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Partial Differential Equations

Partial differential equations (PDEs) contain partial derivatives of dependent variables with respect to more than one independent variable. The order of a PDE refers to the order of the highest derivative. Common methods for solving PDEs include separation of variables, transform methods like Fourier transforms, and numerical methods using computers to approximate solutions.

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Hassan Bashir
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96 views

Partial Differential Equations

Partial differential equations (PDEs) contain partial derivatives of dependent variables with respect to more than one independent variable. The order of a PDE refers to the order of the highest derivative. Common methods for solving PDEs include separation of variables, transform methods like Fourier transforms, and numerical methods using computers to approximate solutions.

Uploaded by

Hassan Bashir
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Partial Differential Equations

1
Derivatives
Derivatives

Ordinary Derivatives Partial Derivatives

dy u
dx y
u is a function of
y is a function of one more than one
independent variable independent variable

2
Differential Equations
Differential
Equations

Ordinary Differential Equations Partial Differential Equations


2
d y u u
2 2

2
 6 xy  1   0
dx y 2
x 2

involve one or more


involve one or more partial derivatives of
Ordinary derivatives of unknown functions
unknown functions

3
Partial Differential Equations
Partial Differential Equations (PDE) containing partial
derivatives of the dependent variable (one or
more) with more than one independent variable.

Examples :
 2u  2u u
 2 2
x 2
t t
u v

y x

4
Order of a differential equation
The order of a PDE is the order of the highest
derivative involved.

Examples :
u u First order ODE
3x  t 0
x t
 2u  2u  2u u u
4 4 2  2  0 Second order ODE
x 2
xy y x y

5
Solution of a differential equation
A solution to a differential equation is a function that
satisfies the equation.

Solution u ( x, t )  sin(at ) cos( x)


Example :
Pr oof :
u2
2  u
2 u
 a sin(at ) cos( x)
a t
t 2
x 2
 2u
  a 2
sin(at ) cos( x) u x   sin(at ) cos( x)
t 2

u xx   sin(at ) cos( x)
 2u 2  2u
a 2
t 2
x

6
Methods to solve PDE’s
There are a number of different methods for solving PDEs.
Some of the most common methods include:
Separation of variables:
This method is based on the idea that the solution to a
PDE can be written as a product of functions of each
of the independent variables.
Transform methods:
This method uses Fourier transforms, Laplace
transforms, or other transforms to convert the PDE into
an ordinary differential equation (ODE) or an algebraic
equation.
Numerical methods:
These methods are used to approximate the solution
to a PDE using a computer.

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