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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Finding the solutions of the PDE $x^2\frac{\partial u}{\partial x}+y^2\frac{\partial u}{\partial y}=(x+y)u$

How to find all solutions of the PDE $x^2\frac{\partial u}{\partial x}+y^2\frac{\partial u}{\partial y}=(x+y)u$? My way was: The Lagrange-Charpit equations are: $\frac{dx}{x^2}=\frac{dy}{y^2}=\frac{du}{(x+y)u}$. There are two linear independent…
Tartulop
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A radius for which the inverse of a function is well defined (Inverse Function Theorem)

Let $f(x,y)=(\frac{1}{2} x^2 + x(y-1)^3, xy-x)$ (1) Find a formula for $f^{-1}$ in a small ball $B(b,r)$ where $b=(\frac{1}{2}, 0)$. (2) Give an example of a radius $r>0$ for which the inverse function is well defined. I showed that the inverse was…
Faust
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Does the PDE $\frac{\partial}{\partial t} f(x,t)= \| \frac{\partial}{\partial x} f(x,t) \|$ have a name?

I am studying the nonlinear PDE: $$ \frac{\partial}{\partial t} f(\boldsymbol{x},t) = \left\| \frac{\partial}{\partial \boldsymbol{x}} f(\boldsymbol{x},t) \right\| $$ where $\boldsymbol{x} \in \mathbb{R}^n$, $t \in \mathbb{R}^+$, and…
user407223
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(Particular) Solution to a nonlinear PDE

Consider a function of type $u=u(x,y)$ that satisfies $$ u_x^2 - u_y^2 = a y^2, $$ where $a \in \mathbb{R}$. What is the solution to this PDE? A particular solution may be also interesting.
user961617
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Third order heat equation

I know how to solve second order heat equation. But how to solve $$u_t+au_x-bu_{xx}-cu_{xxx}=0$$ Initial condition: $u(x,0)=\cos (kx)$, $k \in R$. I think it may could separation of variables?
Sam
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Using Monge's method $(r-s)x = (t-s)y$

Solve using Monge's method $$(r-s)x=(t-s)y$$ Where $r={\partial ^2z\over \partial x^2}$, $s={\partial ^2z\over \partial x\partial y}$ and $t={\partial ^2z\over \partial y^2}$. My attempt: I found out two distinct intermediate integrals and…
RKK
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Why is a first order PDE hyperbolic?

I am learning about classification of PDE's into hyperbolic, parabolic and elliptic PDEs and I was reading this post which if I understand correctly says that first order PDE are hyperbolic. However if we have a second-order PDE of the form…
edamondo
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Black Scholes Merton PDE with a time variant boundary condition

In a research project I need to solve the following PDE with the boundary conditions: $rS(V,t)=c-\frac{\partial S(V,t)}{\partial t}+\delta V \frac{\partial S(V,t)}{\partial V}+\frac{1}{2} \sigma_h^2 V^2 \frac{\partial^2 S(V,t)}{\partial V^2}$ where…
user81435
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a priori estimate

I'm having trouble deriving a priori estimate for the following PDE. $ \left\{ \begin{array}{l} \partial_tu-\nu\partial_x^2u+\partial_x(u\int_{t-\tau}^{t}u(s,x)ds)=0 \ \ \ t\geq 0,x \in \mathbb{R}\\ u(\theta,x)=u_0(\theta,x)\ \ \ -\tau\leq\theta\leq…
sally
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Subdifferential questions in Evans' book

Let $K \subset R^n$ be a closed, convex, nonempty set. Define $$ I[x] := \begin{cases}0&\mbox{If }x\in K\\ \infty&\mbox{If }x\notin K\end{cases} $$ Explicitly determine $A=\partial…
fx0123
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Traffic flow $u_{t}+(1-2 u) u_{x}=0$ with arctan initial data (Salsa, Ex. 4.4)

This problem is from Sandro Salsa's book (1), page 201. Example 4.4. Consider the initial value problem $$ \left\{\begin{array}{l} u_{t}+(1-2 u) u_{x}=0 \\ u(x, 0)=\frac{1}{2} \arctan (\pi x) . \end{array}\right. \tag{4.45} $$ We have…
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Theorem 4 (Strong maximum principle) Evans.

The following is from Section 2.2 of Evans' PDE book: Screenshot here, transcribed below THEOREM 4 (Strong maximum principle). Suppose $u \in C^{2}(U) \cap C(\bar{U})$ is harmonic within $U$. (i) Then $$ \max _{\bar{U}} u=\max _{\partial U} u…
eraldcoil
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Finding the classical solution of partial differential equation

How to solve this pde problem : $u_{ttx}-u_{xxx}=0$ with $u_{x}(x,0)=0$ & $u_{tx}(x,0)=\sin(x)$ I worked on this problem by changing variable and I could find $ u_{x}(x,t)=A(x+t)+B(t-x)$ with the help of the answer of wave equation. Now how can I…
M.L.M
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What do we mean if a solution to some PDE is said to be nondegenerate?

I know that there is a typical example: $$\begin{cases}\tag{1} \Delta u-u+u^p=0,\ u>0,\\ \quad\quad u\in H^1(\mathbb{R}^n), \end{cases} $$ where $1
Jay
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Question on the proof of Lemma 6.10 in Gilbarg/Trudinger

This lemma states that for boundary condition $$\varphi\in C^0(\partial B) \cap C^{2,\alpha}(T)$$ where $T$ is a portion of $\partial B$, the Dirichlet problem $$Lu = f$$ is solvable on ball $B$, with the assumptions $L$ is uniformly elliptic and…