Solving Partial Differential Equations: Strategies and Techniques

In summary, the conversation discusses a differential equation in physics with boundary conditions. The speaker is unsure if there is a closed form solution and asks for suggestions on how to find out. They mention a book on partial differential equations and the possibility of using Fourier analysis due to the periodicity of the function. The other person asks for more context and suggests looking at online resources, specifically notes from a course on partial differential equations.
  • #1
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I have, as is normal for anyone working in physics, come across a differential equation describing the system I am looking it. Now I know little about solving partial differential equations, and indeed I am not even sure if an analytical solutions exists for my equation, but here it is anyways:

∂f/∂t = g(t)∂2f/∂x2 - xh(t)f

With boundary conditions:

f(x,0)=f(x,n*τ)=0 ,n=1,2,3...
f(x*(t)-ε(t),t)=1, f(x*(t)+ε(t),t)=0
where x*(t) and ε(t) are some known functions describing the "moving" boundary conditions.

Now I am not expecting anyone to be able to immidiatly look at this equation and know whether there exists a closed form solution. Rather I want to ask you, what you would do to find out?
I litterally have no clue what to do. Is there a big book on all kinds of partial differential equations, or what do you guys do when an equation like the above pops up in your work?

I know from my book that no solution can exist if we only have the condition that f(x,0)=0, but I have provided further boundary conditions saying that this must be true again after a certain period τ. Thus it is assumed that f is periodic in time with my assumption. My hope is that this boundary condition makes the above differential equation analytically solvable. Can anyone immidiatly tell if it doesn't help me? Or are there any tricks from Fourier analysis etc. that one can exploit now that f is periodic in time?
 
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  • #2
It would be helpful to us if you could provide a little more context about this 'system' you are looking at. PDEs describe many different physical phenomena, and more information about this equation and where it comes from will be a big help in seeing what kinds of solution are available.
 
  • #3
There are indeed big books. A convenient online resource is a set of notes from Grigoryan's USCB course Math 124a. Google it, you'll find it. A difficulty I have with his file is that his equals signs display as long dashes on my screen (like, elongated minus signs), but you can make the translation mentally once you know that's happening.
 

FAQ: Solving Partial Differential Equations: Strategies and Techniques

What is a differential equation?

A differential equation is a mathematical equation that relates a function with one or more of its derivatives. It is used to describe how a variable changes over time or in relation to other variables.

What are the types of differential equations?

There are three main types of differential equations: ordinary differential equations, partial differential equations, and stochastic differential equations. Ordinary differential equations involve one independent variable, while partial differential equations involve multiple independent variables. Stochastic differential equations involve randomness and probability.

What is the difference between a linear and a non-linear differential equation?

A linear differential equation is one where the dependent variable and its derivatives appear in a linear manner. This means that they are not raised to a power or multiplied together. Non-linear differential equations, on the other hand, involve the dependent variable and its derivatives in a non-linear manner, such as raised to a power or multiplied together.

What are some real-life applications of differential equations?

Differential equations are used in various fields such as physics, engineering, economics, biology, and chemistry to model and understand real-world phenomena. For example, they can be used to describe the motion of a pendulum, the growth of a population, the spread of diseases, and the flow of electricity.

How are differential equations solved?

Differential equations can be solved analytically or numerically. Analytical solutions involve finding an explicit expression for the solution using mathematical techniques. Numerical solutions involve using computer algorithms to approximate the solution. The choice of method depends on the complexity of the equation and the desired level of accuracy.

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