In mathematics, a partial differential equation (PDE) is an equation which imposes relations between the various partial derivatives of a multivariable function.
The function is often thought of as an "unknown" to be solved for, similarly to how x is thought of as an unknown number, to be solved for, in an algebraic equation like x2 − 3x + 2 = 0. However, it is usually impossible to write down explicit formulas for solutions of partial differential equations. There is, correspondingly, a vast amount of modern mathematical and scientific research on methods to numerically approximate solutions of certain partial differential equations using computers. Partial differential equations also occupy a large sector of pure mathematical research, in which the usual questions are, broadly speaking, on the identification of general qualitative features of solutions of various partial differential equations. Among the many open questions are the existence and smoothness of solutions to the Navier–Stokes equations, named as one of the Millennium Prize Problems in 2000.
Partial differential equations are ubiquitous in mathematically-oriented scientific fields, such as physics and engineering. For instance, they are foundational in the modern scientific understanding of sound, heat, diffusion, electrostatics, electrodynamics, fluid dynamics, elasticity, general relativity, and quantum mechanics. They also arise from many purely mathematical considerations, such as differential geometry and the calculus of variations; among other notable applications, they are the fundamental tool in the proof of the Poincaré conjecture from geometric topology.
Partly due to this variety of sources, there is a wide spectrum of different types of partial differential equations, and methods have been developed for dealing with many of the individual equations which arise. As such, it is usually acknowledged that there is no "general theory" of partial differential equations, with specialist knowledge being somewhat divided between several essentially distinct subfields.Ordinary differential equations form a subclass of partial differential equations, corresponding to functions of a single variable. Stochastic partial differential equations and nonlocal equations are, as of 2020, particularly widely studied extensions of the "PDE" notion. More classical topics, on which there is still much active research, include elliptic and parabolic partial differential equations, fluid mechanics, Boltzmann equations, and dispersive partial differential equations.
This is a quite general question, but I am working with a system of partial differential equations in two variables. There is one time direction t and one spatial direction z and the numerical method is formulated by stepping forward in time. The problem is that I obtain instabilities, either at...
Hello Fellow Physics People,
I am just now taking a math methods course for Physicists and we're using Mary Boas book. I wanted to supplement it for better understanding as saw Partial Differential Equations for Scientists and Engineers by Stanley J. Farlow.
Reading reviews for this book on...
Hi Forum,
I'm trying to use Mathematica to graphically explore a system of four PDEs, as defined in Yang et al. (2002).
Spatial Resonances and Superposition Patterns in a Reaction-Diffusion Model
with Interacting Turing Modes. Physical Review Letters 88(20). The equations are:
\frac{\partial...
Question about Solutions of second order linear PDEs
I don't have very much formal knowledge of this topic, this is something I have been thinking about, so excuse me if my notation is off. I have a question about second order linear PDEs, do all have a separable solution? It seems that we can...
Hi, I need a book that I can use for reference to solve any Partial Differential Equation imaginable, if it has a solution of course. Can you suggest me any?
I'm wondering if people have recommendations on this topic. It's something I've been meaning to tackle for a long time now. I'm interested in learning how to solve PDEs as well as learn about uniqueness theorems and such. The more rigorous the book is, the better.
I already have good...
I have two more loosely based questions about PDEs and the separation of variables technique:
In the intro of this chapter the author imposed that we "assume" the the solution to a set of special PDEs is:
U(x,t) = X(x)T(t) where X and T are the eigenfunctions. My question is how did...
Solve ##u_{xx} - 3u_{xt} - 4u_{tt} = 0##, ##u(x,0) = x^{2}##, ##u_{t}(x,0) = e^{x}##. (Hint: Factor the operator as we did for the wave equation.) (From Partial Differential Equations An Introduction, 2nd edition by Walter A. Strauss; pg. 38)
This is the first of a set of three exercises on...
Homework Statement
Show that there is no solution for the system
u_x - 2.999999x^2 y + y = 0,
u_y - x^3 + x = 0.
Homework Equations
The Attempt at a Solution
I took the first equation and integrated w.r.t x, then differentiated w.r.t y. But I'm not sure if it helps:
u_y -...
first order PDE
[b]http://imgur.com/d36NZcK Here is the question
In case the image doesn't load http://imgur.com/d36NZcK
Homework Equations
The Attempt at a Solution
The general solution is just the sum of homogeneous solution and any exact solution.
What I got was f(x^2-y^2)e^(-2)+ye^(x).
I'm...
I am looking for book recommendations that go over and has numerical code for solving PDEs.
The book can be based on Matlab or Python. I already know how to numerical solve PDEs so I am looking for a more advanced book not a basic one.
So we just started finding general solutions for homogenous&linear two-variabled PDEs by using separation of variables in my engineering-math class. There the professor tells us to assume the solution of a PDE is in the form of F(x)*G(t).
But when is the solution in the form of F(x)*G(t)? When...
