3.1.1 - Definition of PDE
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Introduction to PDE
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Today, we're going to discuss what a Partial Differential Equation, or PDE, is. Can anyone tell me how a PDE differs from an ordinary differential equation?
Is it because PDEs involve more than one variable?
Exactly! PDEs involve multiple independent variables, while ordinary differential equations involve just one. For example, if we have a function u depending on x and y, we write its partial derivatives.
What does a typical PDE look like?
"Great question! A general form of a second-order PDE in two variables x and y looks like this...
Linear vs Non-linear PDEs
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Now let's dive into the types of PDEs: linear and non-linear. Could someone explain what a linear PDE is?
Isn't it when the dependent variable and its derivatives only appear to the first power?
"Correct! In a linear PDE, the dependent variable and its partial derivatives appear to the first power without any multiplicative combinations. An example is Laplace’s equation, which we write as:
Introduction & Overview
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Quick Overview
Standard
PDEs, unlike ordinary differential equations, involve multiple independent variables and are crucial for modeling various physical phenomena. This section defines PDEs and differentiates between linear and non-linear types.
Detailed
Definition of PDE
Partial Differential Equations (PDEs) are equations that contain unknown multivariable functions and their partial derivatives. At their core, PDEs involve relationships where the dependent variable is affected by multiple independent variables. This section specifically focuses on the definition of PDEs and further delves into their linear and non-linear types. The general form of a second-order PDE in two independent variables, x and y, is represented as:
$$\frac{\partial^2 u}{\partial x^2} A(x,y,u) + \frac{\partial^2 u}{\partial x \partial y} B(x,y,u) + \frac{\partial^2 u}{\partial y^2} C(x,y,u) + \ldots = 0$$
Understanding the definition of PDEs lays the foundation for exploring their linear and non-linear characteristics, which are essential for modeling and analyzing phenomena in physics and engineering.
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What is a Partial Differential Equation (PDE)?
Chapter 1 of 2
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Chapter Content
A Partial Differential Equation (PDE) is an equation involving partial derivatives of a function of several independent variables.
Detailed Explanation
A Partial Differential Equation (PDE) is a type of mathematical equation that includes partial derivatives. These derivatives represent how a function changes when there are multiple independent variables involved. For instance, if you're modeling how temperature changes in a room over time and space, both time and space would act as independent variables. Unlike regular differential equations, which handle only one variable, PDEs can manage multiple variables, making them essential in modeling complex systems.
Examples & Analogies
Imagine you're trying to create a map of ocean currents in a vast ocean. The flow of water (the dependent variable) depends on both the depth of water (one independent variable) and the location in the ocean (another independent variable). The changes in the current at different depths and locations are described using a PDE, much like how weather forecasts use complicated equations to model atmospheric changes.
General Form of a Second-Order PDE
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Chapter Content
General form of a second-order PDE in two variables 𝑥 and 𝑦:
∂²𝑢 / ∂𝑥² + ∂²𝑢 / ∂𝑥∂𝑦 + ∂²𝑢 / ∂𝑦² + ⋯ = 0
Detailed Explanation
The general form of a second-order PDE in two variables gives us a framework for understanding how the function u (which depends on variables x and y) can be structured. The terms represent different ways in which the function u can change in relation to the variables x and y, demonstrating the complexity that can arise when dealing with PDEs. The partial derivatives signify how u is influenced not only by itself but also by its interactions with the independent variables.
Examples & Analogies
Think about a 2D graph where you're plotting the height of land hills and valleys. The height at any point (u) depends not just on the location (x and y coordinates) but also on how it changes in relation to its neighboring points—just like the slopes in a terrain. The equation helps to describe how steeply the land rises or falls, which is a direct application of PDEs in real-world modeling.
Key Concepts
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Partial Differential Equation (PDE): An equation involving partial derivatives of a function of several variables.
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Linear PDE: A type of PDE where the dependent variable and its derivatives are to the first power.
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Non-linear PDE: A type of PDE where the dependent variable can appear with powers other than one or in products.
Examples & Applications
Laplace’s Equation as an example of a linear PDE: \( \frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0 \).
An example of a non-linear PDE: \( \frac{\partial u}{\partial x} \cdot \frac{\partial u}{\partial y} = 1 \).
Memory Aids
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Rhymes
When derivatives lie in pairs, multiply their powers with care; in linear forms they’re simple and clear.
Stories
Once in a kingdom of mathematics, there lived two types of equations: Linear, who always played nice and simple, and Non-linear, who loved to twist and turn in complex roles.
Memory Tools
To remember types of PDEs: 'Learn Non-linear Challenges' for Non-linear PDEs and 'Linear Simple Tasks' for Linear PDEs.
Acronyms
PDE stands for Partial Differential Equation; remember it as "P is for Partial, D is for Different, E is for Equation".
Flash Cards
Glossary
- Partial Differential Equation (PDE)
An equation that involves partial derivatives of a function with respect to multiple independent variables.
- Ordinary Differential Equation (ODE)
An equation involving derivatives of a function with respect to a single independent variable.
- Linear PDE
A PDE where the dependent variable and its derivatives appear to the first power.
- Nonlinear PDE
A PDE where the dependent variable and/or its derivatives appear with powers other than one or are multiplied together.
- Laplace’s Equation
A second-order linear PDE, typically represented as (x,y) + (y,x) = 0.
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