Questions tagged [regularity-theory-of-pdes]

This tag is for questions concerning the smoothness of weak solutions to partial differential equations.

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113 votes
9 answers
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Why should I "believe in" weak solutions to PDEs?

This is a sort of soft-question to which I can't find any satisfactory answer. At heart, I feel I have some need for a robust and well-motivated formalism in mathematics, and my work in geometry ...
A. Thomas Yerger's user avatar
24 votes
2 answers
4k views

viscosity solution vs. weak solution

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? Suppose I have an equation, $u_t=\mathcal{L}u$ for ...
Medan's user avatar
  • 1,179
18 votes
1 answer
19k views

What does the term "regularity" mean?

When I was an undergraduate, I took a course on regularity theory for nonlinear elliptic systems. This included topics such as the direct method of calculus of variations, mollifiers, integration over ...
user avatar
17 votes
2 answers
17k views

cutoff function vs mollifiers

$\boldsymbol{Q_1}$ What are cutoff functions? What are mollifiers? I cannot distinguish the two. Could anyone give some concrete/simple examples of cutoff functions and how they differ from mollifiers?...
math101's user avatar
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17 votes
2 answers
4k views

Need good reference or a proof on regularity of solution to Neumann problem

Let $\Omega\subset \mathbb{R}^d $ be a bounded open subset ($d\in \mathbb{N}$) and denote $\partial\Omega$ its boundary which we assume to be Lipschitz. The classical inhomogeneous Neumann problem ...
Guy Fsone's user avatar
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16 votes
0 answers
278 views

Regularity of parabolic PDEs for large $\lambda$

Let $\Omega$ be a sufficiently smooth domain, $T>0$, and $L$ be the following elliptic operator of the divergence form: $$Lu(t,x)=a^{ij}(t,x)u_{ij}(t,x),$$ such that $a^{ij}\in C([0,T]\times\bar{\...
John's user avatar
  • 13.2k
15 votes
2 answers
4k views

What is elliptic bootstrapping?

While reading about elliptic differential operators, I have seen the phrase elliptic bootstrapping in several places, but none of them explain exactly what it means. I know it has something to do with ...
Michael Albanese's user avatar
10 votes
1 answer
617 views

Ricci Flow: PDE details?

Over the past few weeks I have been reading 'Ricci flow: An introduction' (Chow and Knopf) which is, in my opinion, a very well written and quick introduction to the topic. However I find that the ...
sobol's user avatar
  • 612
9 votes
1 answer
5k views

Uniform convergence in the proof of properties of mollifier (Evan's approach)

I am still trying to understand Evans' proof on the properties of mollifier. In the proof of (iii), I understand that the crux of the proof is that uniform continuous function on compact set is ...
math101's user avatar
  • 3,065
8 votes
2 answers
5k views

Proving the range of operator is closed

I have a hard time understand (2) of the Fredholm alternative in Evan's Appendix. To prove the image of $I-K$ is closed, what result from functional analysis is used? I am lost in understand the ...
math101's user avatar
  • 3,065
8 votes
1 answer
2k views

Is the composition of a Sobolev function and a smooth function Sobolev?

Let $\Omega \subseteq \mathbb{R}^n$ be an open bounded domain, and let $1<p<n$. Suppose that $f \in W^{1,p}(\Omega)$ is continuous*, and $g \in C^{\infty}(\mathbb{R})$. Is it true that $g \...
Asaf Shachar's user avatar
  • 25.1k
7 votes
1 answer
1k views

Reference complementing Hairer's "Introduction to Stochastic PDEs"

I want to study stochastic partial differential equations, and the standard reference seems to be Hairer's notes - after all, he got the first Fields Medal for work on this topic. However, I also ...
ertl's user avatar
  • 619
7 votes
2 answers
3k views

Sobolev Embedding into $L^{\infty}$

I tried to find the question here, but I couldn't. I'm a bit puzzled by Sobolev embeddings at the moment. In my lecture notes, I found the statement "If $\Omega \subseteq \mathbb{R}^d$ is ...
Cadlag's user avatar
  • 168
7 votes
1 answer
2k views

The Schwartz function and the sobolev space $W^{2,p}$

How do you prove the Schwartz functions in $\mathbb{R}^n$ are dense in the space $W^{2,p}(\mathbb{R}^n)?$ Terrence tao has a version of the proof of The space $C_c^{\infty}(\mathbb{R}^d)$ of test ...
math101's user avatar
  • 3,065
7 votes
1 answer
2k views

Interior $H^2$ regularity - applying "Cauchy's inequality with $\epsilon$"

This is from PDE Evans, 2nd edition, pages 327, 328, and 330. I have a question regarding one piece of the proof. The theorem concerned is THEOREM 1 (Interior $H^2$ regularity) which is stated on ...
Cookie's user avatar
  • 13.5k
7 votes
1 answer
460 views

Sobolev embedding for the $L^q$ norm.

