A variational method for a class of parabolic PDEs
- Series
- PDE Seminar
- Time
- Tuesday, February 16, 2010 - 15:05 for 1 hour (actually 50 minutes)
- Location
- Skiles 255
- Speaker
- Wilfrid Gangbo – Georgia Tech
Let $\mathbb{H}$ be a Hilbert space and $h: \mathbb{H} \times \mathbb{H} \rightarrow \mathbb{R}$ be such that $h(x, \cdot)$ is uniformly convex and grows superlinearly at infinity, uniformy in $x$. Suppose $U: \mathbb{H} \rightarrow \mathbb{R}$ is strictly convex and grows superlinearly at infinity. We assume that both $H$ and $U$ are smooth. If
$\mathbb{H}$ is of infinite dimension, the initial value problem $\dot x= -\nabla_p h(x, -\nabla U(x)), \; x(0)=\bar x$ is not known to admit a solution. We study a class of parabolic equations on $\mathbb{R}^d$ (and so of infinite dimensional nature), analogous to the previous initial value problem and establish existence of solutions. First, we extend De Giorgi's interpolation method to parabolic equations which are not gradient flows but possess an entropy functional and an underlying Lagrangian. The new fact in the study is that not only the Lagrangian may depend on spatial variables, but it does not induce a metric. These interpolation reveal to be powerful tool for proving convergence of a time discrete algorithm. (This talk is based on a joint work with A. Figalli and T. Yolcu).