Partial Differential Equations - Mathematics III (PDE, Probability & Statistics)
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Partial Differential Equations

Partial Differential Equations

The chapter offers a comprehensive overview of Partial Differential Equations (PDEs), including definitions, classifications, and various applicable methods such as the wave equation and heat equation. It thoroughly explains the concepts of initial and boundary conditions, along with special functions like Bessel and Legendre functions that arise in solving these equations.

26 sections

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Sections

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  1. 1
    Introduction To Partial Differential Equations

    Partial Differential Equations (PDEs) involve partial derivatives of...

  2. 1.1

    A Partial Differential Equation (PDE) involves partial derivatives of a...

  3. 2
    First-Order Pdes

    First-order partial differential equations (PDEs) are equations involving...

  4. 2.1
    Linear Pdes (Lagrange's Method)

    This section discusses Linear Partial Differential Equations and introduces...

  5. 3
    Second-Order Linear Pdes

    This section focuses on the general form, classification, and solution...

  6. 3.1
    General Form

    This section discusses the general form of Partial Differential Equations...

  7. 3.2
    Classification

    This section outlines the classification of second-order linear partial...

  8. 3.3
    Cf & Pi Method (Complementary Function And Particular Integral)

    This section focuses on the CF & PI method for solving second-order linear...

  9. 4
    Initial And Boundary Conditions

    This section provides an overview of initial and boundary conditions...

  10. 4.1
    Initial Conditions

    Initial conditions are essential for solving partial differential equations...

  11. 4.2
    Boundary Conditions

    Boundary conditions define how a solution behaves at the boundaries of a...

  12. 5
    Wave Equation And D'alembert's Solution

    The section presents the wave equation for one-dimensional wave propagation...

  13. 5.1
    D'alembert's Solution

    D'Alembert's solution presents a method for solving the one-dimensional wave...

  14. 6
    Duhamel's Principle

    Duhamel's Principle is a method used to solve non-homogeneous wave equations...

  15. 7
    Diffusion And Vibration Problems

    This section introduces the heat equation in the context of diffusion...

  16. 7.1
    Heat Equation (Diffusion)

    The Heat Equation describes how heat diffuses through a given medium over time.

  17. 7.2
    Vibration Of A String

    This section introduces the vibration of strings modeled by the wave...

  18. 8
    Separation Of Variables

    The Separation of Variables technique transforms a PDE into two ODEs, which...

  19. 9
    Laplacian In Different Coordinates

    This section covers the expression of the Laplacian operator in Cartesian,...

  20. 9.1

    This section introduces the Laplacian operator in Cartesian coordinates,...

  21. 9.2

    This section introduces the Laplacian operator in cylindrical coordinates,...

  22. 9.3

    This section covers the Laplacian operator in spherical coordinates,...

  23. 10
    Special Function Solutions

    This section discusses special function solutions to partial differential...

  24. 10.1
    Bessel Functions

    Bessel functions are essential solutions to differential equations that...

  25. 10.2
    Legendre Functions

    Legendre functions are solutions to the Legendre differential equation,...

  26. 11
    One-Dimensional Diffusion (Heat) Equation

    This section introduces the one-dimensional diffusion equation, which...

What we have learnt

  • Partial Differential Equations (PDEs) involve partial derivatives of multivariable functions.
  • First-order PDEs can be solved using Lagrange's method, while second-order PDEs are classified based on the discriminant B^2 - 4AC.
  • The wave equation and heat equation exemplify different physical phenomena modeled by PDEs.

Key Concepts

-- Partial Differential Equation (PDE)
An equation that involves partial derivatives of a multivariable function.
-- FirstOrder PDE
A PDE involving first derivatives of the unknown function.
-- SecondOrder PDE
A PDE involving second derivatives of the unknown function, classified based on the discriminant B^2 - 4AC.
-- Wave Equation
A second-order PDE that describes the propagation of waves, represented as ∂²u/∂t² = c² ∂²u/∂x².
-- Heat Equation
A first-order PDE that describes the distribution of heat in a given region over time, represented as ∂u/∂t = α² ∂²u/∂x².
-- Separation of Variables
A method to solve PDEs by assuming that the solution can be expressed as a product of functions, each depending on a single variable.
-- Bessel Functions
Special functions that are solutions to Bessel's differential equations, commonly arising in cylindrical coordinate systems.
-- Laplacian Operator
A second-order differential operator denoted as ∇², used to describe the behavior of scalar fields.

Additional Learning Materials

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