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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Dirichlet Boundary Conditions and Stone-Weierstrass

I'm trying to appreciate the importance of boundary conditions when using Green functions. Start with a linear pde $L(u) = f$ imposing no boundary conditions. Assume we can turn the operator into self-adjoint form so that $L* = L^{-1} = L$ so that…
bobby
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Finite element method boundary estimate

I just want to recall a formula. In finite element let $u$ be the exact solution, $u^h$ be the approximation. If $\Omega$ is the region, is there a formula $$||u-u^h||_{H^{\frac{1}{2}}(\Omega)}\leq h^{\frac{1}{2}}||u||_{H^1(\Omega)}$$
89085731
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Method of charactersitics and second order PDE.

How may the method of characteristics be applied to solve a second order PDE? For instance, to solve the equation: $u_{tt}=u_{xx}-2u_t$.
Grtv
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Is there any method that could help me solve this differential equation?

It's an order 1 linear p.d.e., but the coefficients are quite complicated. $$\begin{array}{ll}&\left(As_1^2+Bs_1s_2-(A+B+C)s_1+C\right)\frac{\partial}{\partial s_1}F(s_1,s_2,t)\\ +&\left(Ds_1s_2+Es_2^2-(D+E+F)s_2+F\right)\frac{\partial}{\partial…
wircho
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Monotonicity of schemes for Partial Differential Equations

In my partial differential equations course, given an equation on $[0,T]\times\mathbb{R}^n$: $\partial_t u(x,t) + b(x,t)\partial_x u(x,t) + a(x,t)\partial_{xx}u(x,t) + f(x,t) = 0$ $v(x,T) = g(x) \forall x\in\mathbb(R)^n$ We can define a…
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Property of a solution of a PDE without dependence in the $x$ variable

Assume $u_0\in L^1\cap L^\infty (\mathbb{R}^d)$ and consider the equation without diffusion $$\frac{\partial u}{\partial t}=-u^p,\;\;\;t\geq 0, x\in \mathbb{R}^d.$$ Show that $$\int_{\mathbb{R}^d}u(t,x)dx\rightarrow 0, \mbox{ as }t\rightarrow…
Charles
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PDE and a suggested substitution. How to apply it?

Maybe this is due to the fact that I never had a dedicated course about PDE but here is the situation. $$ \frac{\partial^2 u}{\partial \xi \partial \tau} = -e^u $$ And a suggested substitution $y = e^u$, $x = k \xi + \Omega \tau + \varphi$. However…
Pranasas
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$L^2$ method to solve the PDE $\bar{\partial}u=f$, where $f\in L^{ 2 }_{ (0,p) }(\Omega )$

Suppose that $\Omega$ is a pseudoconvex domain, for $f\in L^{ 2 }_{ (0,p) }(\Omega )$,and ${ \bar { \partial } f }=0$. Use $L^2$ method to show that there exists solution $u\in L^{ 2 }_{ (0,p-1) }(\Omega )$, such that ${\bar{\partial}}u=f$. For…
haoch
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Method of characteristics: $xu_t -tu_x = u$

I am just learning the method of characteristics. Suppose I want to solve $$xu_t - tu_x = u \quad u(x,0) = h(x)$$ I write $$\dot{t}(s) = x\\ \dot{x}(s) = -t \\ \dot{z}(s) = z$$ If $t(0) = 0$ and $x(0) = x_0$, we have (I think) $$t(s) =…
Eric Auld
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Uniqueness of Neumann conditions for Laplace equations

I know that generally Neumann problem only has unique solutions up to constants. But what about this case (which was brought to me by my friend): If $\Omega$ is a bounded region and its boundary is $C^2$, $g\in C(\partial \Omega)$ is such that…
Xuxu
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transformation of variables in a fokker planck PDE

I am trying to solve the following Fokker Planck PDE: $$ \dfrac{\partial u(t,x)}{\partial t} = -\dfrac{\partial u(t,x)}{\partial x} + \dfrac{1}{2}\dfrac{\partial^2 }{\partial x^2}[ 3 x^2 u(t,x)]. $$ Can't figure out a way (transformation of $x$) to…
Jason
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Elliptic approximation of a $L^2$ function

Let $\Omega$ an open and bounded set of $\mathbb{R}^N$. Consider $f\in L^2(\Omega)$, and $\varepsilon >0$. Let us call $u_\varepsilon$ the unique weak solution in $H^1_0(\Omega)$ of the problem $-\varepsilon \Delta u + u = f \; \mbox{ in }…
Charles
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uniqueness of the solution of the beam equation

Does anyone know how to prove there exists at most one smooth solution $ u $ of the following problem for the beam equation? $ u_{tt} + u_{xxxx} = 0 $ in $ (0,1) \times (0, T) $ $ u(0,t) = u(1,t) = u_x(0,t) = u_x(1,t) = 0 $ for all $ t \in (0,T) $ $…
Axiom
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Largest classes of singularities

As seen, for instance, in "Survey on Singularities and Differential Algebras of Generalized Functions : A Basic Dichotomic Sheaf Theoretic Singularity Test", http://hal.archives-ouvertes.fr/hal-00510751, it appears that spaces of generalized…
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The help for Max Principle for the heat equation

Give a direct proof that if U is bounded and $ u \in C_{1}^2(U_{T}) \cap C(\overline U_{T})$ solves heat equation, then $\max_{\overline U_{T}} u$= $\max_{\tau_{T}}u$ I appreciate it Thanks
Yang
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