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Assistant Professor

Department of Mathematics

COMSATS Institute of Information Technology Islamabad

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings,

helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade,

atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Motivation

Partial dierential equations describe the behavior of many engineering

phenomena:

Heat ow and distribution

Electric elds and potentials

Diusion of chemicals in air or water

Electromagnetism and quantum mechanics

Wave propagation

Fluid Flow (air or liquid)

- Air around wings, helicopter blade, atmosphere

- Water in pipes or porous media

- Material transport and diusion in air or water

- Weather: large system of coupled partial dierential equations for

momentum, pressure, moisture, heat,

Vibration

Mechanics of solids

- Stress-strain in material, machine part, structure

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Course Contents

Introduction of partial dierential equations

Partial Dierential equations of rst order

Linear and non-linear partial dierential equations

Applications of rst order partial dierential equations

Partial Dierential equations of second order

Mathematical Modeling of heat, Laplace and wave equations

Classication of second order partial dierential equations

Boundary and Initial value problems

Reduction to canonical form and the solution of second order partial

dierential equations

Sturm-Liouville system

Technique of Separation of Variable for the solution of partial

dierential equations

Laplace, Fourier and Hankel transforms for the solution of partial

dierential equations and their application to boundary value

problems.

Recommended Books

Richard Haberman, Elementary partial dierential equations,

Prentice-Hall, INC., Englewood Clis, New Jersy

K. Sankara Rao, Introduction to partial dierential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

dierential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial dierential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Dierential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial dierential equations,

Prentice-Hall, INC., Englewood Clis, New Jersy

K. Sankara Rao, Introduction to partial dierential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

dierential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial dierential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Dierential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial dierential equations,

Prentice-Hall, INC., Englewood Clis, New Jersy

K. Sankara Rao, Introduction to partial dierential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

dierential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial dierential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Dierential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial dierential equations,

Prentice-Hall, INC., Englewood Clis, New Jersy

K. Sankara Rao, Introduction to partial dierential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

dierential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial dierential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Dierential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial dierential equations,

Prentice-Hall, INC., Englewood Clis, New Jersy

K. Sankara Rao, Introduction to partial dierential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

dierential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial dierential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Dierential

Equations, Chapman & Hall/CRC, Washington DC.

Recommended Books

Richard Haberman, Elementary partial dierential equations,

Prentice-Hall, INC., Englewood Clis, New Jersy

K. Sankara Rao, Introduction to partial dierential equations,

Prentice-Hall of India New Delhi.

M. Humi, W. B. Miller, Boundary value problems and partial

dierential equations, PWS-KENT publishing company, Boston.

T. Myint-U, L. Debnath, Linear partial dierential equations for

scientists and engineers, Fourth Edition, Birkhauser, Berlin

C. Constanda, Solution Techniques for Elementary Partial Dierential

Equations, Chapman & Hall/CRC, Washington DC.

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Grading Scheme

Quiz 10%

Assignments 10%

Graded discussion 5%

Midterm 25%

Final 50%

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Dierential Equation

Denition

A dierential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a dierential equation involving an unknown function u(x) depending on

one variable and

2

u

x

2

+

2

u

2

y

=

u

t

is a dierential equation involving an unknown function u(t, x, y)

depending on three variables.

Dierential Equation

Denition

A dierential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a dierential equation involving an unknown function u(x) depending on

one variable and

2

u

x

2

+

2

u

2

y

=

u

t

is a dierential equation involving an unknown function u(t, x, y)

depending on three variables.

Dierential Equation

Denition

A dierential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a dierential equation involving an unknown function u(x) depending on

one variable and

2

u

x

2

+

2

u

2

y

=

u

t

is a dierential equation involving an unknown function u(t, x, y)

depending on three variables.

Dierential Equation

Denition

A dierential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a dierential equation involving an unknown function u(x) depending on

one variable and

2

u

x

2

+

2

u

y

=

u

t

is a dierential equation involving an unknown function u(t, x, y)

depending on three variables.

Dierential Equation

Denition

A dierential equation is an equation that relates the derivatives of a

function depending on one or more variables.

For example

d

2

u

dx

2

+

du

dx

= cos x

is a dierential equation involving an unknown function u(x) depending on

one variable and

2

u

x

2

+

2

u

2

y

=

u

t

is a dierential equation involving an unknown function u(t, x, y)

depending on three variables.