Hi all,
I understand some PDE is linear like
\frac{\partial f}{\partial t}+\frac{\partial f}{\partial x}=0
while some PDE is nonlinear like
\frac{\partial f}{\partial t}+f\frac{\partial f}{\partial x}=0
Some PDE is weak nonlinear and some is strong nonlinear.
I am wondering whether...
Is there a hole in knowledge as to the origins of PDEs?
If there is a void, is Schwartz space a suitable basis?
Schwartz spaces are intermediate between general spaces and nuclear spaces.
Infra-Schwartz spaces are intermediate between Schwartz spaces and reflexive spaces.
I have established existence and uniqueness of solutions to a nonlinear elliptic system of PDE's and would like to see how the solutions look like numerically. I have some programming background on MatLab and C++. I also understand basic ODE numerical schemes. But I am not so sure, if I need to...
Hi all, first post :)
I have a system of z-propagated nonlinear PDEs that I solve numerically via a pseudo-spectral method which incorporates adaptive step size control using a Runge-Kutta-Fehlberg technique. This approach is fine over short propagation lengths but computation times don't...
Suppose we have two multivariate functions, u_{1}(x,t) and u_{2}(x,t). These functions are solutions to second-order linear equations, which can be written as follows:
Au_{xx}+Bu_{xy}+Cu_{yy}+Du_{x}+Eu_{y}+Fu=G
Each of the coefficients are of the form A(x,y). Now, the linearity of these...
This is actually a request, I don't know if these are the correct forums for me to post these kinds of things, but yeah. Alright. I intended to study and learn numerical methods with PDEs on my own.
And sadly the only thing I can comprehend is the Liebmann method. :cry: And I got so little...
Is there a way to "crudely" approximate PDEs with Fourier series?
By saying crudely, I meant this way:
Assuming I want a crude value for a differential equation using Taylor series;
y' = x + y, y(0) = 1
i'd take a = 0 (since initially x = 0),
y(a) = 1,
y'(x) = x + y; y'(a)...
I'm trying to write a very simple program to generate shear and bending moment diagrams for beams.
The thing is that I don't know what kind of loading that the beam may see so I want to be able to write it as generically as possible.
I'm trying to find a web resource (not a book, unless...
You can find problems with downloadable notebooks now http://www.mathhelpboards.com/f49/engineering-analysis-notes-2882/.
If one boundary is insulated and the other is subjected to and held at a temperature of unity, we wish to determine the solution for the transient heating of the slab.
The...
Variable Coefficient PDEs
My homework question:
"Find the general solution of ##xu_{x} + 4yu_{y} = 0## in ##{(x,y)\neq(0,0})##; when is this solution continuous at (0,0)?"
##\frac{dx}{dy} = \frac{x}{4y}##
##\frac{dx}{x} = \frac{dy}{4y}##
Integrating both sides, we find:
##lnx + c =...
Homework Statement
How were the integral lines dt/a = dx/b derived from the PDE aUt + bUx = 0 where Ut is the partial derivative with respect to time and Ux with respect to x and a, b are constants.
Homework Equations
I honestly have no idea. I may be unprepared for this course as...
Homework Statement
I'm doing a course on numerical solutions of PDE and I am waaaay out of my depth, having not covered differential equations previously. I spoke to my lecturer about this and he said I would be fine as the course is on FDM/FEM and not analytic solutions but this is week 4 and...
I am working on a dual undergrad degree program, with my primary degree being Electrical Engineering. This fall will start the last semester to get my B.S. in Math completed. For the engineering side I am taking Electromagnetics and Signals and Systems Analysis this semester.
I need only to...
Homework Statement
Say we have a system of N PDEs, each with even order. That is, say the k^{th} equation has order 2 m_k. If m_i = m_j for all i and j, then we can transform the system of PDEs into a first order system of ODEs by introducing new variables.
However, if m_i \neq m_j for some...
Homework Statement
Show that the wave equation u_{tt}-\alpha^{2}u_{xx}=0 can be reduced to the form \phi_{\xi \eta}=0 by the change of variables
\xi=x-\alpha t
\eta=x+\alpha tThe Attempt at a Solution
\frac{\partial u}{\partial t}=\frac{\partial \xi}{\partial t}\frac{\partial...
Hi
I am looking for a good book on PDEs. By good, I mean geometrically intuitive. Something like H M Schey's book on vector calculus.
I know a bit about solving PDEs, I know they are elliptic, hyperbolic or parabolic, characteristic equation defines the type & that's just about it. What I am...
Homework Statement
The PDE: ∂n/∂t + G∂n/∂L=0
The initial condition: n(0,L)=ns
The boundary condition: n(t,0)=B/G
The parameter B and G above are dependent upon process conditions and change at each time. They can be calculated with adequate experimental data.
Homework Equations...
Hello, this is my first post!
I am interested in studying PDEs (heat/wave equations, etc.). At my university, the only listed prereq. for PDEs is ODEs, which can be taken after Calc II. So, essentially, one could enroll in PDEs without taking Calc III, but I am not sure if that would be...
