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.

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Proving the Maximum Principle and the Continuous Dependence on Initial Condition and Boundary Conditions.

This is a two part problem that uses the Maximum/Minimum Principle and the Continuous Dependence. I already got the answer for the Maximum/Minimum Principle, but now I have to apply the Continuous Dependence Theorem to prove that there is a…
usukidoll
  • 2,074
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Characteristic curve

Consider the equation $yu_x-xu_y=0$ for $(x,y)\in \mathbb{R} \times (0,\infty)$ with $u(x,0)=x^2$ as the initial condition. I just need help solving for the characteristic curve. I have that $$x_t=y, y_t=x, u_t=0$$ but I am not sure how to solve…
Robben
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PDEs with Variable Coefficents: Solve $xu_x-xyu_y-u=0$ for all $ (x,y)$

Question: $xu_x-xyu_y-u=0$ for all $ (x,y)$ My attempt: Our characteristic curve is in the form of $\frac{dy}{dx}$. Since our $dy = -xy$ and $dx = x$ we have the following separable equation . $\frac{dy}{dx} = \frac{-xy}{x}$ so that leaves us with…
usukidoll
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General solution to PDE

Consider the equation $$xu_x+(1+y)u_y=x(1+y)+xu.$$ Find the general solution. Now assume an initial condition for the form $u(x,6x-1)=\phi(x).$ Find a necessary and sufficient condition for $\phi$ that guranantees the existence of a solution to the…
Robben
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Find a solution to Laplace's equation that satisfies polar coordinates and show that any solution produces perpendicular lines.

7a. Find a solution of Laplace's equations $u_{xx}+u_{yy}=0$ of the form $u(x,y)=Ax^2+Bxy+Cy^2 (A^2+B^2+C^2 \neq 0)$ which satisfies the boundary condition $u(cos ( \theta),sin( \theta))=cos(2\theta)+sin(2\theta)$ for all points…
usukidoll
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Solving an initial value problem for the PDE $u_t + u_x = (x+t) \cos(xt)$

This is my first time to study PDE in grad level . I have to solve this IVP : $$ u_t + u_x = (x+t) \cos(xt) \tag{*} $$ on $\mathbb{R} \times (0,\infty)$. $$ u(x,0) = \sin(x) \tag{**} $$ on $(x,t) \in \mathbb{R} \times \{t=0\}$. In my class note,…
Peter
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How to show that a delta function solution to a PDE (Fokker-Planck) is really a solution

I would like to show that a given solution really is a solution to a PDE. The discussion of this is from a book "Quanum Noise" by Gardiner and Zoller (around page 125). The partial differential equation is (I've taken $\hbar$ to be…
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Integral form of Bessel's (n = 0)

While studying for a comprehensive exam, I have come across this old problem: Consider the Helmholtz equation in the $\mathbb{R}^2$ plane $$u_{xx} + u_{yy} + \omega^2u = 0$$ Derive an integralrepresentation for the axisymmetric solution, i.e. a…
breeden
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Compatibility of initial and boundary conditions

Suppose we consider the heat equation $$\partial_t u = \Delta u, x \in \operatorname{int}D^2, t > 0$$ where $D^2$ is the closed unit disc in $\mathbb{R}^2$, subject to Neumann type boundary conditions $$\partial_\eta u(x, t) = A(t), x \in \partial…
Amino
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To solve a PDE by separation of variables

To Solve: $\displaystyle py^3+qx^2=0$ where $p = \dfrac{\partial z}{\partial x}$, $q = \dfrac{\partial z}{\partial y}$. My attempt: Let $\displaystyle z=X(x)Y(y)$. So, $\displaystyle X'Yy^3+XY'x^2=0$ Separating the variables, $\displaystyle…
square_one
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Analytical Solution of a PDE

I need to solve a PDE which seems to be quite simple and to have an analytical solution. I tried the method of separation of variables, but could not complete the solution. Could you please let me know whether this PDE is analytically solvable and…
Reza
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Solving PDEs using Charpit's Method

To Solve : $\displaystyle 1+p^2=qz$ I have solved this equation till auxiliary equation: $\displaystyle \frac{dp}{-pq}=\frac{dq}{-q^2}=\frac{dz}{2p^2-qz}=\frac{dx}{2p}=\frac{dy}{z} $ p = ∂z/∂x q = ∂z/∂y Now, I can't think ahead .. The given…
square_one
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Solving $\displaystyle py+xq+pq=0$

To Solve: $\displaystyle py+xq+pq=0$, where $\displaystyle p=\frac{\partial z}{\partial x}, q=\frac{\partial z}{\partial y}$ My Attempt: $\displaystyle p(y+q)=-qx$ $\displaystyle \frac{p}{x}=\frac{-q}{y+q} =a (say)$ $\displaystyle…
square_one
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Wave Equation Solution by Factoring Operators

To solve the Wave Equation $$ u_{tt} - c^2 u_{xx} = 0$$ One method is to start with operator factorization $$ u_{tt} - c^2 u_{xx} = \bigg( \frac{\partial }{\partial t} - c \frac{\partial }{\partial x} \bigg) \bigg( \frac{\partial }{\partial t} +…
BBSysDyn
  • 16,115
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Form a PDE by eliminating the arbitrary function

Form a PDE by eliminating the arbitrary function (i) $\displaystyle F(xy+z^2,x+y+z)=0 $ (ii) $\displaystyle F(x+y+z,x^2+y^2+z^2)=0 $ How do I proceed for any of these?
square_one
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