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Partial Dierential Equation

Denition

A partial dierential equation (PDE) is an equation that contains, in

addition to the dependent and independent variables, one or more partial

derivatives of the dependent variable.

Suppose that our unknown function is u and it depends on the two

independent variables then the general form of the PDE is

F(x, y, , u, u

x

, u

y

, u

xx

, u

xy

, u

yy

, ) = 0

Here subscripts denotes the partial derivatives, for example

u

x

=

u

x

, u

y

=

u

y

, u

xx

=

2

u

x

2

, u

xy

=

2

u

xy

, u

yy

=

2

u

y

2

Partial Dierential Equation

Denition

A partial dierential equation (PDE) is an equation that contains, in

addition to the dependent and independent variables, one or more partial

derivatives of the dependent variable.

Suppose that our unknown function is u and it depends on the two

independent variables then the general form of the PDE is

F(x, y, , u, u

x

, u

y

, u

xx

, u

xy

, u

yy

, ) = 0

Here subscripts denotes the partial derivatives, for example

u

x

=

u

x

, u

y

=

u

y

, u

xx

=

2

u

x

2

, u

xy

=

2

u

xy

, u

yy

=

2

u

y

2

Partial Dierential Equation

Denition

A partial dierential equation (PDE) is an equation that contains, in

addition to the dependent and independent variables, one or more partial

derivatives of the dependent variable.

Suppose that our unknown function is u and it depends on the two

independent variables then the general form of the PDE is

F(x, y, , u, u

x

, u

y

, u

xx

, u

xy

, u

yy

, ) = 0

Here subscripts denotes the partial derivatives, for example

u

x

=

u

x

, u

y

=

u

y

, u

xx

=

2

u

x

2

, u

xy

=

2

u

xy

, u

yy

=

2

u

y

2

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

;

Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y;

Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0;

Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

;

Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y;

Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0;

Order is One

Order of Partial Dierential Equation

Denition

The order of a partial dierential equation is the order of the highest

ordered partial derivative appearing in the equation

Examples: In the following examples, our unknown function is u and it

depends on three variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Order is Two

u

xxy

+ xu

yy

+ 8u = 7y; Order is Three

u

t

6uu

x

+ u

xxx

= 0; Order is Three

u

t

+ uu

x

= u

xx

; Order is Two

u

xxx

+ xu

xy

+ yu

2

= x + y; Order is Three

u

x

+ u

y

= 0; Order is One

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

;

Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y;

Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0;

Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

;

Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y;

Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0;

Degree is One

Degree of Partial Dierential Equation

Denition

The degree of a partial dierential equation is the degree of the highest

order partial derivative occurring in the equation.

Examples: In the following examples, our unknown function is u and it

depends on two variables t, x and y.

u

xx

+ 2xu

xy

+ u

yy

= e

y

; Degree is One

u

xxy

+ xu

2

yy

+ 8u = 7y; Degree is One

u

t

6uu

x

+ u

3

xxx

= 0; Degree is Three

u

t

+ uu

3

x

= u

xx

; Degree is One

u

2

xxx

+ xu

3

xy

+ yu

2

= x + y; Degree is Two

u

x

+ u

y

= 0; Degree is One

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Linear Partial Dierential Equation

Linear operator

A linear operator L by denition satises

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

/t and

2

/x

2

are the examples of linear operators since these two

satisfy equation (17):

t

(c

1

u

1

+ c

2

u

2

) = c

1

u

1

t

+ c

2

u

2

t

2

x

2

(c

1

u

1

+ c

2

u

2

) = c

1

2

u

1

x

2

+ c

2

2

u

2

x

2

Note: Any linear combination of linear operators is a linear operator.

However (/t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Dierential Equation

Linear operator

A linear operator L by denition satises

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

/t and

2

/x

2

are the examples of linear operators since these two

satisfy equation (17):

t

(c

1

u

1

+ c

2

u

2

) = c

1

u

1

t

+ c

2

u

2

t

2

x

2

(c

1

u

1

+ c

2

u

2

) = c

1

2

u

1

x

2

+ c

2

2

u

2

x

2

Note: Any linear combination of linear operators is a linear operator.

However (/t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Dierential Equation

Linear operator

A linear operator L by denition satises

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

/t and

2

/x

2

are the examples of linear operators since these two

satisfy equation (17):

t

(c

1

u

1

+ c

2

u

2

) = c

1

u

1

t

+ c

2

u

2

t

2

x

2

(c

1

u

1

+ c

2

u

2

) = c

1

2

u

1

x

2

+ c

2

2

u

2

x

2

Note: Any linear combination of linear operators is a linear operator.