Suppose $f \in H^1(\mathbb R^2)$, where $H^1$ is the Sobolev space, then how to use this information to bound $\Vert f \Vert_{L^q}$, where $q>2$? It seems like Sobolev embedding, but it's not.
Bourne's user avatar
  • 189
7 votes
1 answer
5k views

Density of smooth compactly supported functions in Sobolev space over unbounded domain.

Prove that $C^{\infty}_ {c}(\mathbb{R}^n)$ is dense in $W^{k,p}(U)$ for any open $U\subset \mathbb{R}^n$ with $\partial U\in C^1.$ In which $p\in [1,\infty)$ Note: In Lawrence Evans's PDE text, the ...
user31899's user avatar
  • 3,917
7 votes
2 answers
1k views

Regularity of the heat kernel

Let $(M,g)$ be a compact Riemannian manifold. Let $H:M\times M\times\mathbb{R}_{>0}\to\mathbb{R}$ be the heat kernel. i.e. $H\in C^0(M\times M\times\mathbb{R}_{>0})$ is the unique continuous ...
stb2084's user avatar
  • 1,094
7 votes
0 answers
183 views

Community-compiled errata for Bertozzi and Majda's "Vorticity and Incompressible Flow"?

While this is a great book, I think there isn't an errata for Bertozzi and Majda's "Vorticity and Incompressible Flow", so can we compile a list of errors here? Since this book is a classic reference ...
Calvin Khor's user avatar
  • 34.9k
7 votes
0 answers
208 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 ...
Aaron's user avatar
  • 186
6 votes
2 answers
3k views

In what conditions a weak solution is a classical solution?

I'm studying elliptic equations in divergence form $$-D_{j}(a_{ij}(x)D_{i}u) + c(x)u = f(x) \text { in a domain } \Omega \subset \mathbb{R}^{n}$$ I call a function $u \in H^{1}(\Omega)$ a weak ...
Cézar Bezerra's user avatar
6 votes
1 answer
328 views

Are distributional (local) solutions to the heat equation smooth?

I have thought about this apparently simple problem. Question: Let $\Omega\subset \mathbb{R}_{x,y}^2$ be an open subset. Let's suppose we have $u\in\mathscr{D}'(\Omega)$ that satisfies $$ (\partial_y-...
Lorenzo Pompili's user avatar
6 votes
2 answers
638 views

Energy estimate for heat equation

Consider the following heat equation in a bounded smooth domain $D \subset \mathbb{R}^d$: \begin{align*} u_t -\triangle u &= f, \qquad (x,t) \in D \times (0,T)\\ \partial_n u &=0, \qquad (x,t) ...
S. Euler's user avatar
  • 271
6 votes
1 answer
414 views

Financial importance of the diffusion term in Black-Scholes partial differential equation

Consider the Black-Scholes equation $$\begin{equation}\label{eq3} \frac{\partial{V}}{\partial{t}}+\frac{1}{2}\sigma^2S^2\frac{\partial^2{V}}{\partial{S}^2}+(r-D)S \frac{\partial{V}}{\partial{S}}-rV=0,...
Riaz's user avatar
  • 2,174
6 votes
1 answer
142 views

Is a Sobolev map with smooth minors smooth?

