Partial differential equation

A visualisation of a solution to the heat equation on a two dimensional plane

In mathematics, a partial differential equation (PDE) is a differential

equation that contains unknown multivariable functions and their partial derivatives. (This is in
contrast to ordinary differential equations, which deal with functions of a single variable and their
derivatives.) PDEs are used to formulate problems involving functions of several variables, and are
either solved by hand, or used to create a relevant computer model.
PDEs can be used to describe a wide variety of phenomena such
as sound, heat, electrostatics, electrodynamics,fluid flow, elasticity, or quantum mechanics. These
seemingly distinct physical phenomena can be formalised similarly in terms of PDEs. Just as
ordinary differential equations often model one-dimensional dynamical systems, partial differential
equations often model multidimensional systems. PDEs find their generalisation in stochastic partial
differential equations.

Introduction:
Partial differential equations (PDEs) are equations that involve rates
of change with respect to continuous variables. The position of a rigid body is specified by six
numbers, but the configuration of a fluid is given by the continuous distribution of several
parameters, such as the temperature, pressure, and so forth. The dynamics for the rigid body take
place in a finite-dimensional configuration space; the dynamics for the uid occur in an infinitedimensional conguration space. This distinction usually makes PDEs much harder to solve
than ordinary differential equations (ODEs), but here again there will be simple solutions for linear
problems. Classic domains where PDEs are used include acoustics, fluid flow, electrodynamics,
and heat transfer.
A partial differential equation (PDE) for the function

is an equation of the form

If F is a linear function of u and its derivatives, then the PDE is called linear. Common examples
of linear PDEs include the heat equation, the wave equation,Laplace's equation, Helmholtz
equation, KleinGordon equation, and Poisson's equation.
A relatively simple PDE is

This relation implies that the function u(x,y) is independent of x. However, the equation gives no
information on the function's dependence on the variable y. Hence the general solution of this
equation is

where f is an arbitrary function of y. The analogous ordinary differential equation is

which has the solution

where c is any constant value. These two examples illustrate that general solutions of ordinary
differential equations (ODEs) involve arbitrary constants, but solutions of PDEs involve arbitrary
functions. A solution of a PDE is generally not unique; additional conditions must generally be
specified on the boundary of the region where the solution is defined. For instance, in the simple
example above, the function f(y) can be determined if u is specified on the line x = 0.

Notation[edit]
n PDEs, it is common to denote partial derivatives using subscripts. That is:

Especially in physics, del () is often used for spatial

derivatives, and
for time derivatives. For
example, the wave equation (described below) can be
written as

or

where is the Laplace operator.

Examples[edit]
Heat equation in one space
dimension[edit]
See also: Heat equation
The equation for conduction of heat in one
dimension for a homogeneous body has

where u(t,x) is temperature, and is a

positive constant that describes the rate of
diffusion. The Cauchy problem for this
equation consists in specifying u(0, x)=f(x),
where f(x) is an arbitrary function.
General solutions of the heat equation can
be found by the method of separation of
variables. Some examples appear in
the heat equation article. They are
examples of Fourier series for
periodic f and Fourier transforms for nonperiodic f. Using the Fourier transform, a
general solution of the heat equation has
the form

where F is an arbitrary function. To

satisfy the initial condition, F is given
by the Fourier transform of f, that is

If f represents a very small but

intense source of heat, then the
preceding integral can be
approximated by the delta
distribution, multiplied by the
strength of the source. For a
source whose strength is
normalized to 1, the result is

and the resulting solution of

the heat equation is

This is a Gaussian
integral. It may be
evaluated to obtain

This result
corresponds to the

normal probability
density for x with
mean 0 and variance
2t. The heat
equation and
similar diffusion
equations are useful
tools to study random
phenomena.

Wave equation in
one spatial
dimension[edit]
The wave equation is
an equation for an
unknown
function u(t, x) of the
form

Here u might
describe the
displacement of a
stretched string
from equilibrium,
or the difference
in air pressure in
a tube, or the
magnitude of an
electromagnetic
field in a tube,
and c is a number
that corresponds
to the velocity of
the wave. The
Cauchy problem
for this equation
consists in
prescribing the
initial
displacement and
velocity of a
string or other
medium:

where f a
nd g are
arbitrary
given
functions.

