New posts in Parabolic Pde

Delta of options : A mathematical explanation

Variant of parabolic maximum principle: $\partial_t u\ge \Delta_x u + b\cdot\nabla_x u-u \;\Rightarrow\; u\ge e^{-t}\inf_y u(0,y)$

How to transform a PDE into canonical form

Is it possible to solve a hyperbolic moving boundary problem?

Heat equation with an unknown diffusion coefficient

Angle of analyticity of semigroup

Reference request: Long-term behaviour of the heat equation for bounded initial data

Properties of heat equation

Structure of sign changes under the heat flow

If a PDE has a unique classical solution, must it have a unique viscosity solution?