$\newcommand{\Cof}{\text{cof}}$ Let $d>2$. Let $f \in W^{1,p}(\Omega,\mathbb{R}^d)$ where $\Omega$ is an open subset of $\mathbb{R}^d$. Let $2 \le k \le d-1$ be fixed. Suppose that $\det df>0$...
Asaf Shachar's user avatar
  • 25.1k
6 votes
3 answers
2k views

Bounding $L^{\infty}$ norm for elliptic PDE

I'm trying to prove the following: If $L$ is a uniformly elliptic PDE, without costant or linear terms and with essentialy bounded coefficents $a^{ij}$. If $u\in H^1(B_2)$ satisfies $Lu = f$, then $$|...
MEEL's user avatar
  • 761
6 votes
1 answer
403 views

Loss of derivatives

In many books on pdes the expression "loss of derivatives" is used when some estimates on solution are proved. Can someone clarify to me (maybe with an example) the meaning of this ...
maxgr's user avatar
  • 61
6 votes
0 answers
237 views

Gradient estimate of degenerate parabolic equation

Suppose $u : [0,1] \times [0,T] \to \mathbb{R}$, we consider the problem \begin{equation} \left\{\hspace{5pt}\begin{aligned} &\dfrac{\partial u}{\partial t} - a(x,t)x^2\partial_x^2 u - b(x,t)x\...
mnmn1993's user avatar
  • 465
6 votes
0 answers
599 views

Orthonormal basis of the Schwartz space

The Hermite functions $(h_n)_{n \ge 0}$ are the eigenfunctions of $T f = (x+\partial_x)(x-\partial_x) f$, they are defined by their generating function $g(x,t)=\sum_{n=0}^\infty h_n(x) t^n = e^{-x^2/2+...
reuns's user avatar
  • 78k
6 votes
0 answers
281 views

Is being in the Sobolev space of power $\frac{d}{2}$ necessary for having well defined point evaluations?

From the Sobolev embedding theorem we know that for $\alpha = \frac{d}{2}$, $W^{\alpha, 2}(\mathbb{R}^d)$ is continuously embedded in $C^0(\mathbb{R}^d)$. Especially the point evaluations are in the ...
K.Doe's user avatar
  • 116
6 votes
0 answers
235 views

Elliptic PDE: dependence of estimates on ellipticity constants?

Consider an elliptic PDE such as $$\mbox{tr}(A(x)D^2 u(x)) = f(x), \quad x \in B_1\subset\mathbb R^n,$$ where $A(x)$ is symmetric and $0<\lambda I \leq A(x) \leq \Lambda I$ for all $x$. Let us ...
user avatar
6 votes
0 answers
168 views

Solution to Singular Free Boundary PDE

As part of my research, I have come across the following problem and I am trying to tackle it. Let $(X_t)_{0 \leq t \leq T}$ be a mean controlled Brownian Motion with the following dynamics \begin{...
chandu1729's user avatar
  • 3,801
6 votes
0 answers
792 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 ...
Peter's user avatar
  • 899
5 votes
2 answers
247 views

$\Delta u=3u$ then $u\equiv0$

I have the following question in which it is easy to use Fourier transform to get the answer if the function is nice enough, for example $u\in C_{0}^{\infty}(\mathbb{R}^{n})$, however here $u$ is only ...
Hahn's user avatar
  • 433
5 votes
3 answers
771 views

Weak solutions to $\Delta u=f$ are in $W^{2,2}$

I believe the following statement is true. Let $\Omega$ be a smoothly, bounded domain in $\mathbb{R}^{n}$. The statement: Let $u\in H^{1}(\Omega)$ so that there exists $f\in L^{2}(\Omega) \;s.t.\...
Hahn's user avatar
  • 433
5 votes
1 answer
3k views

Heat equation with dirac delta as source term

I have the following equation in $\mathbb{R}^2$, $ \partial_t u(x,t) - \Delta u(x,t) = \delta_0, $ with $u(x,0) = 0.$ I received this equation and I instantly got suspicious. I have tried to prove ...
pancho's user avatar
  • 752
5 votes
1 answer
513 views

Need source for elliptic regularity on unbounded domains

I need a source that provides a $W^{2,2}$-regularity result for linear elliptic systems on unbounded domains. To be more specific, I study the equation $$ -\Delta w - ic \partial_1 w + \left( \frac{c^...
mjb's user avatar
  • 2,096
5 votes
1 answer
527 views

Boundedness of the solutions of PDEs

Consider the solution of the following heat equation in $\mathbb{R}^n\times (0,T)$: $$\left\{\begin{array}{rcl} \partial_tu-\Delta u + c(x) u&=& 0\\ u(x,0)&=& f \end{array} \right.$$ ...
user avatar
5 votes
1 answer
497 views

$BV(\Omega)$ is embedded compactly in $L^1 _{\mathrm{loc}} (\Omega)$

Definition: We say that a function $u: \Omega \rightarrow \mathbb{R}$ is a function of bounded variation iff $u\in L^1(\Omega)$ and $\sup\left\{\int\limits_{\Omega}u \operatorname{div}\phi : \phi \in ...
Rosy's user avatar
  • 1,015
5 votes
1 answer
159 views

What is regularity of solution of Dirichlet problem with Dirac distribution as boundary data?

