Partial Differential Equations

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\def\Rp{R^\prime} \def\Sp{S^\prime} \def\Tp{T^\prime} \def\Up{U^\prime} \def\Vp{V^\prime} \def\Wp{W^\prime} \def\Xp{X^\prime} \def\Yp{Y^\prime} \def\Zp{Z^\prime} \def\ap{a^\prime} \def\bp{b^\prime} \def\cp{c^\prime} \def\dprime{d^\prime} \def\ep{e^\prime} \def\fp{f^\prime} \def\gp{g^\prime} \def\hp{h^\prime} \def\ip{i^\prime} \def\jp{j^\prime} \def\kp{k^\prime} \def\lp{l^\prime} \def\mp{m^\prime} \def\np{n^\prime} \def\op{o^\prime} \def\pp{p^\prime} \def\qp{q^\prime} \def\rp{r^\prime} \def\sp{s^\prime} \def\tp{t^\prime} \def\up{u^\prime} \def\vp{v^\prime} \def\wp{w^\prime} \def\xp{x^\prime} \def\yp{y^\prime} \def\zp{z^\prime} \def\App{A^{\prime\prime}} \def\Bpp{B^{\prime\prime}} \def\Cpp{C^{\prime\prime}} \def\Dpp{D^{\prime\prime}} \def\Epp{E^{\prime\prime}} \def\Fpp{F^{\prime\prime}} \def\Gpp{G^{\prime\prime}} \def\Hpp{H^{\prime\prime}} \def\Ipp{I^{\prime\prime}} \def\Jpp{J^{\prime\prime}} \def\Kpp{K^{\prime\prime}} \def\Lpp{L^{\prime\prime}} \def\Mpp{M^{\prime\prime}} 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\def\ypp{y^{\prime\prime}} \def\zpp{z^{\prime\prime}} \def\abar{\overline{a}} \def\bbar{\overline{b}} \def\cbar{\overline{c}} \def\dbar{\overline{d}} \def\ebar{\overline{e}} \def\fbar{\overline{f}} \def\gbar{\overline{g}} \def\ibar{\overline{i}} \def\jbar{\overline{j}} \def\kbar{\overline{k}} \def\lbar{\overline{l}} \def\mbar{\overline{m}} \def\nbar{\overline{n}} \def\obar{\overline{o}} \def\pbar{\overline{p}} \def\qbar{\overline{q}} \def\rbar{\overline{r}} \def\sbar{\overline{s}} \def\tbar{\overline{t}} \def\ubar{\overline{u}} \def\vbar{\overline{v}} \def\wbar{\overline{w}} \def\xbar{\overline{x}} \def\ybar{\overline{y}} \def\zbar{\overline{z}} \def\Abar{\overline{A}} \def\Bbar{\overline{B}} \def\Cbar{\overline{C}} \def\Dbar{\overline{D}} \def\Ebar{\overline{E}} \def\Fbar{\overline{F}} \def\Gbar{\overline{G}} \def\Hbar{\overline{H}} \def\Ibar{\overline{I}} \def\Jbar{\overline{J}} \def\Kbar{\overline{K}} \def\Lbar{\overline{L}} \def\Mbar{\overline{M}} \def\Nbar{\overline{N}} \def\Obar{\overline{O}} \def\Pbar{\overline{P}} \def\Qbar{\overline{Q}} \def\Rbar{\overline{R}} \def\Sbar{\overline{S}} \def\Tbar{\overline{T}} \def\Ubar{\overline{U}} \def\Vbar{\overline{V}} \def\Wbar{\overline{W}} \def\Xbar{\overline{X}} \def\Ybar{\overline{Y}} \def\Zbar{\overline{Z}} \def\aunder{\underline{a}} \def\bunder{\underline{b}} \def\cunder{\underline{c}} \def\dunder{\underline{d}} \def\eunder{\underline{e}} \def\funder{\underline{f}} \def\gunder{\underline{g}} \def\hunder{\underline{h}} \def\iunder{\underline{i}} \def\junder{\underline{j}} \def\kunder{\underline{k}} \def\lunder{\underline{l}} \def\munder{\underline{m}} \def\nunder{\underline{n}} \def\ounder{\underline{o}} \def\punder{\underline{p}} \def\qunder{\underline{q}} \def\runder{\underline{r}} \def\sunder{\underline{s}} \def\tunder{\underline{t}} \def\uunder{\underline{u}} \def\vunder{\underline{v}} \def\wunder{\underline{w}} \def\xunder{\underline{x}} \def\yunder{\underline{y}} \def\zunder{\underline{z}} 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\def\Ktilde{\widetilde{K}} \def\Ltilde{\widetilde{L}} \def\Mtilde{\widetilde{M}} \def\Ntilde{\widetilde{N}} \def\Otilde{\widetilde{O}} \def\Ptilde{\widetilde{P}} \def\Qtilde{\widetilde{Q}} \def\Rtilde{\widetilde{R}} \def\Stilde{\widetilde{S}} \def\Ttilde{\widetilde{T}} \def\Utilde{\widetilde{U}} \def\Vtilde{\widetilde{V}} \def\Wtilde{\widetilde{W}} \def\Xtilde{\widetilde{X}} \def\Ytilde{\widetilde{Y}} \def\Ztilde{\widetilde{Z}} \def\Alphatilde{\widetilde{\Alpha}} \def\Betatilde{\widetilde{\Beta}} \def\