However (/t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Dierential Equation

Linear operator

A linear operator L by denition satises

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

/t and

2

/x

2

are the examples of linear operators since these two

satisfy equation (17):

t

(c

1

u

1

+ c

2

u

2

) = c

1

u

1

t

+ c

2

u

2

t

2

x

2

(c

1

u

1

+ c

2

u

2

) = c

1

2

u

1

x

2

+ c

2

u

2

x

2

Note: Any linear combination of linear operators is a linear operator.

However (/t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Dierential Equation

Linear operator

A linear operator L by denition satises

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

/t and

2

/x

2

are the examples of linear operators since these two

satisfy equation (17):

t

(c

1

u

1

+ c

2

u

2

) = c

1

u

1

t

+ c

2

u

2

t

2

x

2

(c

1

u

1

+ c

2

u

2

) = c

1

2

u

1

x

2

+ c

2

u

2

x

2

Note: Any linear combination of linear operators is a linear operator.

However (/t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Dierential Equation

Linear operator

A linear operator L by denition satises

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

/t and

2

/x

2

are the examples of linear operators since these two

satisfy equation (17):

t

(c

1

u

1

+ c

2

u

2

) = c

1

u

1

t

+ c

2

u

2

t

2

x

2

(c

1

u

1

+ c

2

u

2

) = c

1

2

u

1

x

2

+ c

2

u

2

x

2

Note: Any linear combination of linear operators is a linear operator.

However (/t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Dierential Equation

Linear operator

A linear operator L by denition satises

L(c

1

u

1

+ c

2

u

2

) = c

1

L(u

1

) + c

2

L(u

2

) (1.0)

for any two functions u

1

and u

2

, where c

1

and c

2

are arbitrary constants.

/t and

2

/x

2

are the examples of linear operators since these two

satisfy equation (17):

t

(c

1

u

1

+ c

2

u

2

) = c

1

u

1

t

+ c

2

u

2

t

2

x

2

(c

1

u

1

+ c

2

u

2

) = c

1

2

u

1

x

2

+ c

2

2

u

2

x

2

Note: Any linear combination of linear operators is a linear operator.

However (/t)

2

is not a linear operator since it does not satisfy equation

(17).

Linear Partial Dierential Equation

Linear operator

To prove the non-linearity of the operator (/t)

2

, we do the following

calculations. If our L = (/t)

2

then Lu = (u/t)

2

u derivative

u

t

Square

u

t

2

Now

(c

1

u

1

+ c

2

u

2

)

t

2

=

c

1

u

1

t

+ c

2

u

2

t

2

=

c

1

u

1

t

2

+

c

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

2

1

u

1

t

2

+ c

2

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

1

u

2

t

2

+ c

2

u

2

t

2

Linear Partial Dierential Equation

Linear operator

To prove the non-linearity of the operator (/t)

2

, we do the following

calculations. If our L = (/t)

2

then Lu = (u/t)

2

u derivative

u

t

Square

u

t

2

Now

(c

1

u

1

+ c

2

u

2

)

t

2

=

c

1

u

1

t

+ c

2

u

2

t

2

=

c

1

u

1

t

2

+

c

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

2

1

u

1

t

2

+ c

2

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

1

u

2

t

2

+ c

2

u

2

t

2

Linear Partial Dierential Equation

Linear operator

To prove the non-linearity of the operator (/t)

2

, we do the following

calculations. If our L = (/t)

2

then Lu = (u/t)

2

u derivative

u

t

Square

u

t

2

Now

(c

1

u

1

+ c

2

u

2

)

t

2

=

c

1

u

1

t

+ c

2

u

2

t

2

=

c

1

u

1

t

2

+

c

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

2

1

u

1

t

2

+ c

2

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

1

u

2

t

2

+ c

2

u

2

t

2

Linear Partial Dierential Equation

Linear operator

To prove the non-linearity of the operator (/t)

2

, we do the following

calculations. If our L = (/t)

2

then Lu = (u/t)

2

u derivative

u

t

Square

u

t

2

Now

(c

1

u

1

+ c

2

u

2

)

t

2

=

c

1

u

1

t

+ c

2

u

2

t

2

=

c

1

u

1

t

2

+

c

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

2

1

u

1

t

2

+ c

2

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

1

u

2

t

2

+ c

2

u

2

t

Linear Partial Dierential Equation

Linear operator

To prove the non-linearity of the operator (/t)