Hi,
I am trying to simplify the following equations to get a relationship involving just \eta :
1) \nabla^2 \phi(x,z,t) = 0
for x\in [-\infty,\infty] and z\in [-\infty,0] , t \in [0,\infty]
subject to the boundary conditions
2) \phi_t+g \eta(x,t) = f(x,z,t) at z=0
3)...
Hey all,
I was reading up on Harmonic functions and how every solution to the laplace equation can be represented in the complex plane, so a mapping in the complex domain is actually a way to solve the equation for a desired boundary.
This got me wondering: is this possible for other PDEs...
1) $u_x+u_y=0,\,x\in\mathbb R,\,y>0$ and $u(x,0)=\cos x,\,x\in\mathbb R.$
2) $xu_x+u_y+uy=0,\,x\in\mathbb R,\,y>0$ and $u(x,0)=F(x),\,x\in\mathbb R.$
3) Solve the following equation $2xu_y-u_x=4xy,$ where the initial curve is given by $x=0,\,y=s,\,z=s.$
-------------------------
1) Laplace...
Hi everybody.
I need to take a course this spring called "intro to partial differential equations, Fourier series, and boundary value problems", and I'm wondering, how much vector calculus (if any) should I learn before this course starts? I have multivariable calculus and ODEs down just fine...
Homework Statement
Solve the following PDE's:
\frac{\partial u }{\partial t }+c \frac{\partial u }{\partial x} with u(x,0)=h(x). (1)
\frac{\partial u }{\partial t }+u \frac{\partial u }{\partial x} with u(x,0)=h(x). (2)
Hints:
Specify the characteristic field of directions associated to each...
Homework Statement
For the system \psi_{xx}+y\psi_{yy}+{1\over 2}\psi_y=0 defined on y<0.
Show that \psi(x,y)=f(x+2\sqrt{-y})+g(x-2\sqrt{-y}) for any functions f,g.
Please helpHomework Equations
See above.
The Attempt at a Solution
I think that the characteristics for the system are...
I have a system of non-linear coupled PDEs, taken from a paper from the 1980s which I would like to numerically solve. I would prefer not to use a numerical Package like MatLab or Mathematica, though I will if I need to.
I would like to know if anyone knows how to solve non-linear coupled...
I made a small program to simulate the time development of a 1D wavepacket obeying the Schrodinger equation, mostly in order to learn a new programming language - so in order to not have to invoke big numerical methods packages, I opted for the simplest solution: The standard three-point...
Hey everyone,
I'm taking intro ODEs right now, and am taking intro PDEs next semester. I would like to know what i should review from calc III for this course.
I took calc III over the summer at a community college and didn't learn very much, if I'm being honest with myself. I think I am...
Hi,
I was reading a paper on control of the 1-D heat equation with boundary control, the equation being
\frac{\partial u(x,t)}{\partial x}= \frac{\partial^2 u(x,t)}{\partial x^2} with boundary conditions:
u(0,t)=0 and u_x(1,t)=w(t), where w(t) is the control input.
The authors...
Let us consider the following partial differential equation:
{(}\frac{\partial z}{\partial x}{)}^2{+}{(}\frac{\partial z}{\partial y}{)}^{2}{=}{1} ---------- (1)
The general solution[you will find in the texts: http://eqworld.ipmnet.ru/en/solutions/fpde/fpde3201.pdf is given by...
Hi,
I have completed an undergrad introductory PDEs course using the Strauss text and am now transitioning to graduate PDEs using the Evans text. Though the first parts of these texts treat (generally) the same subjects, there is a vast gap between them in terms of 'mathematical maturity.'...
Hello,
I have a PDE:
3*u_x + 2*u_y = 0, and I am interested in determining initial values such that there is a unique solution, there are multiple solutions, and there are no solutions at all.
What theorem(s)/techniques would be of use to me for something like this?
Regards,
Dan
The code can be seen here:
http://www4.ncsu.edu/~zhilin/TEACHING/MA584/MATLAB/ADI/adi.m
If you can refere me to a book, paper, equation I would appreciate it, I have been following The Finite Difference Method in PDE from Mitchell but the methods briefly outlined there don't consider the...
Homework Statement
I've been reading some introductory PDE books and they always seem to motivate the search for solutions of the first order quasilinear PDE by the method of characteristics, by introducing a flow model; i was thinking, could someone give an example of a phenomenon modeled by...
Homework Statement
Porous membranes are used to separate mixtures in industry, because smaller
compounds permeate through them more easily than larger ones. KnoGas Pty
Ltd are trialling an experimental separation process, using a membrane to sep-
arate compounds A and B: compound A...
i basically don't know how to do pde's, so I'm learning it from scratch today for my test which is tomorrow (which is in 24hrs from now, for those who don't live in australia), and notes/the internet arent nearly as good as explaining things as people are.
so how would i go by starting these...