Questions tagged [partial-differential-equations]

Questions on partial (as opposed to ordinary) differential equations - equations involving partial derivatives of one or more dependent variables with respect to more than one independent variables.

Partial differential equations (PDEs) contain partial derivatives and usually contain two or more variables; the single-variable cases with normal derivatives are ordinary differential equations.

In general partial differential equation can be written in the form $$f(x, y, ,\dots , u, u_x, u_y, \dots , u_{xx}, u_{xy}, \dots )=0$$involving several independent variables $x, y, \dots ,$ an unknown function $u$ of these variables, and the partial derivatives $u_x, u_y, \dots, u_{xx}, u_{xy}, \dots$, of the function.

Subscripts on dependent variables denote differentiations, e.g., $$u_x\equiv \frac{\partial u}{\partial x},\quad u_{xy}\equiv \frac{\partial^2 u}{\partial x \partial y },$$and so on. The $f$ denotes a function defined on a subset of a finite dimensional space. Functional operators on functions like $f(u):=\frac{du}{dx}$ are not allowed in this definition. For instance, Laplace's equation in three dimensions $u_{xx} + u_{yy} + u_{zz} = 0$ is defined by $f(x,y,z,\nabla u,\nabla^2 u) = 0$, where $$f(a,b,c,v,M) := M_{11} + M_{22} + M_{33}.$$

Questions with this tag may be about, among other things:

  1. Analysis of existence and uniqueness of classical/strong/weak/viscous/etc. solutions in boundary value problems/Cauchy problems/Riemann problems.
  2. Functional analysis related to PDEs, e.g., theories of Sobolev spaces, Bochner spaces, analysis of linear/nonlinear differential operators, and pseudodifferential operators, etc.
  3. The stability, or long-term behavior of the solution.
  4. Different methods of solving PDEs, separation of variables, Fourier transform, solitons, method of characteristics.
  5. The solution technique of the Euler-Lagrange equations from calculus of variations.
  6. Equation-relevant theory in other fields, e.g. Hyperbolic conservation laws in fluid/gas dynamics, Maxwell's equations in electromagnetism, Hamilton-Jacobi equation in control theory, etc.

Please consider using more specific tags if your question addresses some of the aspects in that field, e.g., , , , , , , , .

References:

"Partial Differential Equations" by L. C. Evans

" Linear Partial. Differential Equations for Scientists and Engineers" by Tyn Myint-U & Lokenath Debnath

"Differential Equations" by Shepley L. Ross

See also the Wikipedia and MathWorld entries.

23235 questions
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Why is this problem ill posed?

I would like to know why the following equation is ill posed . $u_t=-ku_{xx}$ and $u(0,t)=u(L,t)=0$ Here , $u_t, u_{xx} $ denotes the partial derivatives of u with respect to time and space respectively . Thank you for your help.
Theorem
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Show that PDE does not have a solution

I need to show, that the following PDE does not have a solution: \begin{align} u_x + u_t &= 0 \\ u(x,t) &= x , \forall x,t: x^2 + t^2 = 1 \end{align} My attempt: It's first-order linear PDE with constant coefficients, so I thought about using the…
Eenoku
  • 894
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How do I solve the partial differential equation $u_{xx}=4u_{tt}$?

This is basically the first partial differential equation I am solving by myself (we just started PDE's) and I need some help. Here is the question: Determine the solution of $$u_{xx}=4u_{tt}$$ where $t>0$ and $x > \in(0,1)$. The inital conditions…
bluemoon
  • 969
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Physical meaning of the various types of boundary conditions for a vibrating string

I wonder what is the physical meaning of Dirichlet, Neumann and Robin boundary conditions for a vibrating string? Or link to other applications?
AhSh
  • 43
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Linear PDE by characteristics

I am studying the characteristics method from these notes I found online http://web.stanford.edu/class/math220a/handouts/firstorder.pdf I can't seem to get my solutions to work out though, even in the simplest cases. For example, I want to solve…
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Variational formulation for bilaplacian problem

I am trying to derive a variational formulation for the following problem $$\left\{ \begin{array}{ll} \Delta^2u=f, & \Omega \\ \Delta u+\rho \partial_{\nu}u=0, & \partial \Omega \end{array}\right.$$ where $\rho>0$ is constant. I intend to show that…
Luc
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What can we conclude about the solution when integrating the equation of characteristics in this PDE problem?