2

, we do the following

calculations. If our L = (/t)

2

then Lu = (u/t)

2

u derivative

u

t

Square

u

t

2

Now

(c

1

u

1

+ c

2

u

2

)

t

2

=

c

1

u

1

t

+ c

2

u

2

t

2

=

c

1

u

1

t

2

+

c

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

2

1

u

1

t

2

+ c

2

2

u

2

t

2

+ 2c

1

c

2

u

1

t

u

2

t

= c

1

u

2

t

2

+ c

2

u

2

t

2

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a linear if

i) it is linear in the unknown function and

ii) all the derivatives of the unknown functions with constant coecients

or the coecients depends on the independent variables.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are linear partial

dierential equations

Laplaces equations: u = 0, where = u

xx

+ u

yy

Helmholtzs equation: = u

First-order linear transport equation: u

t

+ cu

x

= 0

Heat or diusion equation: u

t

u = 0

Schrodingers equation: iu

t

+ u = 0

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Quasi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coecients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

dierential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Quasi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coecients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

dierential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Quasi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coecients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

dierential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Quasi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coecients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

dierential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Quasi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a quasi-linear if the derivatives

of unknown function are linear, while the coecients depends on the

independent variables as well as the dependent variables.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are quasi-linear partial

dierential equations

uu

x

+ u

y

= 0

yu

xx

+ 2xyuu

yy

+ u = 1

u

xxy

+ xuu

yy

+ 8u = 7y

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Semi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coecients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

dierential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Semi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coecients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

dierential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Semi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coecients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

dierential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Semi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coecients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

dierential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Semi-Linear Partial Dierential Equation

Denition

A partial dierential equation is said to be a semi-linear if the derivatives

of unknown function are linear and the coecients of derivatives depends

on the independent variables only.

Examples: Suppose u is our unknown function which depends on two

independent variables x and y then the following are semi-linear partial

dierential equations

u

x

+ u

xy

= u

2

yu

xx

+ (2x + y)u

yy

+ u

3

= 1

u

xxy

+ xu

yy

+ 8u = 7xyu

2

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Non-Linear Partial Dierential Equation

Denition

A partial dierential equation which is not linear is called non-linear partial

dierential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

dierential equations:

Non linear Poisson equation: u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diusion equation: u

t

u = f (u)

Non-Linear Partial Dierential Equation

Denition

A partial dierential equation which is not linear is called non-linear partial

dierential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

dierential equations:

Non linear Poisson equation: u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diusion equation: u

t

u = f (u)

Non-Linear Partial Dierential Equation

Denition

A partial dierential equation which is not linear is called non-linear partial

dierential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

dierential equations:

Non linear Poisson equation: u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diusion equation: u

t

u = f (u)

Non-Linear Partial Dierential Equation

Denition

A partial dierential equation which is not linear is called non-linear partial

dierential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

dierential equations:

Non linear Poisson equation: u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diusion equation: u

t

u = f (u)

Non-Linear Partial Dierential Equation

Denition

A partial dierential equation which is not linear is called non-linear partial

dierential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

dierential equations:

Non linear Poisson equation: u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diusion equation: u

t

u = f (u)

Non-Linear Partial Dierential Equation

Denition

A partial dierential equation which is not linear is called non-linear partial

dierential equation.

Examples: Suppose u is our unknown function which depends on three

independent variables t, x and y then the following are non-linear partial

dierential equations:

Non linear Poisson equation: u = f (u)

Burgers equation: u

t

+ uu

x

= 0

Korteweg-deVries equation(KdV): u + uu

x

+ u

xxx

= 0

Reaction-diusion equation: u

t

u = f (u)

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Homogeneous Partial Dierential Equation

Denition

A partial dierential equation is said to be a homogeneous partial

dierential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satises the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Homogeneous Partial Dierential Equation

Denition

A partial dierential equation is said to be a homogeneous partial

dierential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satises the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Homogeneous Partial Dierential Equation

Denition

A partial dierential equation is said to be a homogeneous partial

dierential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satises the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Homogeneous Partial Dierential Equation

Denition

A partial dierential equation is said to be a homogeneous partial

dierential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satises the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Homogeneous Partial Dierential Equation

Denition

A partial dierential equation is said to be a homogeneous partial

dierential equation if its all terms contain the unknown functions or its

derivatives.

