World University of Bangladesh

INTRODUCTION TO PARTIAL
DIFFERENTIAL EQUATIONS
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“Read in the name of your lord who created” (The holy Qur’an, chapter 96, verse 1)

Presenter: Anwar Ahmad Siddiquee

Lecturer in Mathematics, WUB
 Table of Contents
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1

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2 4
Examples of PDEs
Partial Differential 3
Equations (PDEs)

Order of PDEs Classification of PDEs

Degree of PDEs

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1. Partial Differential Equations

An equation containing one or more partial derivatives of an unknown function of two or more
independent variables is known as a partial differential equation.

EXAMPLE
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𝜕𝑢 𝜕𝑢
+ = 0 , where 𝑢 = 𝑢(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦

𝑢𝑡 = 𝑘𝑢𝑥𝑥 , where 𝑢 = 𝑢(𝑥, 𝑡)

Notation
𝜕𝑢 𝜕𝑢 𝜕2 𝒖 𝜕2 𝑢 𝜕2 𝑢
= 𝑝, = 𝑞, = 𝑟, = 𝑠, =𝑡
𝜕𝑥 𝜕𝑦 𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2

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2. Order of PDEs

The order of a partial differential equation is defined as the order of the highest partial
derivative occurring in the partial differential equation.

EXAMPLE
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𝜕2𝑢 𝜕𝑢 𝜕𝑧 𝜕3𝑧 𝜕𝑧
= 𝑐 + 3 = 2𝑥
𝜕𝑥 2 𝜕t 𝜕𝑥 𝜕𝑦 𝜕𝑥

Order 2 Order 3

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3. Degree of PDEs

The power of highest order is called the degree of a partial differential equation.
The degree of a partial differential equation is the degree of the highest order derivative which occurs in it
after the equation has been rationalised, i.e., made free from radicals and fractions so far as derivatives are
concerned.

EXAMPLE
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2
𝜕𝑧 𝜕3𝑧 𝜕𝑧
+ 3 = 2𝑥
𝜕𝑥 𝜕𝑦 𝜕𝑥

3nd Order 1st degree PDE

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4. Classification of Partial Differential Equations (PDEs)

Linear PDEs Non-linear PDEs

Partial
Differential
A partial differential equation is called linear A partial differential equation which is not
Equations
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if linear is called a non-linear partial

• Every dependent variable and every differential equation.
partial derivative involved occur only in Example:
the first degree. 𝜕𝑢 𝜕𝑢
𝑢 +𝑥 =2
• No products of dependent variables or 𝜕𝑡 𝜕𝑥
derivatives occur.
Example:
𝜕𝑢 𝜕𝑢
𝑥 + 𝑦 = tan 𝑢
𝜕𝑥 𝜕𝑦

𝜕2𝑢 𝜕𝑢
= 𝑐
𝜕𝑥 2 𝜕t

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5. Examples of Partial Differential Equations (PDEs)

The Heat Equation The Wave Equation

Partial
𝜕𝑢 𝜕2 𝑢
Differential 𝜕2 𝑢 𝜕2 𝑢
=𝑐 or 𝑢𝑡 = 𝑐𝑢𝑥𝑥 Equations
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slidesdocs = 𝑐2 or 𝑢𝑡𝑡 = 𝑐 2 𝑢𝑥𝑥

𝜕t 𝜕𝑥 2 𝜕𝑡 2 𝜕𝑥 2

Where 𝑐 is a constant Where 𝑐 is a constant

The Laplace Equation

𝜕2 𝑢 𝜕2 𝑢
+ = 0 or ∇2 𝑢 = 0
𝜕𝑥 2 𝜕𝑦2

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 THANK YOU
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The Prophet Mohammad (PBUH) said, “Seeking knowledge is an obligation upon every Muslim” (Sunan Ibn Majah 224).

Presenter: [email protected]