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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Why is there no classification scheme for linear pde of third order or above

I am well aware of the classification of 2nd Order PDE into Elliptic, Parabolic or Hyperbolic type depending on the analogy with conic sections from analytic geometry. I have seen third order PDE classified as e.g. parabolic, apparently based on…
John
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Parabolic linear PDE with continuous coefficients; how to solve and explanation of text needed

I have the following PDE $$u_t = a(x,t)u_{xx} + b(x,t)u_x + c(x,t)u - f(x,t)$$ $$u|_{t=0} = u_0$$ over the domain $S^1 \times [0,T)$. The coefficients and $f$ are in $C^{k,\alpha}$ for some $k$ (and are $2\pi$ periodic, ignore if this doesn't make…
TagWoh
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Finite and infinite speed of propagation for wave and heat equation

What is the formal definition of Finite and infinite speed of propagation? I have searched for it, is the finite one means the solution is only determined by a bounded region? Also I do not understand the meaning of its name finite "speed of…
mnmn1993
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A solution of the PDE $au_x+bu_y=-u$ vanishes identically under certain boundary condition

It has bothering me for days. We learnt characteristic methods and I try to use but it doesn't work. The question is as above. Thank you. I think of a solution but I think it is somewhere wrong: 1
user174957
6
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Solving the PDE $u_{tt}+2u_{tx}+u_{xx}=2c$

Consider the second-order parabolic inhomogeneous second-order PDE $$ u_{tt}+2u_{tx}+u_{xx}=2c $$ I have seen two ways to solve this problem. I would like to know (1) if Solution 1 is correct (2) if Solution 2 is correct and clarification of details…
user103828
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Poisson Kernel for the half space and ball

I have 2 questions from Lawrence Evans' PDE book (pages 36 and 39 in the 2nd edition copy). The first is for green's function for a half space $\mathbb{R}_{+}^{n}=\{x=(x_{1},\cdots,x_{n})\in\mathbb{R}^{n}\mid x_{n}>0 \}$ where Poisson's kernel is…
Clannad
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Can you deduce Neumann boundary data from Dirichlet boundary data?

Say for the following problem, suppose boundary of $\Omega$ is $C^{1,1}$: $$ \left\{ \begin{aligned} -\Delta \phi &= \mathrm{div} \,\vec{u}\quad \text{ in } \Omega \\ \phi&=0 \quad \text{ on }\partial \Omega \end{aligned} \right. $$ Could we…
Shuhao Cao
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Separation of Variables for the Wave Equation

I'm trying to understand the method of separation of variables. I'm probability overlooking something simple, regarding the justification for the term-by-term differentiation that comes up when an initial conditions is given (in particular when the…
Borbei
  • 634
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Regularity of a solution of Laplace equation

Assume $\Omega$ is some open, bounded domain with smooth boundary - say $\Omega = B(0,1) \subset \mathbb{R}^3$. Let $v$ be a solution of the Laplace equation \begin{equation} \begin{cases} \Delta v =0 & \mbox{on } \Omega \\ v=f|_{\partial\Omega} &…
mjb
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Eigenvalues For the Laplacian Operator

How do I show that the asymptotic speed of the eigenvalues $\lambda$ of the Laplacian Operator is $O(m^{2/n})$ where $m$ is the index of the eigenvalues and $n$ is the dimension of the space?
curiosity
  • 129
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How to prove a PDE preserves mass?

My general question is: suppose you are given a PDE (possibly with boundary conditions). What does it mean to say the PDE "conserves mass"? Specifically, if you are given the PDE $$- \nabla \cdot (a(x) \nabla u(x)) = f(x) \quad \text{in a domain…
6
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Differentiating a boundary condition at infinity

A typical boundary condition for an initial boundary value problem is $$ \lim_{x\rightarrow\infty} T(x,t) = T_\infty.$$ For example, this might be the temperature at the end of a very long rod. Under what conditions is it equivalent to instead…
Doubt
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KDV PDE: energy constant in time

Show that if u solves the KDV equation $u_t + u_{xxx} + 6uu_x = 0$ for $x \in \mathbb{R}$, $t > 0$ then the energy $\int_{-\infty}^{\infty} \frac{1}{2} u_x ^2 - u^3 \,dx$ is constant in time. Attempt: The usual idea is to differentiate under the…
David
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Solve $au_x+bu_y+cu=0$

I am asked to solve $$au_x+bu_y+cu=0$$ I am tempted to first solve $au_x+au_y=0$ which has characteristic lines $C=ay-bx$ and thus a solution to this is given by $$u(x,y)=f(ay-bx)$$ where $f$ is an arbitrary function. Then substituting back into the…
Slugger
  • 5,556
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First Order PDE Solution Method Issues

I'd really appreciate help with two little questions relating to first order partial differential equations. Just to quickly let you know what I'm asking, the first is about solution methods to first order PDE's & pretty much requires you to have…