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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Partial Differential Equation with no solution - Transversality condition?

I have the following equation: $$ x u_x + y u_y = \frac{2e^u }{xy } , x>0,y>0 $$ with the initial condition (corresponding to $t=0$ ): $$ \Gamma =\{ (s,s,0) | 0
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How to solve $f\frac{\partial f}{\partial x}+\frac{\partial f}{\partial t}=0$?

How to solve $f\frac{\partial f}{\partial x}+\frac{\partial f}{\partial t}=0$? (where $f(x,t)$ is assumed to be in $C^\infty(\mathbb{R}\times\mathbb{R^+}\rightarrow\mathbb{R})$) I can find a particular solution which is $f=\frac{x}{t}$. Is this the…
anonymous67
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Existence and uniqueness for the Cauchy problem for the Laplace equation

Given a Laplace equation $u_{xx}+u_{yy}=0$ in $\mathbb{R}^2$ with initial conditions $u(x,0)=u_0(x)$, $u_y(x,0)=u_1(x)$. Is this problem uniquely solvable in general? Does someone have a coutnerexample if not? Thanks very much!
JohnSmith
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Kolmogorov equations

I'm having a difficulty to understand the difference between the Kolmogorov Forward and Backward Equation in how they describe probability density rather then their mathematical formulation (I know the formulas). Can I say that both describe the…
fragile
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Solutions to Black Scholes

Consider the black scholes equation, $$ \frac{\partial V}{\partial t } + \frac{1}{2}\sigma^2 S^2 \frac{\partial^2 V}{\partial S^2 } + ( r-q )S\frac{\partial V}{\partial S }-rV =0 $$ How do I show that if $V( S, t)$ is a solution, then…
Danny
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Separation of variables pde, Cauchy problem

I would like to know how to handle the following pde. What makes it difficult for me to solve it is the fact that both boundary conditions for $x$ aren't zero. Here's the equation: $$u_{tt} - u_{xx} =0, \ \ t \ge 0, \ x \in [0, \pi] $$ $$u(0,x) = 1,…
Hagrid
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Ill-Posedness of a modified Schrödinger equation

I am trying to show the ill-posedness of the problem $\partial_{t}u=i\Delta\bar{u}$, with $u(x,0)=u_{0}(x)$. The suggestion of my reference is to differentiate the equation with respect to the variable $t$, and use the conjugate of the equation.…
Geovani
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Nonunique solution of $u_{t} + a(x)u_{x} = 0$, $u(x, 0) = f(x)$ for $x \in \mathbb{R}$

Consider the Cauchy problem, $u_{t} + a(x)u_{x} = 0$, $u(x, 0) = f(x)$ for $x \in \mathbb{R}$. What is an example of a smooth unbounded $a(x)$ such that the solution of this Cauchy problem is not unique? This seems like something to solve with…
4
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Equilibrium solution for a heat equation

Find the equilibrium solution of $$ u_t(t,x) = u_{xx} (t,x) + x^2, \ 0
user90593
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Separation of Variables (PDEs): What about $0$?

Question: [See the context given below.] $\rm\color{#c00}{(a)}$ When we divide by the functions $T$ and $X$ to obtain $(1)$, aren't we assuming that the functions will be non-vanishing on their whole domain (otherwise it doesn't make…
Guest
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Green function for gradient

Does a Green function for the gradient exist? Specifically, consider the equation $$\vec{\nabla}_x\, G(\vec{x},\vec{x}') = \vec{\delta}(\vec{x}-\vec{x}'),$$ where $\vec{\delta}(\vec{x}-\vec{x}')$ is some sort of a vector generalization of the…
user54031
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Prove that a function belongs to Sobolev space

Denote $U=\{x\in \mathbb{R}^2 | |x_1|<1, |x_2|<1\}$ Define: $ u(x) = \begin{cases} 1-x_1 &\mbox{if } x_1>0, |x_2|0, |x_1|
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Trace operator counterexample

This is homework so no answers please Let $U$ be bounded with a $C^1$ boundary. Show that a ''typical'' function $u \in L^p(U) \ (1 \leq p < \infty)$ does not have a trace on $\partial U$. More precisely, prove there does not exist a bounded …
TKM
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Characteristics of a PDE

As I continue working through lecture notes for my DE course, I encounter the following as an exercise: Looking at the PDE $$e^{2y}u_{xx}+u_y=u_{yy}$$ how can we find the differential equation satisfied by its characteristic curves and show that…
Mathmo
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Is solving Poisson's equation in Polars different from Cartesian?

I'm having trouble figuring out how to separate variables in polar coordinates in 2D. In cartesian coordinates it is fairly simple to use eigenfunction ideas because I can group together the x, y variables as a single $\mathbf{r}$, but I am unsure…