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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What method can be used for solving this fokker Planck equation and how?

Let's have this equation: \begin{equation} \frac{\partial p(x,t)}{\partial t} = - a \frac{\partial p(x,t)}{\partial x} + \frac{1}{2} b \frac{\partial^2 p(x,t)}{\partial x^2} \end{equation} a and b are constant and $0
Hossein
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Galerkin approximation based proof of existence of weak solutions

I am a little confused with the galerkin approximation based proof of existence of weak solution of a linear second order parabolic pde with dirichlet boundary conditions, as stated in Evans' Partial Differential Equations. My questions are probably…
Haudor
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Solving the wave equation using method of characteristics

I am having a lot of trouble understanding the method of characteristics to solve the wave equation. In fact, I have a final exam tomorrow and I can't seem to get a question from a previous assignment. I know Math.SE isn't really meant for this…
Tyler Hilton
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the geometry of level set of solution of elliptic PDE

Let me make my question more clear. Suppose I have a nonlinear elliptic PDE, say $$-\triangle u = u^2$$ and I am solving this problem on a nice domain, say the unit ball $B(0,1)$ and I have the zero boundary condition. I was wondering it is possible…
spatially
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Help with Partial Differential Equations

I am having problems with the following question, any and all help is appreciated. Suppose $\Delta u = 0$ in $D$ $$\displaystyle\frac{du}{d\eta} +au = 0$$ on $\partial D$ where $D$ is a bounded domain in $\mathbb{R}^3$ for which the divergence…
Steve
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Method of characteristics with constant PDE

I was just introduced to method of characteristics for solving PDE's. We solved the wave equation that is inifinitely long using this method. However I am very confused about this method. Here is a question from the book I am trying to do. It says…
Tyler Hilton
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Using the method of characteristics to find a general solution to PDE

I want to find the general solution to $3U_x-4U_y = x^2$ using the method of characteristics. I'm given the answer which is $U(x,y)=\frac{x^3}{9}+F(3y+4x)$ but I'm having trouble getting to this solution. Here is my attempt so…
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Solve the given differential equation by using Green's function method

I am really struggling with the concept and handling of the Green's function. I have to solve the given differential equation using Green's function method $$\frac{d^{2}y}{dx^{2}}+k^{2}y=\delta (x-x');\qquad y(0)=y(L)=0$$
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Deriving expression for steady state flux and concentration: questions relating to diffusion

Can anyone tell me where to begin? How do I find the expression for steady state flux and steady state concentration for example? What assumed knowledge is implicit in the question? What common mathematical facts are relevant? Question. (4.)…
ptrcao
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Cauchy problem for $u_t + uu_x =0$

Discuss the solution of $u_t+ uu_x= 0$ with the following Cauchy data: a) $u(x,0)= x ; 0\leq x\leq 1$ b)$u(x,0)=1/2; 0\leq x\leq 1$ Sketch the domains in the $x-t $ plane where the solutions are determined. Does the solution develop a singularity at…
Germain
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Separation of variables, when possible?

$$ \Delta \Psi(x, y, z) + V(x, y, z)\Psi(x, y, z) = E \Psi(x, y, z) $$ For which $V(x, y, z)$ can this partial differential equation (eigenproblem) be solved by separation of variables?
Ystar
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Solve Burgers' Equation with side condition.

Solve Burgers' equation $$u_t + uu_x =0,$$ with $u=u(x,t)$ and the side condition $u(x,-1) = x^2$. Find the solution for $u=u(1,2)$ I can't figure out how to use the side condition in order to find the solution. The method of characteristics seem to…
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Deriving Fick's Principle from the Equation of Conservation of Matter

I don't know where to start with the following problem: Can anyone give me any pointers? (For maximum assistance, please adapt your responses and solutions to be understood by a beginner, prefacing and explaining what you are doing so I can follow…
ptrcao
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Existence of the Solution to a particular Parabolic PDE

Suppose we have the following parabolic PDE in $X(s, t)$: $\frac{\partial X}{\partial t} + sM_1 \frac{\partial X}{\partial s} + \frac{1}{2} s^2 M_2 \frac{\partial^2 X}{\partial s^2} + (M_3 - M_1)X = F(s, t)$. This can be concisely written as…
ul15524
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Nontrivial u such that $\Delta u(x) = u(x)$ on a compact domain with zero Dirichlet condition?

Let $u(x)$ be a solution to the problem $\Delta u(x) = u(x)$ on a compact domain with smooth boundary. Furthermore demand that $u(x)=0$ on the boundary. Is there an easy argument why $u(x)$ has to be zero everywhere? I can prove it using the…
Maria
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