Pdes Definition and 168 Threads

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.

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  1. K

    How to improve stabilities of numerical solutions of PDEs

    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...
  2. DrPapper

    Applied PDE for Scientists and Engineers Farlow

    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...
  3. J

    Numerically solving system of four PDEs

    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...
  4. S

    Solutions of second order linear PDEs

    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...
  5. T

    What is the best book for solving PDEs?

    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?
  6. STEMucator

    Books on PDEs: Recommendations for Rigorous Learning

    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...
  7. T

    Abstract questions about PDEs with respect to Seperation of Variables

    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...
  8. D

    MHB What Are Suitable Project Topics in Nonlinear PDEs?

    I have to work on a project for my nonlinear PDEs class. What are some topics that are suitable for a project in nonlinear PDEs? Thanks.
  9. T

    Solving the Wave Equation (PDEs)

    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...
  10. P

    Show system of PDEs has no solution

    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 -...
  11. L

    How Do You Solve First-Order PDEs with Initial Conditions?

    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...
  12. D

    MHB Book recommendation for PDEs numerical

    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.
  13. N

    For which PDEs is the solution in the form of F(x)*G(t)?

    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...
  14. H

    Is there a quantitative measure for the nonlinearity of PDEs?

    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...
  15. G

    Is Schwartz Space a Viable Basis for Understanding PDEs?

    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.
  16. L

    Where to get started with Numerical Solutions to PDEs?

    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...
  17. P

    Numerical methods for nonlinear PDEs in large domains

    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...
  18. A

    Sum of Second Order Linear PDEs

    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...
  19. maistral

    Numerical Methods for PDEs, basic algorithm?

    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...
  20. maistral

    Crude Fourier Series approximation for PDEs.

    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)...
  21. A

    Generating Shear and Bending Moment Diagrams for Beams with PDEs

    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...
  22. D

    How Can Mathematica Be Used to Plot Transient Heating in a Slab?

    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...
  23. T

    Variable Coefficient PDEs and Continuity of the General Solution

    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 =...
  24. S

    Solving basic first order PDEs + Method of Characteristics

    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...
  25. A

    Classification of PDEs: Understanding and Solving for Unique Solutions

    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...
  26. S

    Can't decide between PDEs or Vector Analysis

    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...
  27. T

    Transforming a system of PDEs into a first order system of ODEs

    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...
  28. K

    Reducing the Wave Equation: Change of Variables

    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...
  29. A

    Which Books Offer a Geometric Understanding of PDEs?

    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...
  30. G

    Solving PDEs with Initial & Boundary Conditions

    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...
  31. J

    Is Linear Algebra needed for PDEs?

    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...
  32. N

    Solving Coupled PDEs with Forcing Function - Nick

    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)...
  33. M

    MHB Solving Heat PDEs: Is There a Standard Procedure?

    1) Solve $\begin{aligned} {u_t} &= K{u_{xx}},{\text{ }}0 < x < L,{\text{ }}t > 0, \\ u(0,t) &= 0,{\text{ }}u(L,t) = 0,{\text{ for }}t > 0, \\ u(x,0) &= 6\sin \frac{{3\pi x}}{L}. \end{aligned} $ 2) Solve $\begin{aligned} {u_t} &= 4{u_{xx}},{\text{ }}0 < x < 1,{\text{ }}t > 0, \\...
  34. M

    Can complex analysis be used to solve PDEs other than the Laplacian?

    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...
  35. M

    MHB Solving First Order PDEs: Laplace, Fourier & Separation of Variables

    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...
  36. G

    What do I need to know to learn intro to PDEs?

    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...
  37. fluidistic

    Solving PDEs: Char Field & Characteristic Curve

    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...
  38. C

    How Can Characteristics Simplify PDE Solutions?

    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...
  39. C

    Finite Difference Numerical Solution to NL coupled PDEs

    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...
  40. E

    Finite difference and Runge-Kutta for PDEs

    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...
  41. A

    Preparing for Intro PDEs: What Topics from Calc III Are Essential?

    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...
  42. A

    Writing PDEs as differential equations on Hilbert space

    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...
  43. A

    Are We Missing Solutions in First Order Non-linear PDEs?

    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...
  44. G

    How Can I Bridge the Gap Between Undergraduate and Graduate Level PDEs?

    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.'...
  45. D

    Existence and uniqueness of PDEs

    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
  46. D

    How Effective is the ADI Method for Solving PDEs with Non-Constant Source Terms?

    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...
  47. S

    Quasilinear PDEs in industry, finance or economics.

    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...
  48. A

    Time dependent PDEs - mathematical modelling - diffusion equation

    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...
  49. A

    What is needed from calc III for PDEs?

    Title says it all :smile:
  50. I

    Learning PDEs from Scratch in 24 Hours

    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...
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