The simplest way to test whether an equation is homogeneous is to

substitute the function u identically equal to zero. If u = 0 satises the

equation then the equation is called homogeneous.

Examples:

u

xx

+ xu

xy

+ yu

2

= 0 is a homogeneous equation

u

xx

+ 2xu

xy

+ 5u = 0 is a homogeneous equation

3u

x

+ uu

y

= f (x, y) is a non-homogeneous equation

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Solution of Partial Dierential Equation

Denition

Functions u = u(x, y, ) which satisfy the following partial dierential

equation

F(x, y, , u, u, u

x

, u

y

, , u

xx

, u

xy

, u

yy

, ) = 0

identically in a suitable domain D of the ndimensional space R

n

in the

independent variables x, y, , if exist are called solutions.

Example: Functions u(x, y) = (x + y)

3

and u(x, y) = sin(x y) are

solutions of the dierential equation

u

xx

u

yy

= 0.

Solution of Partial Dierential Equation

Denition

Functions u = u(x, y, ) which satisfy the following partial dierential

equation

F(x, y, , u, u, u

x

, u

y

, , u

xx

, u

xy

, u

yy

, ) = 0

identically in a suitable domain D of the ndimensional space R

n

in the

independent variables x, y, , if exist are called solutions.

Example: Functions u(x, y) = (x + y)

3

and u(x, y) = sin(x y) are

solutions of the dierential equation

u

xx

u

yy

= 0.

Solution of Partial Dierential Equation

Denition

Functions u = u(x, y, ) which satisfy the following partial dierential

equation

F(x, y, , u, u, u

x

, u

y

, , u

xx

, u

xy

, u

yy

, ) = 0

identically in a suitable domain D of the ndimensional space R

n

in the

independent variables x, y, , if exist are called solutions.

Example: Functions u(x, y) = (x + y)

3

and u(x, y) = sin(x y) are

solutions of the dierential equation

u

xx

u

yy

= 0.

Solution of Partial Dierential Equation

Denition

Functions u = u(x, y, ) which satisfy the following partial dierential

equation

F(x, y, , u, u, u

x

, u

y

, , u

xx

, u

xy

, u

yy

, ) = 0

identically in a suitable domain D of the ndimensional space R

n

in the

independent variables x, y, , if exist are called solutions.

Example: Functions u(x, y) = (x + y)

3

and u(x, y) = sin(x y) are

solutions of the dierential equation

u

xx

u

yy

= 0.

Outline

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Principle of Superposition

Denition

If u

1

and u

2

are two solutions of a linear homogeneous partial dierential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satises the same linear homogeneous dierential equation.

Examples: Consider a one dimensional heat equation

1

k

u

t

=

2

u

x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

u

1

t

=

2

u

1

x

2

,

1

k

u

2

t

=

2

u

2

x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Denition

If u

1

and u

2

are two solutions of a linear homogeneous partial dierential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satises the same linear homogeneous dierential equation.

Examples: Consider a one dimensional heat equation

1

k

u

t

=

2

u

x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

u

1

t

=

2

u

1

x

2

,

1

k

u

2

t

=

2

u

2

x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Denition

If u

1

and u

2

are two solutions of a linear homogeneous partial dierential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satises the same linear homogeneous dierential equation.

Examples: Consider a one dimensional heat equation

1

k

u

t

=

2

u

x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),

that is,

1

k

u

1

t

=

2

u

1

x

2

,

1

k

u

2

t

=

2

u

2

x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Denition

If u

1

and u

2

are two solutions of a linear homogeneous partial dierential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satises the same linear homogeneous dierential equation.

Examples: Consider a one dimensional heat equation

1

k

u

t

=

2

u

x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

u

1

t

=

2

u

1

x

2

,

1

k

u

2

t

=

2

u

2

x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Denition

If u

1

and u

2

are two solutions of a linear homogeneous partial dierential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satises the same linear homogeneous dierential equation.

Examples: Consider a one dimensional heat equation

1

k

u

t

=

2

u

x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

u

1

t

=

2

u

1

x

2

,

1

k

u

2

t

=

2

u

2

x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Denition

If u

1

and u

2

are two solutions of a linear homogeneous partial dierential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satises the same linear homogeneous dierential equation.

Examples: Consider a one dimensional heat equation

1

k

u

t

=

2

u

x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

u

1

t

=

2

u

1

x

2

,

1

k

u

2

t

=

2

u

2

x

2

.

According to the principle of superposition,

c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Denition

If u

1

and u

2

are two solutions of a linear homogeneous partial dierential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satises the same linear homogeneous dierential equation.