Gammatilde{\widetilde{\Gamma}} \def\Deltatilde{\widetilde{\Delta}} \def\Epsilontilde{\widetilde{\Epsilon}} \def\Zetatilde{\widetilde{\Zeta}} \def\Etatilde{\widetilde{\Eta}} \def\Thetatilde{\widetilde{\Theta}} \def\Iotatilde{\widetilde{\Iota}} \def\Kappatilde{\widetilde{\Kappa}} \def\Lambdatilde{\widetilde{\Lamdba}} \def\Mutilde{\widetilde{\Mu}} \def\Nutilde{\widetilde{\Nu}} \def\Xitilde{\widetilde{\Xi}} \def\Omicrontilde{\widetilde{\Omicron}} \def\Pitilde{\widetilde{\Pi}} \def\Rhotilde{\widetilde{\Rho}} \def\Sigmatilde{\widetilde{\Sigma}} \def\Tautilde{\widetilde{\Tau}} \def\Upsilontilde{\widetilde{\Upsilon}} \def\Phitilde{\widetilde{\Phi}} \def\Chitilde{\widetilde{\Chi}} \def\Psitilde{\widetilde{\Psi}} \def\Omegatilde{\widetilde{\Omega}} \def\alphatilde{\widetilde{\alpha}} \def\betatilde{\widetilde{\beta}} \def\gammatilde{\widetilde{\gamma}} \def\deltatilde{\widetilde{\delta}} \def\epsilontilde{\widetilde{\epsilon}} \def\zetatilde{\widetilde{\zeta}} \def\etatilde{\widetilde{\eta}} \def\thetatilde{\widetilde{\theta}} \def\iotatilde{\widetilde{\iota}} \def\kappatilde{\widetilde{\kappa}} \def\lambdatilde{\widetilde{\lamdba}} \def\mutilde{\widetilde{\mu}} \def\nutilde{\widetilde{\nu}} \def\xitilde{\widetilde{\xi}} \def\omicrontilde{\widetilde{\omicron}} \def\pitilde{\widetilde{\pi}} \def\rhotilde{\widetilde{\rho}} \def\sigmatilde{\widetilde{\sigma}} \def\tautilde{\widetilde{\tau}} \def\upsilontilde{\widetilde{\upsilon}} \def\phitilde{\widetilde{\phi}} 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\def\kappabar{\bar{\kappa}} \def\lambdabar{\bar{\lamdba}} \def\mubar{\bar{\mu}} \def\nubar{\bar{\nu}} \def\xibar{\bar{\xi}} \def\omicronbar{\bar{\omicron}} \def\pibar{\bar{\pi}} \def\rhobar{\bar{\rho}} \def\sigmabar{\bar{\sigma}} \def\taubar{\bar{\tau}} \def\upsilonbar{\bar{\upsilon}} \def\phibar{\bar{\phi}} \def\chibar{\bar{\chi}} \def\psibar{\bar{\psi}} \def\omegabar{\bar{\omega}} \def\del{\partial} \def\delbar{\overline{\partial}} \def\Cech{\check{C}} \def\half{\frac{1}{2}} \def\defeq{\mathrel{\mathop:}=} \def\alg{\mathrm{alg}} \def\Alt{\mathrm{Alt}} \def\Amp{\mathrm{Amp}} \def\Arg{\mathrm{Arg}} \def\an{\mathrm{an}} \def\anti{\mathrm{anti}} \def\Ap{\mathrm{Ap}} \def\arcsinh{\mathrm{arcsinh\hspace{0.07cm}}} \def\arccosh{\mathrm{arccosh\hspace{0.07cm}}} \def\arctanh{\mathrm{arctanh\hspace{0.07cm}}} \def\arccsch{\mathrm{arccsch\hspace{0.07cm}}} \def\arcsech{\mathrm{arcsech\hspace{0.07cm}}} \def\arccoth{\mathrm{arccoth\hspace{0.07cm}}} \def\arccsc{\mathrm{arccsc\hspace{0.07cm}}} 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\def\log{\mathrm{log}} \def\Log{\mathrm{Log}} \def\Li{\mathrm{Li}} \def\min{\mathrm{min}} \def\Mon{\mathrm{Mon}} \def\Nef{\mathrm{Nef}} \def\NS{\mathrm{NS}} \def\Oa{\mathcal{O}_A} \def\Ox{\mathcal{O}_X} \def\Oz{\mathcal{O}_Z} \def\Perp{\mathrm{Perp}} \def\Pic{\mathrm{Pic}} \def\Proj{\mathrm{Proj}} \def\rank{\mathrm{rank}} \def\Rat{\mathrm{Rat}} \def\Real{\mathrm{Re}} \def\reg{\mathrm{reg}} \def\Res{\mathrm{Res}} \def\res{\mathrm{res}} \def\Ric{\mathrm{Ric}} \def\sech{\mathrm{sech}\hspace{0.07cm}} \def\Span{\mathrm{Span}} \def\Spec{\mathrm{Spec}} \def\sing{\mathrm{sing}} \def\Singx{\mathrm{Sing}(X)} \def\sheafKer{\mathcal{\Ker}} \def\sheafIm{\mathcal{\Im}} \def\Span{\mathrm{Span}} \def\Spin{\mathrm{Spin}} \def\Str{\mathrm{Str}} \def\td{\mathrm{td}} \def\tr{\mathrm{tr}} \def\Todd{\mathrm{Todd}} \def\tor{\mathrm{tor}} \def\trdeg{\mathrm{trdeg}} \def\Zar{\mathrm{Zar}} \def\ZFLS{\mathrm{ZFLS}} \usepackage{tikz} \usepackage{tkz-graph} \usepackage{tkz-euclide} \usetikzlibrary{patterns} 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Section 7.1 Partial Differential Equations