The
solution
of this
problem
is given
by d'Ale
mbert's
formula:

This
form
ula
impli
es
that
the
soluti
on at
(t,x)
depe
nds
only
upon
the
data
on
the
segm
ent of
the
initial
line
that
is cut
out
by
the c
harac
teristi
c
curve
s
t
h
a
t
a
r

e
d
r
a
w
n
b
a
c
k
w
a
r
d
s
fr
o
m
t
h
a
t
p
o
i
n
t.
T
h
e
s
e
c
u
r
v
e
s
c
o
rr
e
s
p
o
n
d
t
o
s
i
g

n
a
l
s
t
h
a
t
p
r
o
p
a
g
a
t
e
w
it
h
v
e
l
o
c
it
y
c
f
o
r
w
a
r
d
a
n
d
b
a
c
k
w
a
r
d
.
C
o
n
v
e
r

s
e
ly
,
t
h
e
i
n
fl
u
e
n
c
e
o
f
t
h
e
d
a
t
a
a
t
a
n
y
g
i
v
e
n
p
o
i
n
t
o
n
t
h
e
i
n
it
i
a
l
li
n
e

p
r
o
p
a
g
a
t
e
s
w
it
h
t
h
e
fi
n
it
e
v
e
l
o
c
it
y
c
:
t
h
e
r
e
i
s
n
o
e
ff
e
c
t
o
u
t
s
i
d
e
a
tr
i

a
n
g
l
e
t
h
r
o
u
g
h
t
h
a
t
p
o
i
n
t
w
h
o
s
e
s
i
d
e
s
a
r
e
c
h
a
r
a
c
t
e
ri
s
ti
c
c
u
r
v
e
s
.

T
h
i
s
b
e
h
a
v
i
o
r
i
s
v
e
r
y
d
if
f
e
r
e
n
t
fr
o
m
t
h
e
s
o
l
u
ti
o
n
f
o
r
t
h
e
h
e
a
t
e
q
u

a
ti
o
n
,
w
h
e
r
e
t
h
e
e
ff
e
c
t
o
f
a
p
o
i
n
t
s
o
u
r
c
e
a
p
p
e
a
r
s
(
w
it
h
s
m
a
ll
a
m
p
li
t
u

d
e
)
i
n
s
t
a
n
t
a
n
e
o
u
s
l
y
a
t
e
v
e
r
y
p
o
i
n
t
i
n
s
p
a
c
e
.
T
h
e
s
o
l
u
ti
o
n
g
i
v
e
n

a
b
o
v
e
i
s
a
l
s
o
v
a
li
d
if
t
<
0
,
a
n
d
t
h
e
e
x
p
li
c
it
f
o
r
m
u
l
a
s
h
o
w
s
t
h
a
t
t
h
e
s
o

l
u
ti
o
n
d
e
p
e
n
d
s
s
m
o
o
t
h
l
y
u
p
o
n
t
h
e
d
a
t
a
:
b
o
t
h
t
h
e
f
o
r
w
a
r
d
a
n
d
b
a
c
k

w
a
r
d
C
a
u
c
h
y
p
r
o
b
l
e
m
s
f
o
r
t
h
e
w
a
v
e
e
q
u
a
ti
o
n
a
r
e
w
e
ll
p
o
s
e
d
.

G
e
n
e

r
a
li
s
e
d
h
e
a
t
li
k
e
e
q
u
a
t
i
o
n
i
n
o
n
e
s
p
a
c
e
d
i
m
e
n
s
i
o
n
[

e
d
it
]
W
h
e
r
e
h
e
a
tli
k
e
e
q
u
a
ti
o
n
m
e
a
n
s
e
q
u
a
ti
o
n
s
o
f
t
h
e
f
o
r
m
:

wh
er

e
is
a
St
ur
m

Lio
uvi
lle
op
er
at
or
(H
ow
ev
er
it
sh
oul
d
be
no
te
d
thi
s
op
er
at
or
m
ay
in
fac
t
be
of
th
e
for
m

where
w(x) is
the
weighti
ng

functio
n with
respec
t to
which
the
eigenf
unctio
ns
of
are
orthog
onal)
in
the x c
oordin
ate.
Subjec
t to the
bound
ary
conditi
ons:

Then:
If:

where

Spherical wa

Spherical waves
amplitude depen
radial distance r
source. For such
dimensional wav
the form

This is equivalen

and hence the q

dimensional wav
general solution
form

where F and G a
functions. Radia
corresponds to t
zero. Thus the w
antenna has no
distorting factor
propagation of w
two spatial dime

Laplace equa
dimensions[e

The Laplace equ

of two variables

Solutions of Lap
functions.

