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.
Hello:
I am looking to solve a set of 1D PDEs. I thought the finite difference method would be a good way to go about it. So I decided to pick a simple first order forward difference scheme to obtain preliminary results.
I just have 1 question: According to my scheme, at the last node...
I have the following system of first order PDEs
\begin{array}{rcl}
\frac{\partial v}{\partial t}+v\frac{\partial v}{\partial x} & = & -\varepsilon\gamma^{-3}(v)E \\
\frac{\partial n}{\partial t}+\frac{\partial}{\partial x}(nv) & = & 0 \\
\frac{\partial E}{\partial t}+E & = & nv
\end{array}...
I have an unusual question, though hopefully someone here can answer it. Apologies if this belongs in the homework forums, not really sure where to put it, as I'm not asking for help with the problems here. I'm currently in the second half of a 12-week third-year University course on PDEs. I...
See attached image for the question and my working. Hopefully you can read it OK, I had to resize it to fit to the allowed dimensions.
I'm unsure how to proceed or if I have done something wrong previously - the initial and boundary conditions are tripping me up. The boundary conditions in red...
I've taken a first semester course on PDEs. Basically all we learned was separation of variables and method of characteristics. I understand that there are transforms out there, such as laplace and fourier. However, it looks like there aren't many analytical ways of solving PDEs. Mind you, I'm...
Homework Statement
Hello, I'm having a problem solving second order inhomogeneous PDEs, for example the standard heat equation with a forcing term Sin(x)Sin(t) added onto it on the right hand side.
Homework Equations
ut = uxx + Sin(ax)Sin(bt)
The Attempt at a Solution
I can solve...
a question on orthogonality relating to Fourier analysis and also solutions of PDEs by separation of variables.
I've used the fact that the following expression (I chose sine, also cosine works):
\int_{0}^{2\pi}\sin mx\sin nxdx
equals 0 unless m=n in which case it equals pi in...
Just quick question about sep of variables..
say have function U(x,y)=X(x)Y(y)
when do separation of variables end up with some generic case that looks like:
X''/X=Y'/Y=lamda
my question is (and I think I know now the answer but would like confirmation), is what sign should the lamda...
Solving PDEs using Fouries Series ?
Hello
I am trying to solve 2D Laplace's equation (\nabla2u) using Fourier series using these boundary conditions for a square domain of length L:
u(x, 0) = 0
u(0, y) = 0
u(L, y) = 0
u(x,L) = Uo
After solving the 2 ODEs(separating variables method)...
Homework Statement
The question is here:
http://ocw.mit.edu/courses/mathematics/18-303-linear-partial-differential-equations-fall-2006/assignments/probwave1solns.pdf
It's a long question and I figured attaching the link here would be better.
I need help with the question on page 4.
when...
Hello all,
I was wondering if you could share your thoughts regarding how one should go about solving PDEs in which all or some of the variables are complex.
To solve ODEs involving real variables, my favorite method is to take the equations to Laplace domain, then solving the resulting set of...
Homework Statement
fn(x)= e-n*x
Determine whether or not the sequence fn converges pointwise for each x\geq0
Homework Equations
when a sequence of functions converges pointwise, the following is satisfied.
f(x)=limN->inffn(x)
The Attempt at a Solution
I tried to graph it and I...
Hello:
I am wondering if there is a general way of splitting the following PDE into two separate equations. I would like to re-write the second-order spatial derivatives on the LHS as first-order derivatives.
\[
\frac{{\partial p^2 }}{{\partial x^2 }} + \frac{{\partial p^2 }}{{\partial...
Sorry about the format, bit I have no knowledge of LateX.
A,B - are real constants
U=(Ux,Uy,Uz)
I have a system of three coupled linear second order differential equations
(di)^2(Ui) +A*Laplacian(Ui)+ B*di[Divergence(U)]
Note: The first term is not a sum.
0<z<H, while x & y can...
I'm reading a text on PDEs..
