Partial differential equations

Mathematics

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let's tackle Partial Differential Equations (PDEs).

Definition: A partial differential equation is a differential equation that contains unknown multivariable functions and their partial derivatives with respect to those variables. In simpler terms, it's an equation involving rates of change of a function with respect to more than one independent variable.

General Form:
The general form of a second-order PDE in two independent variables xx and yy is:
A∂2z∂x2+B∂2z∂x∂y+C∂2z∂y2+D∂z∂x+E∂z∂y+Fz=G(x,y)A \frac{∂²z}{∂x²} + B \frac{∂²z}{∂x∂y} + C \frac{∂²z}{∂y²} + D \frac{∂z}{∂x} + E \frac{∂z}{∂y} + Fz = G(x, y)
where A,B,C,D,E,FA, B, C, D, E, F are functions of xx and yy, and zz is the unknown function of xx and yy.

Classification of Second-Order PDEs:
Second-order PDEs are classified based on the coefficients A,B,CA, B, C:

  • Elliptic: If B2−4AC<0B² - 4AC < 0. Examples include the Laplace equation and Poisson equation.
  • Parabolic: If B2−4AC=0B² - 4AC = 0. Examples include the heat equation and diffusion equation.
  • Hyperbolic: If B2−4AC>0B² - 4AC > 0. Examples include the wave equation.

Examples of Common PDEs:

  1. Laplace Equation (Elliptic)

    ∂2u∂x2+∂2u∂y2=0\frac{∂²u}{∂x²} + \frac{∂²u}{∂y²} = 0
    This describes steady-state phenomena, like temperature distribution in a 2D plate with no heat sources.

  2. Poisson Equation (Elliptic)

    ∂2u∂x2+∂2u∂y2=f(x,y)\frac{∂²u}{∂x²} + \frac{∂²u}{∂y²} = f(x, y)
    This is a non-homogeneous version of the Laplace equation, often used in electrostatics (potential due to a charge distribution).

  3. Heat Equation (Parabolic)

    ∂u∂t=k∂2u∂x2\frac{∂u}{∂t} = k \frac{∂²u}{∂x²} (1D)
    ∂u∂t=k(∂2u∂x2+∂2u∂y2)\frac{∂u}{∂t} = k \left( \frac{∂²u}{∂x²} + \frac{∂²u}{∂y²} \right) (2D)
    This describes how temperature diffuses over time in a material. kk is the thermal diffusivity.

  4. Wave Equation (Hyperbolic)

    ∂2u∂t2=c2∂2u∂x2\frac{∂²u}{∂t²} = c² \frac{∂²u}{∂x²} (1D)
    ∂2u∂t2=c2(∂2u∂x2+∂2u∂y2)\frac{∂²u}{∂t²} = c² \left( \frac{∂²u}{∂x²} + \frac{∂²u}{∂y²} \right) (2D)
    This describes wave propagation, like vibrations of a string or sound waves. cc is the wave speed.

  5. Burger's Equation (Non-linear Parabolic)

    ∂u∂t+u∂u∂x=ν∂2u∂x2\frac{∂u}{∂t} + u \frac{∂u}{∂x} = \nu \frac{∂²u}{∂x²}
    This is a simplified model for fluid dynamics, combining convection and diffusion.

  6. Schrödinger Equation (Quantum Mechanics)

    iℏ∂Ψ∂t=−ℏ22m∇2Ψ+VΨi\hbar \frac{∂Ψ}{∂t} = -\frac{\hbar²}{2m} \nabla²Ψ + VΨ
    This fundamental equation in quantum mechanics describes the time evolution of a quantum system's wave function ΨΨ.

  7. Navier-Stokes Equations (Fluid Dynamics)

    These are a set of non-linear PDEs describing the motion of viscous fluid substances. The momentum equation is a key part:
    ∂u∂t+(u⋅∇)u=−1ρ∇p+ν∇2u+f\frac{∂\mathbf{u}}{∂t} + (\mathbf{u} \cdot \nabla)\mathbf{u} = -\frac{1}{ρ} \nabla p + \nu \nabla²\mathbf{u} + \mathbf{f}
    where u\mathbf{u} is velocity, pp is pressure, ρρ is density, ν\nu is kinematic viscosity, and f\mathbf{f} are body forces.

  8. Maxwell's Equations (Electromagnetism)

    These are a set of four coupled PDEs that describe the behavior of electric and magnetic fields:

    • ∇⋅E=ρϵ0\nabla \cdot \mathbf{E} = \frac{ρ}{\epsilon₀} (Gauss's Law for Electricity)
    • ∇⋅B=0\nabla \cdot \mathbf{B} = 0 (Gauss's Law for Magnetism)
    • ∇×E=−∂B∂t\nabla \times \mathbf{E} = -\frac{∂\mathbf{B}}{∂t} (Faraday's Law of Induction)
    • ∇×B=μ0J+μ0ϵ0∂E∂t\nabla \times \mathbf{B} = \mu₀\mathbf{J} + \mu₀\epsilon₀ \frac{∂\mathbf{E}}{∂t} (Ampère-Maxwell Law)
  9. Black-Scholes Equation (Financial Mathematics)

    ∂V∂t+rS∂V∂S+12σ2S2∂2V∂S2−rV=0\frac{∂V}{∂t} + rS \frac{∂V}{∂S} + \frac{1}{2} σ²S² \frac{∂²V}{∂S²} - rV = 0
    This PDE is used for pricing options. VV is the option price, SS is the underlying asset price, tt is time, rr is the risk-free interest rate, and σσ is volatility.

  10. Korteweg-de Vries (KdV) Equation (Solitons)

    ∂u∂t+6u∂u∂x+∂3u∂x3=0\frac{∂u}{∂t} + 6u \frac{∂u}{∂x} + \frac{∂³u}{∂x³} = 0
    This non-linear PDE models shallow water waves and is famous for its soliton solutions.

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