Definition of Partial Differential Equations
This section presents some basic definitions regarding Partial Differential Equations.
Partial derivatives
A partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary).
For example if $f(x,y)=ye^x$, then
$\frac{\partial f}{\partial x}=ye^x$
$\frac{\partial f}{\partial y}=e^x$
Partial Differential Equations
Partial differential equations (PDE) are a type of differential equation, i.e., a relation involving an unknown function (or functions) of several independent variables and their partial derivatives with respect to those variables. Partial differential equations are used to formulate, and thus aid the solution of, problems involving functions of several variables; such as the propagation of sound or heat, electrostatics, electrodynamics, fluid flow, and elasticity.
For example
$\frac{\partial^2 u}{\partial x^2}+\frac{\partial^2 u}{\partial y^2}=0$ where $u=u(x,y)$ is a two variable function, is a partial differential equation .
Example 1
Problem$z = (x - A)^2 + (y - B)^2$
WorkingsTherefore $\frac{\partial z}{\partial x} = 2(x - A)\;\;\;\;and\;\;\;\;\frac{\partial z}{\partial y} = 2(y - B)$ Note : This equation is of the first order although the equation from which it is derived has two arbitrary constants.
Example 2
ProblemEliminate A and p from $\displaystyle z = A\,e^{pt}\;sin\;px$
WorkingsFrom ths equation it can be seen that:
$\frac{\partial ^2z}{\partial x^2}\;= - p^2\,Ae^{pt}\;sin\;px$ And $\frac{\partial ^2z}{\partial t^2} = p^2\,Ae^{pt}\;sin\;px$
SolutionTherefore $\frac{\partial ^2z}{\partial x^2} + \frac{\partial ^2z}{\partial t^2} = 0$
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The solution of Partial Differential equations
It will be clear from these examples that the methods used for the solution of ordinary differential equations will not apply to Partial Differential Equations without considerable modification. A general discussion of partial differential equations is both difficult and lengthy. The objective in the following examples is to show some of the substitutions which may be used in the solution of the types of equation which occur in Scientific and engineering applications.
Example 1
ProblemThe following linear equation gives the conduction of heat in one direction.
$\frac{\partial ^2z}{\partial x^2} = \frac{1}{a^2}\;\frac{\partial z}{\partial t}$
WorkingsIn the treatment of ordinary linear equations it was found that the use of exponentials was useful. This suggests $\displaystyle z = e^{mx+nt}$ as a trial solution. Substituting in the differential equation: $m^2\;e^{mx+nt} = \frac{1}{a^2}\;ne^{mx+nt}$
SolutionWhich is true if $\displaystyle n = m^2\,a^2$
Thus $\displaystyle e^{mx+m^2a^2t}$ is a solution. Changing the sign of m gives$\displaystyle e^{-mx+m^2a^2t}$ which is also a solution.
Example 2
ProblemFind a solution to the same differential equation as in example 7 that vanishes when $\displaystyle t = +\,\infty$ . In the previous solutions t occurs in $\displaystyle e^{m^2a^2t}$. This increases with t since $\displaystyle m^2a^2$ is positive if m and a are real. To make it decrease it is necessary to put $\displaystyle m = i\,p$ so that $\displaystyle m^2\;a^2\;= - p^2\;a^2$.
WorkingsAs in the above example this gives $\displaystyle e^{ipx\,-\,p^2a^2t}$ as a solution. Similarly $\displaystyle e^{-\,ipx\,-\,p^2a^2t}$ is also a solution.
Hence as the differential equation is linear the following solution can be written:
$e^{-p^2a^2t}\;(A\,e^{-ipx} + B\,e^{ipx})$
SolutionAs usual this can be replaced by:
$e^{-p^2a^2t}(E\;cos\;px + F\;sin\;px)$
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