Examples: Consider a one dimensional heat equation

1

k

u

t

=

2

u

x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

u

1

t

=

2

u

1

x

2

,

1

k

u

2

t

=

2

u

2

x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

Denition

If u

1

and u

2

are two solutions of a linear homogeneous partial dierential

equation then an arbitrary linear combination of them c

1

u

1

+ c

2

u

2

also

satises the same linear homogeneous dierential equation.

Examples: Consider a one dimensional heat equation

1

k

u

t

=

2

u

x

2

. (2.0)

If u

1

and u

2

are two solutions of equations (31) then they must satisfy

equation (31),that is,

1

k

u

1

t

=

2

u

1

x

2

,

1

k

u

2

t

=

2

u

2

x

2

.

According to the principle of superposition, c

1

u

1

+ c

2

u

2

is again the

solution of equation (31).

Principle of Superposition

L.H.S.

=

1

k

t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

t

(c

1

u

1

+ c

2

u

2

)

= c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

)

= R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions.

Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations,

then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

L.H.S. =

1

k

t

(c

1

u

1

+ c

2

u

2

) = c

1

1

k

u

1

t

+ c

2

1

k

u

2

t

= c

1

2

u

1

x

2

+ c

2

u

2

x

2

=

2

x

2

(c

1

u

1

+ c

2

u

2

) = R. H. S.

Note: Here the superposition principle is stated for two solutions only, it is

true for any nite linear combinations of solutions. Furthermore, under

proper restrictions, it is also true for innite number of solutions. If

u

i

, i = 1, 2, are solutions of a homogeneous linear partial dierential

equations, then

w =

n

i =1

c

i

u

i

is also a solution.

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous dierential equation

au +

n

i =1

b

i

(u)

x

i

+ = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+ = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+ = f (x)

The process of subtraction gives us,

a(u

1

u

2

) +

n

i =1

b

i

(u

1

u

2

)

x

i

+ = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous dierential equation

au +

n

i =1

b

i

(u)

x

i

+ = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+ = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+ = f (x)

The process of subtraction gives us,

a(u

1

u

2

) +

n

i =1

b

i

(u

1

u

2

)

x

i

+ = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous dierential equation

au +

n

i =1

b

i

(u)

x

i

+ = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+ = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+ = f (x)

The process of subtraction gives us,

a(u

1

u

2

) +

n

i =1

b

i

(u

1

u

2

)

x

i

+ = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous dierential equation

au +

n

i =1

b

i

(u)

x

i

+ = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+ = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+ = f (x)

The process of subtraction gives us,

a(u

1

u

2

) +

n

b

i

(u

1

u

2

)

x

i

+ = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous dierential equation

au +

n

i =1

b

i

(u)

x

i

+ = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+ = f (x),

au

2

+

n

i =1

b

i

(u

2

)

x

i

+ = f (x)

The process of subtraction gives us,

a(u

1

u

2

) +

n

b

i

(u

1

u

2

)

x

i

+ = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous dierential equation

au +

n

i =1

b

i

(u)

x

i

+ = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+ = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+ = f (x)

The process of subtraction gives us,

a(u

1

u

2

) +

n

b

i

(u

1

u

2

)

x

i

+ = 0

Principle of Superposition

Theorem

If u

1

and u

2

are solutions of a linear inhomogeneous equation then u

1

u

2

is a solution of the corresponding homogeneous equation.

Consider the general form of a non-homogeneous dierential equation

au +

n

i =1

b

i

(u)

x

i

+ = f (x)

If u

1

and u

2

are two solutions of above equation then

au

1

+

n

i =1

b

i

(u

1

)

x

i

+ = f (x), au

2

+

n

i =1

b

i

(u

2

)

x

i

+ = f (x)

The process of subtraction gives us,

a(u

1

u

2

) +

n

i =1

b

i

(u

1

u

2

)

x

i

+ = 0

Summary

1

Basic Denitions

Dierential Equations

Partial Dierential Equation (PDE)

Order of Partial Dierential Equation

Degree of Partial Dierential Equation

Linear Partial Dierential Equation

Linear Operator

Quasi-Linear Partial Dierential Equation

Semi-Linear Partial Dierential Equation

Non-Linear Partial Dierential Equation

Homogeneous Partial Dierential Equation

2

Solution of Partial Dierential Equation

Principle of Superposition

Thanks

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