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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Characteristic curves of 2nd-order PDEs under invertible coordinate transformations

First off, I'm not very experienced with the subject and English is also not my first language, so if there are any inaccuracies in the following text, let me know. Given a linear, scalar, second-order PDE $$ a(x,y) u_{xx} + 2b(x,y) u_{xy} + c(x,y)…
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Separation of variables for a non homogeneous PDE $u_t-ku_{xx} = f(x,t),\quad u(0,t)=u(L,t)=0,\quad u(x,0)=\phi(x)$

Separation of variables for a non homogeneous PDE. I found this problem on this page http://www.math.psu.edu/wysocki/M412/Notes412_10.pdf Consider the problem on $(x,t) \in (0,L)\times (0,\infty)$ given by: $$u_t-ku_{xx} = f(x,t),\quad…
Slugger
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An inequality in Constantin's Navier-Stokes Equations book

The inequality is listed in line 10 on page 29: $$\parallel \frac{\partial p}{\partial x_{k}} \parallel_{L^{2}(G_{R^{"}})} \leq c \parallel\nabla \frac{\partial p}{\partial x_{k}} \parallel_{H^{-1}(G_{R})}.$$ First I would like to know how $\nabla…
Charles
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Partial Differential Equation $u_t=3u_{xx}$

Solve the partial differential equation $$u_t=3u_{xx}, u(0,t)=0, u(x,0)=\cos{x}\sin{5x}$$ Attempt: Using separation of variables, let $u(x,t)=f(x)g(t)$, so $$f(x)g'(t)=3f''(x)g(t)$$ $$\frac{g'(t)}{3g(t)}=\frac{f''(x)}{f(x)}=-\alpha$$ Each individual…
ant11
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Solve PDEs : $u_{xx}-10u_{xy}+25u_{yy}=e^x.$

Solve PDEs : $u_{xx}-10u_{xy}+25u_{yy}=e^x.$ Find solution of equation satisfy : $u(x,0)=e^x-\cos5x\\u_y(x,0)=\sin 5x. \quad(*)$ By set : $\begin{cases}\alpha=y+5x\\ \beta=y\end{cases}\Longrightarrow…
user41499
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Solving $8v_{\xi\eta} - v_\xi - v_\eta = 0$

While solving a Goursat problem I stumbled upon this PDE. Can't solve it: $$8v_{\xi\eta} - v_\xi - v_\eta = 0$$ This is what I tried: $v \rightarrow V e^{\alpha x + \beta x}$ $v_\xi = V_\xi e^{\alpha x + \beta x} + \alpha V e^{\alpha x + \beta x}$…
Egor N
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Wave equation, initial conditions

The displacement of an infinite string obeys the wave equation: $$ \frac{\partial ^2 u}{\partial t^2} = c^2 \frac{\partial^2 u}{\partial x^2}$$ Find the solution in the form: $$u(x,t) = f(x-ct) + g(x+ct) $$ where $g=-f$ and the initial conditions…
alkamid
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PDE characteristics.

I have solved the following equation using characteristics: $$u_{xx}+2u_{xy}-3u_{yy}=0$$ and obtained the characteristics: $$\xi=x+y$$ $$\eta=x-\frac{1}{3}y$$ I have determined the general solution to be of the…
Grtv
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Solving PDE using Method of Characteristics

I need to solve the following by using the method of characteristics $$u\frac{\partial u}{\partial x}+\frac{\partial u}{\partial y}=1~,~u|_{x=y}=\frac{x}{2}$$ I have the following characteric…
sarah jamal
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Solve the third order PDE

Is it possible to solve this differential equation analytically?
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Fundamental solution (Green function)

I have an equation $$ a\cdot \nabla u = a_1 \frac{\partial u}{\partial x_1} + a_2\frac{\partial u}{\partial x_2} + \cdots + a_n \frac{\partial u}{\partial x_n} = f(x). $$ Here $a_i$ are complex constants. The task is to find Green's function. I…
Appliqué
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Solve the initial value problem $u_x^2u_t-1=0$, $u(x,0)=x$.

Solve the initial value problem $u_x^2u_t-1=0$, $u(x,0)=x$. This becomes $u_x^2u_t=1$, $u(x,0)=x$. I was thinking that this was a nonlinear wave equation at first, but the $x$ component is multiplying the $t$ component. My textbook has been going…
Desperate Fluffy
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Burgers equation with initial data $u(x,0) = x^2$

I have the PDE $$u_t + u u_x = 0, t>0$$ $$u(x,0) = f_0(x) = x^2$$ Reading this answer we arrive at the solution $$u(x, t) = f_0(x-ut) = (x-ut)^2$$ $$u = x^2 - 2xut + u^2 t^2 =0$$ $$u^2 t^2 -u(1+2xt) + x^2=0$$ Which gives, using the quadratic…
John Echo
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Separation of variables for a basic PDE?

I'm having trouble understanding the separation of variables technique for PDEs. I know it has something to do with assuming the solution u(x,y) is in the form X(x)Y(y)? But I've never learned Fourier series before and I was having trouble…
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Suggestions on how to verify this partial differential equation solution

would appreciate some guidance on the following: Consider the function $z(x,y)=(x+y)\ln(x/y)$. Show by substitution that $x\frac{\partial z}{\partial x}+y\frac{\partial z}{\partial y}=z$. I have rewritten the equation using basic log rules to try…