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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How to use separation of variable method to solve this PDE?

Question: The function $\phi(x, t)$ defined in $00$ obeys the PDE: $$\frac{\partial \phi}{\partial t}=\frac{\partial^2 \phi}{\partial x^2}-\phi$$ with boundary conditions: $\phi_x=0$ at $x=0$, and $\phi_x=-\phi$ at $x=1$ and initial…
Jack
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nonlinear partial-differential-equations

I have a problem with partial differential equation $$u_xu_y=xy$$ where $$u(0,y)=-y.$$ Therefore $x_0(s)=0$,$y_0(s)=s$,$u_0(s)=-s.$ I wrote my equation as $F(x,y,u,p,q)=pq-xy=0$ and defined the characteristic…
Mmath
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Determine Greens function inside a semi circle

I need to determine Greens function $G(x,x_0), x \mbox{ and }x_0 \in \mathbb{R}^2$ inside a semi-circle $(0
user54297
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Changing a simple, linear, second order PDE to a set of coupled ODEs

I'm solving: $$\frac{\partial^2f}{\partial x_1^2}+\sum_{i=1}^{n}a_{i}\frac{\partial f}{\partial x_i}=0 \label{1}\tag{1}$$ wit $a_i$ some complicated functions of $x_i's$. If we didn't have the second order derivative, we could apply the method of…
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How to solve following multidimensional equation?

Let's have an equation $$ u_{t} = \Delta u ,\quad \mathbf x є R^{n},\quad t > 0, \quad u(\mathbf r , 0) = e^{-(x_{1} + ... + x_{n})^{2}}. $$ How to solve it? I tried to reduce the equation to the form $$ u_{t} = \tilde {\Delta} u ,\quad \mathbf x є…
John Taylor
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Weak solution of a pde with $u_t+F(u)_x=0$ with $F(0)=0$ and $u \in C_c(\mathbb{R}\times[0,\infty))$

Consider the following PDE: $$\left\{\begin{matrix}\partial_tu +\partial_x F(u) = 0\; \forall x \in \mathbb{R}\times[0,\infty)\\u(x,0) = g(x)\;\forall x \in \mathbb{R}\end{matrix}\right.$$ Suppose that $F(0) = 0$ and that $u \in…
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Integral form of balance law

Let $\rho: \mathbb{R} \times [0, \infty) \to \mathbb{R}$ be the density, $f: \mathbb{R} \to \mathbb{R}$ the flux of the density and $g: \mathbb{R} \to \mathbb{R}$ the source (or loss) term. The equation $$ \partial_t\rho(x,t) + \partial_x…
Ronaldinho
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A Friedrichs' Inequality with p = 2

Consider a bounded domain $\Omega \subset R^d$ with boundary $\Gamma$. I am trying to prove the Friedrichs' inequality which says that for some constant $C$, for all $v \in C^1$: $||v||_{L_2(\Omega)} \leq C(||\nabla v||^2_{L_2(\Omega)} +…
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1D Heat equation $x\in(0,L)$ with mixed boundary conditions $u_x(t, 0)=-1$, $u(t, L)=0$

I am attempting to find an efficient (less computationally demanding than solving with numeric integration) solution for the 1D heat equation: $u_t - \alpha u_{xx} = 0$ IC: $ u(x, 0) = 0$ BC 1: $-u_x(0, t) = 1$ BC 2: $u(L, t) = 0$ I have attempted…
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How did they get an analytical solution to this second-order nonlinear PDE?

A (non-math) paper I'm working through presents the following differential equation (and solution) in a casual way: $$ 0 = \frac{(1-\gamma)^{2}}{\gamma} e^{-\rho t} \bigg[ \frac{e^{\rho t} J_{x}}{\beta} \bigg]^{\frac{\gamma}{\gamma-1}} + J_{t} +…
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What method can be used for finding Green function for Fokker-Planck equation?

Let's have an equation $$ u_{t} - (xu)_{x} - \frac{1}{2}u_{xx} = 0, \quad u(x, 0) = g(x), \quad -\infty < x < \infty , \quad 0 < t < \infty . $$ I need to find a Green function for it. So, $$ u_{t} - (xu)_{x} - \frac{1}{2}u_{xx} = \delta (x -…
John Taylor
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Boundaries in heat equation

I have this heat equation: $u_t = 9u_{xx} - 7u + f(x,t),$ $f(x,t) = 1; 0 < x < l; 0 < t < T $ $u(x,0) = 6x^2 - 5x +2$ $u(0,t) = 3t + 2$ $u(l,t) = t + 3$ $l = 1$ My problem is that I know how to solve when IC and BC are zeros. Maybe someone…
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Writing a 2nd order PDE as a system of equations

I want to turn this 2nd order equation into a system of first order equations but I am unsure about whether I can get rid of the $u$ or not $$u_{xy}-u_x+u_y+10u u_{xx}$$ To write this as a system of equations so I can determine whether its…
shilov
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ellipticity condition

I believe (1.3) is in divergence form. My problem is that it is somewhat abstract for me and I'd like to see a few concrete examples. I'd appreciate seeing an actual differential equation of this form with a functions $a_{ij}, b_i, c$ given values…
Jama
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Motivation behind weak form and the test function?

I am not a mathematician so please bear with me. I have been reading this document to have a better understanding of FEA from the perspective of an engineer. I am having a lot of difficulty seeing the intuition/motivation behind the weak form and…