$ is the Laplacian operator $\Delta=\sum_{i=1}^n\frac{\partial^2}{\partial x_i^2}$. So obviously, ...
13
votes
2answers
974 views

PDEs on Manifolds

I am wondering if there is a general coordinate-independent way to define a Partial Differential Equation on a Smooth manifold. It is definitely true that in each coordinate neighborhood you could ...
12
votes
4answers
401 views

Correct spaces for quantum mechanics

The general formulation of quantum mechanics is done by describing quantum mechanical states by vectors $|\psi_t(x)\rangle$ in some Hilbert space $\mathcal{H}$ and describes their time evolution by ...
12
votes
2answers
1k views

Sobolev space is an algebra

How do you prove that the Sobolev space $H^s(\mathbb{R}^n)$ is an algebra if $s>\frac{n}{2}$, i.e. if $u,v$ are in $H^s(\mathbb{R}^n)$, then so is $uv$? Actually I think we should also have ...
12
votes
5answers
2k views

Blow up of a solution

What exactly does blow up mean, when people say, for example, that a solution (to a pde (say)) blows up. Thanks.
12
votes
2answers
4k views

Energy norm. Why is it called that way?

Let $\Omega$ be an open subset of $\mathbb{R}^n$. The following $$\lVert u \rVert_{1, 2}^2=\int_{\Omega} \lvert u(x)\rvert^2\, dx + \int_{\Omega} \lvert \nabla u(x)\rvert^2\, dx$$ defines a norm on ...
12
votes
2answers
986 views

viscosity solution vs. weak solution

I am confused between the two. Is one a subset of the other or they are the same/completely different notions? Say I have an euqaiton $u_t=\mathcal{L}u$ for an elliptic operator $\mathcal{L}$ with bad ...
12
votes
1answer
446 views

Do eigenfunctions of elliptic operator form basis of $H^k(M)$?

We know that the eigenfunctions of the Laplacian on a compact manifold $M$ form a countable basis of $H^1(M)$. If $L$ is a $2k$-order elliptic operator, do the eigenfunctions of $L$ form a basis for ...
12
votes
2answers
917 views

classical solutions of PDE with mixed boundary conditions

Nowadays people usually consider PDEs in weak formulations only, so I have a hard time finding statements about the existence of classical solutions of the Poisson equation with mixed ...
12
votes
1answer
589 views

The Helmholtz equation: How prove this $T\psi{(x)}\in\Omega$.

Let $\Omega\subset R^2$ be a simply connected bounded domain with infinitely differentiable boundary $\partial\Omega$and unit normal vector $v$ directed into the exterior of $\Omega$ ...
12
votes
2answers
225 views

Positivity of principal eigenvalue for $L\phi=-\triangle \phi + \nabla \cdot( u \phi )$

EDIT: This question is still unresolved as of April 18. The two answers provide useful work in the right direction, but neither resolves the question. A counterexample should have $u \in ...
11
votes
2answers
276 views

Non-ellipticity of Yang-Mills equations

Let $D=\text{d}+A$ be a metric connection on a vector bundle with curvature $F=F_D$. How does one prove that the Yang-Mills equations $$ \frac{\partial}{\partial x^i}F_{ij}+[A_i,F_{ij}]=0 $$ from ...
11
votes
2answers
1k views

A Problem in Evans' PDE

Problem 7 in §6.6 states as follows: Let $u\in H^1(\mathbb{R}^n)$ have compact support and be a weak solution of the semilinear PDE $$-\Delta u+c(u)=f\,\,\text{ in } \mathbb{R}^n,$$ where ...
11
votes
1answer
134 views

Non-divergence form of a 2nd order PDE

This might be a trivial question but I'm very rusty with regards to calculus and am new to PDEs. How would you write the following second order quasilinear equation in it's non-divergence form: The ...
11
votes
1answer
130 views

Source of the “$\cosh$ trick” for Laplacian eigenfunctions or Helmholtz equation solutions?

Suppose a smooth function $f : \mathbb{R}^n \to \mathbb{R}$ satisfies the Helmholtz equation, the PDE $\Delta f + k^2 f = 0$. A while ago someone showed me a trick: Define a function ...
11
votes
1answer
496 views

Motivation of Feynman-Kac formula and its relation to Kolmogorov backward/forward equations?

Kolmogorov backward/forward equations are pdes, derived for the semigroups constructed from the Markov transition kernels. Feynman-Kac formula is also a pde corresponding to a stochastic process ...
11
votes
2answers
417 views

Elliptic regularity in Sobolev spaces of negative order

I am having some trouble with Sobolev spaces of negative order. More precisely I am considering the space $W^{-1,p}(\mathbb{R}^2),$ considered as 'the' dual space of $W^{1,q}(\mathbb{R}^2).$ Question ...
11
votes
1answer
554 views

Book recommendations for self-study at the level of 3rd-4th year undergraduate

I have only recently discovered an interested in mathematics and I could only take a year off work to be back at school. Needless to say, for financial reasons (couple of mortgages) I will need to ...
11
votes
0answers
286 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 ...
11
votes
1answer
625 views

Hille Yosida theorem application

Disclaimer: pretty long and specific (contraction semi groups involved). I have fourth order parabolic equation $$ u_t + \Delta^2 u = 0 $$ on $U_T = U \times [0,T]$. $U \subset \mathbb{R}^m$ is a ...
10
votes
2answers
275 views

Existence and uniqueness of Stokes flow

What are the solution existence and uniqueness conditions for Stokes' flow? $$\begin{gathered} \nabla p = \mu \Delta \vec{u} + \vec{f} \\ \nabla \cdot \vec{u} = 0 \end{gathered}$$ Maybe you could ...
10
votes
3answers
3k views

The mathematics of music - why sine waves?

Of course, the Fourier transform is an extremely elegant mathematical method of overwhelming simplicity, and this straight away puts sine waves (or complex exponentials) on a high pedestal. But what ...
10
votes
2answers
642 views

Relation of Brownian Motion to Helmholtz Equation

one can obtain solutions to the Laplace equation $$\Delta\psi(x) = 0$$ or even for the Poisson equation $\Delta\psi(x)=\varphi(x)$ in a Dirichlet boundary value problem using a random-walk approach, ...
10
votes
5answers
358 views

What is the motivation behind a product solution?

Let's consider the simple differential equation: $$\frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0$$ And let's assume we have some regular homogeneous boundary conditions ...
10
votes
2answers
341 views

Mean value property with fixed radius

I will focus on the real line. Let $f$ be a smooth function on $\mathbb{R}$, if $\forall x\in\mathbb{R}, r>0$, $$\frac{f(x-r)+f(x+r)}{2}=f(x),$$ we say that f has the spherical mean value property ...
10
votes
1answer
491 views

Why no trace operator in $L^2$?

We have trace operator which allows us to define boundary values of an $H^1$ function. This is because of the fact that $C^\infty$ is dense in $H^1$ under the $H^1$ norm, I believe. I'm sure either ...
10
votes
1answer
188 views

Is every scalar differential operator on $(M,g)$ that commutes with isometries a polynomial of the Laplacian?

On $(\mathbb{R}^n, g_{\text{std}})$ with $\Delta$ the Laplacian, the following holds: Fact: Every scalar differential operator $D$ that satisfies $D \circ F^* = F^* \circ D$ for all isometries $F ...