Introduction. Maximum principles. Introduction to the theory of weak solutions. Hölder estimates. Existence, uniqueness, and regularity of solutions. Further theory of weak solutions. Strong solutions. Fixed point theorems and their applications. Comparison and maximum principles. Boundary gradient estimates. Global and local gradient bounds. Hölder gradient estimates and existence theorems. The oblique derivative problem for quasilinear parabolic equations. Fully nonlinear equations. Introduction. Monge-Ampère and Hessian equations.
Most books on elliptic and parabolic equations emphasize existence and uniqueness of solutions. By contrast, this book focuses on the qualitative properties of solutions. In addition to the discussion of classical results for equations with smooth coefficients (Schauder estimates and the solvability of the Dirichlet problem for elliptic equations; the Dirichlet problem for the heat equation), the book describes properties of solutions to second order elliptic and parabolic equations with measurable coefficients near the boundary and at infinity. The book presents a fine elementary introduction to the theory of elliptic and parabolic equations of second order. The precise and clear exposition is suitable for graduate students as well as for research mathematicians who want to get acquainted with this area of the theory of partial differential equations.
With this book, even readers unfamiliar with the field can acquire sufficient background to understand research literature related to the theory of parabolic and elliptic equations. 1964 edition.
The parabolic partial differential equations model one of the most important processes in the real-world: diffusion. Whether it is the diffusion of energy in space-time, the diffusion of species in ecology, the diffusion of chemicals in biochemical processes, or the diffusion of information in social networks, diffusion processes are ubiquitous and crucial in the physical and natural world as well as our everyday lives. This book is self-contained and covers key topics such as the Lp theory and Schauder theory, maximum principle, comparison principle, regularity and uniform estimates, initial-boundary value problems of semilinear parabolic scalar equations and weakly coupled parabolic systems, the upper and lower solutions method, monotone properties and long-time behaviours of solutions, convergence of solutions and stability of equilibrium solutions, global solutions and finite time blowup. It also touches on periodic boundary value problems, free boundary problems, and semigroup theory. The book covers major theories and methods of the field, including topics that are useful but hard to find elsewhere. This book is based on tried and tested teaching materials used at the Harbin Institute of Technology over the past ten years. Special care was taken to make the book suitable for classroom teaching as well as for self-study among graduate students. About the Author: Mingxin Wang is Professor of Mathematics at Harbin Institute of Technology, China. He has published ten monographs and textbooks and 260 papers. He is also a supervisor of 30 PhD students.
This book provides a brief, self-contained introduction to Carleman estimates for three typical second order partial differential equations, namely elliptic, parabolic, and hyperbolic equations, and their typical applications in control, unique continuation, and inverse problems. There are three particularly important and novel features of the book. First, only some basic calculus is needed in order to obtain the main results presented, though some elementary knowledge of functional analysis and partial differential equations will be helpful in understanding them. Second, all Carleman estimates in the book are derived from a fundamental identity for a second order partial differential operator; the only difference is the choice of weight functions. Third, only rather weak smoothness and/or integrability conditions are needed for the coefficients appearing in the equations. Carleman Estimates for Second Order Partial Differential Operators and Applications will be of interest to all researchers in the field.
Second order linear parabolic and elliptic equations arise frequently in mathematics and other disciplines. For example parabolic equations are to be found in statistical mechanics and solid state theory, their infinite dimensional counterparts are important in fluid mechanics, mathematical finance and population biology, whereas nonlinear parabolic equations arise in control theory. Here the authors present a state of the art treatment of the subject from a new perspective. The main tools used are probability measures in Hilbert and Banach spaces and stochastic evolution equations. There is then a discussion of how the results in the book can be applied to control theory. This area is developing very rapidly and there are numerous notes and references that point the reader to more specialised results not covered in the book. Coverage of some essential background material will help make the book self-contained and increase its appeal to those entering the subject.
This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite difference, finite element, and finite volume methods, interweaving theory and applications throughout. The book examines modern topics such as adaptive methods, multilevel methods, and methods for convection-dominated problems and includes detailed illustrations and extensive exercises.
These lectures concentrate on fundamentals of the modern theory of linear elliptic and parabolic equations in H older spaces. Krylov shows that this theory - including some issues of the theory of nonlinear equations - is based on some general and extremely powerful ideas and some simple computations. The main object of study is the first boundary-value problems for elliptic and parabolic equations, with some guidelines concerning other boundary-value problems such as the Neumann or oblique derivative problems or problems involving higher-order elliptic operators acting on the boundary. Numerical approximations are also discussed. This book, containing 200 exercises, aims to provide a good understanding of what kind of results are available and what kinds of techniques are used to obtain them.
Nonlinear elliptic differential equations are a diverse subject with important applications to the physical and social sciences and engineering. They also arise naturally in geometry. In particular, much of the progress in the area in the twentieth century was driven by geometric applications, from the Bernstein problem to the existence of Kähler–Einstein metrics. This book, designed as a textbook, provides a detailed discussion of the Dirichlet problems for quasilinear and fully nonlinear elliptic differential equations of the second order with an emphasis on mean curvature equations and on Monge–Ampère equations. It gives a user-friendly introduction to the theory of nonlinear elliptic equations with special attention given to basic results and the most important techniques. Rather than presenting the topics in their full generality, the book aims at providing self-contained, clear, and “elementary” proofs for results in important special cases. This book will serve as a valuable resource for graduate students or anyone interested in this subject.
This book is devoted to new classes of parabolic differential and pseudo-differential equations extensively studied in the last decades, such as parabolic systems of a quasi-homogeneous structure, degenerate equations of the Kolmogorov type, pseudo-differential parabolic equations, and fractional diffusion equations. It will appeal to mathematicians interested in new classes of partial differential equations, and physicists specializing in diffusion processes.
