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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PDE: What is the most general solution of $F_xF_y=1$ for a real function, $F(x,y)$?

WolframAlpha gives the simple solution, $F(x,y)=cx+\dfrac{y}{c}+c'$ with two constants $c$ and $c'$ . Is this the most general solution?
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Functions where the sum of its partial derivatives is zero

I am currently studying Calculus of Variations and have come up with this problem. What functions $f:\Bbb R^n\to\Bbb R$ satisfy $$\sum\limits_i\frac{\partial f}{\partial x_i}=0\tag1$$ with $f$ of differentiability class $C^\infty$? It can be shown…
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Wave equation with variable speed coefficient

Consider the wave equation initial value problem in $\mathbb R^3$ with spatially variable wave speed, denoted by \begin{align*} \frac{\partial^2}{\partial t^2}u(x,t)-c^2(x)\Delta u(x,t)&=0\hspace{.2in}\text{in }\mathbb…
tomglabst
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Energy method for elliptic PDE

I have a Energy functional of a PDE : $-\triangle u +u|u| =f$ in $\Omega$ $u=0$ in $\partial \Omega$, and corresponding energy functional below . $$ E(u)=\int_\Omega\Bigl(\frac12|\nabla u|^2+\frac1{3}|u|^3-f\,u\bigr)dx. $$ Observe that $E(u)$ is…
Theorem
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How to determine where a non-linear PDE is elliptic, hyperbolic, or parabolic?

I'm trying to understand the classification of PDEs into the categories elliptic, hyperbolic, and parabolic. Frustratingly, most of the discussions I've found are "definition by examples.'' I think I more or less understand this classification in…
Tony
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Inhomogeneous Second Order PDE

Given $3u_{tt} + 10u_{xt} + 3u_{xx} = \sin(x+t)$ find the general solution. I have yet to solve any inhomogeneous second order PDE (or even first order ones at that). For homogeneous PDE of same order, I managed to solve them by factoring the…
Room
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Is this bootstrap argument correct?

The setup. Assume $\Omega \subset \mathbb{R}^3$ bounded and bilipschitz equivalent to the unit cube and has smooth boundary. Let $v \in W^{1,2}(\Omega,\mathbb{C})$ be a weak solution of $$ \begin{cases} -\Delta v = g & \text{in } \Omega \\ v=0 &…
mjb
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To what extent are "canonical forms" of 2nd order linear PDE unique?

Consider a general 2nd order linear PDE in two variables: $$A(x,y)u_{xx} + B(x,y)u_{xy}+C(x,y)u_{yy}+G(x,y,u_x,u_y,u)=0$$ Suppose that the discriminant $\Delta = B^2-4AC$ doesn't change sign in the domain of interest $\Omega \subset \mathbb{R}^2$. …
Saal Hardali
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A Priori Estimates for p-Laplace Equation

Suppose $\Omega\subset\mathbb{R}^n$ is a bounded domain and $f\in L^q$ with $q\in (1,\infty)$. If $u\in H_0^1(\Omega)$ satisfies $$\int_\Omega \nabla u\nabla v=\int_\Omega fv,\ \forall\ v\in H_0^1(\Omega)$$ then we can conclude that there exist some…
Tomás
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Black-Scholes PDE with non-standard boundary conditions

I have the PDE $$ -\frac{\partial V}{\partial t} + \frac{1}{2}\sigma^2S^2\frac{\partial^2 V}{\partial S^2} + rS\frac{\partial V}{\partial S} - rV = 0$$ with initial and boundary conditions: $V(0,S)=max(E-S,0) $ $V(t,S^*)=E-S^*(t) $ $V(t,\infty)=0…
spoluer
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Solve $u_t=u_{xx}+u_x$

For $u:\mathbb{R}\times [0,1]$ with boundary conditions $u(0,x)=\cos (2\pi x)$ and $u(t,0)=u(t,1)$. Solve $u_t=u_{xx}+u_x$. I had this on an exam and tried to write $u$ as a product of two single variate functions and convert to an ode using the…
operatorerror
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Why is heat equation parabolic?

This may be a really stupid question, but hopefully someone will point out what i've been missing: I've just started studying PDE and came across the classification of second order equations, for example in this pdf. It states that given second…
Mano Plizzi
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Change variables into Fokker-Planck PDE

I have a question regarding a PDE (Fokker-Planck) and change of variables. I have a problem deciding what route to take after I use the chain route. I have an expression $$\frac{\partial u}{\partial t} = \frac{\partial}{\partial…
REULAND
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Convergence of harmonic functions.

I am looking for the proof of the following Theorem : Does anyone know where i can find out ? If $\Omega$ is open and connected and $u_k$ be uniformly bounded sequence of harmonic functions . There exists a subsequence that converges uniformly to a…
Theorem
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Nonclassical solution to $u_t-\Delta u=f$ in one space dimension?

I know that one may find continuous $f$ (say in a ball $\bar B$ centered at $0$) such that there exists no classical ($\mathcal C^2$) solution $u$ to the Poisson equation $\Delta u =f$ in $B$, and obviously this requires to be in dimension 2 or…
pgassiat
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