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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When does integrating the Heat kernel give you the Poisson Kernel?

Let $u(t,x)$ be Green's function of the heat equation and let $v(x)$ be Greens function of the Laplacian. Over what domains do we have $\int_0^{\infty}u(t,x) \,dt= v(x)$? I'm trying to find a standard reference for this. There's two things I'm…
iYOA
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Solving PDE $u_t + (u_x)^2 = t$ using characteristic equations

I am working on this problem: Solve the following IVP using characteristic method. $$u_t + (u_x)^2 = t,\quad (x,t) \in \mathbb{R} \times (0, \infty)$$ $$u(x,0) = x, \quad x \in \mathbb{R}, t = 0$$ I rewrote it as $F(p,z,x) = (u_x ,1)p - t = 0$ and…
www
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getting wrong solution in solving $z+px+qy-p^2y/2=0$ using charpit

Im solvin this equation using charpit method. $$F = z+px+qy - p^2y/2$$ $ dy/y = (-dp)/(2p) $ gives me $p = A/y^2$ and $ (-dp)/(2p) = (-dq)/(2q-p^2/2)$ gives me $dq/dp - (q/p) = - p/4$. On solving I get $$q = -p^2/4 + Bp$$. If I substitute these p…
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Extend an approximate solution of a PDE to a larger domain

For concreteness, consider the Poisson equation: $$\Delta \phi = f$$ in $\mathbb{R}^3$. $\phi$ is subject to appropriate fall-off conditions at infinity. Suppose that I know an approximate solution to this equation in some bounded domain D, say a…
Patrick.B
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Solving a partial differential equation with two variables

I encountered this in my homework and am not sure why it is true: $Y$ is a function on $\theta$ and $\phi$, and $\frac{\partial}{\partial \phi} Y(\theta,\phi)=iY(\theta,\phi)$, then $Y$ takes the form $P(\theta)e^{i\phi}$. I know this is true…
orangecat
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Prove a function derived from a harmonic function has postive Laplacian

Suppose $u$ is a harmonic function, $\Delta u=0, u\neq0, \psi=|Du|^{2}u^{k},k=-\frac{2(n-1)}{n-2}$, prove: $\Delta\psi\geq0$, when $n\geq3$. I have tried to calculate the explicit expression for the Laplacian of $\psi$. Here is the Laplacian I…
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$\partial_t u+\partial_x u+u=0$

I am trying to solve $\partial_t u+\partial_x u+u=0$. It looks like transport equation $\partial_t u+b\cdot Du=0$. But the idea for solving the transport equation is by noticing a particular directional derivative of $u$ vanishes, but this kind of…
xyz
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Solving Quasi linear partial differential equations.

When we solve quasi linear partial differential differential $Pp+Qq=R$ we make Lagrange’s equation like $\frac{dx}{P}=\frac{dy}{Q}=\frac{dz}{R}$. Now my question is if $R=0$ then how we put $z=c$? Then we find second linearly independent solution…
Ymylife
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solving $u^{2}u_{x} + u_{y}= 0$ and determine whether gradient catastrophe develops

I'm trying to solve the IVP: $u^2u_x + u_y = 0, u(x,0) = \frac{1}{1+x^2}$ and have to determine whether a gradient catastrophe develops. My attempt: I used the method of characteristic to solve this IVP, and at the end got $u(x,y) = h(x -…
kkkkstein
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Unique solution of a first order partial differential equation

Prove the following Let $a,b,c,d \in R$ such that $c^2+d^2 \neq0$. Then the cauchy problem $a u_x + b u_y= e^{x+y}, \ \ x,y \in \mathbb R,$ $u(x,y)=0$ on $cx+dy=0$ has a no solution if $ac+bd = 0$ Edit : [and unique solution if $ac+bd \neq 0$] My…
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Proof of energy inequality in PDE.

We have: $$y_t+y_{xx} + cosy =0 , \quad y=y(x,t),\quad (x,t)\in (0,l)\times(0,\infty) \qquad (1)$$ $$y(0,t)=y(l,t)=0, \quad t\in [0,+\infty) \qquad (2)$$ $$y(x,0)=f(x) , \quad x\in [0,l] \qquad (3)$$ Let $y_1$ , $y_2$ solutions of (1),(2),(3) and…
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Why is this PDE assumption valid?

This question was answered Help with characteristic method technicality with the assumption that $c_1 = \Phi(c_2).$ But, I'm having trouble seeing how they picked the specific form they did. What is the basis for their assumption? If you want to…
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PDE with Lagrange's method

I have the following equation: \begin{align} xu_x + u_y &= 3u \\ u(x, 0) &= x\end{align} I wanted to solve it with Lagrange's method: $$ \text{d}t = \frac{\text{d}x}{x} = \text{d}y = \frac{\text{d}u}{3u}$$ Eq.1: $$ \frac{\text{d}x}{x} = \text{d}y…
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when do gibbs phenomenon arise when solving PDE's

I have multiple questions concerning Gibbs phenomenon surrounding PDE's. I don't really understand what factors in a PDE will give rise to a Gibbs phenomenon. I understand that it is a phenomenon that appears in jump discontinuities but nothing…
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Cauchy Problem for the Laplace Equation has a unique analytical solution in the neighbourhood of $0$

The problem is an exercise of my pde assignment. Consider for $f,g : \mathbb R \to \mathbb R$ the Cauchyproblem $$u_{tt}(t,x) + u_{xx}(t,x) = 0$$ $$ u(0,x) = f(x) , u_t (0,x) = g(g)$$ Show, that in a Neighbourhood of $0$ there exists a unique…
Eriien
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