I'm trying to follow some of the argument the author is presenting, but I'm having a bit of difficulty.
We start w/ a collection of p functions in n variables (with p <= n). That is to say, we have:
u_1, u_2, ..., u_p
where
u_i : \mathbb{R}^n...
I should find the general solution of the two following trivial PDEs.
u=u(x_1,x_2,...,x_n)
1)
\frac{\partial u}{\partial x_1 \partial x_2} = 0
2)
\frac{\partial u}{\partial x_1} - u = 0
Hello.
I took a class on ODEs and learned about solving second order homologous equations by writing down the characteristic equation.
http://www.sosmath.com/diffeq/second/constantcof/constantcof.html
I am now learning about PDEs on my own and I came across parabolic, hyperbolic, and...
Homework Statement
A stretched string occupies the semi-infinite interval -\infty<x\leq0.
y(x,t) := f(x-ct) + f(-x-ct) is a solution of the wave equation.
What boundary condition does y satisfy at x=0?
Describe what is going on in terms of incident and reflected waves.
Homework...
Hi all,
Suppose the solution of a pde exists and is unique, what can be said about the smoothness thereof? In general, is there some theory regarding the smoothness of the solution and its derivatives and how it depends on the boundary and boundary values? For example, if the boundary values...
Homework Statement
Given u_tt = F(x,t,u,u_x, u_xx), give the finite difference approximation of the pde (ie using u_x = (u(x + dx; t) - u(x - dx; t))/(2dx) etc.)Homework Equations
Well, clearly, u_x = (u(x + dx; t) - u(x - dx; t))/(2dx)The Attempt at a Solution
I really have no idea how that...
Hello!
I have to solve a system of PDEs with Comsol and do not know where to start ...
This is the system:
&u_{,x}+v_{,y}=k y+h x\ \ \ &in\ \mathcal{A}
v_{,x}-u_{,y}=k x-h y\ \ \ &in\ \mathcal{A}
u n_x+v n_y=0\ \ \ &on\ \partial\mathcal{A}
\mathcal{A}\ in\...
I'm doing a course in PDEs, where the lecturer hasn't really explain when all these methods for solving PDEs are suitable.
How do you decide which method to use to solve PDEs? Can someone explain for which class of PDEs do the following methods work:
- similarity solutions
- separation of...
I'm working on discretizing pde with boundary and initial conditions. The assumption of the method is that functions must be at least twice differentiable. I have an intial condition given by the following function
u(x,0)=f(x)=\left\{\begin{array}{cc}x,&\mbox{ } 0 \leq x <1\\2-x, & \mbox{ } 1...
I'm taking a first course in PDEs this term (I'm a physics student) and we are using "Beginning Partial Differential Equations" by Peter V. O'Neil, which I find almost unreadable. Can anyone recommend a good book appropriate for an introductory PDE course? I have taken a standard ODE and...
According to wikipedia the greens function is defined as:
L G(x,s) = - \delta(x-s)\,
http://en.wikipedia.org/wiki/Green%27s_function#Definition_and_uses
when L is a differential equation then the greens function is the impulse response of the differential equation.
If a Hilbert space...
Hi all,
A diffusion equation is of the form
\frac{\partial u}{\partial t}=k \frac{\partial^2u}{\partial x^2}
Usually an equation like this seems to be solved numerically using the Crank-Nicolson method:
\frac{u_{i}^{n + 1} - u_{i}^{n}}{\Delta t} = \frac{k}{2 (\Delta x)^2}\left((u_{i + 1}^{n +...
DEs in general are something that I find very interesting. Though my knowledge of DEs are very rudimentary to say the least, I find them fascinating. In particular, I want to learn about PDEs and obtain a deeper understanding for ODEs.
My question is, then, what kind of math preparation...
I keep getting the error,
NDSolve`FiniteDifferenceDerivative::aord: The approximation order 0 given for dimension 1 should be a positive machine-sized integer or Pseudospectral.
