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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A Cauchy problem : How can I find the following solution?

Suppose that we have the following time-dependent partial differential equation: \begin{equation} \frac{\partial V(t, x)}{\partial t} = \frac{1}{2}\sigma^2 x\frac{\partial^2 V(t, x)}{\partial x^2}+ \theta(m-x)\frac{\partial V(t,x)}{\partial x} -…
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Partitial Differential equation systems: Inexact equations

How to solve the given system for…
yair
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Forming a Differential equation for a lake pollution model

The volume of lake $=150×10^9Litre$ The flow rate in and out of the lake $=20×10^6 \frac{Liter}{year}$ Concentration, $C(t)=4+sin(2t)\frac{grams}{Litre}°$ Assumptions: Pollution not created or destroyed in the lake , Lake is well mixed. Form a…
samT
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A question about the Dirichlet's principle in Folland's book

The Dirichlet's principle in Folland's PDE book enunciate that 3 conditions related to harmonic functions in the Sobolev space $H_1(\Omega)$ ($\Omega$ is a domain) are equivalent, but there is no proof about it. The statement says: If $f$ and $g$…
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Justification of the ansatz used for the following PDE?

Following partial differential equation $\frac{1}{2 m}\left[\frac{\partial S}{\partial q}\right]^{2}+\frac{1}{2} k q^{2}+\frac{\partial S}{\partial t}=0$ is solved by substituting $S=S_{1}(q)+S_{2}(t)$ I couldn't understand motivation behind this…
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Separation of Variables for Diffusion Equation

This question concerns the separation of variables method. Let $u(x,t)$ be the solution of the diffusion equation $u_t=Du_{xx}+f(x,t)$ with initial data $u(x,0)=\phi(x)$ and boundary conditions $u_x(0,t)=u_x(1,t)=0$ for $t>0$. Assume $f(x,t)=1$ and…
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About mollifiers

When we define mollifiers as in Evans's book, we use in one dimension say, $\phi_\epsilon=(1/\epsilon)\phi(x/\epsilon)$ where $\phi$ is standard mollifier. My question is what is the rate of convergence relative to $\epsilon$ for the norm…
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Cross partial derivative equal to the product of the partial derivatives

Let be a function $u\in\mathcal{C}^{\infty}(\mathbb{R}^2)$. Then, from a geometric problem I've obtained that $u$ satisfy the following PDE's (in all its domain): $\Delta u=0$ (harmonic functions), $\dfrac{\partial u}{\partial x\partial…
Ruyman
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How to start solving PDE $au_x+bu_y+cu=0$

I can't find any "tutorial" on how to solve this partial differential equation $$a\frac{\partial u}{\partial x}+b\frac{\partial u}{\partial y}+cu=0$$ I know how to solve equation in this form using the method of characteristics $$a\frac{\partial…
Dio
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Unicity of solution of pde

Let the pde $$\dfrac{\partial^2 u}{\partial t^2} - \dfrac{\partial^2 u}{\partial x^2}=f(x)$$ The question is: Find the limit condition such that this pde admit a unique solution in $[a,b] \times [0,T].$ For this, I suppose the existence of to…
jijiii
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How to show the following formula in the sense of distribution?

How to show the following formula in the sense of distribution in $\mathbb{R}^2$? \begin{equation}(\partial_x +i\partial_y)\frac{1}{x+iy}=2\pi\delta_{(0,0)} \end{equation}
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Differential equation of type $u_{tt}=u_{xx} + u$ with specific boundary conditions

I need to solve the following differential equations. $u(x, t)\;;x\in(0,2)\;;t>0$ $u_{tt} = u_{xx} + u$ Boundary conditions: $u(x,0) = 0$ $u_t(x,0) = 0$ $u(0, t) = 2t$ $u(2, t) = 0$ I have tried to separate variables: $u(x,t) =…
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Forward Kolmogorov Equation and Normal Distribution

I read through my textbook and find one interesting statement. The normal pdf function $\frac{1}{\sqrt[]{2\pi\sigma^2}\ t}\exp\left(-\frac{(x-\mu t)^2}{2\sigma^2t}\right)$ satisfies the forward Kolmogorov equation. I find the forward Kolmogorov…
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$u_{tt} = 2(u_{xx}+ u_{yy}) $

I was given this equation $$u_{tt} = 2(u_{xx}+ u_{yy}) $$ and asked which one of the following will be the solution. $1)$ $u(x , y , t) = t \sin (x+y^2)$ $2)$ $u(x , y , t) = t \cos (x+y^2) \sin (x+y^2)$ $3)$ $u(x , y , t) = \cos x \cos y \cos 2t$ I…
anonymous
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Solutions of $x\frac{\partial \psi}{\partial x} + y \frac{\partial \psi}{\partial y} + \psi = f(x)e^{-2\pi i y}$?

I stumbled across the following PDE for a function $\psi(x, y)$: $$ x\frac{\partial \psi}{\partial x} + y \frac{\partial \psi}{\partial y} + \psi = f(x)e^{-2\pi i y} $$ where $f(z)$ is some arbitrary function. I was wondering if anyone knows…
Mr. G
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