I was thinking if we have Dirac distribution as boundary condition, then what will be regularity of solution. Problem is following, $$ \left\{\begin{matrix} \nabla_x(\gamma(x)\nabla_x u(x,y))=0 & ...
Curious student's user avatar
5 votes
2 answers
317 views

$W_{loc}^{1,2}$ regularity of nonnegative subharmonic functions

I'm trying to solve the following excercise: Let $v \in C(D)$ be a nonnegative subharmonic function in an open set $D$. Prove that $v \in W_{loc}^{1,2}(D)$ The problem has the following hint: ...
Lagransh's user avatar
5 votes
1 answer
1k views

Equivalence between norms in $H_0^1(\Omega)\cap H^2(\Omega)$.

Based in many questions and answers like [1, 2, 3 ] and a comment a good comment here [4]. I would like to know that the space $H=H_0^1(\Omega)\cap H^2(\Omega)$ can be equiped with this norm $$\tag{...
Achaire's user avatar
  • 303
5 votes
1 answer
442 views

Doubt about the proof of Moser Iteration in Gilbarg & Trudinger's book

I was reading Theorem 8.15 about Moser Iteration in Gilbarg and Trudinger's monograph. I understand all the steps of the given proof, but I have the following doubts which could not be cleared by a ...
Curious student's user avatar
5 votes
1 answer
225 views

Difference quotient for Hölder continuous functions

Let $\Omega\subset\mathbb{R}^n$ be a bounded open set and $u\in C^\alpha_{\mathrm{loc}}(\Omega)$. For $h>0$, $1\leq k\leq n$, let $$D_k^hu(x)=\frac{u(x+he_k)-u(x)}{h}$$ where $e_k$ is the $k$-th ...
Yuxiao Xie's user avatar
  • 8,556
5 votes
1 answer
571 views

Continuity of PDE solutions with respect to coefficients

Suppose I have a PDE, for example the Fokker-Planck one, in which I am mostly interested: $$ \frac{\partial}{\partial t}u(x,t)=-\frac{\partial}{\partial x}(\mu(x,t)u(x,t))+\frac{1}{2}\frac{\partial^2}{...
epsilone's user avatar
  • 441
5 votes
0 answers
87 views

PDE with a non-classical boundary condition

Assume that one has a classical PDE, say: $u_t(t,x)-u_{xx}(t,x)=0$, $t\in (0,1)$, $x\in (0,2)$, and $u(0,x)=0$. Then we can prove existence (and uniqueness) of solution when boundary conditions: $u(t,...
S. Euler's user avatar
  • 271
5 votes
0 answers
390 views

Distributional and weak solutions

Consider a differential equation, $$L(T)=f,$$ where $L$ is a linear ordinary differential operator with smooth coefficients and $f$ is a $L_{loc}^1$ function. Does there always exist a distribution T ...
Mayuresh L's user avatar
  • 1,830
5 votes
0 answers
126 views

Elliptic regularity of harmonic forms in $L^1$

$\newcommand{\M}{M}$ Let $\M$ be a smooth oriented Riemannian manifold. Let $\sigma$ be a differential $k$-form on $\M$ with coefficients in $L^1(\M)$. We say $\sigma$ is weakly harmonic if $$ \...
Asaf Shachar's user avatar
  • 25.1k
5 votes
0 answers
32 views

When Sobolev maps are localizable?

Let $M,N$ be smooth $d$-dimensional Riemannian manifolds. A Sobolev map $f \in W^{1,p}(M,N)$ is called localizable if for every $x_0 \in M$ there exists a neighbourhood $U$ of $x_0$ in $M$ and a ...
Asaf Shachar's user avatar
  • 25.1k
5 votes
0 answers
113 views

Smoothness of solution of parabolic type PDE

since I am not very familiar with this area, I have some queries(basic) about the regularity of solutions of a parabolic type PDE. Suppose we have the following differential operator: $Lu(x)=b(x)^\...
Ribhu's user avatar
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