Partial results on the convexity of the Parisi functional with PDE approach

We investigate the convexity problem for the Parisi functional defined on the space of the so-called functional ordered parameters in the Sherrington-Kirkpatrick model. In the recent work of Panchenko [3], he proved that this functional is convex along one-sided directions with a probabilistic method. In this paper, we will study this problem with a PDE approach that simplifies his original proof and presents more general results.