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Home > Partial differential equation


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In mathematics, and in particular calculus, a partial differential equation (PDE) is an equation involving partial derivatives of an unknown function. The idea is to describe

a function indirectly by a relation between itself and its partial derivatives, rather than writing down a function explicitly. A solution of the equation is any function satisfying this relation.


A PDE usually has many solutions; a problem often includes additional boundary conditions which restrict the solution set. Where ordinary differential equations have solutions that are families with each solution characterized by the values of some parameters, for a PDE it is more helpful to think that the parameters are function data (informally put, this means that the set of solutions is much larger). That is true fairly generally, unless the equations are heavily over-determined.

Partial differential equations are ubiquitous in science, as they describe phenomena such as fluid flow, gravitational fields, and electromagnetic fields. They are important in fields such as aircraft simulation, computer graphics, and weather prediction. The central equations of general relativity and quantum mechanics are also partial differential equations.

1 Notation and examples

In PDEs, it is common to write the unknown function as u and its partial derivative with respect to the variable x as ux, that is:

1.1 Laplace's equation

A very important and basic PDE is Laplace's equation:-

for the unknown function u(x,y,z). Solutions to this equation, known as harmonic functionIn mathematics, mathematical physics and the theory of stochastic processes, a harmonic function is a twice continuously differentiable function f : U R (where U is an open subset of R n which satisfies Laplace's equation, i. everywhere on U''. This is als, serve as the potentials of vector fields in physics, such as the gravitational or electrostatic fields.

A generalization of Laplace's equation is Poisson's equationPoisson's equation is the partial differential equation: : Or alternately: : or : i. it sets the Laplacian equal to f''. Finding φ for some given f is an important practical problem, since this is the usual way to find the electric potential for a giv:-

where f(x,y,z) is a given function. The solutions to this equation describe potentials of gravitational and electrostatic fields in the presence of masses or electrical charges, respectively.

1.2 Wave equation

The wave equationPartial differential equations The wave equation is an important partial differential equation which generally describes all kinds of waves, such as sound waves, light waves and water waves. It arises in many different fields, such as acoustics, electroma is an equation for an unknown function u(x,y,z,t) (where we think of t as a time variable) which reads:-

Its solutions describe waves such as sound or light waves; c is a number which represents the speed of the wave. In lower dimensions, this equation describes the vibration of a string or drum. Solutions will typically be combinations of oscillating sine waves.

1.3 Heat equation

The heat equationThe heat equation or diffusion equation is an important partial differential equation which describes the variation of temperature in a given region over time. In the special case of a heat propagation in an isotropic and homogeneous medium, this equation describes the temperature in a given region over time. It is:-

Solutions will typically "even out" over time. The number k describes the thermal conductivityThe thermal conductivity of a material is equivalent to the quantity of heat that passes in unit time through unit area of a plate, when its opposite faces are subject to unit temperature gradient (e. one degree temperature difference across a thickness o of the material.






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