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单词 Partial Differential Equation
释义

Partial Differential Equation

A partial differential equation (PDE) is an equation involving functions and their Partial Derivatives; for example, the Wave Equation

(1)

In general, partial differential equations are much more difficult to solve analytically than are OrdinaryDifferential Equations. They may sometimes be solved using a BäcklundTransformation, Characteristic,Green's Function, Integral Transform, Lax Pair, Separation of Variables, or--when all elsefails (which it frequently does)--numerical methods.


Fortunately, partial differential equations of second-order are often amenable to analytical solution. Such PDEs are ofthe form

(2)

Second-order PDEs are then classified according to the properties of the Matrix
(3)

as Elliptic, Hyperbolic, or Parabolic.


If is a Positive Definite Matrix, i.e., det, the PDE is said to be Elliptic. Laplace's Equation and Poisson's Equation are examples. Boundary conditionsare used to give the constraint on , where

(4)

holds in .


If det, the PDE is said to be Hyperbolic. The Wave Equation is an example of a hyperbolicpartial differential equation. Initial-boundary conditions are used to give

(5)


(6)


(7)

where
(8)

holds in .


If det, the PDE is said to be parabolic. The Heat Conduction Equation equation and otherdiffusion equations are examples. Initial-boundary conditions are used to give

(9)


(10)

where
(11)

holds in .

See also Bäcklund Transformation, Boundary Conditions, Characteristic(Partial Differential Equation), Elliptic Partial Differential Equation, Green's Function, HyperbolicPartial Differential Equation, Integral Transform, Johnson's Equation, Lax Pair,Monge-Ampère Differential Equation, Parabolic Partial DifferentialEquation, Separation of Variables


References

Partial Differential Equations

Arfken, G. ``Partial Differential Equations of Theoretical Physics.'' §8.1 in Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 437-440, 1985.

Bateman, H. Partial Differential Equations of Mathematical Physics. New York: Dover, 1944.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Partial Differential Equations.'' Ch. 19 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 818-880, 1992.

Sobolev, S. L. Partial Differential Equations of Mathematical Physics. New York: Dover, 1989.

Sommerfeld, A. Partial Differential Equations in Physics. New York: Academic Press, 1964.

Webster, A. G. Partial Differential Equations of Mathematical Physics, 2nd corr. ed. New York: Dover, 1955.


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