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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What is the difference between the domain of influence and the domain of dependence?

When analysing the wave equation $$u_{tt} = c^2 u_{xx}$$ in my PDE's module, I understand the 'domain of dependence' which is where the value $u(x_0,t_0)$ is only depends on the initial value of $x$ (at $t=0$) in the closed interval $[x_0 - ct_0,…
user26069
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Finding a general solution for $u_{xx}-4u_{xy}+3u_{yy}=0$

Let $$u_{xx}-4u_{xy}+3u_{yy}=0.$$ Find the general solution given the solution $u(x,y)=f(\lambda x+y).$ My attempt was as follows: let $u(x,y)=e^{\lambda x+y}$. Then by computing $u_{xx},u_{xy}, \text{ and } u_{yy}$ we get $e^{\lambda…
emka
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Nonlinear PDE $u_y=(u_x)^3$

I need to show that the only solutions of $u_y=(u_x)^3$ that are smooth on whole $\Bbb R^2$ are of the form $ax+by+c$, could anyone help me please?
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Can Dirichlet and Neumann eigenfunctions coincide for the Helmholtz equation?

We consider the null space (corresponding to the possible eigenvalue zero) of the linear indefinite elliptic PDE $\Delta u+k^2(x)u=0$ in $\Omega$ with $u=\partial_{\nu}u=0$ on the boundary. If the solution $u$ is analytic, then from the uniqueness…
Hui Zhang
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Use the method of characteristics to solve nonlinear first order pde.

I find this problem challenging: Use the method of characteristics to solve $u_t+u_x^2=t$ with $u(x,0)=0$. I know I'm supposed to let $p=u_x$ and $q=u_t$. Then I get $F(x,t,u,p,q)=p^2+q-t=0$. But what to do from there eludes me. Any help/hints to…
Desperate Fluffy
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PDE - solution with power series

I am learning this method for solving PDSs by means of power series. Since I am studying it with lecture notes and I can't find any other book that describes this method, I am going to summarize it below then I ask my question. A general PDE can be…
Thiago
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Semi-infinite heat/diffusion equation with time-dependent B.C. at x=0

I have a problem in which I need to solve the diffusion equation: $$ \frac{\partial u}{\partial t}=\frac{\partial^2 u}{\partial x^2} $$ on a semi-infinite domain from $x=0$ to $x=\infty$. The initial condition and boundary conditions…
7
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Laplace equation with periodic boundary conditions

Suppose I had the problem $$\nabla^2 u(x,y) = 0 \text{ in } \Omega=[0,1]^2$$ with the periodic boundary condition: $u(0,y)=u(1,y)$ and $u(x,0)=u(x,1)$ Note that I'm purposefully omitting periodic neumann conditions. I'm pretty sure that this…
Paul
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"Penalty method" to approximate solutions of a variational inequality

The following is Problem 3 from Chapter 9 of Evans's book on PDE, 2nd edition. (Penalty method) Let $\varepsilon>0$ and define $$\beta_\varepsilon(z)=\begin{cases} 0 & z \ge 0 \\ \frac{z}{\varepsilon} & z<0 \end{cases}$$ and suppose…
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What Are The Necessary Conditions For a Function to be Separable?

A common step in solving many PDEs is to write a multivariable solution function as a product of two more or single variable functions. For example, if given, $$ \alpha\,\frac{\partial U(x,t)}{\partial x} = \frac{\partial U(x,t)}{\partial…
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Existence of the degenerate elliptic PDE coefficient condition

This is a question related to the theory presented in a book on degenerate elliptic PDEs. The book builds a theory for equations of the form: $$\sum a_{ij}u_{x_ix_j}+\sum b_{i}u_{x_i}+cu=0$$ with $A=a_{i,j}$ is a positive semi-definite matrix. Then,…
Medan
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Solve $u_{xx}-3u_{xt}-4u_{tt}=0$ where $u(x,0)=x^2$ and $u_t(x,0)=e^x$

Solve $$u_{xx}-3u_{xt}-4u_{tt}=0$$ where $u(x,0)=x^2$ and $u_t(x,0)=e^x$. My workings so far: I have factored the differential equation in the following way: $$(\delta_x-4\delta_t)(\delta_x+\delta_t)=0$$ where $\delta_x=\frac{\delta}{\delta x}$ etc.…
Slugger
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Does the infinite propagation speed of the heat equation violate special relativity?

I realize that Special Relativity is more of a physics concept than a math one, but I figured that since I learned the heat equation, $$\frac{\partial u}{\partial t} = \kappa\frac{\partial^2 u}{\partial x^2} $$ in a PDE math class, I would ask it…
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Solving a PDE arising in probability

I know that the characteristic function $f(t, u) = \mathbb{E}(e^{iuX_t})$ of some random variable $X_t$ depending on $t \geq 0$ has to solve: $$f_t(t, u) = \left(iu - \frac{u^2}{2}\right) f(t, u) + u f_u(t, u) + \frac{u^2}{2}f_{uu}(t, u),$$ with the…
kantadou
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A problem from Evans' PDEs book: find a Lagrangian for a given Euler-Lagrange equation

Find $L=L(p,z,x)$ so that the PDE: $-\Delta u +D\varphi \cdot Du =f $ is the Euler-Lagrange equation corresponding to the functional $I[w]:=\int_UL(Dw,w,x)dx$. (Hint,:Look for a Lagrangian with an exponential term), We can easily to calculate…
fx0123
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