I've come across the following PDE problem: $$\frac{\partial u}{\partial t} + 2tx^2\frac{\partial u}{\partial x} = 0, \\ u = u(x,t) \\ u(x,0) = x^3$$ This is a first order, linear, homogeneous PDE. However, using the method of characteristics,…
DrHAL
  • 866
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Is the parabolic heat equation with pure neumann conditions well posed?

The parabolic heat equation is a partial differential equation given by $\frac{du}{dt}=\nabla^2u+f$. If i impose an initial condition u(x,0) and pure homogeneous neumann boundary conditions that satisfy the compatibility conditions with respect to…
Paul
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Find the general solution of $u_{ttxx}(x,t)=(u_{tt}(t,x))^2$

Find the general solution of the equation $$u_{ttxx}(x,t)=(u_{tt}(t,x))^2$$ Let set $v(x,t)=u_{tt}(x,t)$. Then $$v_{xx}(x,t)=(v(x,t))^2$$ What should I do next? Any help would be greatly appreciated.
Roman
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Question on partial differential equation

Solve the following PDE. $u_t + (u_x)^2 = -u$ with $u(x,0)=x$ My attempt: After substituting $u_{x}=v$ and solving new PDE $v_t + v v_x = -v$ with $v(x,0)=1$ , I got $v(x,t)=e^{-t}$. so $u_{x}=e^{-t}$. I know I have to integrate it but I am…
zafran
  • 904
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Charpit's Method

Find the complete integral of partial differential equation $$\displaystyle z^2 = pqxy $$ I have solved this equation till auxiliary equation: $$\displaystyle \frac{dp}{-pqy+2pz}=\frac{dq}{-pqx+2qz}=\frac{dz}{2pqxy}=\frac{dx}{qxy}=\frac{dy}{pxy} $$…
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Help Solving this 1D Linear Parabolic PDE

Let $u = u(t,x)$ satisfy the PDE $$ \frac{\partial u}{\partial t} = \frac{1}{2}c^2\frac{\partial^2 u}{\partial x^2} + (a + bx)\frac{\partial u}{\partial x} + f u, $$ where $a,b,c,f \in \mathbb{R}$ are constant. I'm aware of solution methods for when…
bcf
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Trouble understanding method of characteristics-PDE for solving the Cauchy Problem

So I am trying to understand the non-algorithmic part of the method of characteristics for solving a first order quasilinear PDE: $ a(x,y,u)u_{x}+b(x,y,u)u_{y}=c(x,y,u) \hspace{1cm } $ (1) I understand why the characteristic curves are solutions…
D1X
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Method of characteristics for the PDE $xu_x +y u_y = 0$ with an initial condition on a circle

How to solve this Cauchy problem? $$xu_x +y u_y = 0$$ $$u(x,y) = x\quad \text{on}\quad x^2 + y^2 = 1$$ My attempt: $$\dfrac{dx}{x}=\dfrac{dy}{y}=\dfrac{du}{0}$$ Using this we have $\dfrac{y}{x}=c_1 $ and $u=c_2$ Now Consider $c_2=G(c_1)$ $\implies$…
zafran
  • 904
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The adjoint operator of the second order partial differential operator.

I'm studying the second order elliptic partial differential equations in the 'Partial Differential Equations, EVANS'. The section 6.2.3 begins with defining the adjoint operator $L^*$ of the operator $$Lu=-\sum_{i,j} (a^{ij}u_{x_i})_{x_j}+ \sum _i…