Connection with

Solutions of the
are intimately co
complex variable
real and imagina
are conjugate h
the Laplace equ
orthogonal. Iff=u
equations state

and it follows tha

Conversely, give
it is the real part
Details are given

A typical bound

A typical problem
that satisfies arb
For example, we
on the values u(
given by Poisso

Petrovsky (1967
obtained by sum
derivatives of
integral sign, an
continuous but n
typical for solutio
solutions may be
This is in contra
general hyperbo
have no more de

EulerTricom

The EulerTrico
of transonic flow

Advection eq

The advection e
scalar in a vel

If the velocity fie

be simplified to

In the one-dimen
equation is refer

GinzburgLa

The GinzburgL

where p,q C a

The Dym equ

The Dym equati

is

Initial-bound

Main article: Bou

Many problems
problems.

Vibrating string

If the string is st
amplitude of the
equation in the r
at the ends, u m

as well as the in

The method of s

leads to solution

where

where the const

sin kx, and k mu

where n is an in
with n = 1 is call
frequency. They
conditions may t
typically corresp
boundary condit

The method of s

The general pro

Vibrating memb

If a membrane is
governed by the

if t>0 and (x,y) is

leads to the form

which in turn mu

The latter equat

boundary condit
eigenfunctions o

Other examp

The Schrdinge
the HamiltonJa

Except for the D

written in the for
the NavierStok

Also see the list

Classificati

Some linear, sec

the EulerTricom
boundary condit

Equations of

Main article: Firs

Equations of
Assuming

where the coeffi

second-order in

More precisely,
coefficient PDE
significant for th

Just as one clas

the same can be

convention of th
is
1.

solutions are
assume bou
EulerTricom

2.

of independe
on the line w
3.

equation. Th
hyperbolic w

If there are n ind

The classificatio
1. Elliptic: The

2. Parabolic : T
3. Hyperbolic:
negative.

4. Ultrahyperbo
is only limite

Systems of f

The classificatio
with m compone

where the coeffi

where has a n

The geometric in
derivative of u o
characteristic. If
differential equa

1. A first-order
derivative of

2. A first-order
orthogonal t

has m real roots

the characteristi
= runs insid
the normal cone

Equations of

If a PDE has coe

example is the E

which is called e

Infinite-order

Weyl quantizatio
the semiclassica
quantum trajecto

Analytical

Separation o

Main article: Sep

Linear PDEs can

confusing upon
equation and sa
written as a prod

In the method of

This is possible
PDEs correspon

This generalizes

Method of ch

Main article: Me

In special cases
allows separatio
More generally,

Integral trans

An integral trans

An important ex

If the domain is
generally require

Change of va

Often a PDE can

is reducible to th

by the change o

Fundamenta

Main article: Fun

Inhomogeneous
the convolution

This is analogou

Superpositio

Because any su
solutions of a ho

Methods for
See also the list of nonlinear partial differential equations.

There are no ge
important qualita
specific equation

Nevertheless, so
effective method

The method of c

In some cases,
analysis techniq
using computers

Lie group me

From 1870 Soph

introduction of w
difficulties of inte

A general appro
theory, Lie algeb
recursion operat

Symmetry meth

Semianalytic

The adomian de
method. These a
giving these me

Numerical

The three most

position among
finite element m
Method (EFGM)

Finite elemen

Main article: Fin

The finite eleme

(PDE) as well as
approximating s

Finite differe

Main article: Fin

Finite-difference

Finite volum

Main article: Fin

Similar to the fin

point on a mesh
These terms are
conservative.