So far, this has been a course in ordinary differential equations, where the functions depended on one variable. The theory of differential equations gets much more involved and interesting when it moves to functions of several variables. The equations also get more difficult to solve; solving a single partial differential equation (PDE) can be the work of a whole book, a whole thesis or a whole career. For some examples, the solutions to a particular PDE are a whole branch of mathematics.

Many examples involve functions which depend on both position and time. The root of modern physics is found in differential equations that relate time derivatives to position derivatives. Here are two particularly celebrated examples.

Example 7.1.1.

The Navier-Stokes equation is the fundamental equation of fluid dynamics. There are several forms, but I’ll state the form for incompressible flows (thing of water, which is basically incompressible, as opposed to air, which is very compressible). In this equation, \(u\) is the field describing the fluid flow as a function on \(x,y,z,t\) (position and time), \(\nabla\) is a differential operator, \(P\) is the pressure of the fluid, \(\rho\) is the density of the fluid, and \(\nu\) is the viscosity of the fluid.

\begin{equation*} \frac{\del u}{\del t} + u \cdot \nabla u = - \frac{\nabla P}{\rho} + \nu \nabla^2 u \end{equation*}

Example 7.1.2.

The Schrodinger equation is the fundamental PDE in quantum mechanics (at least in its early versions). In the Schrodinger equation, \(\Psi\) is the wave function which describes the probabilities of measurements in a physical system, \(\imath\) is the familiar complex number, \(\hbar\) is a constant, \(m\) is mass and \(V\) is a potential energy function (which typically only depends on spatial variables). This is the one-dimensional version, so \(\Psi\) depends on \(x\) and \(t\text{.}\)

\begin{equation*} \imath \hbar \frac{\del \Psi}{\del t} = \frac{-\hbar^2}{2m} \frac{\del^2 \Psi}{\del x^2} + V(x) \Psi \end{equation*}