Partial Differential Equations

Solving Partial Differential Equations

Today we’ll be discussing Partial Differential Equations. A topic like Differential Equations is full of surprises and fun but at the same time is considered quite difficult. So, to fully understand the concept let’s break it down to smaller pieces and discuss them in detail. Do you know what an equation is? An equation is a statement in which the values of the mathematical expressions are equal.

For eg. : 2x-3=10 is an equation. 

Well, equations are used in 3 fields of mathematics and they are:

(i) geometry

(ii) algebra

(iii) differential

1.Geometry

Equations are used in geometry to describe geometric shapes. Equations are considered to have infinite solutions. So in geometry, the purpose of equations is not to get solutions but to study the properties of the shapes. Analytic Geometry deals mostly in Cartesian equations and Parametric Equations. 

For eg. to explain a circle there is a general equation: (x – h)2 + (y – k)2 = r2

2.Algebra

In algebra, mostly two types of equations are studied from the family of equations. The most common one is polynomial equations and this also has a special case in it called linear equations. Polynomial equations are generally in the form P(x)=0 and linear equations are expressed ax+b=0 form where a and b represents the parameter. Algebra also uses Diophantine Equations where solutions and coefficients are integers.

3.Differential  

Differential equations are the equations which have one or more functions and their derivatives. These are used for processing model that includes the rates of change of the variable and are used in subjects like physics, chemistry, economics, and biology. There are two types of differential equations: 

A) Ordinary Differential Equations

B) Partial Differential Equations

A) Ordinary Differential Equations

Ordinary Differential Equations or ODE are equations which have a function of an independent variable and their derivatives. A variable is used to represent the unknown function which depends on x. In the equation, X is the independent variable. There are many other ways to express ODE.

B) Partial Differential Equations

The definition of Partial Differential Equations (PDE) is a differential equation that has many unknown functions along with their partial derivatives. It is used to represent many types of phenomenons like sound, heat, diffusion, electrostatics, electrodynamics, fluid dynamics, elasticity, gravitation, and quantum mechanics.


There are Different Types of Partial Differential Equations: 

    (i)   Equations of First Order/ Linear Partial Differential Equations

    (ii)  Linear Equations of Second Order Partial Differential Equations

    (iii) Equations of Mixed Type

Furthermore, the classification of Partial Differential Equations of Second Order can be done into parabolic, hyperbolic, and elliptic equations.

  • uxx [+] uyy = 0 (2-D Laplace equation)

  • uxx [=] ut (1-D heat equation)

  • uxx [−] uyy = 0 (1-D wave equation)

The following is the Partial Differential Equations formula:


Solving Partial Differential Equations

We will do this by taking a Partial Differential Equations example.

Example 1.

(y + u) ∂u ∂x + y ∂u∂y = x − y in y > 0, −∞ < x < ∞,

   with u =(1 + x) on y = 1. 


Solving Partial Differential Equation

We first look for the general solution of the PDE before applying the initial conditions. Combining the characteristic and compatibility equations, 

dxds = y + u,                                                                                     (2.11)

dyds = y,                                                                                            (2.12)

duds = x − y                                                                                       (2.13)

we seek two independent first integrals. 

Equations (2.11) and (2.13) give 

d(x + u)ds= x + u,

and equation (2.12)

1y dyds = 1.

Now, consider dds   (x + uy)  = 1y dds(x + u) − x + uy2 dyds , = x + uy − x + uy = 0. 

So,(x + u)y = c1 is constant. 

This defines a family of solutions of the PDE; so, we can choose φ(x, y, u) = x + uy 

Example 2.  A partial differential equation requires

       a)exactly one independent variable

       b) two or more independent variables

       c) more than one dependent variable

       d) an equal number of dependent and independent variables

Solution: 

The correct answer is (B).

If a differential equation has only one independent variable then it is called an ordinary differential equation. A partial differential equation has two or more unconstrained variables.


Fun Facts About Differential Equations:

  1. A Differential Equation can have an infinite number of solutions as a function also has an infinite number of antiderivatives. The reason for both is the same. 

  2. Sometimes we can get a formula for solutions of Differential Equations.

  3. Since we can find a formula of Differential Equations, it allows us to do many things with the solutions like devise graphs of solutions and calculate the exact value of a solution at any point.

  4. For multiple essential Differential Equations, it is impossible to get a formula for a solution, for some functions, they do not have a formula for an anti-derivative. 

  5. Even though we don’t have a formula for a solution, we can still Get an approx graph of solutions or Calculate approximate values of solutions at various points. 

  6. The general solution of an inhomogeneous ODE has the general form:    u(t) = uh(t) + up(t)

  7. A linear ODE of order n has precisely n linearly independent solutions. There are many ways to choose these n solutions, but we are certain that there cannot be more than n of them. 

  8. The ‘=’ sign was invented by Robert Recorde in the year 1557.He thought to show for things that are equal, the best way is by drawing 2 parallel straight lines of equal lengths. 

FAQ (Frequently Asked Questions)

1. What are the Applications of Partial Differential Equation?

Partial Differential Equation helps in describing various things such as the following:

  • In subjects like physics for various forms of motions, or oscillations

  • Using differential equations Radioactive decay is calculated.

  • The 2nd law of motion by Isaac Newton

  • Law of Cooling by Newton

  • The wave equation

  • Laplace's equation

  • The movement of fluids is described by The Navier–Stokes equations

  • For general mechanics, The Hamiltonian equations are used