I have a very complex and nonlinear pde to solve in mathematica and I keep getting errors with the code...
Hi all,
This pertains to a pretty common method of simulating semiconductor devices, but unfortunately I've looked through tons of sources that have been unable to answer my question:
I'm currently working on a 1D device simulator in MATLAB that uses a Newton-Raphson iteration to solve...
Does anybody know a good introductory book on PDEs? I am a physics major and something applied is what I'm looking for. It must have a good amount on Fourier methods too. Thanks.
Right now I'm a freshman physics student, interested in eventually going to grad school for theoretical physics. I may transfer and go for a mathematical physics degree at another schppl, but I can't help but wonder how much math is acutally needed past partial differential equations. Will...
Homework Statement
6 1st order, nonlinear PDEs in one space and one time variable.
6 variables are function of space and time: a, b, c, d, e f
2. The attempt at a solution
Method of lines - Discretize in space. Turns system of PDEs into a much larger system of ODEs. The time term...
Is there a way that I can label contours for PDEs on Matlab? They have a few functions for drawing contours, e.g.
but they're unlabelled (what's the use!) I'm sure there's a way to label my contours if I could plot them in the first place, but searches yield none. I understand that there's a...
Hi
In my lecturer's notes he describes the unit tangent to a curve y=Y(X) as
(i + Y'(X)j)/[(1+[Y'(X)]^2)^(0.5)]
in an introduction to second order PDEs
I'm a bit confused by this. Where did it come from?
Can anyone explain
Thanks
Hi
In my lecturer's notes he describes the unit tangent to a curve y=Y(X) as
(i + Y'(X)j)/[(1+[Y'(X)]^2)^(0.5)]
in an introduction to second order PDEs
I'm a bit confused by this. Where did it come from?
Can anyone explain
Thanks
Hello,
I have been struggling at solving what I think is a system of 1st order PDEs. Here is what I have:
\frac{dy1}{dt1} = y1*F1(t1,t2) + F2(t1,t2)
\frac{dy2}{dt2} = y2*F1(t2,t1) + F2(t2,t1)
These equations have been obtained after modeling a problem using the game theory. More...
Hi all,
I have another post on here relating to Fick's law of diffusion, but before I asked that I really should have started with this question:
How do you go from a one dimensional version of the diffusion equation to a cylindrical co-ordinate system of the same equation?
I have found...
Hi again
I am studying PDEs and came across a solved problem in my textbook, which describes the transformation of a parabolic second order PDE to canonical form. I want to know how to find the second canonical substitution when one has been computed from the characteristic equation...
Hello friends,
I'm reading about PDEs and my textbook lists 'integrals' of the pde
f(x,y,z,p,q) = 0
where p = \partial z/\partial x and q = \partial z/\partial y, as
1. Complete Integral
2. General Integral
3. Singular Integral
4. Special Integral (solution that can't be...
This problem may be very easy or very difficult (probably the first), but I can't seem to make sense of it, and that annoys me. It's not all that important (at least not yet), but I just can't seem to let it go. Anyways, here it is.
Consider the following PDE:
\frac{\partial^2 f}{\partial...
Laplace Transforms on Partial Differential Equations - Non-dimensionalization too!
Homework Statement
The experiment described in the previous problem was analyzed from the point of view of long time \left(\frac{D_{AB}\,t}{L^2}\;>>\;1\right). We wish to reconsider this analysis in order to...
I have a question which has perplexed me for a time and thought maybe someone here would have some insight that might prove useful. My research involves a generalization of first order partial differential equations. The simplest case can be defined in the following manner: Let V be an arbitrary...
Homework Statement
I want to solve the following two interlinked (simultaneous) Partial Differential Equations using FEMLAB. The equations are:
\[\frac{\partial^2 \psi}{\partial^2 x} = - \frac{q}{\epsilon} p \]
\[p \frac{\partial^2 \psi}{\partial^2 x} + \frac{\partial \psi}{\partial x} ...